The Money Macro and Finance Group, together with the Warwick Finance
Research Institute, is organising a one-day conference on
Thursday 16th March 2006 at the University of Warwick
Behavioural Finance and Market Efficiency
Papers to be given
Nick Barberis (Yale) and Wei Xiong (Princeton) “What Drives the
Disposition and Momentum Effects? An Analysis of a Recent Preference-Based
Explanation”
Bruno Biais (Toulouse) and Martin Weber (Mannheim) “Hindsight Bias and
Investment Performance”
Gordon Gemmill (Warwick) “Catering for Dividends: the Rise and Fall of
Split-Capital Investment Trusts”
Soosung Hwang (Cass) and Mark Salmon (Warwick) “Measuring Herding and
Sentiment in Financial Markets”
Chris Malloy (LBS) “A Test of the Endowment Effect”
Raman Uppal (LBS) “How Inefficient is the 1/N Asset Allocation Strategy?”
Martin Weber (Mannheim) “The Disposition Effect, Individual Differences,
Stability and Learning: an Experimental Investigation”.
Coffee and registration from 09.00, first paper 09.40, conference ends
17.30 There is no charge for the conference, which is sponsored by the ESRC
and WFRI; usual travel expenses rules apply.
To register please contact [log in to unmask]
Local organiser: Gordon Gemmill
Location details etc to follow on the MMF website:
http://www.essex.ac.uk/afm/mmf/index.html
|