Call For Papers

Household Behavior in Risky Asset Markets: An International Perspective

Harvard Business School, March 14, 2014

Submission Deadline: Friday, October 18, 2013

The Sloan Foundation has recently funded the Oxford-Harvard-Sloan Initiative on International Comparative Household Finance, which is based at Said Business School, Oxford University, and Harvard University. The objective of this conference, funded by this new initiative, and with the support of the Department of Research at Harvard Business School, is to bring together researchers from around the world who are working in the area of risky asset markets, with a particular emphasis on household behaviour in these markets.

TOPICS: We are interested in studies that employ international micro data (either household level or loan-level, from surveys, administrative sources, or field experiments). We are particularly interested in papers that study data from emerging economies, in addition to more widely-researched data from advanced economies. We encourage submissions of applied theory papers as well as empirical papers. Relevant topics include, but are not limited to:

• Household portfolio choice and asset allocation.
• Household relationships with investment advisers.
• The disposition effect, rebalancing, and turnover in household portfolios.
• Determinants of household entry into and exit from risky asset markets.
• Causes and consequences of local informational networks in household portfolio choice.
• Household behaviour during risky asset market crashes.
• Interactions between households and institutions in risky asset markets.
• Effects of regulation on household risky asset choice.
• Evidence of learning by households or institutions in risky asset markets.
• Effects of risky asset price movements on household consumption and risk-sharing.
• The impact of demographic characteristics on household behaviour in risky asset markets.
• The potential for financial education to improve household risky asset decisions.

PAPER SUBMISSION PROCEDURE: Please email pdf files by midnight Pacific Time on October 18, 2013 to: natalie.meade@sbs.ox.ac.uk

Please name submission files using the following format SubmittingAuthorName_PaperTitle.pdf. For example: CampbellRamadoraiViceira_HouseholdRisksinAssetMarkets.pdf

While we prefer completed drafts, abstracts will also be considered. Authors chosen to present papers will be notified by November 18, 2013.

ORGANIZERS:

• John Y. Campbell, Harvard University, and NBER
• Tarun Ramadorai, Said Business School, Oxford-Man Institute, and CEPR
• Luis M. Viceira, Harvard Business School, and NBER

FUNDING: There is funding available for presenters and discussants for accommodation, as well as for travel to the conference. Please indicate with your submission if you will need funding.

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