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Quantitative behavioral finance [1] is a new discipline that uses mathematical and statistical methodology to understand behavioral biases in conjunction with valuation. The research can be grouped into the following areas: Empirical studies that demonstrate significant deviations from classical theories. [2]
The Journal of Behavioral Finance is a quarterly peer-reviewed academic journal that covers research related to the field of behavioral finance. It was established in 2000 as The Journal of Psychology and Financial Markets. The founding Board of Editors were Brian Bruce, David Dreman, Paul Slovic, Nobel Laureate Vernon Smith and Arnold Wood.
Behavioral finance [74] is the study of the influence of psychology on the behavior of investors or financial analysts. It assumes that investors are not always rational , have limits to their self-control and are influenced by their own biases . [ 75 ]
Behavioral economics and public policy is a field that investigates how the discipline of behavioral economics can be used to enhance the formation, implementation and evaluation of public policy. [ 1 ] [ 2 ] Using behavioral insights, it explores how to make policies more effective, efficient and humane by considering real-world human behavior ...
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More research is needed to understand how nudges influence behavior and cognitive processes in education effectively. While nudging shows potential in education, questions remain about its long-term effectiveness and how it fits within educational principles. Nudges should not only focus on end goals but also consider the cognitive processes ...
Studies in behavioral finance analyzed this pattern, observing that there is a tendency to avoid high-reward options in the market, as the risk of short-term loss potentially influences the broker. Acclaimed behavioral economists Benartzi and Thaler analyzed this concept, calling it the "equity premium puzzle [2]." This puzzle refers to the ...
Nicholas Barberis and Wei Xiong have depicted the disposition impact as the trade of individual investors are one of the most important realities. The influence, they note, has been recorded in all the broad individual investor trading activity databases available and has been linked to significant pricing phenomena such as post-earnings announcement drift and momentum at the stock level.