Heuristic biases influencing individual stock investment decisions: a hybrid fuzzy DELPHI-AHP-DEMATEL approach

Author:

Abhijith R.ORCID,Bijulal D.ORCID

Abstract

PurposeStock investing choices of individual investors are predominantly influenced by heuristic biases, leading to sub-optimal choices. Accordingly, this study aims to identify, categorize, validate, prioritize, and find causality among the heuristic biases shaping stock investment decisions of individual investors.Design/methodology/approachThis research offers original contribution by employing a hybrid approach combining fuzzy DELPHI method (FDM), fuzzy analytical hierarchy process (FAHP), and fuzzy decision-making trial and evaluation laboratory (F-DEMATEL) techniques to validate, prioritize, and find causality among the heuristic biases.FindingsTwenty sub-heuristic biases were identified under five main heuristic bias categories. Out of which, 17 were validated using FDM. Further, availability and representativeness within main heuristic categories, and availability cascade and retrievability within sub-heuristic biases were prioritized using FAHP. Overconfidence and availability were identified as the causes among the five main biases by F-DEMATEL.Practical implicationsThis study offers the stock investors a deeper understanding of heuristic biases and empowers them to make rational investment decisions.Originality/valueThis paper is the inaugural effort to identify, categorize, validate, prioritize and examine the cause-and-effect relationship among the heuristic biases.

Publisher

Emerald

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