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Introduction to the special issue on behavioral finance

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  • De Bondt, Werner
  • Palm, Franz
  • Wolff, Christian

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File URL: http://www.sciencedirect.com/science/article/B6VFG-4CTSB6T-2/2/445ddf009395edde601fdb3922841726
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Empirical Finance.

Volume (Year): 11 (2004)
Issue (Month): 4 (September)
Pages: 423-427

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Handle: RePEc:eee:empfin:v:11:y:2004:i:4:p:423-427

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Web page: http://www.elsevier.com/locate/jempfin

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References

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  1. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
  2. El-Galfy, Ahmed M. & Forbes, William P., 2004. "Are forecasts of corporate profits rational? A note and further evidence," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 617-626, September.
  3. Nijman, T.E. & Swinkels, L.A.P. & Verbeek, M.J.C.M., 2004. "Do countries or industries explain momentum in Europe?," Open Access publications from Tilburg University urn:nbn:nl:ui:12-140720, Tilburg University.
  4. Bange, Mary M., 2000. "Do the Portfolios of Small Investors Reflect Positive Feedback Trading?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 35(02), pages 239-255, June.
  5. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July.
  6. Hwang, Soosung & Salmon, Mark, 2004. "Market Stress and Herding," CEPR Discussion Papers 4340, C.E.P.R. Discussion Papers.
  7. Michael P. Keane & David E. Runkle, 1998. "Are Financial Analysts' Forecasts of Corporate Profits Rational?," Journal of Political Economy, University of Chicago Press, vol. 106(4), pages 768-805, August.
  8. Tobias J. Moskowitz & Mark Grinblatt, 1999. "Do Industries Explain Momentum?," Journal of Finance, American Finance Association, vol. 54(4), pages 1249-1290, 08.
  9. Narasimhan Jegadeesh, 2001. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations," Journal of Finance, American Finance Association, vol. 56(2), pages 699-720, 04.
  10. Patro, Dilip K. & Wu, Yangru, 2004. "Predictability of short-horizon returns in international equity markets," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 553-584, September.
  11. Jegadeesh, Narasimhan & Titman, Sheridan, 1993. " Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency," Journal of Finance, American Finance Association, vol. 48(1), pages 65-91, March.
  12. French, Kenneth R. & Roll, Richard, 1986. "Stock return variances : The arrival of information and the reaction of traders," Journal of Financial Economics, Elsevier, vol. 17(1), pages 5-26, September.
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