Does the American investor suffer from the price-tag illusion?

• Grant number: 18/17058-5
• Support Opportunities: Scholarships abroad - Research Internship - Master's degree
• Start date: October 30, 2018
• End date: March 29, 2019
• Field of knowledge: Applied Social Sciences - Economics - Quantitative Methods Applied to Economics
• Principal Investigator: Rodrigo de Losso da Silveira Bueno
• Grantee: Ahmad Abdallah Mourad Junior
• Supervisor: Terrance Thomas Odean
• Host Institution: Faculdade de Economia, Administração e Contabilidade (FEA). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Institution abroad: University of California, Berkeley (UC Berkeley), United States
• Associated to the scholarship: 17/19355-4 - Does the American investor suffers from the price-tag illusion?, BP.MS

Abstract

In order to replicate Chague, De-Losso and Giovannetti s(2017) methodology, we will use TAQ data and an algorithm to identify retail investor activity. (AU)