Research
Selected Publications and Working Papers
Selected Publications and Working Papers
Behavioral Finance
Behavioral Finance
1. Schneider, M., Nunez, M. (2020). "A Capital Asset Pricing Model with Idiosyncratic Risk" Working Paper. [Link to Paper]
1. Schneider, M., Nunez, M. (2020). "A Capital Asset Pricing Model with Idiosyncratic Risk" Working Paper. [Link to Paper]
2. Ghazi, S., Schneider, M. (2022) "Asset Pricing under Knightian Uncertainty: A Case for Optimism." Working Paper.
2. Ghazi, S., Schneider, M. (2022) "Asset Pricing under Knightian Uncertainty: A Case for Optimism." Working Paper.
3. Ghazi, S., Schneider, M. , Strauss, J. (2023) "Market Ambiguity Attitude and the Risk-Return Tradeoff." [Link to Paper]
3. Ghazi, S., Schneider, M. , Strauss, J. (2023) "Market Ambiguity Attitude and the Risk-Return Tradeoff." [Link to Paper]
4. Ghazi, S., Schneider, M. , Dorobiala, Z. (2023) "Speculative and Non-Speculative Equity Premia." Working Paper.
4. Ghazi, S., Schneider, M. , Dorobiala, Z. (2023) "Speculative and Non-Speculative Equity Premia." Working Paper.
5. Azimi, M. Ghazi, S., Schneider, M. (2023) "Predicting the Market Sharpe Ratio." Working Paper.
5. Azimi, M. Ghazi, S., Schneider, M. (2023) "Predicting the Market Sharpe Ratio." Working Paper.
6. Ghazi, S., Schneider, M. (2023) "Skewness Expectations, Momentum, and Low Risk Anomalies." Working Paper.
6. Ghazi, S., Schneider, M. (2023) "Skewness Expectations, Momentum, and Low Risk Anomalies." Working Paper.
Information Economics
Information Economics
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., Stephenson, D. (2021). "Pareto Efficiency, Price Signaling, and Bargains in Markets with Asymmetric Information." Games and Economic Behavior, 128, 160-181. [Link to Article]
Axiomatic Decision Theory
Axiomatic Decision Theory
1. Schneider, M., Kim, B.C. (2020). “The utilitarian–maximin social welfare function and anomalies in social choice.” Southern Economic Journal, 58, 629-646. [Link to Article]
1. Schneider, M., Kim, B.C. (2020). “The utilitarian–maximin social welfare function and anomalies in social choice.” Southern Economic Journal, 58, 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]
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]
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]
4. Schneider, M., Nunez, M. (2015). “A Simple Mean-Dispersion Model of Ambiguity Attitudes.” Journal of Mathematical Economics, 58, 25-31. [Link to Article]
Salience Theory
Salience Theory
1. Schneider, M., Deck, C., DeJarnette, P. (2023). "Salience Theory and Dominated Choices in Markets." Working Paper.
1. Schneider, M., Deck, C., DeJarnette, P. (2023). "Salience Theory and Dominated Choices in Markets." Working Paper.
2. Schneider, M., Leland, J. (2021). “Salience and Social Choice.” Experimental Economics, 24, 1215-1241. [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]
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]
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]
5. Leland, J.W., Schneider, M. (2015). "Salience and Strategy Choice in 2 x 2 Games." Games, 6, 521-559. [Link to Article]