-
1
-
-
33646519532
-
-
Barber, B., Odean, T., 2003. All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors. Unpublished working paper. University of California, Davis and University of California, Berkeley.
-
-
-
-
2
-
-
33646528761
-
-
Barber, B., Odean, T., Zhu, N., 2003. Systematic noise. Unpublished working paper. University of California, Davis and University of California, Berkeley.
-
-
-
-
4
-
-
0042350815
-
A survey of behavioral finance
-
Constantinides G., Harris M., and Stulz R. (Eds), North-Holland, Amsterdam
-
Barberis N., and Thaler R. A survey of behavioral finance. In: Constantinides G., Harris M., and Stulz R. (Eds). Handbook of the Economics of Finance (2003), North-Holland, Amsterdam
-
(2003)
Handbook of the Economics of Finance
-
-
Barberis, N.1
Thaler, R.2
-
8
-
-
33646497310
-
-
Boyer, B., 2004. Style investing and co-movement among stocks with similar book-to-market ratios. Unpublished working paper. Brigham Young University, Provo, UT.
-
-
-
-
9
-
-
0002519023
-
Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk
-
Campbell J., Lettau M., Malkiel B., and Xu Y. Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk. Journal of Finance 56 (2001) 1-43
-
(2001)
Journal of Finance
, vol.56
, pp. 1-43
-
-
Campbell, J.1
Lettau, M.2
Malkiel, B.3
Xu, Y.4
-
11
-
-
33646513123
-
-
Corwin, S., Coughenour, J., 2005. Limited attention and the allocation of effort in securities trading. Unpublished working paper. University of Notre Dame.
-
-
-
-
13
-
-
8744258405
-
Investor psychology and security market under- and overreactions
-
Daniel K., Hirshleifer D., and Subrahmanyam A. Investor psychology and security market under- and overreactions. Journal of Finance 53 (1998) 1839-1885
-
(1998)
Journal of Finance
, vol.53
, pp. 1839-1885
-
-
Daniel, K.1
Hirshleifer, D.2
Subrahmanyam, A.3
-
14
-
-
33646509517
-
-
Della Vigna, S., Pollett, J., 2003. Attention, demographics, and the stock market. Unpublished working paper. University of California at Berkeley and Harvard University, Cambridge, MA.
-
-
-
-
15
-
-
0346898286
-
Does greater firm-specific return variation mean more or less informed stock pricing?
-
Durnev A., Morck R., Yeung B., and Zarowin P. Does greater firm-specific return variation mean more or less informed stock pricing?. Journal of Accounting Research 41 (2003) 797-836
-
(2003)
Journal of Accounting Research
, vol.41
, pp. 797-836
-
-
Durnev, A.1
Morck, R.2
Yeung, B.3
Zarowin, P.4
-
16
-
-
1642331944
-
Value-enhancing capital budgeting and firm-specific stock return variation
-
Durnev A., Morck R., and Yeung R. Value-enhancing capital budgeting and firm-specific stock return variation. Journal of Finance 59 (2004) 65-105
-
(2004)
Journal of Finance
, vol.59
, pp. 65-105
-
-
Durnev, A.1
Morck, R.2
Yeung, R.3
-
18
-
-
0039084784
-
Stock return variances: the arrival of information and the reaction of traders
-
French K., and Roll R. Stock return variances: the arrival of information and the reaction of traders. Journal of Financial Economics 17 (1986) 5-26
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 5-26
-
-
French, K.1
Roll, R.2
-
19
-
-
33646521827
-
-
Gabaix, X., Laibson, D., 2003. Bounded rationality and directed cognition. Unpublished working paper. Massachusetts Institute of Technology and Harvard University, Cambridge, MA.
-
-
-
-
20
-
-
33646498821
-
-
Gabaix, X., Laibson, D., Moloche, G., Weinberg, S., 2003. The allocation of attention: theory and evidence. Unpublished working paper. Massachusetts Institute of Technology and Harvard University, Cambridge, MA.
-
-
-
-
22
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S., and Stiglitz J. On the impossibility of informationally efficient markets. American Economic Review 70 (1980) 393-408
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
23
-
-
0000398111
-
Investor psychology and asset pricing
-
Hirshleifer D. Investor psychology and asset pricing. Journal of Finance 56 (2001) 1533-1597
-
(2001)
Journal of Finance
, vol.56
, pp. 1533-1597
-
-
Hirshleifer, D.1
-
25
-
-
33646501591
-
-
Hirshleifer, D., Teoh, S.H., 2004. Limited investor attention and earnings-related under- and over-reactions. Unpublished working paper. Ohio State University, Columbus, OH.
-
-
-
-
26
-
-
33646528082
-
-
Hirshleifer, D., Lim, S., Teoh, S.H., 2003. Disclosure to a credulous audience: the role of limited attention. Unpublished working paper. Ohio State University, Columbus, OH.
-
-
-
-
28
-
-
0012166025
-
A unified theory of underreaction, momentum trading, and overreaction in asset markets
-
Hong H., and Stein J. A unified theory of underreaction, momentum trading, and overreaction in asset markets. Journal of Finance 54 (1999) 2143-2184
-
(1999)
Journal of Finance
, vol.54
, pp. 2143-2184
-
-
Hong, H.1
Stein, J.2
-
29
-
-
33646496230
-
-
Hong, H., Stein, J., 2003. Simple models and paradigm shifts. Unpublished working paper. Princeton University, Princeton, NJ.
-
-
-
-
30
-
-
33646535377
-
-
Hong, H., Torous, W., Valkanov, R., 2005. Do industries lead the stock market? Journal of Financial Economics, forthcoming.
-
-
-
-
31
-
-
24044454681
-
Market frictions, price delay, and the cross-section of expected returns
-
Hou K., and Moskowitz T. Market frictions, price delay, and the cross-section of expected returns. Review of Financial Studies 18 (2005) 981-1020
-
(2005)
Review of Financial Studies
, vol.18
, pp. 981-1020
-
-
Hou, K.1
Moskowitz, T.2
-
32
-
-
0040291376
-
Contagious speculation and a cure for cancer: a non-event that made stock prices soar
-
Huberman G., and Regev T. Contagious speculation and a cure for cancer: a non-event that made stock prices soar. Journal of Finance 56 (2001) 387-396
-
(2001)
Journal of Finance
, vol.56
, pp. 387-396
-
-
Huberman, G.1
Regev, T.2
-
33
-
-
0003422547
-
-
Prentice-Hall, Englewood Cliffs, NJ
-
Kahneman D. Attention and Effort (1973), Prentice-Hall, Englewood Cliffs, NJ
-
(1973)
Attention and Effort
-
-
Kahneman, D.1
-
34
-
-
33646534712
-
-
Kaniel, R., Saar, G., Titman, S., 2004. Individual investor sentiment and stock returns. Unpublished working paper. Duke University, Durham, NC.
-
-
-
-
35
-
-
33646522801
-
-
Kumar, A., Lee, C., 2003. Mass psychology and return co-movement: the case of retail trades. Unpublished working paper. University of Notre Dame, South Bend, IN.
-
-
-
-
36
-
-
0039647005
-
Speculation duopoly with agreement to disagree: can overconfidence survive the market test?
-
Kyle A., and Wang A. Speculation duopoly with agreement to disagree: can overconfidence survive the market test?. Journal of Finance 52 (1997) 2073-2090
-
(1997)
Journal of Finance
, vol.52
, pp. 2073-2090
-
-
Kyle, A.1
Wang, A.2
-
37
-
-
0002484986
-
Stock market prices do not follow random walks: evidence from a simple specification test
-
Lo A., and MacKinlay C. Stock market prices do not follow random walks: evidence from a simple specification test. Review of Financial Studies 1 (1988) 41-66
-
(1988)
Review of Financial Studies
, vol.1
, pp. 41-66
-
-
Lo, A.1
MacKinlay, C.2
-
38
-
-
0000150312
-
Asset prices in an exchange economy
-
Lucas R. Asset prices in an exchange economy. Econometrica 46 (1978) 1429-1445
-
(1978)
Econometrica
, vol.46
, pp. 1429-1445
-
-
Lucas, R.1
-
39
-
-
0011090049
-
Optimum consumption and portfolio rules in a continuous-time model
-
Merton R. Optimum consumption and portfolio rules in a continuous-time model. Journal of Economic Theory 3 (1971) 373-413
-
(1971)
Journal of Economic Theory
, vol.3
, pp. 373-413
-
-
Merton, R.1
-
40
-
-
0001373089
-
The information content of stock markets: why do emerging markets have synchronous stock price movements?
-
Morck R., Yeung B., and Yu W. The information content of stock markets: why do emerging markets have synchronous stock price movements?. Journal of Financial Economics 58 (2000) 215-260
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 215-260
-
-
Morck, R.1
Yeung, B.2
Yu, W.3
-
41
-
-
33646505388
-
-
Mullainathan, S., 2002. Thinking through categories. Unpublished working paper. Massachusetts Institute of Technology, Cambridge, MA.
-
-
-
-
42
-
-
0346907827
-
Volume, volatility, price, and profit when all traders are above average
-
Odean T. Volume, volatility, price, and profit when all traders are above average. Journal of Finance 53 (1998) 1887-1934
-
(1998)
Journal of Finance
, vol.53
, pp. 1887-1934
-
-
Odean, T.1
-
43
-
-
0000683765
-
Attentional limitations in dual-task performance
-
Pashler H. (Ed), Psychology Press, Hove, UK
-
Pashler H., and Johnston J. Attentional limitations in dual-task performance. In: Pashler H. (Ed). Attention (1998), Psychology Press, Hove, UK
-
(1998)
Attention
-
-
Pashler, H.1
Johnston, J.2
-
46
-
-
0002158052
-
Mean reversion in stock returns: evidence and implications
-
Poterba J., and Summers L. Mean reversion in stock returns: evidence and implications. Journal of Financial Economics 22 (1988) 27-59
-
(1988)
Journal of Financial Economics
, vol.22
, pp. 27-59
-
-
Poterba, J.1
Summers, L.2
-
49
-
-
84977721194
-
Co-movement in stock prices and co-movement in dividends
-
Shiller R. Co-movement in stock prices and co-movement in dividends. Journal of Finance 44 (1989) 719-729
-
(1989)
Journal of Finance
, vol.44
, pp. 719-729
-
-
Shiller, R.1
-
51
-
-
0038521562
-
Implications of rational inattention
-
Sims C. Implications of rational inattention. Journal of Monetary Economics 50 (2003) 665-690
-
(2003)
Journal of Monetary Economics
, vol.50
, pp. 665-690
-
-
Sims, C.1
-
52
-
-
0030305172
-
Do stock prices fully reflect information in accruals and cash flows about future earnings?
-
Sloan R. Do stock prices fully reflect information in accruals and cash flows about future earnings?. Accounting Review 71 (1996) 289-315
-
(1996)
Accounting Review
, vol.71
, pp. 289-315
-
-
Sloan, R.1
-
53
-
-
33646512060
-
-
Van Nieuwerburgh, S., Veldkamp, L., 2004. Information acquisition and portfolio under-diversification. Unpublished working paper. New York University, New York.
-
-
-
-
54
-
-
0000125897
-
Information acquisition in a noisy rational expectations economy
-
Verrecchia R. Information acquisition in a noisy rational expectations economy. Econometrica 50 (1982) 1415-1430
-
(1982)
Econometrica
, vol.50
, pp. 1415-1430
-
-
Verrecchia, R.1
-
55
-
-
0002394481
-
Dividend innovations and stock price volatility
-
West K. Dividend innovations and stock price volatility. Econometrica 56 (1988) 37-61
-
(1988)
Econometrica
, vol.56
, pp. 37-61
-
-
West, K.1
-
56
-
-
0000662187
-
Financial markets and the allocation of capital
-
Wurgler J. Financial markets and the allocation of capital. Journal of Financial Economics 58 (2000) 187-214
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 187-214
-
-
Wurgler, J.1
-
57
-
-
0002450345
-
Control of visual attention
-
Pashler H. (Ed), Psychology Press, Hove, UK
-
Yantis S. Control of visual attention. In: Pashler H. (Ed). Attention (1998), Psychology Press, Hove, UK
-
(1998)
Attention
-
-
Yantis, S.1
|