-
1
-
-
84977733335
-
Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior
-
Abarbanell, Jeffrey S., and Victor L. Bernard, 1992, Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior, Journal of Finance 47, 1181-1207.
-
(1992)
Journal of Finance
, vol.47
, pp. 1181-1207
-
-
Abarbanell, J.S.1
Bernard, V.L.2
-
2
-
-
2942746458
-
Is all that talk just noise? The information content of Internet stock message boards
-
Antweiler, Werner, and Murray Z. Frank, 2004, Is all that talk just noise? The information content of Internet stock message boards, Journal of Finance 59, 1259-1294.
-
(2004)
Journal of Finance
, vol.59
, pp. 1259-1294
-
-
Antweiler, W.1
Frank, M.Z.2
-
3
-
-
43649099303
-
Do U.S. stock markets typically overreact to corporate news stories?
-
Working paper, University of British Columbia
-
Antweiler, Werner, and Murray Z. Frank, 2006, Do U.S. stock markets typically overreact to corporate news stories? Working paper, University of British Columbia .
-
(2006)
-
-
Antweiler, W.1
Frank, M.Z.2
-
4
-
-
0002742759
-
An empirical examination of accounting numbers
-
Ball, Ray, and Philip Brown, 1968, An empirical examination of accounting numbers, Journal of Accounting Research 6, 159-178.
-
(1968)
Journal of Accounting Research
, vol.6
, pp. 159-178
-
-
Ball, R.1
Brown, P.2
-
5
-
-
0001546056
-
Bad is stronger than good
-
Baumeister, Roy F., Ellen Bratslavsky, Catrin Finkenauer, and Kathleen D. Vohs, 2001, Bad is stronger than good, Review of General Psychology 5, 323-370.
-
(2001)
Review of General Psychology
, vol.5
, pp. 323-370
-
-
Baumeister, R.F.1
Bratslavsky, E.2
Finkenauer, C.3
Vohs, K.D.4
-
6
-
-
0001819765
-
Post-earnings-announcement drift: Delayed price response or risk premium
-
Bernard, Victor L., and Jacob K. Thomas, 1989, Post-earnings-announcement drift: Delayed price response or risk premium, Journal of Accounting Research 27, 1-36.
-
(1989)
Journal of Accounting Research
, vol.27
, pp. 1-36
-
-
Bernard, V.L.1
Thomas, J.K.2
-
7
-
-
84936220056
-
Cointegration and tests of present value models
-
Campbell, John Y., and Robert J. Shiller, 1987, Cointegration and tests of present value models, Journal of Political Economy 95, 1062-1088.
-
(1987)
Journal of Political Economy
, vol.95
, pp. 1062-1088
-
-
Campbell, J.Y.1
Shiller, R.J.2
-
8
-
-
0002624840
-
On the persistence of mutual fund performance
-
Carhart, Mark M., 1997, On the persistence of mutual fund performance, Journal of Finance 52, 57-82.
-
(1997)
Journal of Finance
, vol.52
, pp. 57-82
-
-
Carhart, M.M.1
-
9
-
-
0001742935
-
Momentum strategies
-
Chan, Louis K. C., Narasimhan Jegadeesh, and Josef Lakonishok, 1996, Momentum strategies, Journal of Finance 51, 1681-1713.
-
(1996)
Journal of Finance
, vol.51
, pp. 1681-1713
-
-
Chan, L.K.C.1
Jegadeesh, N.2
Lakonishok, J.3
-
10
-
-
0142087691
-
Stock price reaction to news and no-news: Drift and reversal after headlines
-
Chan, Wesley S., 2003, Stock price reaction to news and no-news: Drift and reversal after headlines, Journal of Financial Economics 70, 223-260.
-
(2003)
Journal of Financial Economics
, vol.70
, pp. 223-260
-
-
Chan, W.S.1
-
11
-
-
0001839891
-
What moves stock prices
-
Cutler, David M., James M. Poterba, and Lawrence H. Summers, 1989, What moves stock prices Journal of Portfolio Management 15, 4-12.
-
(1989)
Journal of Portfolio Management
, vol.15
, pp. 4-12
-
-
Cutler, D.M.1
Poterba, J.M.2
Summers, L.H.3
-
12
-
-
0039561990
-
Measuring mutual fund performance with characteristic-based benchmarks
-
Daniel, Kent D., Mark Grinblatt, Sheridan Titman, and Russ Wermers, 1997, Measuring mutual fund performance with characteristic-based benchmarks, Journal of Finance 52, 1035-1058.
-
(1997)
Journal of Finance
, vol.52
, pp. 1035-1058
-
-
Daniel, K.D.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
13
-
-
28444436795
-
Yahoo! for Amazon: Sentiment extraction from small talk on the web
-
Working paper, Santa Clara University
-
Das, Sanjiv, and Mike Chen, 2006, Yahoo! for Amazon: Sentiment extraction from small talk on the web, Working paper, Santa Clara University .
-
(2006)
-
-
Das, S.1
Chen, M.2
-
14
-
-
43649102363
-
Beyond the numbers: An analysis of optimistic and pessimistic language in earnings press releases
-
Working paper, Federal Reserve Bank of St. Louis
-
Davis, Angela K., Jeremy M. Piger, and Lisa M. Sedor, 2006, Beyond the numbers: An analysis of optimistic and pessimistic language in earnings press releases, Working paper, Federal Reserve Bank of St. Louis.
-
(2006)
-
-
Davis, A.K.1
Piger, J.M.2
Sedor, L.M.3
-
16
-
-
0038850183
-
Inefficiency in analysts' earnings forecasts: Systematic misreaction or systematic optimism
-
Easterwood, John C., and Stacey R. Nutt, 1999, Inefficiency in analysts' earnings forecasts: Systematic misreaction or systematic optimism Journal of Finance 54, 1777-1797.
-
(1999)
Journal of Finance
, vol.54
, pp. 1777-1797
-
-
Easterwood, J.C.1
Nutt, S.R.2
-
17
-
-
0346207692
-
Market efficiency, long-term returns, and behavioral finance
-
Fama, Eugene F., 1998, Market efficiency, long-term returns, and behavioral finance, Journal of Financial Economics 49, 283-306.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 283-306
-
-
Fama, E.F.1
-
18
-
-
84977737676
-
The cross-section of expected stock returns
-
Fama, Eugene F., and Kenneth R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427-465.
-
(1992)
Journal of Finance
, vol.47
, pp. 427-465
-
-
Fama, E.F.1
French, K.R.2
-
19
-
-
38549147867
-
Common risk factors in the returns of stocks and bonds
-
Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the returns of stocks and bonds, Journal of Financial Economics 33, 3-56.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-56
-
-
Fama, E.F.1
French, K.R.2
-
20
-
-
0000928969
-
Risk and return: Some empirical tests
-
Fama, Eugene F., and James MacBeth, 1973, Risk and return: Some empirical tests, Journal of Political Economy 81, 607-636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.F.1
MacBeth, J.2
-
21
-
-
84974465990
-
Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data
-
Froot, Kenneth A., 1989, Consistent covariance matrix estimation with cross-sectional dependence and heteroskedasticity in financial data, Journal of Financial and Quantitative Analysis 24, 333-355.
-
(1989)
Journal of Financial and Quantitative Analysis
, vol.24
, pp. 333-355
-
-
Froot, K.A.1
-
22
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman, Sanford J., and Joseph E. Stiglitz, 1980, On the impossibility of informationally efficient markets, American Economic Review 70, 393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.E.2
-
23
-
-
84993907227
-
Returns to buying winners and selling losers: Implications for stock market efficiency
-
Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to buying winners and selling losers: Implications for stock market efficiency, Journal of Finance 48, 65-91.
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
24
-
-
40449132072
-
Do stock market investors understand the risk sentiment of corporate annual reports?
-
Working paper, University of Michigan
-
Li, Feng, 2006, Do stock market investors understand the risk sentiment of corporate annual reports? Working paper, University of Michigan .
-
(2006)
-
-
Li, F.1
-
25
-
-
0000706085
-
A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix estimator
-
Newey, Whitney K., and Kenneth D. West, 1987, A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix estimator, Econometrica 55, 703-708.
-
(1987)
Econometrica
, vol.55
, pp. 703-708
-
-
Newey, W.K.1
West, K.D.2
-
26
-
-
0000604269
-
Biases in dynamic models with fixed effects
-
Nickell, Stephen J., 1981, Biases in dynamic models with fixed effects, Econometrica 49, 1417-1426.
-
(1981)
Econometrica
, vol.49
, pp. 1417-1426
-
-
Nickell, S.J.1
-
27
-
-
33749604891
-
Estimating standard errors in finance panel data sets: Comparing approaches
-
Working paper, Northwestern University
-
Petersen, Mitchell A., 2007, Estimating standard errors in finance panel data sets: Comparing approaches, Working paper, Northwestern University.
-
(2007)
-
-
Petersen, M.A.1
-
28
-
-
0042908975
-
Return predictability following large price changes and information releases
-
Pritamani, Mahesh, and Vijay Singal, 2001, Return predictability following large price changes and information releases, Journal of Banking and Finance 25, 631-656.
-
(2001)
Journal of Banking and Finance
, vol.25
, pp. 631-656
-
-
Pritamani, M.1
Singal, V.2
-
29
-
-
0004184826
-
-
Open Court Publishing Company, La Salle, Illinois )
-
Quine, Willard VanOrman, 1974, The Roots of Reference (Open Court Publishing Company, La Salle, Illinois ).
-
(1974)
The Roots of Reference
-
-
Quine, W.V.1
-
30
-
-
0003544587
-
-
Lawrence Erlbaum Associates, London )
-
Riffe, Daniel, Stephen Lacy, and Frederick G. Fico, 1998, Analyzing Media Messages: Using Quantitative Content Analysis in Research (Lawrence Erlbaum Associates, London ).
-
(1998)
Analyzing Media Messages: Using Quantitative Content Analysis in Research
-
-
Daniel, R.1
Lacy, S.2
Fico, F.G.3
-
31
-
-
84977729119
-
R-squared
-
Roll, Richard W., 1988, R-squared, Journal of Finance 43, 541-566.
-
(1988)
Journal of Finance
, vol.43
, pp. 541-566
-
-
Roll, R.W.1
-
32
-
-
0035537625
-
Negativity bias, negativity dominance, and contagion
-
Rozin, Paul, and Edward B. Royzman, 2001, Negativity bias, negativity dominance, and contagion, Personality and Social Psychology Review 5, 296-320.
-
(2001)
Personality and Social Psychology Review
, vol.5
, pp. 296-320
-
-
Rozin, P.1
Royzman, E.B.2
-
33
-
-
0000893807
-
Do stock prices move too much to be justified by subsequent changes in dividends
-
Shiller, Robert J., 1981, Do stock prices move too much to be justified by subsequent changes in dividends American Economic Review 71, 421-436.
-
(1981)
American Economic Review
, vol.71
, pp. 421-436
-
-
Shiller, R.J.1
-
34
-
-
0000183976
-
Do demand curves for stocks slope down
-
Shleifer, Andrei, 1986, Do demand curves for stocks slope down Journal of Finance 41, 579-590.
-
(1986)
Journal of Finance
, vol.41
, pp. 579-590
-
-
Shleifer, A.1
-
35
-
-
34248193914
-
Giving content to investor sentiment: The role of media in the stock market
-
Tetlock, Paul C., 2007, Giving content to investor sentiment: The role of media in the stock market, Journal of Finance 62, 1139-1168.
-
(2007)
Journal of Finance
, vol.62
, pp. 1139-1168
-
-
Tetlock, P.C.1
-
36
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity
-
White, Halbert, 1980, A heteroskedasticity-consistent covariance matrix and a direct test for heteroskedasticity, Econometrica 48, 817-838.
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
|