Essays on Irrational Behavior in Financial Markets

Reference : Essays on Irrational Behavior in Financial Markets


	Document type :	Dissertations and theses : Doctoral thesis
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/17302

Title :	Essays on Irrational Behavior in Financial Markets
Language :	English
Author, co-author :	Martelin, Nicolas [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2014
Institution :	University of Luxembourg, Luxembourg
Name of the degree :	Doctorat en Sciences Financières
Keywords :	[en] Behavioral Finance ; Art Market ; Art Finance
Abstract :	[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).
Permalink :	http://hdl.handle.net/10993/17302

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