Selected Publications and Working Papers
1. Azimi, M., Ghazi, S., Schneider, M. (2025) "MAX CAPM: A Behavioral Foundation for Low-Risk Anomalies, Mispricing, and Momentum." [Link to Paper]
2. Ghazi, S., Schneider, M. , Strauss, J. (2024) "Market Ambiguity Attitude Restores the Risk-Return Tradeoff." Forthcoming, Management Science. [Link to Paper]
3. Ghazi, S., Schneider, M. , Strauss, J. (2024) "Momentum is Still There." [Link to Paper]
4. Azimi, M., Ghazi, S., Schneider, M. (2024) "Probability Weighting and Equity Premium Prediction: Investing with Optimism." Forthcoming, Financial Management. [Link to Paper]
5. Ghazi, S., Schneider, M. , Dorobiala, Z. (2024) "Speculative and Non-Speculative Equity Premia." Economics Letters. [Link to Paper]
6. Schneider, M., Nunez, M. (2023). "A Decision Theoretic Foundation for Noise Traders and Correlated Speculation." [Link to Paper]
1. Schneider, M., Stephenson, D. (2021). "Pareto Efficiency, Price Signaling, and Bargains in Markets with Asymmetric Information." Games and Economic Behavior, 128, 160-181. [Link to Article]
1. Schneider, M., Kim, B.C. (2020). “The Utilitarian-Maximin Social Welfare Function and Anomalies in Social Choice." Southern Economic Journal, 87, 629-646. [Link to Article]
2. Nunez, M., Schneider, M. (2019). “Mean-dispersion Preferences with a Specific Dispersion Function.” Journal of Mathematical Economics, 84, 195-206. [Link to Article]
3. Schneider, M., Day, R. (2018). “Target Adjusted Utility Functions and Expected Utility Paradoxes.” Management Science, 64, 271-287. [Link to Article]
4. Schneider, M., Nunez, M. (2015). “A Simple Mean-Dispersion Model of Ambiguity Attitudes.” Journal of Mathematical Economics, 58, 25-31. [Link to Article]
1. Schneider, M., Deck, C., DeJarnette, P. (2025). "Salience Perception and Dominated Choices in Contracts." [Link to Article]
2. Schneider, M., Leland, J. (2021). “Salience and Social Choice.” Experimental Economics, 24, 1215-1241. [Link to Article]
3. Leland, J., Schneider, M., Wilcox, N. (2019). “Minimal Frames and Transparent Frames for Risk, Time, and Uncertainty.” Management Science, 65, 3949-4450. [Link to Article]
4. Schneider, M., Leland, J., Wilcox, N. (2018). “Ambiguity Framed.” Journal of Risk and Uncertainty, 57, 133-151. [Link to Article]
5. Leland, J.W., Schneider, M. (2015). "Salience and Strategy Choice in 2 x 2 Games." Games, 6, 521-559. [Link to Article]