NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Nicholas C. Barberis

Yale School of Management
135 Prospect Street
P O Box 208200
New Haven, CT 06520-8200
Tel: 203/436-0777
Fax: 203/432-6970

E-Mail: EmailAddress: hidden: you can email any NBER-related person as first underscore last at nber dot org
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NBER Program Affiliations: AP
NBER Affiliation: Research Associate

NBER Working Papers and Publications

January 2016Extrapolation and Bubbles
with Robin Greenwood, Lawrence Jin, Andrei Shleifer: w21944
June 2013X-CAPM: An Extrapolative Capital Asset Pricing Model
with Robin Greenwood, Lawrence Jin, Andrei Shleifer: w19189

Published: Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2015. "X-CAPM: An extrapolative capital asset pricing model," Journal of Financial Economics, Elsevier, vol. 115(1), pages 1-24. citation courtesy of

December 2012Thirty Years of Prospect Theory in Economics: A Review and Assessment
w18621

Published: Barberis, Nicholas C. 2013. "Thirty Years of Prospect Theory in Economics: A Review and Assessment." Journal of Economic Perspectives, 27(1): 173-96. DOI: 10.1257/jep.27.1.173

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

Published: Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility CARY FRYDMAN, NICHOLAS BARBERIS, COLIN CAMERER, PETER BOSSAERTS andANTONIO RANGEL† Article first published online: 17 MAR 2014 DOI: 10.1111/jofi.12126 © 2014 the American Finance Association Issue The Journal of Finance The Journal of Finance Volume 69, Issue 2, pages 907–946, April 2014

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

 
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