User profiles for Bryan Foltice
Bryan FolticeAssociate Professor of Finance, Butler University Verified email at butler.edu Cited by 140 |
Profitable momentum trading strategies for individual investors
B Foltice, T Langer - Financial Markets and Portfolio Management, 2015 - Springer
For nearly three decades, scientific studies have explored momentum investing strategies
and observed stable excess returns in various financial markets. However, the trading …
and observed stable excess returns in various financial markets. However, the trading …
Exponential growth bias matters: Evidence and implications for financial decision making of college students in the USA
B Foltice, T Langer - Journal of Behavioral and Experimental Finance, 2018 - Elsevier
This paper tests the exponential growth bias of undergraduate students at a top-level university
in the United States and explores the potential drivers that influence the size of this bias. …
in the United States and explores the potential drivers that influence the size of this bias. …
In equations we trust? Formula knowledge effects on the exponential growth bias in household finance decisions
B Foltice, T Langer - Decision Analysis, 2017 - pubsonline.informs.org
Exponential growth effects play a major role in many household finance decisions. A systematic
bias in dealing with exponential growth can lead to poor savings and debt decisions. In …
bias in dealing with exponential growth can lead to poor savings and debt decisions. In …
Where has the trend gone? An update on momentum returns in the US stock market
US stocks between 1968 and 1989. They found that buying so-called winner stocks (defined
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …
as the top 10% of stocks with the highest returns over the past 3, 6, 9, or 12 months) and …
Misperception of exponential growth: Are people aware of their errors?
H Cordes, B Foltice, T Langer - Decision Analysis, 2019 - pubsonline.informs.org
Previous research shows that individuals make systematic errors when judging exponential
growth, which has harmful effects for their financial well-being. This study analyzes how far …
growth, which has harmful effects for their financial well-being. This study analyzes how far …
Revisiting covered calls and protective puts: A tale of two strategies
B Foltice - Available at SSRN 3786342, 2022 - papers.ssrn.com
This paper examines the historical risk-adjusted returns of two hedging strategies designed
to minimize downside market risk: Protective-puts and covered-calls. Using US market data …
to minimize downside market risk: Protective-puts and covered-calls. Using US market data …
How to decrease the amortization bias: Experience vs. rules
B Foltice - Journal of Financial Education, 2017 - JSTOR
We conduct an experimental study that tests the effectiveness of de-biasing a certain form of
exponential growth bias found in household finance debt decisions, called the amortization …
exponential growth bias found in household finance debt decisions, called the amortization …
Using Simple Technical Analysis Indicators for Asset Allocation Decisions
This study analyzes the potential effectiveness of using simple technical analysis indicators
to determine the overall riskiness of portfolio asset allocation. Using the 200-day simple …
to determine the overall riskiness of portfolio asset allocation. Using the 200-day simple …
Persistent anchoring to default rates when electing 401 (k) contributions
B Foltice, PA Arling, JE Kirby… - Review of Behavioral …, 2018 - emerald.com
Purpose The purpose of this paper is to investigate how the 401(k) auto-enrollment rate
influences the size of elected contribution rates in defined contribution plans for new, young …
influences the size of elected contribution rates in defined contribution plans for new, young …
Exploring the Effectiveness of Trailing Stop-Loss Strategies for Individual Investors.
The authors empirically examine the effectiveness of trailing stop-loss (TSL) strategies in
generating excess returns for individual investors. Using data from January 1, 2001, to …
generating excess returns for individual investors. Using data from January 1, 2001, to …