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Citations for "Speculative Investor Behavior and Learning"

by Stephen Morris

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  1. Owen Lamont, 2004. "Go Down Fighting: Short Seller vs. Firms," Yale School of Management Working Papers, Yale School of Management amz2521, Yale School of Management, revised 01 Aug 2004.
  2. Kondor, Péter, 2011. "The more we know on the fundamental, the less we agree on the price," CEPR Discussion Papers 8455, C.E.P.R. Discussion Papers.
  3. Cheolbeom Park, 2003. "Asset Prices, Heterogeneous Expectations, and Limited Short Sales," Departmental Working Papers, National University of Singapore, Department of Economics wp0308, National University of Singapore, Department of Economics.
  4. Peter Kondor, 2004. "Rational trader risk," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24646, London School of Economics and Political Science, LSE Library.
  5. William N. Goetzmann & Massimo Massa, 2005. "Dispersion of Opinion and Stock Returns," Yale School of Management Working Papers, Yale School of Management ysm444, Yale School of Management.
  6. Agnes Bialecki & Eleonore Haguet & Gabriel Turinici, 2014. "Existence of an Equilibrium for Lower Semicontinuous Information Acquisition Functions," Post-Print hal-00723189, HAL.
  7. Alvaro Sandroni, 1997. "Learning Rare Events," Discussion Papers, Northwestern University, Center for Mathematical Studies in Economics and Management Science 1199, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  8. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," Levine's Bibliography 122247000000000861, UCLA Department of Economics.
  9. Wen-Chung Guo & Frank Yong Wang & Ho-Mou Wu, 2009. "Financial Leverage and Market Volatility with Diverse Beliefs," Finance Working Papers 22887, East Asian Bureau of Economic Research.
  10. Cheolbeom Park, 2006. "The Persistence and Predictive Power of the Dividend-Price Ratio," Departmental Working Papers, National University of Singapore, Department of Economics wp0603, National University of Singapore, Department of Economics.
  11. Marco Ottaviani & Peter Norman Sørensen, 2009. "Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets," Discussion Papers 09-14, University of Copenhagen. Department of Economics.
  12. Sergei Izmalkov & Muhamet Yildiz, 2009. "Investor Sentiments," Working Papers w0138, Center for Economic and Financial Research (CEFIR).
  13. Robert J. Shiller, 2014. "Speculative Asset Prices (Nobel Prize Lecture)," Cowles Foundation Discussion Papers 1936, Cowles Foundation for Research in Economics, Yale University.
  14. Chemmanur, Thomas J. & Paeglis, Imants, 2005. "Management quality, certification, and initial public offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 76(2), pages 331-368, May.
  15. Hsuan-Chi Chen & Wen-Chung Guo, 2010. "Divergence of opinion and initial public offerings," Review of Quantitative Finance and Accounting, Springer, Springer, vol. 34(1), pages 59-79, January.
  16. Chen, Joseph & Hong, Harrison & Stein, Jeremy C., 2002. "Breadth of ownership and stock returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 66(2-3), pages 171-205.
  17. Bejan, Camelia & Bidian, Florin, 2010. "Limited enforcement, bubbles and trading in incomplete markets," MPRA Paper 36819, University Library of Munich, Germany, revised 20 Feb 2012.
  18. Chang, Eric C. & Cheng, Joseph W. & Pinegar, J. Michael & Yu, Yinghui, 2012. "Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 20(3), pages 506-520.
  19. Cécile Carpentier & Douglas Cumming & Jean-Marc Suret, 2009. "The Value of Capital Market Regulation: IPOs versus Reverse Mergers," CIRANO Working Papers 2009s-06, CIRANO.
  20. Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje, 2002. "Securities lending, shorting, and pricing," Journal of Financial Economics, Elsevier, Elsevier, vol. 66(2-3), pages 307-339.
  21. Francis, Jennifer & LaFond, Ryan & Olsson, Per & Schipper, Katherine, 2003. "Accounting Anomalies and Information Uncertainty," SIFR Research Report Series, Institute for Financial Research 13, Institute for Financial Research.
  22. Wen-Chung Guo & Frank Wang & Ho-Mou Wu, 2011. "Financial leverage and market volatility with diverse beliefs," Economic Theory, Springer, Springer, vol. 47(2), pages 337-364, June.
  23. Rajiv Sethi & Muhamet Yildiz, 2009. "Public Disagreement," Economics Working Papers 0089, Institute for Advanced Study, School of Social Science.
  24. Wei Xiong & Hongjun Yan, 2006. "Heterogeneous Expectations and Bond Markets," NBER Working Papers 12781, National Bureau of Economic Research, Inc.
  25. Pablo F Beker & Emilio Espino, 2007. "The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs," Levine's Bibliography 122247000000001715, UCLA Department of Economics.
  26. Patrick Bolton & Jose Scheinkman & Wei Xiong, 2003. "Executive Compensation and Short-termist Behavior in Speculative Markets," NBER Working Papers 9722, National Bureau of Economic Research, Inc.
  27. Harrison Hong & Jeremy C. Stein & Jialin Yu, 2007. "Simple Forecasts and Paradigm Shifts," Journal of Finance, American Finance Association, American Finance Association, vol. 62(3), pages 1207-1242, 06.
  28. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  29. A. A. Brown, 2009. "Heterogeneous Beliefs with Partial Observations," Papers 0907.4950, arXiv.org.
  30. Daron Acemoglu & Victor Chernozhukov & Muhamet Yildiz, 2006. "Learning and Disagreement in an Uncertain World," NBER Working Papers 12648, National Bureau of Economic Research, Inc.
  31. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-53, October.
  32. Fortin, Nicole M. & Hill, Andrew J. & Huang, Jeff, 2013. "Superstition in the Housing Market," IZA Discussion Papers 7484, Institute for the Study of Labor (IZA).
  33. Wai-yan Cheng & Yan-leung Cheung & Yuen-ching Tse, 2005. "The Impact on IPO Performance of More Stringent Listing Rules with a Pre-listing Earnings Requirement: Evidence from Hong Kong," Working Papers 172005, Hong Kong Institute for Monetary Research.
  34. Gordon Burt, 1997. "Cultural Convergence in Historical Cultural Space-Time," Journal of Cultural Economics, Springer, Springer, vol. 21(4), pages 291-305, December.
  35. Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: An Analysis of Chinese A-B Share Premia," Levine's Bibliography 122247000000000867, UCLA Department of Economics.
  36. A. A. Brown & L. C. G. Rogers, 2009. "Heterogeneous Beliefs with Finite-Lived Agents," Papers 0907.4953, arXiv.org.
  37. Jiao, Jie & Qiu, Bin & Yan, An, 2013. "Diversification and heterogeneity of investor beliefs," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3435-3453.
  38. Ian Ayres & Colin Rowat & Nasser Zakariya, 2004. "Optimal two stage committee voting rules," Game Theory and Information, EconWPA 0412006, EconWPA.
  39. Fung, William & Hsieh, David A., 2011. "The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds," Journal of Empirical Finance, Elsevier, Elsevier, vol. 18(4), pages 547-569, September.
  40. Cheolbeom Park, 2002. "Speculative Behavior and Heterogeneous Expectations: Theory and Evidence," Departmental Working Papers, National University of Singapore, Department of Economics wp0205, National University of Singapore, Department of Economics.
  41. Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 225-255, November.
  42. Fisher, Eric O'N., 2006. "The forward premium in a model with heterogeneous prior beliefs," Journal of International Money and Finance, Elsevier, Elsevier, vol. 25(1), pages 48-70, February.
  43. Flynn, Sean Masaki, 2003. "Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails," Vassar College Department of Economics Working Paper Series 56, Vassar College Department of Economics.
  44. J. Scheinkman & W. Xiong, 2002. "Overconfidence, Short-Sale Constraints and Bubbles," Princeton Economic Theory Working Papers, David K. Levine 98734966f1c1a57373801367f, David K. Levine.
  45. Cassano, Mark A., 1999. "Learning and mean reversion in asset returns," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 39(4), pages 529-545.
  46. Sandroni, Alvaro, 1998. "Learning, Rare Events, and Recurrent Market Crashes in Frictionless Economies without Intrinsic Uncertainty," Journal of Economic Theory, Elsevier, vol. 82(1), pages 1-18, September.
  47. Powell, O.R., 2010. "Essays on experimental bubble markets," Open Access publications from Tilburg University urn:nbn:nl:ui:12-4219264, Tilburg University.
  48. Markus K. Brunnermeier & Martin Oehmke, 2012. "Bubbles, Financial Crises, and Systemic Risk," NBER Working Papers 18398, National Bureau of Economic Research, Inc.
  49. Kobayashi, Keiichiro, 2007. "Forbearance impedes confidence recovery," Journal of Macroeconomics, Elsevier, Elsevier, vol. 29(1), pages 178-188, March.
  50. Mordecai Kurz, 2007. "Rational Diverse Beliefs and Economic Volatility," Discussion Papers, Stanford Institute for Economic Policy Research 06-045, Stanford Institute for Economic Policy Research.
  51. Pierre Monnin, . "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers 202, Institute for Empirical Research in Economics - University of Zurich.
  52. Josef Anton Schuster, 2003. "The cross-section of European IPO returns," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 24859, London School of Economics and Political Science, LSE Library.
  53. H. Henry Cao & Hui Ou-Yang, 2009. "Differences of Opinion of Public Information and Speculative Trading in Stocks and Options," Review of Financial Studies, Society for Financial Studies, vol. 22(1), pages 299-335, January.
  54. Haruvy, E. & Noussair, C.N. & Powell, O.R., 2012. "The Impact of Asset Repurchases and Issues in an Experimental Market," Discussion Paper, Tilburg University, Center for Economic Research 2012-092, Tilburg University, Center for Economic Research.
  55. 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.
  56. Boehme, Rodney D. & Danielsen, Bartley R. & Kumar, Praveen & Sorescu, Sorin M., 2009. "Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(3), pages 438-468, August.
  57. Keiichiro KOBAYASHI, 2005. "Forbearance Impedes Confidence Recovery (Revised)," Discussion papers 05002, Research Institute of Economy, Trade and Industry (RIETI).
  58. Patrick Leoni, . "When Are Market Crashes Driven by Speculation?," IEW - Working Papers 197, Institute for Empirical Research in Economics - University of Zurich.
  59. Bayar, Onur & Chemmanur, Thomas J. & Liu, Mark H., 2011. "A theory of equity carve-outs and negative stub values under heterogeneous beliefs," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(3), pages 616-638, June.