NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Working Papers by Nicholas C. Barberis

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

Working Papers

June 2013X-CAPM: An Extrapolative Capital Asset Pricing Model
with Robin Greenwood, Lawrence Jin, Andrei Shleifer: w19189
December 2012Thirty Years of Prospect Theory in Economics: A Review and Assessment
w18621
November 2012Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
with Cary Frydman, Colin Camerer, Peter Bossaerts, Antonio Rangel: w18562
May 2009A Model of Casino Gambling
w14947

Published: "A Model of Casino Gambling", Management Science 58, 35-51, January 2012 (Special Issue on Behavioral Economics).

October 2008Realization Utility
with Wei Xiong: w14440

Published: Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, vol. 104(2), pages 251-271. citation courtesy of

February 2007Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
with Ming Huang: w12936

Published: Barberis, Nicholas and Ming Huang. "Stocks as Lotteries: The Implications of Probability Weighting for Security Prices." American Economic Review 98, 5 (2008): 2006-2100. citation courtesy of

July 2006What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation
with Wei Xiong: w12397

Published: Nicholas Barberis & Wei Xiong, 2009. "What Drives the Disposition Effect? An Analysis of a Long-Standing Preference-Based Explanation," Journal of Finance, American Finance Association, vol. 64(2), pages 751-784, 04. citation courtesy of

The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle
with Ming Huang: w12378

Published: Mehra, R. (ed.) Handbook of the Equity Risk Premium. Elsevier Science, 2008.

September 2003Individual Preferences, Monetary Gambles and the Equity Premium
with Ming Huang, Richard Thaler: w9997

Published: Barberis, N., Huang, M. and R. Thaler. “Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing.” American Economic Review 96 (2006): 1069-1090.

September 2002A Survey of Behavioral Finance
with Richard Thaler: w9222

Published: Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.

April 2002Comovement
with Andrei Shleifer, Jeffrey Wurgler: w8895

Published: Barberis, Nicholas, Andrei Shleifer and Jeffrey Wurgler. "Comovement," Journal of Financial Economics, 2005, v75(2,Feb), 283-317. citation courtesy of

March 2001Mental Accounting, Loss Aversion, and Individual Stock Returns
with Ming Huang: w8190

Published: Barberis, N. and M. Huang. “Mental Accounting, Loss Aversion, and Individual Stock Returns." Journal of Finance 56 (2001): 1247-1292.

December 2000Style Investing
with Andrei Shleifer: w8039

Published: Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May. citation courtesy of

July 1999Prospect Theory and Asset Prices
with Ming Huang, Tano Santos: w7220

Published: Barberis, Nicholas, Ming Huang and Tano Santos. "Prospect Theory And Asset Prices," Quarterly Journal of Economics, 2001, v116(1,Feb), 1-53. citation courtesy of

February 1997A Model of Investor Sentiment
with Andrei Shleifer, Robert W. Vishny: w5926

Published: Journal of Financial Economics, Vol. 49 (1998): 307-343. citation courtesy of

May 1995How Does Privatization Work? Evidence from the Russian Shops
with Maxim Boycko, Andrei Shleifer, Natalia Tsukanova: w5136

Published: Journal of Political Economy, vol.104, no.4, 1996. citation courtesy of

Contact and additional information for this authorAll NBER papers and publicationsNBER Working Papers only

 
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