Impact of behavioral biases on investment decisions 'a systematic review'

A Shukla, DNJ Rushdi, DRC Katiyar - International Journal of …, 2020 - papers.ssrn.com
The objective of this paper is to study and describe various biases in investment decision-
making through the review of research papers in the area of behavioral finance. This …

A review on personality models and investment decisions

AS Rao, SG Lakkol - Journal of Behavioral and Experimental Finance, 2022 - Elsevier
The personality of individuals influences the way one processes the information and take
decisions. There are various personality models used to identify an individual's …

[HTML][HTML] Overconfidence bias and investment performance: A mediating effect of risk propensity

SZ Ul Abdin, F Qureshi, J Iqbal, S Sultana - Borsa Istanbul Review, 2022 - Elsevier
This study examines the determinants of overconfidence bias that, in turn, influence
investment performance via risk propensity. This study also investigates the three cognitive …

[HTML][HTML] Investor sentiment and stock return volatility: Evidence from the Johannesburg Stock Exchange

L Rupande, HT Muguto… - Cogent Economics & …, 2019 - Taylor & Francis
Volatility is an important component of asset pricing; an increase in volatility on markets can
trigger changes in the risk distribution of financial assets. In conventional financial theory …

[HTML][HTML] Remarks on the behaviour of financial market efficiency during the COVID-19 pandemic. The case of VIX

D Bogdan, ŞM Dima, I Roxana - Finance Research Letters, 2021 - Elsevier
This paper investigates the Chicago Board Option Exchange Volatility Index's ('VIX')
response to the COVID-19 pandemic crisis, in terms of information efficiency. First, we …

Exploring behavioural bias affecting investment decision-making: a network cluster based conceptual analysis for future research

A Bihari, M Dash, SK Kar, K Muduli, A Kumar… - International Journal of …, 2022 - emerald.com
Exploring behavioural bias affecting investment decision-making: a network cluster based
conceptual analysis for future research | Emerald Insight Books and journals Case studies …

Outperforming algorithmic trading reinforcement learning systems: A supervised approach to the cryptocurrency market

LK Felizardo, FCL Paiva, C de Vita Graves… - Expert Systems with …, 2022 - Elsevier
The interdisciplinary relationship between machine learning and financial markets has long
been a theme of great interest among both research communities. Recently, reinforcement …

BWM—RAPS approach for evaluating and ranking banking sector companies based on their financial indicators in the Saudi stock market

MH Alamoudi, OA Bafail - Journal of Risk and Financial Management, 2022 - mdpi.com
Seeking the greatest possible return on long-term investments, investors naturally seek
equities of the best-performing companies that fit their investment timeframe. Long-term …

Ramadan effect on stock market return and trade volume: Evidence from Dhaka Stock Exchange (DSE)

MH Hassan, MS Kayser - Cogent Economics & Finance, 2019 - Taylor & Francis
A predictable pattern of stock market return is the violation of the efficient market hypothesis
(EMH). It is well studied and evident in financial literature that stock markets around the …

The impact of investor sentiment on sectoral returns and volatility: Evidence from the Johannesburg stock exchange

HT Muguto, L Muguto, A Bhayat… - Cogent Economics & …, 2022 - Taylor & Francis
This study investigated the impact of investor sentiment impact on sectoral returns and their
volatility on the Johannesburg Stock Exchange using a proxy-based composite investor …