This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a York University directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $49,679
Social Networks, Behavioural Biases, and Institutional Investor Trading
SSHRC · 2022 · Co-investigator
- $31,784
Social Networks, Behavioural Biases, and Institutional Investor Trading
SSHRC · 2022 · Co-investigator
- $81,206
Human behaviour and financial market liquidity
SSHRC · 2021 · Co-investigator
Social Networks, Behavioural Biases, and Institutional Investor Trading
Principal investigators: Dong, Ming
Keywords: social networks; social interaction; behavioural biases; investor mood; institutional investors; mutual funds; investor skill; COVID-19; market crashes; stock market seasonality; market efficiency
Social Networks, Behavioural Biases, and Institutional Investor Trading
Principal investigators: Dong, Ming
Keywords: social networks; social interaction; behavioural biases; investor mood; institutional investors; mutual funds; investor skill; COVID-19; market crashes; stock market seasonality; market efficiency
Human behaviour and financial market liquidity
Principal investigators: Kramer, Lisa A.
Keywords: financial markets; market microstructure; liquidity providers; risk preferences; risk aversion; impatience; bid-ask spread; trading costs; market stability; volatility; seasonality
Investor attention, mood, and price persistence
Principal investigators: Kamstra, Mark J.
Keywords: investments; capital markets; financial econometrics; asset pricing; empirical finance; behavioural finance
Investor attention, mood, and price persistence
Principal investigators: Kamstra, Mark J.
Keywords: investments; capital markets; financial econometrics; asset pricing; empirical finance; behavioural finance
Fundamental valuation and applications to behavioural finance
Principal investigators: Kamstra, Mark J.
Keywords: fundamental valuation; behavioural finance; simulation-based methods
Emotions, emotion regulation, and financial risk aversion
Principal investigators: Kramer, Lisa A.
Keywords: financial risk tolerance; emotions; emotion regulation; sadness; depression; neuroeconomics; fMRI; behavioural
Fundamental valuation, bubbles, and fads: estimating prices and risk premia
Principal investigators: Kamstra, Mark J.
Keywords: fundamental valuation; equity premium; return volatility; asset price bubbles; option pricing; asset pricing; investor sentiment; Monte Carlo simulation; simulated method of moments
A neuroeconomic study of financial risk tolerance
Principal investigators: Kramer, Lisa A.
Keywords: financial risk aversion; risk tolerance; behavioural finance; neuroeconomics; neuroscience; functional magnetic resonance imaging (FMRI); behavioural economics; experimental economics; time-varying risk aversion
Individual investors' portfolio adjustments and implications for time-varying risk aversion
Principal investigators: Kamstra, Mark J.
Keywords: time-varying risk aversion; behavioural finance; financial economics; portfolio choice; asset allocation; capital markets; investments
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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