-
1
-
-
0036221468
-
Asymmetric correlations of equity portfolios
-
Ang, Andrew, and Joseph Chen. 2002. Asymmetric correlations of equity portfolios. Journal of Financial Economics 63:443-94.
-
(2002)
Journal of Financial Economics
, vol.63
, pp. 443-494
-
-
Ang, A.1
Chen, J.2
-
2
-
-
84977705761
-
Evidence on tax-motivated securities trading behavior
-
Badrinath, S., and Wilber Lewellen. 1991. Evidence on tax-motivated securities trading behavior. Journal of Finance 46:369-82.
-
(1991)
Journal of Finance
, vol.46
, pp. 369-382
-
-
Badrinath, S.1
Lewellen, W.2
-
3
-
-
0037497348
-
Trading is hazardous to your wealth: The common stock investment performance of individual investors
-
Barber, Brad, and Terrance Odean. 2000. Trading is hazardous to your wealth: The common stock investment performance of individual investors. Journal of Finance 55:773-806.
-
(2000)
Journal of Finance
, vol.55
, pp. 773-806
-
-
Barber, B.1
Odean, T.2
-
6
-
-
0039739798
-
Mental accounting, loss aversion, and individual stock returns
-
Barberis, Nicholas, and Ming Huang. 2001. Mental accounting, loss aversion, and individual stock returns. Journal of Finance 56:1247-92.
-
(2001)
Journal of Finance
, vol.56
, pp. 1247-1292
-
-
Barberis, N.1
Huang, M.2
-
8
-
-
84906006114
-
Myopic loss aversion and the equity premium puzzle
-
Benartzi, Shlomo, and Richard Thaler. 1995. Myopic loss aversion and the equity premium puzzle. Quarterly Journal of Economics 110:73-92.
-
(1995)
Quarterly Journal of Economics
, vol.110
, pp. 73-92
-
-
Benartzi, S.1
Thaler, R.2
-
9
-
-
0038461708
-
-
Working paper, Yale University, New Haven, CT
-
Dhar, Ravi, and Alok Kumar. 2002. A non-random walk down the main street: Impact of price trends on trading decisions of individual investors. Working paper, Yale University, New Haven, CT.
-
(2002)
A non-random walk down the main street: Impact of price trends on trading decisions of individual investors
-
-
Dhar, R.1
Kumar, A.2
-
10
-
-
14844289606
-
-
Working paper 02-20, Yale International Center for Finance, New Haven, CT
-
Dhar, Ravi, and Ning Zhu. 2002. Up close and personal: An individual level analysis of the disposition effect. Working paper 02-20, Yale International Center for Finance, New Haven, CT.
-
(2002)
Up close and personal: An individual level analysis of the disposition effect
-
-
Dhar, R.1
Zhu, N.2
-
11
-
-
84977707081
-
Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect
-
Ferris, Stephen P., Robert A. Haugen, and Anil K. Makhija. 1988. Predicting contemporary volume with historic volume at differential price levels: Evidence supporting the disposition effect. Journal of Finance 43:677-97.
-
(1988)
Journal of Finance
, vol.43
, pp. 677-697
-
-
Ferris, S.P.1
Haugen, R.A.2
Makhija, A.K.3
-
13
-
-
0040481570
-
Loss aversion and seller behavior: Evidence from the housing market
-
Genesove, David, and Christopher Mayer. 2001. Loss aversion and seller behavior: Evidence from the housing market. Quarterly Journal of Economics 116:1233-60.
-
(2001)
Quarterly Journal of Economics
, vol.116
, pp. 1233-1260
-
-
Genesove, D.1
Mayer, C.2
-
14
-
-
20344406316
-
-
Working Paper no. 9465, National Bureau of Economic Research, Cambridge, MA
-
Goetzmann, William N., and Ning Zhu. 2003. Rain or shine: Where is the weather effect? Working Paper no. 9465, National Bureau of Economic Research, Cambridge, MA.
-
(2003)
Rain or shine: Where is the weather effect
-
-
Goetzmann, W.N.1
Zhu, N.2
-
16
-
-
0033634041
-
The investment behavior and performance of various investor types: A study of Finland's unique data set
-
Grinblatt, Mark, and Matti Keloharju. 2000. The investment behavior and performance of various investor types: A study of Finland's unique data set. Journal of Financial Economics 55: 43-67.
-
(2000)
Journal of Financial Economics
, vol.55
, pp. 43-67
-
-
Grinblatt, M.1
Keloharju, M.2
-
17
-
-
0039699515
-
How distance, language and culture influence stock holdings and trades
-
_. 2001a. How distance, language and culture influence stock holdings and trades. Journal of Finance 56:1053-73.
-
(2001)
Journal of Finance
, vol.56
, pp. 1053-1073
-
-
Grinblatt, M.1
Keloharju, M.2
-
19
-
-
0030555417
-
Market vs. limit orders: The super DOT evidence on order submission strategy
-
Harris, Lawrence, and Joel Hasbrouck. 1996. Market vs. limit orders: The super DOT evidence on order submission strategy. Journal of Financial and Quantitative Analysis 31:213-31.
-
(1996)
Journal of Financial and Quantitative Analysis
, vol.31
, pp. 213-231
-
-
Harris, L.1
Hasbrouck, J.2
-
20
-
-
0000398111
-
Investor psychology and asset pricing
-
Hirshleifer, David. 2001. Investor psychology and asset pricing. Journal of Finance 64:1533-97.
-
(2001)
Journal of Finance
, vol.64
, pp. 1533-1597
-
-
Hirshleifer, D.1
-
21
-
-
33846578773
-
-
Working paper, Fisher College of Business, Ohio State University, and University of Illinois at Urbana-Champaign
-
Hirshleifer, David, James Myers, Linda A. Myers, and Siew Hong Teoh. 2003. Do individual investors drive post-earnings announcement drift? Working paper, Fisher College of Business, Ohio State University, and University of Illinois at Urbana-Champaign.
-
(2003)
Do individual investors drive post-earnings announcement drift
-
-
Hirshleifer, D.1
Myers, J.2
Myers, L.A.3
Hong Teoh, S.4
-
23
-
-
33845991448
-
-
Working paper, Cornell University, Department of Economics, Ithaca, NY
-
Hong, Dong, and Alok Kumar. 2002. What induces noise trading around public announcement events? Working paper, Cornell University, Department of Economics, Ithaca, NY.
-
(2002)
What induces noise trading around public announcement events
-
-
Hong, D.1
Kumar, A.2
-
25
-
-
0000125532
-
Prospect theory: An analysis of decision under risk
-
Kahneman, Daniel, and Amos Tversky. 1979. Prospect theory: An analysis of decision under risk. Econometrica 47:263-91.
-
(1979)
Econometrica
, vol.47
, pp. 263-291
-
-
Kahneman, D.1
Tversky, A.2
-
26
-
-
0036017578
-
Can "big bath" and earnings smoothing coexist as equilibrium financial reporting strategies?
-
Kirschenheiter, Michael, and Nahum D. Melumad. 2002. Can "big bath" and earnings smoothing coexist as equilibrium financial reporting strategies? Journal of Accounting Research 40: 761-96.
-
(2002)
Journal of Accounting Research
, vol.40
, pp. 761-796
-
-
Kirschenheiter, M.1
Melumad, N.D.2
-
28
-
-
33845991109
-
-
Working paper, University of Notre Dame, Mendoza School of Business, South Bend, IN
-
Kumar, Alok. 2005. Style switching and stock returns. Working paper, University of Notre Dame, Mendoza School of Business, South Bend, IN.
-
(2005)
Style switching and stock returns
-
-
Kumar, A.1
-
29
-
-
0011366180
-
Contagion as a wealth effect
-
Kyle, Albert, and Wei Xiong. 2001. Contagion as a wealth effect. Journal of Finance 56:1401-40.
-
(2001)
Journal of Finance
, vol.56
, pp. 1401-1440
-
-
Kyle, A.1
Xiong, W.2
-
30
-
-
84944838051
-
Volume for winners and losers: Taxation and other motives for stock trading
-
Lakonishok, Josef, and Seymour Smidt. 1986. Volume for winners and losers: Taxation and other motives for stock trading. Journal of Finance 41:951-74.
-
(1986)
Journal of Finance
, vol.41
, pp. 951-974
-
-
Lakonishok, J.1
Smidt, S.2
-
33
-
-
23944471130
-
Does prospect theory explain IPO market behavior?
-
Ljungqvist, Alexander, and William J. Wilhelm. 2005. Does prospect theory explain IPO market behavior? Journal of Finance 60, no. 4:1759-90.
-
(2005)
Journal of Finance
, vol.60
, Issue.4
, pp. 1759-1790
-
-
Ljungqvist, A.1
Wilhelm, W.J.2
-
34
-
-
16844373943
-
Professional trader discipline and trader disposition
-
Locke, Peter R., and Steven C. Mann. 2005. Professional trader discipline and trader disposition. Journal of Financial Economics 76, no. 2:401-44.
-
(2005)
Journal of Financial Economics
, vol.76
, Issue.2
, pp. 401-444
-
-
Locke, P.R.1
Mann, S.C.2
-
35
-
-
0009662024
-
Extreme correlation of international equity markets
-
Longin, Francois, and Bruno Solnik. 2001. Extreme correlation of international equity markets. Journal of Finance 56:649-76.
-
(2001)
Journal of Finance
, vol.56
, pp. 649-676
-
-
Longin, F.1
Solnik, B.2
-
36
-
-
0036108222
-
Why don't issuers get upset about leaving money on the table in IPOs?
-
Loughran, Tim, and Jay R. Ritter. 2002. Why don't issuers get upset about leaving money on the table in IPOs? Review of Financial Studies 15:413-43.
-
(2002)
Review of Financial Studies
, vol.15
, pp. 413-443
-
-
Loughran, T.1
Ritter, J.R.2
-
38
-
-
0010104544
-
Are investors reluctant to realize their losses?
-
Odean, Terrance. 1998. Are investors reluctant to realize their losses? Journal of Finance 53: 1775-98.
-
(1998)
Journal of Finance
, vol.53
, pp. 1775-1798
-
-
Odean, T.1
-
39
-
-
0001242340
-
Do investors trade too much?
-
_. 1999. Do investors trade too much? American Economic Review 89:1279-98.
-
(1999)
American Economic Review
, vol.89
, pp. 1279-1298
-
-
Odean, T.1
-
40
-
-
33845986993
-
-
Ortega, Bob. 1998. In Sam we trust: The untold story of Sam Walton and how Wal-Mart is devouring America. New York: Times Business.
-
Ortega, Bob. 1998. In Sam we trust: The untold story of Sam Walton and how Wal-Mart is devouring America. New York: Times Business.
-
-
-
-
41
-
-
0040436658
-
Capital gains tax rules, tax-loss trading, and turn-of-the-year returns
-
Poterba, James M., and Scott J. Weisbenner. 2001. Capital gains tax rules, tax-loss trading, and turn-of-the-year returns. Journal of Finance 56:353-68.
-
(2001)
Journal of Finance
, vol.56
, pp. 353-368
-
-
Poterba, J.M.1
Weisbenner, S.J.2
-
42
-
-
84977722617
-
The buying and selling behavior of individual investors at the turn of the year
-
Ritter, Jay R. 1988. The buying and selling behavior of individual investors at the turn of the year. Journal of Finance 43:701-17.
-
(1988)
Journal of Finance
, vol.43
, pp. 701-717
-
-
Ritter, J.R.1
-
43
-
-
0012296912
-
Patterns of behavior of professionally managed and independent investors
-
Shapira, Zur, and Itzhak Venezia. 2001. Patterns of behavior of professionally managed and independent investors. Journal of Banking and Finance 25:1573-87.
-
(2001)
Journal of Banking and Finance
, vol.25
, pp. 1573-1587
-
-
Shapira, Z.1
Venezia, I.2
-
44
-
-
84930063848
-
The disposition to sell winners too early and ride losers too long: Theory and evidence
-
Shefrin, Hersh, and Meir Statman. 1985. The disposition to sell winners too early and ride losers too long: Theory and evidence. Journal of Finance 40:777-90.
-
(1985)
Journal of Finance
, vol.40
, pp. 777-790
-
-
Shefrin, H.1
Statman, M.2
-
45
-
-
21344486610
-
Behavioral aspects of the design and marketing of financial products
-
_. 1993. Behavioral aspects of the design and marketing of financial products. Financial Management 22:123-34.
-
(1993)
Financial Management
, vol.22
, pp. 123-134
-
-
Shefrin, H.1
Statman, M.2
-
46
-
-
0000538440
-
Mental accounting and consumer choice
-
Thaler. Richard H. 1985. Mental accounting and consumer choice. Marketing Science 4:199-214.
-
(1985)
Marketing Science
, vol.4
, pp. 199-214
-
-
Thaler1
Richard, H.2
-
47
-
-
0000630111
-
Gambling with the house money and trying to break even: The effects of prior outcomes on risky choice
-
Thaler, Richard H., and Eric J. Johnson. 1990. Gambling with the house money and trying to break even: The effects of prior outcomes on risky choice. Management Science 36:643-60.
-
(1990)
Management Science
, vol.36
, pp. 643-660
-
-
Thaler, R.H.1
Johnson, E.J.2
-
48
-
-
0031628810
-
The disposition effect in securities trading: An experimental analysis
-
Weber, Martin, and Colin Camerer. 2000. The disposition effect in securities trading: An experimental analysis. Journal of Economic Behavior and Organization 33:167-84.
-
(2000)
Journal of Economic Behavior and Organization
, vol.33
, pp. 167-184
-
-
Weber, M.1
Camerer, C.2
|