Handbook of investors' behavior during financial crises:
Gespeichert in:
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| Format: | Buch |
| Sprache: | English |
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London ; San Diego, CA ; Cambridge, MA ; Oxford
Academic Press, an imprint of Elsevier
[2017]
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| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Literaturangaben |
| Beschreibung: | xxxi, 481 Seiten Diagramme |
| ISBN: | 9780128112526 |
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| 245 | 1 | 0 | |a Handbook of investors' behavior during financial crises |c edited by Fotini Economou, Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis |
| 264 | 1 | |a London ; San Diego, CA ; Cambridge, MA ; Oxford |b Academic Press, an imprint of Elsevier |c [2017] | |
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Datensatz im Suchindex
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| adam_text | Contents
List of Contributors.............................................................XV
Editor Bios....................................................................xvii
Contributor Bios................................................................xix
Acknowledgments................................................................xxxi
Section A: Theoretical Perspectives of Investors’ Behaviour During Financial Crises.1
Chapter 1: Debt Markets, Financial Crises, and Public Finance in the Eurozone:
Action, Structure, and Experience in Greece............................3
Akrivi Andreou, Andreas Andrikopouhs, Christos Nastopoulos
1.1 Introduction and Theoretical Framework....................................3
1.2 The Crisis Chronology.....................................................5
1.3 Experiences..............................................................12
1.3.1 The Greek Government..............................................13
1.3.2 The European Central Bank.........................................15
1.3.3 The President of the Eurogroup....................................15
1.3.4 The President of the European Commission..........................16
1.3.5 The European Commissioner for Economic and Monetary
Affairs and the Euro...............................................16
1.3.6 The President of the European Council.............................16
1.3.7 The German Government.............................................17
1.3.8 The French Government.............................................18
1.3.9 The Greek Citizen.................................................18
1.3.10 The investors.....................................................19
1.4 The Structures...........................................................19
1.4.1 The Structural Weaknesses of the Eurozone..........................21
1.4.2 Structural Weaknesses of the Greek Economy.........................23
1.5 Conclusions..............................................................25
References................................................................. 26
Chapter 2: Investor Behavior Before and After the Financial Crisis:
Accounting Standards and Risk Appetite in Fixed Income Investing......29
Apostolos Xanthopoulos
2.1 Introduction.............................................................29
2.2 Early Signs of Trouble...................................................30
Contents
2.3 Investor Fat Tail-Seeking...............................................35
2.4 Investor Behavior, Pre- and Postcrisis.................................39
2.5 Benchmark-Relative Performance.........................................41
2.5.1 Nonlinearity in Asset and Portfolio Returns.......................41
2.6 Information Ratio in a Low-Volatility/Rate Environment.................42
2.7 Probability of Outperformance and Investor Utility of Wealth...........43
2.8 Portfolio Ratings and Probability of Outperformance....................47
2.9 Conclusions............................................................55
References..................................................................56
Chapter 3: Optimal Bubble Exit Strategies......................................59
Dimitris Voliotis
3.1 Introduction............................................................59
3.2 The Model..............................................................61
3.3 The Game with Multiple Shots...........................................63
3.4 Cascading the Orders in Dark Pools.....................................66
3.5 Conclusions............................................................67
References..................................................................68
Chapter 4: Why History Matters to Financial Economists:
The Case of Black Monday 1987........................................69
Camillo von Müller
4.1 Introduction............................................................69
4.2 Analyzing Investor Behavior............................................70
4.2.1 Errors are Information............................................70
4.2.2 Experimental Economics and Economic History.......................71
4.3 Prisoners’ Dilemma and Investor Behavior...............................72
4.4 Empirical Observations—The Black Monday of October 1987................73
4.5 Conclusions............................................................76
References..................................................................77
Chapter 5: Governing Financial Orders Which Have Been Grown and Not Made:
The Origins of the Financial Crisis in Financial Gridlock............79
William Forbes
5.1 Introduction............................................................79
5.2 Governing Financial Orders Which Have Been Grown and Not Made...........80
5.3 Common Elements in Recent Crises........................................81
5.4 Financial Reform and the Law of Liberty.................................83
5.5 Regulating a Grown Financial Order.....................................86
5.6 Fragmentation of Property Rights and Financial Order...................86
5.7 Illustrations of the Role of Fragmentation of Property Right in
Inducing Crises.........................................................87
5.7.1 Market Order as a Public Good.....................................88
vi
Contents
5.8 Regulation as an Imperfect Substitute for Social Norms of
Good Behavior...........................................................89
5.9 Liberal Justification of Financial Regulation..........................90
5.10 Tragedies of the Commons, Anticommons, and Gridlock....................91
5.11 Fragmentation of Property Rights as a Trigger for Financial
Crisis and Reform.......................................................92
5.12 Conclusions.............................................................97
Appendix: Ownership Fragmentation and Conflicts in the
CDO/CDS Market.....................................................98
References...................................................................99
Chapter 6: Overconfidence in Finance: Overview and Trends..................... 101
Mário Pedro Ferreira
6.1 Market Efficiency and Investor Rationality..............................101
6.2 Overconfidence..........................................................102
6.3 Sources of Overconfidence...............................................104
6.4 Empirical Evidence on Overconfidence....................................105
6.5 What Next for Overconfidence in Finance?................................108
6.6 Conclusions.............................................................111
References..................................................................111
Chapter 7: Rational Agents and Irrational Bubbles...............................113
Dmitriy Krichevskiy, Dhimitri Qirjo
7.1 Introduction............................................................113
7.2 An Application of AB to the United States 2006-07 Housing Bubble........114
7.2.1 Exogenous Bubble..................................................119
7.2.2 Endogenous Bubble.................................................121
7.3 Conclusions.............................................................124
References..................................................................126
Chapter 8: The Similarities Between the Bulgarian Local Financial
Crisis in 1997 and the Global Financial Crisis in 2008...............129
Plameň Orecharski
8.1 Introduction............................................................129
8.2 The Face of the Bulgarian Crisis........................................130
8.3 On the Edge of the Crisis...............................................131
8.4 Investor Overconfidence.................................................132
8.5 The Development of the Bulgarian Financial Crisis.......................134
8.5.1 Dramatic Devaluation of the Local Currency........................135
8.5.2 The Behavior of Commercial Banks..................................135
8.5.3 Experiment with Index-Linked Bonds.............................. 136
8.5.4 Rollover of Domestic Debt.........................................137
8.5.5 Why was it Important to Serve the Domestic Debt?..................138 ··
··
VÊI
Contents
8.6 The Recovery of the Trust in the Financial System...........................139
8.6.1 Overcoming of the Political Crisis.....................................140
8.6.2 New Monetary Regime and Regulations...................................140
8.6.3 Monetization of the Sovereign Debt—The Role of
Psychological Perceptions..............................................142
8.6.4 Market Interest Rates—The Role of the Arbitration.....................143
8.6.5 To Prudent Fiscal Policies After a Crisis.............................144
8.6.6 Impulses for Structural Actions.......................................145
8.7 Conclusions.................................................................146
References......................................................................147
Section B: Empirical Evidence on Investors’ Behaviour
During Financial Crises...................................................149
Chapter 9: Herding, Volatility, and Market Stress in the Spanish
Stock Market..............................................................151
Natividad BI cisco, Pilar Corredor, Sandra Ferreruela
9.1 Introduction................................................................151
9.2 Data........................................................................154
9.3 Methodology and Results.....................................................155
9.3.1 Herding Intensity Measure.............................................155
9.3.2 Market Stress and Herding Intensity...................................158
9.3.3 Volatility Measure....................................................161
9.3.4 Volatility, Herding Intensity, and Market Stress......................161
9.3.5 Conditional Volatility Models and Herding.............................164
9.4 Conclusions.................................................................164
References......................................................................166
Chapter 10: Did Security Analysts Overreact During the Global Financial Crisis?
Canadian Evidence......................................................169
Alain Coen, Aurelie Desfleurs
10.1 Introduction...............................................................169
10.2 Conceptual Framework.......................................................170
10.2.1 Financial Analysts’ Forecast Accuracy...............................171
10.2.2 Financial Analysts’ Forecast Bias...................................171
10.3 Data and Methodology.......................................................171
10.3.1 Data................................................................172
10.3.2 Financial Analysts’ Forecast (FAF) Accuracy: A Definition...........172
10.3.3 FAF Bias: A Definition..............................................176
10.3.4 FAF by Subperiods and Types of Earnings.............................177
10.4 Analysis of FAF on Canadian Industrial Sectors.............................178
10.4.1 Analysis of FAF Accuracy: Canadian Industrial
Sectors Evidence...........................................................178
Mt
VIII
Contents
10.4.2 Analysis of FAF Bias: Canadian Industry Sectors Effects...........179
10.4.3 Analysis of the Evolution of FAFE by Types of Earnings............182
10.5 Conclusions..............................................................188
References.....................................................................189
Chapter 11: Bank Failures and Management Inefficiency During the
Global Financial Crisis...............................................191
Reza Bradrania, Xiao Li, Lei Xu
11.1 Introduction.............................................................191
11.2 Background...............................................................192
11.3 Data.....................................................................193
11.4 Methodology..............................................................194
11.4.1 Cost Efficiency Measures..........................................194
11.4.2 Input and Output Efficiency Measurements..........................195
11.5 Results and Discussions..................................................196
11.5.1 Cost Efficiency...................................................196
11.5.2 Outputs Efficiency................................................198
11.5.3 Inputs Efficiency.................................................198
11.6 Conclusions..............................................................200
References.....................................................................200
Chapter 12: Financial Crisis and Herd Behavior: Evidence from the
Borsa Istanbul........................................................203
Mübeccel Banu Durukan, Hilal H. Özsu, Zeliha Can Ergun
12.1 Introduction.............................................................203
12.2 Literature Review........................................................204
12.3 Data and Methodology.....................................................207
12.3.1 Determining the Crisis Periods Using CMAX Methodology.............207
12.3.2 Model of Cross-Sectional Volatility of Beta Coefficients..........208
12.3.3 LSV Measure.......................................................210
12.4 Empirical Findings.......................................................210
12.4.1 Herd Behavior Conditioned on Size.................................211
12.4.2 Herd Behavior Conditioned on Stock Return.........................213
12.5 Conclusions..............................................................214
References.....................................................................216
Chapter 13: DoctorJekyll and Mr. Hyde: Stress Testing of Investor Behavior........219
Ruggero Bertelli
13.1 Loss Aversion During Economic Crises: The Results of a
Questionnaire............................................................219
13.1.1 Financial Markets and Choices Under Conditions
of Uncertainty.....................................................219
13.1.2 The Results of a Questionnaire....................................221
ix
Contents
13.2 Investor Behavior and Market Oscillations.................................224
13.2.1 Some Simple Thoughts on the Practical Implications of
Prospect Theory....................................................224
13.2.2 Financial Markets Over the Last 20 Years: An Ideal Context
for Investor Errors................................................226
13.2.3 The Behavior of Italian Investors: Stock Market Purchases and
Sales During Times of Stress.......................................229
13.3 Investor Assessments and Coherence with Actual Behaviors..................233
13.3.1 Perhaps Investors Know What is to be Done..........................233
13.3.2 .. .But They are Not Able to Do It.................................236
13.4 Conclusions...............................................................237
References.....................................................................238
Chapter 14: Market Sentiment and Contagion in Euro-Area Bond Markets...............241
Dimitris Georgoutsos, Petros Migiakis
14.1 Introduction..............................................................241
14.2 Literature Review........................................................243
14.3 Data and the Setup of the Empirical Analysis.............................245
14.3.1 Data...............................................................245
14.3.2 Setup of the Empirical Analysis....................................248
14.4 Empirical Evidence.......................................................250
14.5 Conclusions..............................................................253
References.....................................................................255
Chapter 15: Regime Switching on the Relationship Between Stock Returns
and Currency Values: Evidence From the 1997Asian Crisis...............257
Huimin Li, Thomas C. Chiang
15.1 Introduction..............................................................257
15.2 Literature Review.........................................................260
15.3 Data and Methodology......................................................261
15.4 Empirical Results on Mean Equations with Regime Switching...............267
15.5 Conclusions..............................................................275
References.....................................................................275
Chapter 16: Illiquidity, Monetary Conditions, and the Financial Crisis in the
United Kingdom........................................................277
Husaini Said, Evangelos Giouvris
16.1 Introduction..............................................................277
16.2 Literature Review........................................................279
16.2.1 Unconditional Returns for Illiquid and Liquid Stocks...............279
16.2.2 Market Liquidity (Aggregate Illiquidity Innovation, £;) and
Monetary Conditions.............................................. 280
Contents
16.2.3 Illiquidity Premium Across Monetary Conditions....................281
16.2.4 Flight to Liquidity...............................................281
16.2.5 Sensitivity of Illiquid Quintile and Liquid Quintile..............282
16.3 Data and Variables.......................................................282
16.3.1 Data..............................................................282
16.3.2 Liquidity Measures................................................282
16.3.3 Monetary Policy Measures..........................................284
16.4 Methodology, Empirical Results, and Analysis.............................286
16.4.1 Unconditional Returns Difference Between Illiquid and
Liquid Stocks.....................................................286
16.4.2 Aggregate Illiquidity Innovations, f;.............................287
16.4.3 Monetary Conditions and Returns to Illiquid, Relative to
Liquid Stocks.....................................................292
16.5 Conclusions..............................................................299
References....................................................................300
Chapter 17: Herding in the Athens Stock Exchange During Different
Crisis Periods.......................................................303
Fot mi Economou
17.1 Introduction.............................................................303
17.2 Methodology and Data.....................................................306
17.2.1 Data..............................................................309
17.3 Empirical Results........................................................309
17.4 Conclusions..............................................................315
References....................................................................316
Chapter 18: Liquidity and Beta Herding in Emerging Equity Markets.................319
Styliani-lris A. Krokida, Spyros I. Spyrou, Dimitris A, Tsouknidis
18.1 Introduction.............................................................319
18.2 Literature Review........................................................320
18.3 Data and Methodology.....................................................323
18.3.1 Measuring Herding.................................................323
18.3.2 Measuring Liquidity...............................................325
18.4 Empirical Results........................................................326
18.5 Conclusions..............................................................331
References....................................................................332
Chapter 19: Exchange-Traded Funds: Do They Promote or Depress
Noise Trading?.......................................................335
Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis
19.1 Introduction.............................................................335
19.2 Exchange-Traded Funds and the Noise Trader Hypothesis....................336
xi
Contents
19.3 Data and Methodology.......................................................341
19.3.1 Data-Descriptive Statistics.........................................341
19.3.2 Methodology.........................................................344
19.4 Results—Discussion........................................................346
19.5 Conclusions...............................................................358
References......................................................................360
Chapter 20: The Behavior of Individual Online Investors Before and
After the 2007 Financial Crisis: Lessons From the French Case..........363
Daniel Haguet
20.1 Introduction..............................................................363
20.2 Literature Review.........................................................365
20.2.1 Rationality of Decisions............................................365
20.2.2 Online Investors...................................................367
20.2.3 Financial Crisis...................................................368
20.3 Sample Description........................................................369
20.4 An Empirical Analysis of the Trading Behavior of Our Sample...............370
20.4.1 The French Situation................................................371
20.4.2 General Behavior...................................................372
20.4.3 Impact of the Financial Crisis on the Selling Behavior.............376
20.5 Conclusions...............................................................377
References......................................................................378
Section C: Behavioral Trading Strategies During Financial Crises....................381
Chapter 21: Simple Tactical Asset Allocation Strategies on the S P 500
and the Impact ofVIX Fluctuations......................................383
Constantinos E. Vorlow
21.1 Introduction...............................................................383
21.2 Literature Review.........................................................384
21.3 The VIX: History and Description..........................................388
21.4 Description of the Dataset and TA A Strategy..............................391
21.5 Results of the VIX/SPY Based TAA Strategies...............................395
21.6 Conclusions...............................................................397
References......................................................................397
Chapter 22: Investors* Behavior on S P 500 Index During Periods of
Market Crashes: A Visibility Graph Approach............................401
Michail D. Vamvakaris, Athanasios A. Pantelous, Konstantin Zuev
22.1 Introduction..............................................................401
22.2 Literature Review.........................................................403
22.2.1 Hurst Exponent......................................................403
22.2.2 Irreversibility....................................................405
• ft
XU
Contents
22.3 Visibility Graph Method for Hurst Exponent and Time Irreversibility........407
22.3.1 Visibility Graph Approach............................................407
22.3.2 Estimating Hurst Exponent...........................................408
22.3.3 Quantifying Time Irreversibility....................................409
22.4 The Data...................................................................410
22.5 Methodology................................................................411
22.6 Empirical Results..........................................................411
22.7 Conclusions................................................................415
References.....................................................................416
Chapter 23: Illiquidity as an Investment Style During the Financial
Crisis in the United Kingdom............................................419
Husaini Said, Evangelos Giouvris
23.1 Introduction................................................................419
23.2 Literature Review..........................................................421
23.2.1 Investment Styles....................................................421
23.2.2 Potential of Illiquidity............................................424
23.3 Data and Variables.........................................................424
23.3.1 Data.................................................................424
23.3.2 Investment Styles’ Measures.........................................424
23.4 Methodology, Empirical Results, and Analysis...............................425
23.4.1 Illiquidity as an Investment Style Based on its Ability as a Benchmark....425
23.4.2 Comparison of Investment Styles’ and Risks..........................426
23.4.3 Intersection of Illiquidity Portfolios with Other Investment Styles.430
23.4.4 Illiquidity as a Factor in Comparison to Other Investment Factors...432
23.4.5 Illiquidity Stability and Migration.................................439
23.5 Conclusions................................................................442
References.....................................................................443
Chapter 24: On the Pricing of Commonality Across Various Liquidity
Proxies in the London Stock Exchange and the Crisis.....................447
SungKyu Lim, Evangelos Giouvris
24.1 Introduction................................................................447
24.2 Literature Review..........................................................449
24.2.1 Commonality in Liquidity.............................................449
24.2.2 Inconclusive Empirical Findings Regarding the Relation
Between Liquidity and Returns........................................450
24.2.3 Multidimensional Characteristics of Liquidity and Determinants......451
24.2.4 Systematic Liquidity Risk and Pricing...............................451
24.3 Data and Methodology.......................................................452
24.3.1 Data Sources and Liquidity Proxies...................................452
24.3.2 Methodology.........................................................453
XIII
Contents
24.4 Empirical Results and Analysis............................................455
24.4.1 Degree of Commonality..............................................455
24.4.2 The Time Series Properties of Systematic Liquidity Factors........456
24.4.3 Contemporaneous Canonical Correlations of Liquidity Factors........458
24.4.4 The Temporal Relation Between Liquidity and Asset Returns..........460
24.4.5 The Pricing of Liquidity Risk and Liquidity Characteristics
in the Cross-Section...............................................460
24.4.6 Liquidity Risk, Liquidity Characteristics, and Average Returns.....462
24.4.7 Cross-Sectional Regressions........................................464
24.5 Conclusions...............................................................469
References.....................................................................469
Index..............................................................................471
xiv
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| genre | (DE-588)4143413-4 Aufsatzsammlung gnd-content |
| genre_facet | Aufsatzsammlung |
| id | DE-604.BV044346946 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:50:24Z |
| institution | BVB |
| isbn | 9780128112526 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029749846 |
| oclc_num | 1002247229 |
| open_access_boolean | |
| owner | DE-11 DE-706 DE-355 DE-BY-UBR DE-M382 |
| owner_facet | DE-11 DE-706 DE-355 DE-BY-UBR DE-M382 |
| physical | xxxi, 481 Seiten Diagramme |
| publishDate | 2017 |
| publishDateSearch | 2017 |
| publishDateSort | 2017 |
| publisher | Academic Press, an imprint of Elsevier |
| record_format | marc |
| spelling | Handbook of investors' behavior during financial crises edited by Fotini Economou, Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis London ; San Diego, CA ; Cambridge, MA ; Oxford Academic Press, an imprint of Elsevier [2017] © 2017 xxxi, 481 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Literaturangaben Privater Anleger (DE-588)4389910-9 gnd rswk-swf Investor (DE-588)4336776-8 gnd rswk-swf Finanzkrise (DE-588)7635855-0 gnd rswk-swf Börse (DE-588)4007502-3 gnd rswk-swf Kapitalmarkt (DE-588)4029578-3 gnd rswk-swf Anlageverhalten (DE-588)4214003-1 gnd rswk-swf Kapitalanleger (DE-588)4163258-8 gnd rswk-swf (DE-588)4143413-4 Aufsatzsammlung gnd-content Börse (DE-588)4007502-3 s Kapitalanleger (DE-588)4163258-8 s Investor (DE-588)4336776-8 s Anlageverhalten (DE-588)4214003-1 s Finanzkrise (DE-588)7635855-0 s DE-604 Kapitalmarkt (DE-588)4029578-3 s Privater Anleger (DE-588)4389910-9 s Economou, Fotini edt Gavriilidis, Konstantinos (DE-588)1155032535 edt Gregoriou, Greg N. 1956- Sonstige (DE-588)132185016 oth Kallinterakis, Vasileios (DE-588)1155032829 edt Digitalisierung UB Regensburg - ADAM Catalogue Enrichment application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029749846&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Handbook of investors' behavior during financial crises Privater Anleger (DE-588)4389910-9 gnd Investor (DE-588)4336776-8 gnd Finanzkrise (DE-588)7635855-0 gnd Börse (DE-588)4007502-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd Anlageverhalten (DE-588)4214003-1 gnd Kapitalanleger (DE-588)4163258-8 gnd |
| subject_GND | (DE-588)4389910-9 (DE-588)4336776-8 (DE-588)7635855-0 (DE-588)4007502-3 (DE-588)4029578-3 (DE-588)4214003-1 (DE-588)4163258-8 (DE-588)4143413-4 |
| title | Handbook of investors' behavior during financial crises |
| title_auth | Handbook of investors' behavior during financial crises |
| title_exact_search | Handbook of investors' behavior during financial crises |
| title_full | Handbook of investors' behavior during financial crises edited by Fotini Economou, Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis |
| title_fullStr | Handbook of investors' behavior during financial crises edited by Fotini Economou, Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis |
| title_full_unstemmed | Handbook of investors' behavior during financial crises edited by Fotini Economou, Konstantinos Gavriilidis, Greg N. Gregoriou, Vasileios Kallinterakis |
| title_short | Handbook of investors' behavior during financial crises |
| title_sort | handbook of investors behavior during financial crises |
| topic | Privater Anleger (DE-588)4389910-9 gnd Investor (DE-588)4336776-8 gnd Finanzkrise (DE-588)7635855-0 gnd Börse (DE-588)4007502-3 gnd Kapitalmarkt (DE-588)4029578-3 gnd Anlageverhalten (DE-588)4214003-1 gnd Kapitalanleger (DE-588)4163258-8 gnd |
| topic_facet | Privater Anleger Investor Finanzkrise Börse Kapitalmarkt Anlageverhalten Kapitalanleger Aufsatzsammlung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=029749846&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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