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1رسالة جامعية
المؤلفون: Christoph Meier
مصطلحات موضوعية: Other education not elsewhere classified, investor behaviour, Investmensts, overconfidence, behavioural finance, investor confidence, Investmensts -- Psychological aspects, investor psychology, eco, psy
الوصف: This PhD research is committed to contributing to the literature on investor overconfidence, one of the most robust findings in the field of behavioural finance. Overconfidence, a cognitive bias where decision makers tend to be overly optimistic not only about their aptitudes and skills, but also about the precision of their forecasts and information, is associated with poor decision making. Individuals suffering from overconfidence tend to be excessive stock traders, Chief Executive Officers (CEOs) who rush into mergers and acquisitions, risky drivers, naïve entrepreneurs and sloppy retirement planners. The literature yields the many attempts to link stock market phenomena to overconfidence. However, existing measures that have been used to test these hypotheses are typically only loosely related to the overconfidence of investors in their own abilities, or use proxies that lack a formal model of cognitive psychology. In the first of three research projects, I propose a measure of aggregate investor confidence that is based on a cross-disciplinary model containing determinants of confidence. The measure captures major economic events intuitively, and is statistically distinct from exiting proxies. Using a 1926-2011United States (US) sample, I find that the new measure is a better predictor of aggregate trading activity than past stock returns, which have been used in prior studies.The second research project explores the role of aggregate investor confidence in asset pricing factors. Empirical tests reveal interesting patterns. Firstly, and in line with a behavioural model by Daniel, Hirshleifer, and Subrahmanyam (1998), aggregate investor confidence partially explains variations in the profitability of momentum strategies. Additionally, aggregate investor confidence appears to play a key role in the size factor, complementing an early hypothesis by Roll (1981). Indeed, investors seem to systematically change their risk perceptions which ultimately impacts on market outcome. The third research project takes a .
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2رسالة جامعية
المؤلفون: Christoph Meier
مصطلحات موضوعية: Other education not elsewhere classified, investor behaviour, Investmensts, overconfidence, behavioural finance, investor confidence, Investmensts -- Psychological aspects, investor psychology
الوصف: This PhD research is committed to contributing to the literature on investor overconfidence, one of the most robust findings in the field of behavioural finance. Overconfidence, a cognitive bias where decision makers tend to be overly optimistic not only about their aptitudes and skills, but also about the precision of their forecasts and information, is associated with poor decision making. Individuals suffering from overconfidence tend to be excessive stock traders, Chief Executive Officers (CEOs) who rush into mergers and acquisitions, risky drivers, naïve entrepreneurs and sloppy retirement planners. The literature yields the many attempts to link stock market phenomena to overconfidence. However, existing measures that have been used to test these hypotheses are typically only loosely related to the overconfidence of investors in their own abilities, or use proxies that lack a formal model of cognitive psychology. In the first of three research projects, I propose a measure of aggregate investor confidence that is based on a cross-disciplinary model containing determinants of confidence. The measure captures major economic events intuitively, and is statistically distinct from exiting proxies. Using a 1926-2011United States (US) sample, I find that the new measure is a better predictor of aggregate trading activity than past stock returns, which have been used in prior studies.The second research project explores the role of aggregate investor confidence in asset pricing factors. Empirical tests reveal interesting patterns. Firstly, and in line with a behavioural model by Daniel, Hirshleifer, and Subrahmanyam (1998), aggregate investor confidence partially explains variations in the profitability of momentum strategies. Additionally, aggregate investor confidence appears to play a key role in the size factor, complementing an early hypothesis by Roll (1981). Indeed, investors seem to systematically change their risk perceptions which ultimately impacts on market outcome. The third research project takes a ...
الإتاحة: https://doi.org/10.25949/19431935.v1Test
https://figshare.com/articles/thesis/Three_essays_on_investor_confidence_a_new_measure_empirical_application_and_experimental_evidence/19431935Test -
3رسالة جامعية
المؤلفون: Christoph Meier
المساهمون: Prof. Dr. Rainer Kolisch
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4رسالة جامعية
المؤلفون: Christoph Meier
المساهمون: Prof. Dr. Rainer Kolisch
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5رسالة جامعية
المؤلفون: Christoph Meier
المساهمون: Prof. Dr. Rainer Kolisch
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6رسالة جامعية
المؤلفون: Christoph Meier
المساهمون: Prof. Dr. Rainer Kolisch
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7رسالة جامعية
المؤلفون: Cruz Rodriguez, Lidice
المساهمون: Laboratoire Collisions Agrégats Réactivité (LCAR), Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS), Théorie (LCAR), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Université Paul Sabatier - Toulouse III, Christoph Meier, Llinersy Uranga-Piña
المصدر: https://theses.hal.science/tel-02333474Test ; Quantum Physics [quant-ph]. Université Paul Sabatier - Toulouse III, 2018. English. ⟨NNT : 2018TOU30254⟩.
مصطلحات موضوعية: Quantum Dynamics, Molecules, Ultrafast processes, Dynamique quantique, Molécules, Processus ultrarapides, [PHYS.QPHY]Physics [physics]/Quantum Physics [quant-ph]
الوصف: In this thesis different trajectory-based methods for the study of quantum mechanical phenomena are developed. The first approach is based on a global expansion of the hydrodynamic fields in Chebyshev polynomials. The scheme is used for the study of one-dimensional vibrational dynamics of bound wave packets in harmonic and anharmonic potentials. Furthermore, a different methodology is developed, which, starting from a parametrization previously proposed for the density, allows the construction of effective interaction potentials between the pseudo-particles representing the density. Within this approach several model problems are studied and important quantum mechanical effects such as, zero point energy, tunneling, barrier scattering and over barrier reflection are founded to be correctly described by the ensemble of interacting trajectories. The same approximation is used for study the laser-driven atom ionization. A third approach considered in this work consists in the derivation of an approximate many-body quantum potential for cryogenic Ar and Kr matrices with an embedded Na impurity. To this end, a suitable ansatz for the ground state wave function of the solid is proposed. This allows to construct an approximate quantum potential which is employed in molecular dynamics simulations to obtain the absorption spectra of the Na impurity isolated in the rare gas matrix. ; Dans cette thèse, différentes méthodes de dynamique quantique basées sur la propagation de trajectoires sont développées. La première approche consiste en une développer global des champs hydrodynamiques sur une base de polynômes de Chebyshev. Ce schéma est utilisé pour étudier la dynamique vibrationnelle unidimensionnelle de paquets d'ondes dans des potentiels harmoniques et anharmoniques. Par la suite, une méthodologie différente est développée, qui, à partir d'un paramétrage précédemment proposé pour la densité quantique, permet de construire des potentiels d'interaction effectifs entre les pseudo-particules représentant la densité. Dans ...
العلاقة: NNT: 2018TOU30254; tel-02333474; https://theses.hal.science/tel-02333474Test; https://theses.hal.science/tel-02333474/documentTest; https://theses.hal.science/tel-02333474/file/2018TOU30254a.pdfTest
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8رسالة جامعية
المؤلفون: Cruz Rodriguez, Lidice
المساهمون: Laboratoire Collisions Agrégats Réactivité (LCAR), Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées, Université Paul Sabatier - Toulouse III, Christoph Meier, Llinersy Uranga-Piña
المصدر: https://tel.archives-ouvertes.fr/tel-02333474Test ; Quantum Physics [quant-ph]. Université Paul Sabatier - Toulouse III, 2018. English. ⟨NNT : 2018TOU30254⟩.
مصطلحات موضوعية: Quantum Dynamics, Molecules, Ultrafast processes, Dynamique quantique, Molécules, Processus ultrarapides, [PHYS.QPHY]Physics [physics]/Quantum Physics [quant-ph]
الوصف: In this thesis different trajectory-based methods for the study of quantum mechanical phenomena are developed. The first approach is based on a global expansion of the hydrodynamic fields in Chebyshev polynomials. The scheme is used for the study of one-dimensional vibrational dynamics of bound wave packets in harmonic and anharmonic potentials. Furthermore, a different methodology is developed, which, starting from a parametrization previously proposed for the density, allows the construction of effective interaction potentials between the pseudo-particles representing the density. Within this approach several model problems are studied and important quantum mechanical effects such as, zero point energy, tunneling, barrier scattering and over barrier reflection are founded to be correctly described by the ensemble of interacting trajectories. The same approximation is used for study the laser-driven atom ionization. A third approach considered in this work consists in the derivation of an approximate many-body quantum potential for cryogenic Ar and Kr matrices with an embedded Na impurity. To this end, a suitable ansatz for the ground state wave function of the solid is proposed. This allows to construct an approximate quantum potential which is employed in molecular dynamics simulations to obtain the absorption spectra of the Na impurity isolated in the rare gas matrix. ; Dans cette thèse, différentes méthodes de dynamique quantique basées sur la propagation de trajectoires sont développées. La première approche consiste en une développer global des champs hydrodynamiques sur une base de polynômes de Chebyshev. Ce schéma est utilisé pour étudier la dynamique vibrationnelle unidimensionnelle de paquets d'ondes dans des potentiels harmoniques et anharmoniques. Par la suite, une méthodologie différente est développée, qui, à partir d'un paramétrage précédemment proposé pour la densité quantique, permet de construire des potentiels d'interaction effectifs entre les pseudo-particules représentant la densité. Dans ...
العلاقة: NNT: 2018TOU30254; tel-02333474; https://tel.archives-ouvertes.fr/tel-02333474Test; https://tel.archives-ouvertes.fr/tel-02333474/documentTest; https://tel.archives-ouvertes.fr/tel-02333474/file/2018TOU30254a.pdfTest
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9رسالة جامعية
المؤلفون: Mangaud, Etienne
المساهمون: Théorie (LCAR), Laboratoire Collisions Agrégats Réactivité (LCAR), Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Université Toulouse III - Paul Sabatier (UT3), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS)-Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Université de Toulouse (UT)-Université de Toulouse (UT)-Centre National de la Recherche Scientifique (CNRS), Université Paul Sabatier - Toulouse III, Christoph Meier, Michèle Desouter-Lecomte
المصدر: https://hal.science/tel-01401868Test ; Chimie théorique et/ou physique. Université Paul Sabatier - Toulouse III, 2016. Français. ⟨NNT : 2016TOU30077⟩.
مصطلحات موضوعية: Electron transfer, Quantum dynamics, Dissipative quantum methods, Multidimensional quantum methods, Hierarchical equations of motion (HEOM), Hetero junction, Mixed-valence organic compounds, Cryptochrome, Transferts d'électron, Matrices hiérarchiques (HEOM), Dynamique quantique, Hétérojonction, Méthodes quantiques dissipatives, Composés organiques à valence mixte, Méthodes quantiques multidimensionnelles, [CHIM.THEO]Chemical Sciences/Theoretical and/or physical chemistry
الوصف: Electron transfer reactions are at stake in several chemical, biological or photochemical processes of great interest as, for instance, photovoltaic technology or photosynthesis where they are rarely isolated. Furthermore, experimental results show that quantum phenomena, notably superpositions of states or coherences, can persist on the time scale of the electron transfer even in the presence of an environment. In this work, electron transfer is studied in three types of molecular systems. The first one is an intermolecular transfer in an oligothiophene-fullerene heterojonction modelling a charge separation interface for future organic photovoltaic devices. The second one is an intramolecular transfer in mixed-valence organic compounds where the bridge effect of an increasing n-paraphenylens chain is studied on aromatic polymers with donor-acceptor sites (1-4,dimethoxy-3-methylphenylens). The third one is an intermolecular transfer in a tryptophan chain of a cryptochrome chromoprotein. In all these cases, a special attention is given to realistic modelling. In this context, it is crucial to define carefully the partition between the degrees of freedom, in particular amongst those implied in the transfer and those qualified to be part of an environment. To this end, a Hamiltonian describing a donor-acceptor electronic system coupled to a bath of harmonic oscillators is parameterized using the constrained DFT method (cDFT). The oscillators' bath is described by a normal mode analysis or via the electronic gap fluctuation obtained by QM/MM calculations. The systems under study turn out to be strongly coupled, and structured which requires to explore non-conventional strategies. In a model environment constituted of a finite number of oscillators treated explicitly, the dynamics is performed by multidimensional quantum propagation methods such as the multi-layer multiconfigurational time-dependent Hartree method (ML-MCTDH). In the dissipative approach, where the bath acts only by its statistical properties, it is ...
العلاقة: NNT: 2016TOU30077; tel-01401868; https://hal.science/tel-01401868Test; https://hal.science/tel-01401868v3/documentTest; https://hal.science/tel-01401868v3/file/Th%C3%A8se%20EM%2026072017.pdfTest
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10رسالة جامعية
المؤلفون: Mangaud, Etienne
المساهمون: Théorie (LCAR), Laboratoire Collisions Agrégats Réactivité (LCAR), Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Institut National des Sciences Appliquées (INSA)-Institut National des Sciences Appliquées (INSA)-Université Toulouse III - Paul Sabatier (UT3), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut National des Sciences Appliquées - Toulouse (INSA Toulouse), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS)-Institut de Recherche sur les Systèmes Atomiques et Moléculaires Complexes (IRSAMC), Université Fédérale Toulouse Midi-Pyrénées-Université Fédérale Toulouse Midi-Pyrénées-Centre National de la Recherche Scientifique (CNRS), Université Paul Sabatier - Toulouse III, Christoph Meier, Michèle Desouter-Lecomte
المصدر: https://hal.archives-ouvertes.fr/tel-01401868Test ; Chimie théorique et/ou physique. Université Paul Sabatier - Toulouse III, 2016. Français. ⟨NNT : 2016TOU30077⟩.
مصطلحات موضوعية: Hetero junction, Dissipative quantum methods, Electron transfer, Quantum dynamics, Hierarchical equations of motion (HEOM), Multidimensional quantum methods, Mixed-valence organic compounds, Cryptochrome, Transferts d'électron, Matrices hiérarchiques (HEOM), Dynamique quantique, Hétérojonction, Méthodes quantiques dissipatives, Composés organiques à valence mixte, Méthodes quantiques multidimensionnelles, [CHIM.THEO]Chemical Sciences/Theoretical and/or physical chemistry
الوصف: Electron transfer reactions are at stake in several chemical, biological or photochemical processes of great interest as, for instance, photovoltaic technology or photosynthesis where they are rarely isolated. Furthermore, experimental results show that quantum phenomena, notably superpositions of states or coherences, can persist on the time scale of the electron transfer even in the presence of an environment. In this work, electron transfer is studied in three types of molecular systems. The first one is an intermolecular transfer in an oligothiophene-fullerene heterojonction modelling a charge separation interface for future organic photovoltaic devices. The second one is an intramolecular transfer in mixed-valence organic compounds where the bridge effect of an increasing n-paraphenylens chain is studied on aromatic polymers with donor-acceptor sites (1-4,dimethoxy-3-methylphenylens). The third one is an intermolecular transfer in a tryptophan chain of a cryptochrome chromoprotein. In all these cases, a special attention is given to realistic modelling. In this context, it is crucial to define carefully the partition between the degrees of freedom, in particular amongst those implied in the transfer and those qualified to be part of an environment. To this end, a Hamiltonian describing a donor-acceptor electronic system coupled to a bath of harmonic oscillators is parameterized using the constrained DFT method (cDFT). The oscillators' bath is described by a normal mode analysis or via the electronic gap fluctuation obtained by QM/MM calculations. The systems under study turn out to be strongly coupled, and structured which requires to explore non-conventional strategies. In a model environment constituted of a finite number of oscillators treated explicitly, the dynamics is performed by multidimensional quantum propagation methods such as the multi-layer multiconfigurational time-dependent Hartree method (ML-MCTDH). In the dissipative approach, where the bath acts only by its statistical properties, it is ...
العلاقة: NNT: 2016TOU30077; tel-01401868; https://hal.archives-ouvertes.fr/tel-01401868Test; https://hal.archives-ouvertes.fr/tel-01401868v3/documentTest; https://hal.archives-ouvertes.fr/tel-01401868v3/file/Th%C3%A8se%20EM%2026072017.pdfTest
