Reference : Essays on Irrational Behavior in Financial Markets
Dissertations and theses : Doctoral thesis
Business & economic sciences : Finance
http://hdl.handle.net/10993/17302
Essays on Irrational Behavior in Financial Markets
English
Martelin, Nicolas[University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
2014
University of Luxembourg, Luxembourg
Doctorat en Sciences Financières
[en] Behavioral Finance ; Art Market ; Art Finance
[en] Personal preferences along with cognitive biases create the behavioral heterogeneity of a given market. In this thesis we study three markets that are completely different from each other and have their own peculiarities: the stock market (US equity funds), the option market (S&P500 index options) and the art market (Impressionist and Modern, Post-war and Contemporary, American, and Latin American art indices).