Research: Finance

Richard Peter
Baillon, A., Bleichrodt, H., Emirmahmutoglu, A., Jaspersen, J. & Peter, R. (In Press). When Risk Perception Gets in the Way: Probability Weighting and Underprevention. Operations Research.
David S. Bates
Bates, D. S. (2019). How Crashes Develop: Intradaily Volatility and Crash Evolution. Journal of Finance/American Finance Association, 74(1), 193-238.
Richard Peter
Peter, R. (2019). Revisiting Precautionary Saving under Ambiguity. Economics Letters, 174, 123-127.
Richard Peter
Peter, R., Ying, J. (In Press). Do you Trust your Insurer? Ambiguity about Contract Nonperformance and Optimal Insurance Demand. Journal of Economic Behavior & Organization.
Tong Yao
Ali, A., Liu, M., Xu, D. & Yao, T. (2019). Corporate Disclosure, Analyst Forecast Dispersion, and Stock Returns. Journal of Accounting, Auditing, and Finance, 34(1), 54-73.
Ashish Tiwari
Tiwari, A. (2018). Avoiding False Discoveries in the Search For Alpha: A Bayesian Perspective.