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Journal of Behavioral Finance Volume 13, 2012 - Issue 2
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ARTICLES

A New Pseudo-Bayesian Model with Implications for Financial Anomalies and Investors’ Behavior

Kin Lam Hong Kong Baptist University
,
Taisheng Liu Standard Chartered Bank (Hong Kong) Limited
&
Wing-Keung Wong Hong Kong Baptist University
Pages 93-107 | Published online: 05 Jun 2012

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Linh Duy Bui, Trung Chi Le, Anh Huynh Ngoc Quang & Wing-Keung Wong. (2021) Determinants of the possibilities by investors’ risk-taking: Empirical evidence from Vietnam. Cogent Economics & Finance 9:1.
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Sheridan Taylor & Roger Taylor. (2016) The Effect of Style, Feedback, and Context on Portfolio Exploratory Behavior. Journal of Behavioral Finance 17:3, pages 217-228.
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FrankJ. Fabozzi, Chun-Yip Fung, Kin Lam & Wing-Keung Wong. (2013) Market overreaction and underreaction: tests of the directional and magnitude effects. Applied Financial Economics 23:18, pages 1469-1482.
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Articles from other publishers (32)

Barkha Dhingra, Mahender Yadav, Mohit Saini & Ruhee Mittal. (2023) A bibliometric visualization of behavioral biases in investment decision-making. Qualitative Research in Financial Markets.
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Joerg Osterrieder & Michael Seigne. (2023) Unraveling Market Mysteries: A Comprehensive Review of Financial Anomalies and Puzzles. SSRN Electronic Journal.
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Joerg Osterrieder & Michael Seigne. (2023) Unraveling market mysteries: a comprehensive review of financial anomalies and puzzles. Open Research Europe 3, pages 172.
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RICHARD LU, JAI-JEN WANG & WING-KEUNG WONG. (2022) INVESTMENT BASED ON SIZE, VALUE, MOMENTUM AND INCOME MEASURES: A STUDY IN THE TAIWAN STOCK MARKET. Annals of Financial Economics 17:04.
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Minhas Akbar, Ahsan Akbar, Muhammad Qureshi & Petra Poulova. (2021) Sentiments–Risk Relationship across the Corporate Life Cycle: Evidence from an Emerging Market. Economies 9:3, pages 111.
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Bin Liu & Monica Tan. (2019) Overconfidence and forecast accuracy. Studies in Economics and Finance 38:3, pages 601-618.
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Ling Xin, Kin Lam & Philip L.H. Yu. (2019) Effectiveness of filter trading as an intraday trading rule. Studies in Economics and Finance 38:3, pages 659-674.
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Udayan Sharma & Madhumita Chakraborty. (2019) Investing in lottery-like stocks in India. Studies in Economics and Finance 38:3, pages 640-658.
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Wenjing Xie, João Paulo Vieito, Ephraim Clark & Wing-Keung Wong. (2020) Could Mergers Become More Sustainable? A Study of the Stock Exchange Mergers of NASDAQ and OMX. Sustainability 12:20, pages 8581.
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Himanshu Seth, Shalini Talwar, Anuj Bhatia, Akanksha Saxena & Amandeep Dhir. (2020) Consumer resistance and inertia of retail investors: Development of the resistance adoption inertia continuance (RAIC) framework. Journal of Retailing and Consumer Services 55, pages 102071.
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Wing-Keung Wong. (2020) Review on behavioral economics and behavioral finance. Studies in Economics and Finance 37:4, pages 625-672.
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Tran Thai Ha Nguyen, Massoud Moslehpour, Thi Thuy Van Vo & Wing-Keung Wong. (2020) State Ownership and Risk-Taking Behavior: An Empirical Approach to Get Better Profitability, Investment, and Trading Strategies for Listed Corporates in Vietnam. Economies 8:2, pages 46.
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Kai-Yin Woo, Chulin Mai, Michael McAleer & Wing-Keung Wong. (2020) Review on Efficiency and Anomalies in Stock Markets. Economies 8:1, pages 20.
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Kalugala Vidanalage Aruna Shantha. (2019) The evolution of herd behavior: Will herding disappear over time?. Studies in Economics and Finance 36:4, pages 637-661.
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Riza Demirer, Rangan Gupta, Zhihui Lv & Wing-Keung Wong. (2019) Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests. Sustainability 11:2, pages 351.
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RICHARD LU, CHEN-CHEN YANG & WING-KEUNG WONG. (2018) TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS. Annals of Financial Economics 13:03, pages 1850011.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. Journal of Risk and Financial Management 11:1, pages 15.
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Rupali Misra Nigam, Sumita Srivastava & Devinder Kumar Banwet. (2018) Behavioral mediators of financial decision making – a state-of-art literature review. Review of Behavioral Finance 10:1, pages 2-41.
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Xu Guo, Michael McAleer, Wing-Keung Wong & Lixing Zhu. (2017) A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises. The North American Journal of Economics and Finance 42, pages 346-358.
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Zhidong D. Bai, Yongchang C. Hui & Wing-Keung Wong. 2015. Handbook of Financial Econometrics and Statistics. Handbook of Financial Econometrics and Statistics 1451 1465 .
Fathi Abid, Pui Leung, Mourad Mroua & Wing Wong. (2014) International Diversification Versus Domestic Diversification: Mean-Variance Portfolio Optimization and Stochastic Dominance Approaches. Journal of Risk and Financial Management 7:2, pages 45-66.
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GUORUI BIAN, MICHAEL McALEER & WING-KEUNG WONG. (2014) ROBUST ESTIMATION AND FORECASTING OF THE CAPITAL ASSET PRICING MODEL. Annals of Financial Economics 08:02, pages 1350007.
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Wing-Keung Wong. (2018) Applications of Econometrics in Research. SSRN Electronic Journal.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Decision Sciences, Economics, Finance, Business, Computing, and Big Data: Connections. SSRN Electronic Journal.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Big Data, Computational Science, Economics, Finance, Marketing, Management, and Psychology: Connections. SSRN Electronic Journal.
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Chia-Lin Chang, Michael McAleer & Wing-Keung Wong. (2018) Management Information, Decision Sciences, and Financial Economics: A Connection. SSRN Electronic Journal.
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Wing-Keung Wong. (2017) New Theories in Financial Economics and Financial Econometrics with Applications and Real-Life Practice. SSRN Electronic Journal.
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Udo Broll, Wing-Keung Wong & Mojia Wu. (2013) Banking Firm and Two-Moment Decision Making. SSRN Electronic Journal.
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Wing-Keung Wong, Kin Lam, Wing-Keung Wong & Lixing Zhu. (2012) A New Pseudo-Bayesian Model for Investors' Behaviors in Financial Crises. SSRN Electronic Journal.
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Wing-Keung Wong & Martín Egozcue. (2012) Optimal Output for the Regret-Averse Competitive Firm Under Price Uncertainty. SSRN Electronic Journal.
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Wing-Keung Wong. (2010) Estimation of Cost of Capital and its Reliability. SSRN Electronic Journal.
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Dominic Gasbarro, Wing-Keung Wong & J. Kenton Zumwalt. (2009) Stochastic Dominance and Behavior towards Risk: The Market for iShares. SSRN Electronic Journal.
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