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School of Business and Management

Behavioural Finance Working Group Conference

16 December 2013 - 17 December 2013

Time: 9:00am - 5:00pm
Venue: School of Business and Management, Bancroft Building, Mile End Campus, Queen Mary, University of London, E1 4NS

Organisers: Gulnur Muradoglu (Queen Mary, University of London, UK) and Peter Ayton (City University, London, UK)

In this two-day meeting, we will consider how the fields of behavioural finance, economic psychology and other related areas can account for financial decision making by individuals and institutions and the consequences for market prices, asset returns, corporations and social policy. We plan to give a focus on austerity measures, poverty and policy in the post crisis era.

In the post banking crisis era, with government austerity programs reducing welfare provisions, thinking on the behavioural causes and behavioural consequences of poverty has a new emphasis. Rationality of choice has been a central preoccupation of behavioural finance research, but has a special emphasis in some accounts of poverty which impugn the rationality of the poor by arguing that poverty is exacerbated or even caused by the choices made by the poor.

Recent studies challenge this view and suggest that standard behavioural models applied to the circumstances encountered by those living in poverty can account for observed apparently maladaptive behaviours. This debate has clear implications for understanding poverty and, crucially, for the design of policy to alleviate poverty.


Registration - £300.00

To register please visit: http://eshop.qmul.ac.uk/browse/extra_info.asp?compid=1&modid=2&deptid=34&catid=1&prodid=414

Contact: bfwg@qmul.ac.uk 


Download Draft Conference Programme

Accepted papers

Getting government debt down: lessons from the anthropology of economic management in British postwar governments [PDF 485KB]Perri 6, School of Business and Management, Queen Mary, University of London

Factor covariances predict factor returns [PDF 257KB]Nigel J. Barradale, Copenhagen Business School
Soeren Hvidkjaer, Copenhagen Business School
Flu Epidemic, Limited Attention and Analyst Forecast Behavior [PDF 123KB]Nathan Dong, Columbia University
Yuna Heo, Rutgers University

Glamour, Value and the Changing P/E [DOC 1,543KB]
Keith Anderson, The York Management School, University of York
Tomasz Zastawniak, Mathematics department, University of York

Feedback, Framing, Personality and Risk Attitude. Experiments on Factors Affecting Financial Optimism [PDF 1,012KB]Jiayi Balasuriya, Westminister Business School
Gulnur Muradoglu, School of Business and Management, QMUL 
Peter Ayton, City University

Do firms manage investors' attention? Evidence from the preparation of earnings announcement events [PDF 630KB]
Olivier Dessaint, HEC Paris

Individual Investors Repurchasing Behavior: Preference for Stocks Previously Owned [PDF 279KB]Cristiana Cerqueira Leal, School of Economics and Management – NIPE & University of Minho
Manuel J. Rocha Armada, NIPE & School of Economics and Management
Gilberto Loureiro, NIPE & School of Economics and Management – University of Minho

Entrepreneurial Under-Diversification: Over Optimism and Overconfidence [PDF 154KB]Enrico Maria Cervellati, University of Bologna
Pierpaolo Pattitoni, University of Bologna  
Marco Savioli, The Rimini Centre for Economic Analysis (RCEA)
Rassoul Yazdipour, Academy of Behavioral Finance & Economics

The Reference Point Effect on Executive Compensation - A Behavioural Approach
Ya Gao, Surrey Business School, University of Surrey
Jean J. Chen, Surrey Business School, University of Surrey
Weian Li, Nankai University of China
Youchao Tan, Dongbei University of Finance and Economics

Do Gender and Age Matter in Trading Discpline [PDF 607KB]Teng Yuan Cheng, Nanjing Audit University
Selvi Ocktaviani, Nankai University of China
Hung Chih Li, Nankai University of China
Chao Hsien Lin, North-East University of Economics and Finances

Disappointment Aversion Preferences and the Credit Spread Puzzle [PDF 527KB]Stefanos Delikouras, University of Miami
Knowing What Not to Do: Financial Literacy and Consumer Credit Choices [PDF 403KB]Christian D Dick, Centre for European Economic Research (ZEW) Mannheim, Germany
Lena M. Jaroszek, Centre for European Economic Research (ZEW) Mannheim and University of Mannheim
Analyst earnings forecasts, individual investors? expectations and trading volume: An experimental approach [PDF 563KB]Thanh Huong Dinh, IRG – University of Paris
Jean-Francois Gajewski IREGE – University of Savoie  
Duc Khuong Nguyen, IPAG Lab, IPAG Business School

Risk and Responsibility [PDF 77KB]Darren Duxbury, Newcastle University Business School
Barbara Summers, Leeds University Business School

The disposition effect – preferences or emotions
Sina Erdal, University of Essex
Christian Bakketeig, University of Essex
Andrew Woods Univesrity of Essex

The Impact of Federal Reserve Statements and Chairman [PDF 3,794KB]Arman Eshraghi, University of Edinburgh Business School
Kristjan Thorarinsson
Jens Hagendorff

Microfinance, client-centricity and financial performance: evidence from India [PDF 96KB]
Richard Fairchild, School of Management, University of Bath
Ian Crawford, School of Management, University of Bath
Philip Brown ,School of Management, University of Bath

Affect Account of the Disposition Effect and Consequences for Stock Prices [PDF 367KB]Tommy Gärling, University of Gothenburg
Mary Blomman, University of Gothenburg
Tim Carle, University of Luxembourg

The power of cognitive reappraisal to reduce the disposition effect in private traders [DOC 81KB]Paul Grayson, The Open University Business School
Prof Mark Fenton-O’Creevy, The Open University Business School
Dr Ben Hardy, The Open University Business School

Credit rating, Post-earnings-announcement-drift, and Arbitrage from transient institutions
HE Guanming, University of Warwick

Capital Structure Inertia and Product Market Competition [PDF 800KB]Xia Wu, University of Melbourne
André Gygax, University of Melbourne
Gabrielle Wanzenried, Institute for Financial Services, Zug


Time-Varying Momentum Payoffs and Illiquidity [PDF 908KB]Si Cheng, Queens University, Belfast
Allaudeen Hameed, National University of Singapore
Doron Avramov

Heterogeneous Time Preferences Within The Household [PDF 386KB]Andrew Hertzberg, Columbia University

Playing Fast and Frugal with Stock Market Forecasts [PDF 281KB]
Zwetelina Iliewa, Centre for European Economic Research, Germany
Markus Glaser, Institute for Capital Markets and Corporate Finance, Ludwig-Maximilians- Universit¨at Munich

Finnish and American household financial behavior during the 2008 financial crisis [PDF 191KB]
Raija Järvinen, National Consumer Research Centre
Jukka Laitamäki, New York University

House Money Effects in Experimental Asset Markets [PDF 2,232KB]
Debapriya Jojo Paul, Australian School of Business
Julia Paul, Faculty of Business, Bond University 
Sian Owen, School of Banking and Finance, Australian School of Business

Revealing animal spirits of the Euro Area Debt Crisis? [PDF 1,799KB]
E. Mamatzakis, Business, Management and Economics School

News Media Sentiment and Investor Behavior [PDF 927KB]Roman Kraussl, Luxembourg School of Finance and the Center for Alternative Investments at Goizueta Business School, Emory University
Elizaveta Mirgorodskaya, VU University Amsterdam

Belief Dispersion among Household Investors and Stock Trading Volume [PDF 308KB]
Dan Li, Federal Reserve Board of Governors
Geng Li, Division of Research and Statistics, Federal Reserve Board of Governors

Trustworthiness and Relationships [PDF 547KB]
Geng Li, Federal Reserve Board
Jane Dokko, Federal Reserve Board

Gamblers as Personal Finance Activists [PDF 297KB]Geng Li, Federal Reserve Board

Long-range planning attitude in a declining welfare: when individual behaviours inhibit retirement voluntary plans [PDF 271KB]
Caterina Lucarelli, Faculty of Economics, University Politecnica Marche
Barbara Alemanni, University of Genova & SDA Bocconi School of Management
Quantifying the Effects of Online Bullishness on International Financial Markets [PDF 1,413KB]Huina Mao, Indiana University
Scott Counts, School of Informatics and Computing
Johan Bollen, Indiana University Microsoft Research, Redmond, Washington

Sovereign bond yield spreads and market sentiment. Empirical evidence from Euro countries
Duccio Martelli, University of Perugia
David Aristei, University of Perugia
Do firm managers properly assess risk? Evidence from US firm proximity from hurricane strikes [PDF 1,112KB]Adrien Matray, PhD Candidate, HEC Business School (Paris)
Olivier Dessaint, HEC Paris

Cross-Country Analysis of Herd Behavior in Europe: Evidence from continental, Nordic and the PIIGS countries [PDF 948KB]Asma Mobarek, Stockholm University
Sabur Mollah, Stockholm University

Social Distance and Monetary Incentives [PDF 62KB]Natalia Montinari, Institute of Economics, Germany and Lund University
Michela Rancan, European University Institute

Is there an Incentive for Active Retail Mutual Funds to Closet Index in Down Markets? Fund Performance and Subsequent Annual Fund?Flows between 1997 and 2011 [PDF 622KB]Matthew Morey, Pace University, New York, NY
Aron Gottesman, Pace University, New York NY 
Menahem Rosenberg, Touro College, Brooklyn, NY

Investor Sophistication and the Effect of Behavioral Biases in Structured Products Investment
Moran Ofir, Radzyner School of Law
Zvi Wiener, The Hebrew University of Jerusalem

How Homeowners Choose between Fixed and Adjustable Rate Mortgages
Moran Ofir, Radzyner School of Law
Yevgeny Mugerman, The Hebrew University of Jerusalem 
Zvi Wiener, The Hebrew University of Jerusalem

Financial Risk Perceptions: The Product of Conscious Qualia and Brain Duality [DOC 69KB]
Robert A. Olsen, Decision Research

An analysis and risk modeling on the mortgage loan defaults [PDF 638KB]Belma Öztürkkal, Kadir Has University, Department of International Trade and Finance, Istanbul, Turkey
Omer L. Gebizlioglu, Kadir Has University, Department of International Trade and Finance, Istanbul, Turkey

Aspirations for Income: Status, Competitiveness and Risk Attitudes [PDF 247KB]Rachel Pownall, Department of Finance, Maastricht
Kees G. Koedijky, Department of Finance, Tilburg University 
Meir Statman, Santa Clara University, and Department of Finance, Tilburg University
Do Fluent Tickers Appeal to Investor Sentiment? [PDF 296KB]Mukunthan Santhanakrishnan, Cox School of Business, Southern Methodist University 
Preservation of market behaviour: the underlying psychological mechanism [DOC 13KB]Daphne Sobolev
Nigel Harvey

The Chinese Stockmarket Bubble [DOC 329KB]
Richard Taffler, Finance Group, Warwick Business School, University of Warwick
Angel (Xijuan) Bellotti 
Lin Tian

Insider trading and the likelihood of corporate insolvency: Evidence from UK firms [PDF 164KB]Agnieszka Trzeciakiewicz, Business School, University of Hull
Jannine Poletti-Hughes, Management School, University of Liverpool 
Aydin Ozkan, Business School, University of Hull

Time-Varying Momentum Payoffs and Illiquidity [PDF 908KB]Qingwei Wang, Bangor Business School
Dylan Thomas, School of Business, Swansea University

Testing a New Hedging Theory of Confidence Interval Formation [PDF 92KB]Qingwei Wang, Bangor Business School
John Goddard, Bangor Business School

Do Actions Speak Louder Than Words? Optimistic Disclosure Tone, Insider Trading and Capital Structure [PDF 453KB]Bin Xu, Loughborough University, School of Business and Economics
Andrew Vivian, Loughborough University, School of Business and Economics

Academic Performance and Risk Perception: an Experimental Study [PDF 115KB]
Dan Zhu, Bangor Business School, Bangor University
Lynn Hodgkinson, Bangor Business School, Bangor University 
Qingwei Wang,  Bangor Business School, Bangor University

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