[HTML][HTML] From behavioural economics to neuroeconomics to decision neuroscience: the ascent of biology in research on human decision making

P Bossaerts, C Murawski - Current Opinion in Behavioral Sciences, 2015‏ - Elsevier
Here, we briefly review the evolution of research on human decision-making over the past
few decades. We discern a trend whereby biology moves from subserving economics …

Experimental research on asset pricing

CN Noussair, S Tucker - A Collection of Surveys on Market …, 2013‏ - Wiley Online Library
Experimental Research on Asset Pricing Page 1 9 EXPERIMENTAL RESEARCH ON ASSET
PRICING Charles N. Noussair Tilburg University Steven Tucker The University of Waikato 1 …

Low interest rates and risk-taking: Evidence from individual investment decisions

C Lian, Y Ma, C Wang - The Review of Financial Studies, 2019‏ - academic.oup.com
How do low interest rates affect investor behavior? We demonstrate that individuals “reach
for yield,” that is, have a greater appetite for risk-taking when interest rates are low. Using …

Using neural data to test a theory of investor behavior: An application to realization utility

C Frydman, N Barberis, C Camerer… - The Journal of …, 2014‏ - Wiley Online Library
We conduct a study in which subjects trade stocks in an experimental market while we
measure their brain activity using functional magnetic resonance imaging. All of the subjects …

Ambiguity in asset markets: Theory and experiment

P Bossaerts, P Ghirardato… - The Review of …, 2010‏ - academic.oup.com
This paper studies the impact of ambiguity and ambiguity aversion on equilibrium asset
prices and portfolio holdings in competitive financial markets. It argues that attitudes toward …

Estimating ambiguity aversion in a portfolio choice experiment

D Ahn, S Choi, D Gale, S Kariv - Quantitative Economics, 2014‏ - Wiley Online Library
We report a portfolio‐choice experiment that enables us to estimate parametric models of
ambiguity aversion at the level of the individual subject. The assets are Arrow securities that …

[HTML][HTML] Cortisol and testosterone increase financial risk taking and may destabilize markets

C Cueva, RE Roberts, T Spencer, N Rani, M Tempest… - Scientific reports, 2015‏ - nature.com
It is widely known that financial markets can become dangerously unstable, yet it is unclear
why. Recent research has highlighted the possibility that endogenous hormones, in …

Gender differences and dynamics in competition: The role of luck

D Gill, V Prowse - Quantitative Economics, 2014‏ - Wiley Online Library
In a real effort experiment with repeated competition we find striking differences in how the
work effort of men and women responds to previous wins and losses. For women, losing per …

CAPM: an absurd model

P Fernandez - Business Valuation Review, 2015‏ - meridian.allenpress.com
The Capital Asset Pricing Model (CAPM) is about expected return. If you find a formula for
expected returns that works well in the real markets, would you publish it? Before or after …

Exploring the nature of “trader intuition”

AJ Bruguier, SR Quartz, P Bossaerts - The Journal of Finance, 2010‏ - Wiley Online Library
Experimental evidence has consistently confirmed the ability of uninformed traders, even
novices, to infer information from the trading process. After contrasting brain activation in …