Patrick Roger



Research interests


Behavioral Finance, Asset Pricing, Gambling Studies
Patrick Roger on ResearchGate


Recent news

                 April 2020
      •        "Number sense, trading decisions and mispricing: an experiment" (with Tristan Roger and Marc Willinger), invited seminar, LaRGE Research Seminar (online), university of Strasbourg.

                 December 2019
      • "Number sense, trading decisions and mispricing: an experiment" (with Tristan Roger and Marc Willinger), invited seminar, university of Lille.
                September 2019
      • "Another law of small numbers; patterns in trading prices on experimental markets" (with Wael Bousselmi, Tristan Roger and Marc Willinger), 12th Conference of the Academy of Behavioral Finance and Economics, New York.

                 June 2019       
    •  "On the use of leveraged ETFs by retail investors" (with Catherine D'Hondt, Richard McGowan and Laurent Deville), 36th AFFI Meeting, Québec.
    • "Battle of investors: Retail vs. Professional A comparison of implied volatilities in Germany" (with Carolin Hartmann), 36th AFFI Meeting, Québec.
                February 2019
      • Invited seminar at HEC Liège. "Another law of small numbers; patterns in trading prices on experimental markets" (with Wael Bousselmi, Tristan Roger and Marc Willinger).

                December 2018
    • Eurofidai Best Paper Award 2018 for "Investor Sentiment and Return Predictability: the Power of Ignorance" (with Catherine D'Hondt), Finance, Vol 38 (2), 2017.
October 2018
      • "Is Stuttgart more sentiment-prone than Frankfurt? The case of retail-oriented structured products in Germany" (with Carolin Hartmann), Academy of Behavioral Finance and Economics, Chicago. 
      • "Exchange-traded funds and retail investors: hedging or gambling?" (with Catherine D'Hondt, Richard McGowan and Laurent Deville), invited seminar, university of Adelaide.
                September 2018
      • "Exchange-traded funds and retail investors: hedging or gambling?" (with Catherine D'Hondt, Richard McGowan and Laurent Deville), Investment Management Research Conference, Sydney.
                    June 2018
      • ASFEE Prize 2017 for the Best paper presented by a young researcher (Tristan Roger) for "Another law of small numbers; patterns in trading prices on experimental markets" (with Wael Bousselmi, Tristan Roger and Marc Willinger).
      • "Richard Thaler: the anomalies of life", co-authored with Werner De Bondt and Marie Pfiffelmann, 39(1), 7-27, Finance, 2018
      • "Behavioral Bias in Number Processing: an Experimental Study of Analysts' Forecasts" (with Tristan Roger, Wael Bousselmi and Marc Willinger), ASFEE Conference, Nice, June 2018
                May 2018

                December 2017

      • "Investor Sentiment and Return Predictability: the Power of Ignorance" (with Catherine D'Hondt), Finance, Vol 38 (2), 2017.
                    November 2017
    • Options, Futures et autres Actifs Dérivés, 10th edition, Pearson, November 2017 (translation-adaptation of John Hull's book Options, Futures and other Derivatives, with Christophe Hénot and Laurent Deville) 

    •   September2017
    • A chapter entitled "Richard Thaler: de l'homo economicus à l'homo sapiens", co-authored with Marie Pfiffelmann (EM Strasbourg Business School) is published in the second edition of the book "Les grands auteurs en Finance", EMS, September 2017.
                    
          

                January-June 2017