Naïve Buying Diversification and Narrow Framing by Individual Investors

A-Tier
Journal: Journal of Finance
Year: 2023
Volume: 78
Issue: 3
Pages: 1705-1741

Authors (5)

JOHN GATHERGOOD (University of Nottingham) DAVID HIRSHLEIFER (University of Southern Califor...) DAVID LEAKE (not in RePEc) HIROAKI SAKAGUCHI (not in RePEc) NEIL STEWART (not in RePEc)

Score contribution per author:

0.804 = (α=2.01 / 5 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We provide the first tests to distinguish whether individual investors equally balance their overall portfolios (naïve portfolio diversification, NPD) or, in contrast, equally balance the values of same‐day purchases of multiple assets (naïve buying diversification, NBD). We find NBD in purchases of multiple stocks, and in mixed purchases of individual stocks and funds. In contrast, there is little evidence of NPD. Evidence suggests that NBD arises due to stock picking behavior and neglect of diversification. These findings suggest that behavioral finance theory should incorporate transaction, as well as portfolio, framing.

Technical Details

RePEc Handle
repec:bla:jfinan:v:78:y:2023:i:3:p:1705-1741
Journal Field
Finance
Author Count
5
Added to Database
2026-01-25