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A Mean-Reverting Walk Down Wall Street

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Author Info
De Bondt, Werner F M
Thaler, Richard H

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Article provided by American Economic Association in its journal Journal of Economic Perspectives.

Volume (Year): 3 (1989)
Issue (Month): 1 (Winter)
Pages: 189-202
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Handle: RePEc:aea:jecper:v:3:y:1989:i:1:p:189-202

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  1. Siebenmorgen, Niklas & Weber, Martin, 2000. "The Influence of Different Investment Horizons on Risk Behavior," Sonderforschungsbereich 504 Publications 00-48, Sonderforschungsbereich 504, Universität Mannheim & Sonderforschungsbereich 504, University of Mannheim.
  2. Jim Clayton, 1998. "Further Evidence on Real Estate Market Efficiency," Journal of Real Estate Research, American Real Estate Society, vol. 15(1), pages 41-58. [Downloadable!]
  3. Roni Michaely & Richard H. Thaler & Kent Womack, 1994. "Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?," NBER Working Papers 4778, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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  4. Pier Luigi Sacco, 1991. "Rationality And Stock Market Behavior: What Theoretical Framework (If Any?)," International Economic Journal, Korean International Economic Association, vol. 5(4), pages 17-41, December. [Downloadable!] (restricted)
  5. Darryll Hendricks & Jayendu Patel & Richard Zeckhauser, 1990. "Hot Hands in Mutual Funds: The Persistence of Performance, 1974-87," NBER Working Papers 3389, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  6. Young-Hye Cho & Robert F. Engle, 1999. "Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks," NBER Working Papers 7330, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  7. Bernhard Eckwert & Andreas Szczutkowski, 2006. "Rationally mispriced assets in equilibrium," Spanish Economic Review, Springer, vol. 8(4), pages 285-299, December. [Downloadable!] (restricted)
  8. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Kin Lam & May Chun Mei Wong & Wing-Keung Wong, 2005. "New Variance Ratio Tests to Identify Random Walk from the General Mean Reversion Model," Departmental Working Papers wp0514, National University of Singapore, Department of Economics. [Downloadable!]
  10. William A. Brock & Blake LeBaron, 1989. "Liquidity Constraints in Production Based Asset Pricing Models," NBER Working Papers 3107, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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