Reference : Essays on Irrational Behavior in Financial Markets
Dissertations and theses : Doctoral thesis
Business & economic sciences : Finance
Essays on Irrational Behavior in Financial Markets
Martelin, Nicolas mailto [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
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).

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