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Citations for "Speculative Prices and Popular Models"

by Shiller, Robert J

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  1. Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation for Research in Economics, Yale University.
  2. Kooli, Maher & Suret, Jean-Marc, 2004. "The aftermarket performance of initial public offerings in Canada," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 47-66, February.
  3. Recep Bildik & Mustafa K. Yilmaz, 2008. "The Market Performance of Initial Public Offerings in the Istanbul Stock Exchange," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 2(2), pages 49-76.
  4. Richard K. Green & Patric H. Hendershott, 1995. "Age, Housing Demand, and Real House Prices," Wisconsin-Madison CULER working papers 96-09, University of Wisconsin Center for Urban Land Economic Research.
  5. Trauten, Andreas & Schulz, Roland C., 2006. "IPO investment strategies and pseudo market timing," Working Papers 36, Competence Center Internet Economy and Hybrid Systems, European Research Center for Information Systems (ERCIS), University of Münster.
  6. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
  7. Adlai Fisher, 1999. "Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-071, New York University, Leonard N. Stern School of Business-.
  8. Wolfgang Bessler & Stefan Thies, 2006. "Initial Public Offerings, Subsequent Seasoned Equity Offerings, and Long-Run Performance: Evidence from IPOs in Germany," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 11(3), pages 1-37, Fall.
  9. Bottazzi, Giulio & Devetag, Giovanna & Pancotto, Francesca, 2011. "Does volatility matter? Expectations of price return and variability in an asset pricing experiment," Journal of Economic Behavior & Organization, Elsevier, vol. 77(2), pages 124-146, February.
  10. Malcolm Sawyer, 1998. "The Kaleckian Analysis and the New Mellinium," Macroeconomics 9805001, EconWPA, revised 01 Sep 1998.
  11. Kim, Jeong-Bon & Krinsky, Itzhak & Lee, Jason, 1995. "The aftermarket performance of initial public offerings in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 3(4), pages 429-448, December.
  12. Ravi Dhar & William Goetzmann, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management, revised 01 Aug 2006.
  13. Hahl, Teemu & Vähämaa, Sami & Äijö, Janne, 2014. "Value versus growth in IPOs: New evidence from Finland," Research in International Business and Finance, Elsevier, vol. 31(C), pages 17-31.
  14. Roehner, Bertrand M., 1999. "Spatial analysis of real estate price bubbles: Paris, 1984-1993," Regional Science and Urban Economics, Elsevier, vol. 29(1), pages 73-88, January.
  15. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," Proceedings: 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
  16. Josef Anton Schuster, 2003. "The cross-section of European IPO returns," LSE Research Online Documents on Economics 24859, London School of Economics and Political Science, LSE Library.
  17. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for the Environment and Regional Development, Department of Socioeconomics, Vienna University of Economics and Business.
  18. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA.
  19. Yeoman, John C., 2001. "The optimal spread and offering price for underwritten securities," Journal of Financial Economics, Elsevier, vol. 62(1), pages 169-198, October.
  20. Otchere, Isaac & Owusu-Antwi, George & Mohsni, Sana, 2013. "Why are stock exchange IPOs so underpriced and yet outperform in the long run?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 27(C), pages 76-98.
  21. David Hirshleifer & Tyler Shumway, 2003. "Good Day Sunshine: Stock Returns and the Weather," Journal of Finance, American Finance Association, vol. 58(3), pages 1009-1032, 06.
  22. Dag Einar Sommervoll, 2007. "Counterintuitive response to tax incentives? Mortgage interest deductions and the demand for debt," Discussion Papers 492, Research Department of Statistics Norway.
  23. Erdem Basci & Ismail Saglam, 2008. "On Roots of Housing Bubbles," Working Papers 0803, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  24. Qi Quan & Nancy Huyghebaert, 2005. "Share Issuing Privatizations in China: Determinants of Public Share Allocation and Underpricing," LICOS Discussion Papers 16205, LICOS - Centre for Institutions and Economic Performance, KU Leuven.
  25. Malcolm Sawyer, 1999. "The Kaleckian Analysis and the New Millennium," Review of Political Economy, Taylor & Francis Journals, vol. 11(3), pages 303-319.
  26. Ren, Yu & Xiong, Cong & Yuan, Yufei, 2012. "House price bubbles in China," China Economic Review, Elsevier, vol. 23(4), pages 786-800.
  27. Barsky, Robert B & De Long, J Bradford, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, MIT Press, vol. 108(2), pages 291-311, May.
  28. Gustavo Junca, 2006. "Modelo De Zonas Objetivo Para La Tasa De Interés De Corto Plazo," REVISTA CUADERNOS DE ECONOMÍA, UN - RCE - CID.
  29. Menkhoff, Lukas & Rebitzky, Rafael, 2007. "Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP," Hannover Economic Papers (HEP) dp-376, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  30. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Coordination of Expectations in Asset Pricing Experiments (Revised June 2003)," CeNDEF Working Papers 02-07, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  31. Lovric, M. & Kaymak, U. & Spronk, J., 2008. "A Conceptual Model of Investor Behavior," ERIM Report Series Research in Management ERS-2008-030-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus Uni.
  32. Firth, Michael, 1997. "An analysis of the stock market performance of new issues in New Zealand," Pacific-Basin Finance Journal, Elsevier, vol. 5(1), pages 63-85, February.
  33. David Goldbaum, 2000. "Profitability And Market Stability: Fundamentals And Technical Trading Rules," Computing in Economics and Finance 2000 85, Society for Computational Economics.
  34. Jelic, Ranko & Saadouni, Brahim & Briston, Richard, 2001. "Performance of Malaysian IPOs: Underwriters reputation and management earnings forecasts," Pacific-Basin Finance Journal, Elsevier, vol. 9(5), pages 457-486, November.
  35. Roosenboom, Peter, 2012. "Valuing and pricing IPOs," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1653-1664.
  36. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2004. "Coordination of Expectations in Asset Pricing Experiments," DNB Staff Reports (discontinued) 119, Netherlands Central Bank.
  37. Røed Larsen, Erling & Weum, Steffen, 2008. "Testing the efficiency of the Norwegian housing market," Journal of Urban Economics, Elsevier, vol. 64(2), pages 510-517, September.
  38. Erdem Basci & Ismail Saglam, 2009. "Sticky Rents and the Stability of Housing Cycles," Working Papers 0901, TOBB University of Economics and Technology, Department of Economics.
  39. Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, vol. 40(3-5), pages 603-615, April.
  40. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
  41. Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan & van de Velden, Henk, 2008. "Expectations and bubbles in asset pricing experiments," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 116-133, July.
  42. Benslimane, Sonia, 2008. "Les facteurs explicatifs de la sous-performance des IPO à long terme : une synthèse théorique," Economics Papers from University Paris Dauphine 123456789/5010, Paris Dauphine University.
  43. Hany Guirguis & Joseph Onochie & Harry Rosen, 2001. "The post-offering performance of IPOs in the health care industry," Journal of Economics and Finance, Springer, vol. 25(2), pages 194-205, June.
  44. Takehiko Isobe & Akitoshi Ito & Joseph Kairys, 1998. "Underpricing, Subsequent Equity Offerings, and the Long-Run Performance of Japanese IPOs," Asia-Pacific Financial Markets, Springer, vol. 5(3), pages 237-259, November.
  45. Jesse M. Abraham & Patric H. Hendershott, 1994. "Bubbles in Metropolitan Housing Markets," NBER Working Papers 4774, National Bureau of Economic Research, Inc.
  46. Maher Kooli & Jean-Marc Suret, 2001. "The Aftermarket Performance of Initial Public Offerings in Canada," CIRANO Working Papers 2001s-52, CIRANO.
  47. Noordegraaf-Eelens, L.H.J. & Franses, Ph.H.B.F., 2014. "Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?," Econometric Institute Research Papers EI 2014-08, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
  48. Kenbata Bangassa, 2000. "Performance Of The UK Investment Trust IPO's," Research Papers 2000_20, University of Liverpool Management School.
  49. Guenther, David A. & Willenborg, Michael, 1999. "Capital gains tax rates and the cost of capital for small business: evidence from the IPO market," Journal of Financial Economics, Elsevier, vol. 53(3), pages 385-408, September.
  50. Mariusz Kicia, 2013. "Can Heuristic Valuation Improve Investment Performance Of Individual Investors?," Diversity, Technology, and Innovation for Operational Competitiveness: Proceedings of the 2013 International Conference on Technology Innovation and Industrial Management, ToKnowPress.
  51. Beverly Marshall & Claire Crutchley & Diane Lending, 2004. "Early internet IPOs versus subsequent entrants," Journal of Economics and Finance, Springer, vol. 28(1), pages 104-116, March.
  52. 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.
  53. Willenborg, Michael & McKeown, J.C.James C., 2000. "Going-concern initial public offerings," Journal of Accounting and Economics, Elsevier, vol. 30(3), pages 279-313, December.
  54. Richard Zeckhauser & Jayendu Patel & Darryll Hendricks, 1991. "Nonrational Actors and Financial Market Behavior," NBER Working Papers 3731, National Bureau of Economic Research, Inc.
  55. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  56. Steib, Stefan & Mohan, Nancy, 1997. "The German reunification, changing capital market conditions, and the performance of German initial public offerings," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 115-137.
  57. Lima, Luiz Antônio De Oliveira, 2000. "Crises Financeiras e Modelos de Contágio," Textos para discussão 87, Escola de Economia de São Paulo, Getulio Vargas Foundation (Brazil).
  58. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, Reading University.
  59. Madarász, Aladár, 2011. "Buborékok és legendák. Válságok és válságmagyarázatok - II/1. rész. A Déltengeri Társaság
    [Bubbles and myths, crises and explanations II/1: the South Sea bubble]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(11), pages 909-948.
  60. Westerhoff, Frank, 2003. "Speculative markets and the effectiveness of price limits," Journal of Economic Dynamics and Control, Elsevier, vol. 28(3), pages 493-508, December.
  61. Kiwoong Cheong & Chi Soo Kim, 1997. "Corporate Real Estate Holdings and the Value of the Firm in Korea," Journal of Real Estate Research, American Real Estate Society, vol. 13(3), pages 273-296.
  62. repec:wyi:journl:002167 is not listed on IDEAS
  63. Brandouy, O., 2005. "Stock markets as Minority Games: cognitive heterogeneity and equilibrium emergence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 349(1), pages 302-328.
  64. Cheol-Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, 09.
  65. Schultz, Paul & Zaman, Mir, 2001. "Do the individuals closest to internet firms believe they are overvalued," Journal of Financial Economics, Elsevier, vol. 59(3), pages 347-381, March.
  66. De Bondt, Werner F. M., 1998. "A portrait of the individual investor," European Economic Review, Elsevier, vol. 42(3-5), pages 831-844, May.