Nicholas C. Barberis

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Nicholas C. Barberis
NicholasBarberis.jpg
NationalityUnited Kingdom
OccupationAcademic
TitleStephen and Camille Schramm Professor of Finance
Academic background
Alma materHarvard University
Academic work
InstitutionsYale University
Main interestsUnderstanding investor trading behavior
Pricing of financial assets
WebsiteHome page


Nicholas C. Barberis is the Stephen and Camille Schramm Professor of Finance at Yale School of Management. Professor Barberis’ research focuses on behavioral finance with an emphasis on understanding investor trading behavior and the pricing of financial assets.

Papers

In 2000 Barberis was awarded a Paul A. Samuelson Prize[1] for the paper, Investing for the Long Run when Returns are Predictable.[2] Barberis received a 2005 Roger F. Murray Award[3] for the paper, Understanding Comovement.[4]

Barberis is the author/coauthor of the following most cited papers, ranked from most to least cited.

Year Study
1998 A model of investor sentiment[5]
2003 A survey of behavioral finance[6]
1999 Prospect theory and asset prices[7]
2003 Style investing[8]
2001 Mental accounting, loss aversion, and individual stock returns[9]
2007 Stocks as lotteries: The implications of probability weighting for security prices[10]
2009 What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation[11]
2006 Individual preferences, monetary gambles, and stock market participation: a case for narrow framing[12]
2012 Thirty years of prospect theory in economics: A review and assessment[13]


References

  1. "2000 Samuelson Award". TIAA-CREF. Retrieved March 4, 2016.
  2. Barberis, Nicholas (February 2002). Investing for the Long Run when Returns are Predictable. The Journal of Finance Volume 55 (1): Blackwell Publishers, Inc.pages=225-264.CS1 maint: location (link)
  3. "Roger F. Murray Prize". Qgroup. Retrieved December 22, 2015.
  4. Barberis, Nicholas; Shleifer, Andrei; Wurgler, Jeffrey (February 2005). Understanding Comovement. Journal of Financial Economics Volume 75 (2): North-Holland. pp. 283–317.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  5. Barberis, Nicholas; Shleifer, Andrei; Vishny, Robert (September 1998). A model of investor sentiment. Journal of Financial Economics Volume 49 (3): North-Holland. pp. 307–343.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  6. Barberis, Nicholas; Thaler, Richard (December 2003). A survey of behavioral finance. Handbook of the Economics of Finance Volume 1: Elsevier. pp. 1053–1128.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  7. Barberis, Nicholas; Huang, Ming; Santos, Tano (July 1999). Prospect theory and asset prices. National Bureau of Economic Research w7220.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  8. Barberis, Nicholas; Shleifer, Andrei (May 2003). Style investing. Journal of Financial Economics Volume 68 (2): North-Holland. pp. 161–199.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  9. Barberis, Nicholas; Huang, Ming (August 2001). Mental accounting, loss aversion, and individual stock returns. The Journal of Finance Volume 56 (4): Blackwell Publishers, Inc. pp. 1247–1292.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  10. Barberis, Nicholas; Huang, Ming (July 2007). Stocks as lotteries: The implications of probability weighting for security prices. National Bureau of Economic Research w12936.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  11. Barberis, Nicholas; Xiong, Wei (April 2004). What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation. The Journal of Finance Volume 64 (2): Blackwell Publishing Inc. pp. 751–784.CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  12. Barberis, Nicholas; Huang, Ming; Thaler, Richard (September 2006). Individual preferences, monetary gambles, and stock market participation: a case for narrow framing. American Economic Review Volume 96 (4).CS1 maint: multiple names: authors list (link) CS1 maint: location (link)
  13. Barberis, Nicholas (December 2012). Thirty years of prospect theory in economics: A review and assessment. National Bureau of Economic Research w18621. pp. 1069–1090.CS1 maint: location (link)

External links