SCOPUS 정보 검색 플랫폼 - 논문 보기

메뉴 건너뛰기

The Journal of Finance

Volumn 49, Issue 5, 1994, Pages 1541-1578

Contrarian Investment, Extrapolation, and Risk

(3) LAKONISHOK, JOSEF a SHLEIFER, ANDREI a VISHNY, ROBERT W a

a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993869066 PISSN: 00221082 EISSN: 15406261 Source Type: Journal
DOI: 10.1111/j.1540-6261.1994.tb04772.x Document Type: Article

Times cited : (2401)

References (37)

1
- 38249006507
- Non‐stationary expected returns: Implications for tests of market efficiency and serial correlation of returns
- (1989) Journal of Financial Economics , vol.25 , pp. 51-74
- Ball, R.¹ Kothari, S.²

2
- 0000172347
- Sample dependent results using accounting and market data: Some evidence
- (1986) The Journal of Finance , vol.41 , pp. 779-793
- Banz, R.¹ Breen, W.²

3
- 0000196911
- The stock market and investment
- (1990) Review of Financial Studies , vol.3 , pp. 115-131
- Barro, R.¹

4
- 84916936900
- Investment performance of common stocks in relation to their price earnings ratios: A test of the efficient market hypothesis
- (1977) The Journal of Finance , vol.32 , pp. 663-682
- Basu, S.¹

5
- 0001819765
- Post‐earnings announcement drift: Delayed price response or risk premium
- (1989) Journal of Accounting Research , vol.27 , pp. 1-36
- Bernard, V.¹ Thomas, J.²

6
- 84896515917
- Noise
- (1986) The Journal of Finance , vol.41 , pp. 529-543
- Black, F.¹

7
- 84993841061
- Survivorship bias in autocorrelation and long‐term memory studies, Mimeo, New York University, Columbia University and Yale University, September.
- (1993)
- Brown, S.¹ Goetzmann, W.² Ross, S.³

8
- 84993903461
- International value and growth stock returns, Financial Analysts Journal, January/February
- (1993) , pp. 27-36
- Capaul, C.¹ Rowley, I.² Sharpe, W.³

9
- 0000874311
- On the contrarian investment strategy
- (1988) The Journal of Business , vol.61 , pp. 147-163
- Chan, K.¹

10
- 84977703403
- Fundamentals and stock returns in Japan
- (1991) The Journal of Finance , vol.46 , pp. 1739-1764
- Chan, L.¹ Hamao, Y.² Lakonishok, J.³

11
- 0000531103
- Measuring abnormal performance: Do stocks overreact?
- (1992) Journal of Financial Economics , vol.31 , pp. 235-268
- Chopra, N.¹ Lakonishok, J.² Ritter, J.³

12
- 84993906169
- The cross‐section of realized stock returns: The pre‐COMPUSTAT evidence
- (1994) The Journal of Finance , vol.49 , pp. 1579-1593
- Davis¹

13
- 84900013243
- Does the stock market overreact?
- (1985) Journal of Finance , vol.40 , pp. 793-805
- De Bondt, W.¹ Thaler, R.²

14
- 84977703147
- Further evidence on investor overreaction and stock market seasonality
- (1987) Journal of Finance , vol.42 , pp. 557-581
- De Bondt, W.¹ Thaler, R.²

15
- 84936526743
- Noise trader risk in financial markets
- (1990) Journal of Political Economy , vol.98 , pp. 703-738
- De Long, J.B.¹ Shleifer, A.² Summers, L.³ Waldmann, R.⁴

16
- 0039245854
- Warner Books, New York
- (1977) Psychology and the Stock Market: Why the Pros Go Wrong and How to Profit
- Dreman, D.¹

17
- 84977737676
- The cross‐section of expected stock returns
- (1992) Journal of Finance , vol.46 , pp. 427-466
- Fama, E.¹ French, K.²

18
- 84993874683
- Size and book‐to‐market factors in earnings and returns, Mimeo, University of Chicago.
- (1993)
- Fama, E.¹ French, K.²

19
- 0000928969
- Risk, return and equilibrium: Empirical tests
- (1973) Journal of Political Economy , vol.81 , pp. 607-636
- Fama, E.¹ MacBeth, J.²

20
- 0001048384
- The information content of financial analysts' forecasts of earnings: Some evidence on semi‐strong inefficiency
- (1979) Journal of Accounting and Economics , vol.1 , pp. 165-185
- Givoly, D.¹ Lakonishok, J.²

21
- 0000885430
- Capital equipment analysis: the required rate of profit
- (1956) Management Science , vol.3 , pp. 102-110
- Gordon, M.¹ Shapiro, E.²

22
- 0004030239
- McGraw‐Hill, New York
- (1934) Security Analysis
- Graham, B.¹ Dodd, D.²

23
- 0000714094
- Forward exchange rates as optimal predictors of future spot rates; An econometric analysis
- (1980) Journal of Political Economy , vol.88 , pp. 829-853
- Hansen, L.P.¹ Hodrick, R.²

24
- 0003472268
- Prentice‐Hall, Englewood Cliffs, N.J.
- (1994) The New Finance: The Case Against Efficient Markets
- Haugen, R.¹

25
- 84977717050
- Earnings yields, market values, and stock returns
- (1989) The Journal of Finance , vol.44 , pp. 135-148
- Jaffe, J.¹ Keim, D.B.² Westerfield, R.³

26
- 84993907227
- Returns to buying winners and selling losers: Implications for market efficiency
- (1993) The Journal of Finance , vol.48 , pp. 65-92
- Jegadeesh, N.¹ Titman, S.²

27
- 0001902216
- Intuitive prediction: Biases and corrective procedures
- D. Kahneman, P. Slovic, A. Tversky, Cambridge University Press, Cambridge, England
- (1982) Judgment under Uncertainty: Heuristics and Biases
- Kahneman, D.¹ Tversky, A.²

28
- 84993878977
- Another look at the cross‐section of expected stock returns, Mimeo, University of Rochester.
- (1992)
- Kothari, S.P.¹ Shanken, J.² Sloan, R.³

29
- 84993919723
- Expectations and the cross‐section of stock returns, Mimeo, Harvard University.
- (1993)
- La Porta, R.¹

30
- 0001763032
- Window dressing by pension fund managers
- (1991) American Economic Review Papers and Proceedings , vol.81 , pp. 227-231
- Lakonishok, J.¹ Shleifer, A.² Thaler, R.³ Vishny, R.⁴

31
- 44049112945
- The impact of institutional trading on stock prices
- (1992) Journal of Financial Economics , vol.32 , pp. 23-43
- Lakonishok¹ Vishny, R.²

32
- 84993919727
- The structure and performance of the money management industry, Brookings Papers on Economic Activity: Microeconomics
- (1992) , pp. 339-391
- Lakonishok¹ Vishny, R.²

33
- 84993900157
- Higgledy piggledy growth, Bulletin of the Oxford University Institute of Economics and Statistics 24, November.
- (1962)
- Little, I.M.D.¹

34
- 0001561481
- Data‐snooping biases in tests of financial asset pricing models
- (1990) Review of Financial Studies , vol.3 , pp. 431-467
- Lo, A.¹ MacKinlay, C.²

35
- 0002624427
- Persuasive evidence of market inefficiency
- (1984) Journal of Portfolio Management , vol.11 , pp. 9-17
- Rosenberg, B.¹ Reid, K.² Lanstein, R.³

36
- 84993840658
- Stock prices and social dynamics, Brookings Papers on Economic Activity
- (1984) , pp. 457-498
- Shiller, R.¹

37
- 0000515067
- Equilibrium short horizons of investors and firms
- (1990) American Economic Review Papers and Proceedings , vol.80 , pp. 148-153
- Shleifer, A.¹ Vishny, R.²

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.