Week |
Topics |
Materials |
Course format |
Preview |
Review |
1 |
Introduction |
Syllabus |
Lecture |
|
|
2 |
Performance |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
3 |
1. Long-horizon results |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
4 |
2. Short-horizon results |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
5 |
3. Market vs. limit orders |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
6 |
Why underperform? |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
7 |
1. Asymmetric information |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
8 |
2. Overconfidence |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
9 |
3. Sensation seeking |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
10 |
4. Familiarity |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
11 |
Midterm exam |
Assigned journal paper |
|
5 hours |
2 hours |
12 |
Disposition effect |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
13 |
1. The evidence |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
14 |
2. Why disposition effect? |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
15 |
Reinforcement learning |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
16 |
Attention: chasing the action |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
17 |
Failure to Diversify |
Assigned journal paper |
Presentation & discussion |
3 hours |
3 hours |
18 |
Final exam |
Assigned journal paper |
|
5 hours |
2 hours |