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Record W4389841248 · doi:10.5267/j.dsl.2023.11.003

Analyzing the interrelations among investors’ behavioral biases using an integrated DANP method

2023· article· en· W4389841248 on OpenAlexvenueno aff
Nasser Safaie, Amir Sadighi, Majid Mirzaee Ghazani

Bibliographic record

VenueDecision Science Letters · 2023
Typearticle
Languageen
FieldDecision Sciences
TopicDecision-Making and Behavioral Economics
Canadian institutionsnot available
Fundersnot available
KeywordsLoss aversionOverconfidence effectRegretAnchoringPreferenceEconometricsHerd behaviorBehavioral economicsProspect theoryPsychologyRisk aversion (psychology)Disposition effectRisk-seekingProxy (statistics)AmbiguityEconomicsMicroeconomicsSocial psychologyExpected utility hypothesisStatisticsComputer scienceMathematicsHerdingFinancial economics

Abstract

fetched live from OpenAlex

This research investigates the relationships between investors’ behavioral biases and compares their relative importance. For this purpose, a survey is conducted, and analytical methods are used. The sample for this study has been 512 individual investors of the Tehran Stock Exchange who completed an online questionnaire. The respondents replied about their behavior in different situations to analyze the prevalence of asymmetric discounting, mental accounting, shifting risk preference, loss aversion, regret aversion, overconfidence, proxy decision making, ambiguity aversion bias, anchoring, and herd behavior as significant fields of behavioral biases in their investment decisions. The data is analyzed using two different analytical techniques. A model based on structural equations is designed and tested to analyze the relations between these fields. Another integrated method, the DEMATEL-based analytic network process, is also used to prioritize and rank these behavioral biases. Finally, the results are compared and confirmed by each other. Analyzing the results proves the existence of 19 positive and statistically significant relations between these fields. Thus, an increase or decrease in the intensity of a particular field of behavioral biases in one’s decisions significantly affects the intensity of other fields. The present study finds that shifting risk preference, anchoring, loss aversion, and regret aversion are the most important fields of behavioral biases based on their prevalence among investors and their correlations with other biases.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.017
metaresearch head score (Gemma)0.009
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMetaresearch, Science and technology studies, Scholarly communication
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Other design · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.849
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0170.009
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0030.013
Science and technology studies0.0020.002
Scholarly communication0.0030.004
Open science0.0040.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.397
GPT teacher head0.508
Teacher spread0.110 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designOther design
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations5
Published2023
Admission routes1
Has abstractyes

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