Does the Stock Market Overreact?

The Journal of Finance

Volumn 40, Issue 3, 1985, Pages 793-805

  De BONDT, WERNER F M ^a   THALER, RICHARD ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84900013243     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1985.tb05004.x     Document Type: Article

References (28)

1. “Risk Perception in Psychology and Economics.”
2. “Anomalies in Relationships Between Securities' Yields and Yield‐Surrogates.”
3. “Investment Performance of Common Stocks in Relation to Their Price‐Earnings Ratios: A Test of the Efficient Market Hypothesis.”
4. “The Relationship Between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence.”
5. “Note on the Behavior of Residual Security Returns for Winner and Loser Portfolios.”
6. “Biases in Computed Returns: An Application to the Size Effect.”
7. “Bayes Rule as a Descriptive Model: The Representativeness Heuristic.”
8. “Intuitive Prediction: Biases and Corrective Procedures.”
9. “Size‐Related Anomalies and Stock Return Seasonality: Further Empirical Evidence.”
10. “Misspecification of Capital Asset Pricing: Empirical Anomalies Based on Earnings' Yields and Market Values.”
11. “The Anomalous Stock Market Behavior of Small Firms in January.”
12. “Vas ist das?”
13. “The Relevance of Quasi‐Rationality in Competitive Markets.”
14. “Size and Stock Returns, and Other Empirical Regularities.”
15. “The Volatility of Long‐Term Interest Rates and Expectations Models of the Term Structure.”
16. “Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?”