Individual Investor Perceptions and Behavior During the Financial Crisis

14603 Words59 Pages
Individual Investor Perceptions and Behavior During the Financial Crisis Arvid O. I. Hoffmann* Maastricht University and Netspar Thomas Post Maastricht University and Netspar Joost M. E. Pennings Maastricht University, Wageningen University, and University of Illinois at Urbana–Champaign August 8, 2012 Abstract: Combining monthly survey data with matching trading records, we examine how individual investor perceptions change and drive trading and risk -taking behavior during the 2008–2009 financial crisis. We find that investor perceptions fluctuate significantly during the crisis, with risk tolerance and risk perceptions being less volatile than return expectations. During the worst months of the crisis, investors’ return expectations and risk tolerance decrease, while their risk perceptions increase. Towards the end of the crisis, investor perceptions recover. We document substantial swings in trading and risk -taking behavior that are driven by changes in investor perceptions. Overall, individual investors continued to trade actively and did not de -risk their investment portfolios during the crisis. JEL Classification: D14, D81, G01, G11, G24 Keywords: Financial Crisis, Individual Investors, Investor Perceptions, Trading Behavior, Risk -Taking Behavior * Corresponding author: Arvid O. I. Hoffmann, Maastricht University, School of Business and Economics, Department of Finance, P.O. Box 616, 6200 MD, The Netherlands. Tel.: +31 43 38 84 602. E -mail: a.hoffmann@maastrichtuniversity.nl. This research would not have been possible without the help of a large discount brokerage firm. The authors thank this broker and its employees who helped us by answering numerous questions. For their comments, the authors thank Brad Barber, Jaap Bos, Benedict Dellaert, Daniel Dorn, Louis Eeckhoudt, Markus Glaser, Dan Goldstein, Robin Greenwood, Dries

More about Individual Investor Perceptions and Behavior During the Financial Crisis

Open Document