Auflistung nach Autor "Meyer, Steffen"

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    • Ambiguity and Investor Behavior 

      Kostopoulos, Dimitrios; Meyer, Steffen; Uhr, Charline (2020-11-24)
      We relate time-varying aggregate ambiguity (V-VSTOXX) to individual investor trading. We use the trading records of more than 100,000 individual investors from a large German online brokerage from March 2010 to December ...

    • Client Involvement in Expert Advice: Antibiotics in Finance? 

      Hackethal, Andreas; Laudenbach, Christine; Meyer, Steffen; Weber, Annika (2018-07-23)
      We use minutes from 17,000 financial advisory sessions and corresponding client portfolio data to study how client involvement affects advisor recommendations and portfolio outcomes. We find that advisors confronted with ...

    • Does feedback on personal investment success help? 

      Meyer, Steffen; Urban, Linda; Ahlswede, Sophie (2016-12-06)
      In a field study with more than 1.500 customers of an online-broker we test what happens when investors receive repeated feedback on their investment success in a monthly securities account report. The reports show investors’ ...

    • Smoking Hot Portfolios? Self-Control and Investor Decisions 

      Uhr, Charline; Meyer, Steffen; Hackethal, Andreas (2019-09-01)
      Self-control failure is among the major pathologies (Baumeister et al. (1994)) affecting individual investment decisions which has hardly been measurable in empirical research. We use cigarette addiction identified from ...

    • Smoking Hot Portfolios? Self-Control and Investor Decisions 

      Uhr, Charline; Meyer, Steffen; Hackethal, Andreas (2019-03-01)
      Self-control failure is among the major pathologies (Baumeister et al. (1994)) affecting individual investment decisions which has hardly been measurable in empirical research. We use cigarette addiction identified from ...

    • Taming Models of Prospect Theory in the Wild? Estimation of Vlcek and Hens (2011) 

      Jakusch, Sven Thorsten; Meyer, Steffen; Hackethal, Andreas (2016-02-01)
      Shortcomings revealed by experimental and theoretical researchers such as Allais (1953), Rabin (2000) and Rabin and Thaler (2001) that put the classical expected utility paradigm von Neumann and Morgenstern (1947) into ...

    • Taring All Investors with the Same Brush? Evidence for Heterogeneity in Individual Preferences from a Maximum Likelihood Approach 

      Hackethal, Andreas; Jakusch, Sven Thorsten; Meyer, Steffen (2015-05-19)
      Abstract. Microeconomic modeling of investors behavior in financial markets and its results crucially depends on assumptions about the mathematical shape of the underlying preference functions as well as their parameterizations. ...