Behavioural finance: insights into irrational minds and markets
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ [u.a.]
Wiley
2007
|
| Ausgabe: | Reprinted |
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | XVIII, 193 S. graph. Darst. |
| ISBN: | 0470844876 |
Internformat
MARC
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| 100 | 1 | |a Montier, James |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Behavioural finance |b insights into irrational minds and markets |c James Montier |
| 250 | |a Reprinted | ||
| 264 | 1 | |a Hoboken, NJ [u.a.] |b Wiley |c 2007 | |
| 300 | |a XVIII, 193 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 500 | |a Includes bibliographical references and index | ||
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Datensatz im Suchindex
| _version_ | 1804137388708986881 |
|---|---|
| adam_text | Contents
Preface
xiii
Introduction
xv
1
Psychological Foundations
1
1.1
Introduction
1
1.2
Biases of Judgement or Perception is Reality
1
1.2.1
Over-optimism
1
1.2.2
Over-confidence
2
1.2.2.1
Application: Private Investors
2
1.2.3
Cognitive Dissonance
3
1.2.4
Confirmation Bias
4
1.2.5
Conservatism Bias
4
1.2.6
Anchoring
5
1.2.6.1
Application: Earnings Announcement Drift
5
1.2.6.2
Case Study: Forward Discount Puzzle
5
1.2.6.3
Application: Anchoring and Valuation
8
1.2.7
Representativeness Heuristic
9
1.2.7.1
Application: Forecast Revisions
10
1.2.8
Availability Bias
12
1.2.8.1
Application: Stock Selection
12
1.2.9
Ambiguity Aversion
12
1.2.9.1
Application: Under-diversification and the Need
for Familiarity
13
1.3
Errors of Preference or There is No Such Thing as Context-free
Decision Making
15
1.3.1
Narrow Framing
15
1.3.1.1
Application: Cash Flows or Earnings?
17
1.3.1.2
Application Pro Forma vs.
GAAP
18
1.3.2
Prospect Theory
20
1.3.2.1
Non-linear Weights
20
1.3.2.2
Application: Volatility Smiles
20
1.3.2.3
Value Functions
21
1.3.2.4
Application:
Equity Risk
Premium
23
1.3.2.5
Application: The Disposition Effect
—
Stocks and
Houses
23
1.3.2.6
Application: Trading
—
Are Professionals
Loss-averse?
25
1.3.2.7
Application: VIX
25
1.3.2.8
Application: Economics
26
1.3.3
Dynamic Prospect Theory
26
1.3.3.1
Application: Implied Equity Risk Premium
and TAA
27
1.4
Conclusions
28
2
Imperfect Markets and Limited Arbitrage
29
2.1
Introduction
29
2.2
Ketchup Economics
30
2.3
Efficiency and LOOP
30
2.4
Stock Market
31
2.4.1
Twin Securities
31
2.4.2
Equity Carve Outs
33
2.4.3
Parent Company Puzzle
34
2.4.4
Closed End Funds
37
2.5
Other Markets
37
2.5.1
Callable Bonds
38
2.5.2
Liquidity Premium
38
2.5.3
Strips
39
2.5.4
Bills vs. Bonds
39
2.5.5
On/Off the Run Trades
39
2.6
Imperfect Substitutes
40
2.6.1
Index Inclusion and Demand Curves for Equities
41
2.7
Limited Arbitrage
42
2.7.1
Fundamental Risk
43
2.7.2
Financing/Noise Trader Risk
45
2.7.2.1
Horizon Risk
45
2.7.2.2
Margin Risk
45
2.7.2.3
Short Covering Risk
45
2.7.3
Principal-Agent Problems and Arbitrage
46
2.8
Positive Feedback Trading
48
2.9
Risk Management and Limited Arbitrage
49
2.10
On the Survival of Noise Traders
49
2.11
Informational Imperfections
50
2.11.1
The Sorry Tale of the Cure for Cancer
50
2.11.2
Massively Confused Investors Making Conspicuously
Ignorant Choices
51
2.11.3
Dot.coms and Name Changes
51
2.12
Conclusions
52
3
Style Investing
53
3.1
Introduction
53
3.2
The Data
53
3.3
The History
53
3.4
Potential Gains to Style Rotation
55
3.5
Life Cycle of an Investment Style
55
3.5.1
Implications
57
3.5.2
Examples: Return Co-movement
58
3.5.3
Examples: Style Life Cycles
58
3.6
Value vs. Growth: Risk or Behavioural?
59
3.7
Style Rotation
63
3.8
Quantitative Screens
66
3.8.1
Value Strategies
66
3.8.1.1
Profitability
67
3.8.1.2
Leverage, Liquidity and Source of Funds
67
3.8.1.3
Operating Efficiency
67
3.9
Timing the Switch
69
3.9.1
The Equity Risk Premium
69
3.9.2
The Payout Ratio
70
3.9.3
IPOs
71
3.10
Conclusions
72
Stock Valuation
73
4.1
Introduction
73
4.2
Keynes Beauty Competition
73
4.3
The (Ir)relevance of Fundamentals
75
4.4
Valuation and Behavioural Biases
77
4.4.1
Absolute Not Relative Valuation
78
4.4.2
Cash Flows Not Earnings
80
4.5
Cost of Capital
81
4.5.1
Capital Asset Pricing Model
81
4.5.2
Experimental Evidence on CAPM
83
4.5.3
Empirical Evidence on CAPM
83
4.5.4
The Assumptions of CAPM
84
4.5.5
Multifactor Models
87
4.5.6
Source of Multifactor Models: Efficient Markets View:
Risk-based
88
4.5.7
Source of Multifactor Models: Non-risk-based
88
4.5.8
Sources of Multifactor Models: The Behavioural View
89
4.5.9
Momentum
90
4.6
Factors from Limited Arbitrage
92
4.6.1
Idiosyncratic Risk
92
4.6.2
Why Should Stock Volatility be Rising?
92
4.6.3
Liquidity
95
4.6.4
Use Matters
98
4.7
An Analyst s Guide
99
Portfolio Construction and Risk Management
101
5.1
Introduction
101
5.2
Co variances
101
5.3
Correlations
103
5.4
Distribution of Returns
106
5.5
Fat Tails or Outliers?
109
6
Asset Allocation
115
6.1
Introduction
115
6.2
Markets and Fundamentals
115
6.3
Dividend Yield, Spreads and Ratios
117
6.4
Earnings Yield, Spreads and Ratios
121
6.5
Payout Ratio
124
6.6
The Equity Risk Premium
126
6.7
Should Corporate Financiers be Running TAA?
130
6.7.1
IPOs and SEOs
130
6.7.2
Acquisition Financing
133
6.7.3
Insider Trading
135
6.8
Market Liquidity
137
6.9
Crashes as Critical Points
138
6.9.1
Crashes as Outliers
139
6.9.2
Critical Points in Complex Adaptive Systems
140
6.9.3
Financial Markets and Discrete Scale
Invariance
141
6.10
Conclusions
144
7
Corporate Finance
145
7.1
Introduction
145
7.2
Irrational Managers/Rational Markets
145
7.2.1
Pecking Order of Capital Structure Preferences
145
7.2.2
Cash Flows and Investment
146
7.2.3
Free Cash Flows can be Dangerous
146
7.2.4
Corporate Governance
146
7.2.5
Dividends as an Extraction Mechanism
151
7.3
Rational Managers/Irrational Markets
151
7.3.1
Mergers and Acquisitions
152
7.3.2
Initial Public Offerings
155
7.3.2.1
Initial Underpricing
155
7.3.2.2
Hot Markets
160
7.3.2.3
Long-run Underperformance
162
7.3.2.4
A Unified Theory of the Stylized Facts on IPOs
164
7.3.3
Seasoned Equity Offerings
165
7.3.4
Repurchases
169
7.3.5
Carve Outs, Spin Outs and Spin
Offs 170
7.3.6
Tracking Stocks
172
7.3.7
Convertible Debt
172
7.4
Conclusions
174
8
The Indicators
175
8.1
Introduction
175
8.2
Liquidity Measures
8.3
Sentiment Measures
8.4
Asset Allocation Measures
8.5
Earnings Measures
8.5.1
Income Smoothing
8.5.2
Discretion in Reported Earnings/Size of Acruals
8.6
Technical Measures
8.7
Others
Final
Thoughts
Bibliography
Index
175
175
176
176
176
176
176
177
179
181
189
|
| adam_txt |
Contents
Preface
xiii
Introduction
xv
1
Psychological Foundations
1
1.1
Introduction
1
1.2
Biases of Judgement or Perception is Reality
1
1.2.1
Over-optimism
1
1.2.2
Over-confidence
2
1.2.2.1
Application: Private Investors
2
1.2.3
Cognitive Dissonance
3
1.2.4
Confirmation Bias
4
1.2.5
Conservatism Bias
4
1.2.6
Anchoring
5
1.2.6.1
Application: Earnings Announcement Drift
5
1.2.6.2
Case Study: Forward Discount Puzzle
5
1.2.6.3
Application: Anchoring and Valuation
8
1.2.7
Representativeness Heuristic
9
1.2.7.1
Application: Forecast Revisions
10
1.2.8
Availability Bias
12
1.2.8.1
Application: Stock Selection
12
1.2.9
Ambiguity Aversion
12
1.2.9.1
Application: Under-diversification and the Need
for Familiarity
13
1.3
Errors of Preference or There is No Such Thing as Context-free
Decision Making
15
1.3.1
Narrow Framing
15
1.3.1.1
Application: Cash Flows or Earnings?
17
1.3.1.2
Application Pro Forma vs.
GAAP
18
1.3.2
Prospect Theory
20
1.3.2.1
Non-linear Weights
20
1.3.2.2
Application: Volatility Smiles
20
1.3.2.3
Value Functions
21
1.3.2.4
Application:
Equity Risk
Premium
23
1.3.2.5
Application: The Disposition Effect
—
Stocks and
Houses
23
1.3.2.6
Application: Trading
—
Are Professionals
Loss-averse?
25
1.3.2.7
Application: VIX
25
1.3.2.8
Application: Economics
26
1.3.3
Dynamic Prospect Theory
26
1.3.3.1
Application: Implied Equity Risk Premium
and TAA
27
1.4
Conclusions
28
2
Imperfect Markets and Limited Arbitrage
29
2.1
Introduction
29
2.2
Ketchup Economics
30
2.3
Efficiency and LOOP
30
2.4
Stock Market
31
2.4.1
Twin Securities
31
2.4.2
Equity Carve Outs
33
2.4.3
Parent Company Puzzle
34
2.4.4
Closed End Funds
37
2.5
Other Markets
37
2.5.1
Callable Bonds
38
2.5.2
Liquidity Premium
38
2.5.3
Strips
39
2.5.4
Bills vs. Bonds
39
2.5.5
On/Off the Run Trades
39
2.6
Imperfect Substitutes
40
2.6.1
Index Inclusion and Demand Curves for Equities
41
2.7
Limited Arbitrage
42
2.7.1
Fundamental Risk
43
2.7.2
Financing/Noise Trader Risk
45
2.7.2.1
Horizon Risk
45
2.7.2.2
Margin Risk
45
2.7.2.3
Short Covering Risk
45
2.7.3
Principal-Agent Problems and Arbitrage
46
2.8
Positive Feedback Trading
48
2.9
Risk Management and Limited Arbitrage
49
2.10
On the Survival of Noise Traders
49
2.11
Informational Imperfections
50
2.11.1
The Sorry Tale of the Cure for Cancer
50
2.11.2
Massively Confused Investors Making Conspicuously
Ignorant Choices
51
2.11.3
Dot.coms and Name Changes
51
2.12
Conclusions
52
3
Style Investing
53
3.1
Introduction
53
3.2
The Data
53
3.3
The History
53
3.4
Potential Gains to Style Rotation
55
3.5
Life Cycle of an Investment Style
55
3.5.1
Implications
57
3.5.2
Examples: Return Co-movement
58
3.5.3
Examples: Style Life Cycles
58
3.6
Value vs. Growth: Risk or Behavioural?
59
3.7
Style Rotation
63
3.8
Quantitative Screens
66
3.8.1
Value Strategies
66
3.8.1.1
Profitability
67
3.8.1.2
Leverage, Liquidity and Source of Funds
67
3.8.1.3
Operating Efficiency
67
3.9
Timing the Switch
69
3.9.1
The Equity Risk Premium
69
3.9.2
The Payout Ratio
70
3.9.3
IPOs
71
3.10
Conclusions
72
Stock Valuation
73
4.1
Introduction
73
4.2
Keynes' Beauty Competition
73
4.3
The (Ir)relevance of Fundamentals
75
4.4
Valuation and Behavioural Biases
77
4.4.1
Absolute Not Relative Valuation
78
4.4.2
Cash Flows Not Earnings
80
4.5
Cost of Capital
81
4.5.1
Capital Asset Pricing Model
81
4.5.2
Experimental Evidence on CAPM
83
4.5.3
Empirical Evidence on CAPM
83
4.5.4
The Assumptions of CAPM
84
4.5.5
Multifactor Models
87
4.5.6
Source of Multifactor Models: Efficient Markets View:
Risk-based
88
4.5.7
Source of Multifactor Models: Non-risk-based
88
4.5.8
Sources of Multifactor Models: The Behavioural View
89
4.5.9
Momentum
90
4.6
Factors from Limited Arbitrage
92
4.6.1
Idiosyncratic Risk
92
4.6.2
Why Should Stock Volatility be Rising?
92
4.6.3
Liquidity
95
4.6.4
Use Matters
98
4.7
An Analyst's Guide
99
Portfolio Construction and Risk Management
101
5.1
Introduction
101
5.2
Co variances
101
5.3
Correlations
103
5.4
Distribution of Returns
106
5.5
Fat Tails or Outliers?
109
6
Asset Allocation
115
6.1
Introduction
115
6.2
Markets and Fundamentals
115
6.3
Dividend Yield, Spreads and Ratios
117
6.4
Earnings Yield, Spreads and Ratios
121
6.5
Payout Ratio
124
6.6
The Equity Risk Premium
126
6.7
Should Corporate Financiers be Running TAA?
130
6.7.1
IPOs and SEOs
130
6.7.2
Acquisition Financing
133
6.7.3
Insider Trading
135
6.8
Market Liquidity
137
6.9
Crashes as Critical Points
138
6.9.1
Crashes as Outliers
139
6.9.2
Critical Points in Complex Adaptive Systems
140
6.9.3
Financial Markets and Discrete Scale
Invariance
141
6.10
Conclusions
144
7
Corporate Finance
145
7.1
Introduction
145
7.2
Irrational Managers/Rational Markets
145
7.2.1
Pecking Order of Capital Structure Preferences
145
7.2.2
Cash Flows and Investment
146
7.2.3
Free Cash Flows can be Dangerous
146
7.2.4
Corporate Governance
146
7.2.5
Dividends as an Extraction Mechanism
151
7.3
Rational Managers/Irrational Markets
151
7.3.1
Mergers and Acquisitions
152
7.3.2
Initial Public Offerings
155
7.3.2.1
Initial Underpricing
155
7.3.2.2
Hot Markets
160
7.3.2.3
Long-run Underperformance
162
7.3.2.4
A Unified Theory of the Stylized Facts on IPOs
164
7.3.3
Seasoned Equity Offerings
165
7.3.4
Repurchases
169
7.3.5
Carve Outs, Spin Outs and Spin
Offs 170
7.3.6
Tracking Stocks
172
7.3.7
Convertible Debt
172
7.4
Conclusions
174
8
The Indicators
175
8.1
Introduction
175
8.2
Liquidity Measures
8.3
Sentiment Measures
8.4
Asset Allocation Measures
8.5
Earnings Measures
8.5.1
Income Smoothing
8.5.2
Discretion in Reported Earnings/Size of Acruals
8.6
Technical Measures
8.7
Others
Final
Thoughts
Bibliography
Index
175
175
176
176
176
176
176
177
179
181
189 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Montier, James |
| author_facet | Montier, James |
| author_role | aut |
| author_sort | Montier, James |
| author_variant | j m jm |
| building | Verbundindex |
| bvnumber | BV023120226 |
| classification_rvk | QK 820 |
| ctrlnum | (OCoLC)604070723 (DE-599)BVBBV023120226 |
| discipline | Wirtschaftswissenschaften |
| discipline_str_mv | Wirtschaftswissenschaften |
| edition | Reprinted |
| format | Book |
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| id | DE-604.BV023120226 |
| illustrated | Illustrated |
| index_date | 2024-07-02T19:51:14Z |
| indexdate | 2024-07-09T21:11:30Z |
| institution | BVB |
| isbn | 0470844876 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-016322703 |
| oclc_num | 604070723 |
| open_access_boolean | |
| owner | DE-739 DE-N2 DE-20 DE-188 |
| owner_facet | DE-739 DE-N2 DE-20 DE-188 |
| physical | XVIII, 193 S. graph. Darst. |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Montier, James Verfasser aut Behavioural finance insights into irrational minds and markets James Montier Reprinted Hoboken, NJ [u.a.] Wiley 2007 XVIII, 193 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Wiley finance series Includes bibliographical references and index Verhaltenspsychologie (DE-588)4133738-4 gnd rswk-swf Anlageverhalten (DE-588)4214003-1 gnd rswk-swf Anlageverhalten (DE-588)4214003-1 s Verhaltenspsychologie (DE-588)4133738-4 s DE-604 Digitalisierung UB Passau application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016322703&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Montier, James Behavioural finance insights into irrational minds and markets Verhaltenspsychologie (DE-588)4133738-4 gnd Anlageverhalten (DE-588)4214003-1 gnd |
| subject_GND | (DE-588)4133738-4 (DE-588)4214003-1 |
| title | Behavioural finance insights into irrational minds and markets |
| title_auth | Behavioural finance insights into irrational minds and markets |
| title_exact_search | Behavioural finance insights into irrational minds and markets |
| title_exact_search_txtP | Behavioural finance insights into irrational minds and markets |
| title_full | Behavioural finance insights into irrational minds and markets James Montier |
| title_fullStr | Behavioural finance insights into irrational minds and markets James Montier |
| title_full_unstemmed | Behavioural finance insights into irrational minds and markets James Montier |
| title_short | Behavioural finance |
| title_sort | behavioural finance insights into irrational minds and markets |
| title_sub | insights into irrational minds and markets |
| topic | Verhaltenspsychologie (DE-588)4133738-4 gnd Anlageverhalten (DE-588)4214003-1 gnd |
| topic_facet | Verhaltenspsychologie Anlageverhalten |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=016322703&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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