-
1
-
-
0001949247
-
A model of investor sentiment
-
Barberis, Nicholas, Andrei Shleifer, and Robert Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307-343.
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 307-343
-
-
Barberis, N.1
Shleifer, A.2
Vishny, R.3
-
2
-
-
8744258405
-
Investors, psychology and security market under- and overreactions
-
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam, 1998, Investors, psychology and security market under- and overreactions, Journal of Finance 53, 1839-1885.
-
(1998)
Journal of Finance
, vol.53
, pp. 1839-1885
-
-
Daniel, K.1
Hirshleifer, D.2
Subrahmanyam, A.3
-
3
-
-
84900013243
-
Does the stock market overreact?
-
DeBondt, Werner, and Richard Thaler, 1985, Does the stock market overreact? Journal of Finance 40, 793-805.
-
(1985)
Journal of Finance
, vol.40
, pp. 793-805
-
-
DeBondt, W.1
Thaler, R.2
-
5
-
-
0013413658
-
Multifactor explanation of asset pricing anomalies
-
Fama, Eugene, and Kenneth French, 1996, Multifactor explanation of asset pricing anomalies, Journal of Finance 51, 55-84.
-
(1996)
Journal of Finance
, vol.51
, pp. 55-84
-
-
Fama, E.1
French, K.2
-
6
-
-
0000928969
-
Risk, return and equilibrium: Empirical tests
-
Fama, Eugene, and James MacBeth, 1973, Risk, return and equilibrium: Empirical tests, Journal of Political Economy 81, 607-636.
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-636
-
-
Fama, E.1
MacBeth, J.2
-
7
-
-
0037208470
-
The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year
-
Ferris, Steve, Ranjan D'Mello, and Chuan-Yang Hwang, 2001, The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year, Journal of Financial Markets 6, 73-98.
-
(2001)
Journal of Financial Markets
, vol.6
, pp. 73-98
-
-
Ferris, S.1
D'Mello, R.2
Hwang, C.-Y.3
-
8
-
-
2942756045
-
Expert opinion and compensation: Evidence from a musical competition
-
Ginsburgh, Victor, and Jan van Ours, 2003, Expert opinion and compensation: Evidence from a musical competition, American Economic Review 93, 289-296.
-
(2003)
American Economic Review
, vol.93
, pp. 289-296
-
-
Ginsburgh, V.1
Van Ours, J.2
-
9
-
-
84993608646
-
Tax induced trading and the turn-of-the-year anomaly: An intraday study
-
Griffiths, Mark, and Robert White, 1993, Tax induced trading and the turn-of-the-year anomaly: An intraday study, Journal of Finance 48, 575-598.
-
(1993)
Journal of Finance
, vol.48
, pp. 575-598
-
-
Griffiths, M.1
White, R.2
-
12
-
-
0035581626
-
Understanding the nature of the risks and the source of the rewards to momentum investing
-
Grundy, Bruce, and J. Spencer Martin, 2001, Understanding the nature of the risks and the source of the rewards to momentum investing, Review of Financial Studies 14, 29-78.
-
(2001)
Review of Financial Studies
, vol.14
, pp. 29-78
-
-
Grundy, B.1
Martin, J.S.2
-
13
-
-
0012166025
-
A unified theory of underreaction, momentum trading and overreaction in asset markets
-
Hong, Harrison, and Jeremy Stein, 1999, A unified theory of underreaction, momentum trading and overreaction in asset markets, Journal of Finance 54, 2143-2184.
-
(1999)
Journal of Finance
, vol.54
, pp. 2143-2184
-
-
Hong, H.1
Stein, J.2
-
14
-
-
84993907227
-
Returns to buying winners and selling losers: Implications for market efficiency
-
Jegadeesh, Narasimhan, and Sheridan Titman, 1993, Returns to buying winners and selling losers: Implications for market efficiency, Journal of Finance 48, 65-91.
-
(1993)
Journal of Finance
, vol.48
, pp. 65-91
-
-
Jegadeesh, N.1
Titman, S.2
-
15
-
-
0041075295
-
Profitability of momentum strategies: An evaluation of alternative explanations
-
Jegadeesh, Narasimhan, and Sheridan Titman, 2001, Profitability of momentum strategies: An evaluation of alternative explanations, Journal of Finance 56, 699-718.
-
(2001)
Journal of Finance
, vol.56
, pp. 699-718
-
-
Jegadeesh, N.1
Titman, S.2
-
16
-
-
0003768818
-
-
Cambridge University Press, New York
-
Kahneman, Daniel, Paul Slovic, and Amos Tversky, 1982, Judgment under Uncertainty: Heuristics and Biases (Cambridge University Press, New York).
-
(1982)
Judgment under Uncertainty: Heuristics and Biases
-
-
Kahneman, D.1
Slovic, P.2
Tversky, A.3
-
17
-
-
0042203005
-
The capital gain lock-in effect and long-horizon return reversal
-
Klein, Peter, 2001, The capital gain lock-in effect and long-horizon return reversal, Journal of Financial Economic 59, 33-62.
-
(2001)
Journal of Financial Economic
, vol.59
, pp. 33-62
-
-
Klein, P.1
-
18
-
-
0010734388
-
Price momentum and trading volume
-
Lee, Charles M.C., and Bhaskaran Swaminathan, 2000, Price momentum and trading volume, Journal of Finance 55, 2017-2069.
-
(2000)
Journal of Finance
, vol.55
, pp. 2017-2069
-
-
Lee, C.M.C.1
Swaminathan, B.2
-
19
-
-
0039064917
-
Do industries explain momentum?
-
Moskowitz, Tobias, and Mark Grinblatt, 1999, Do industries explain momentum? Journal of Finance 54, 1249-1290.
-
(1999)
Journal of Finance
, vol.54
, pp. 1249-1290
-
-
Moskowitz, T.1
Grinblatt, M.2
-
20
-
-
0002662410
-
Vas ist das? the turn-of-the-year effect and the return premium of small firms
-
Roll, Richard, 1983, Vas ist das? The turn-of-the-year effect and the return premium of small firms, Journal of Portfolio Management 9, 18-28.
-
(1983)
Journal of Portfolio Management
, vol.9
, pp. 18-28
-
-
Roll, R.1
|