Testing behavioral finance theories using trends and consistency in financial performance

Citations

Cited by:

1. Song, Zefang & Song, Xinyuan & Li, Yuan, 2023. "Bayesian Analysis of ARCH-M model with a dynamic latent variable," Econometrics and Statistics, Elsevier, vol. 28(C), pages 47-62.
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8. Elnahass, Marwa & Salama, Aly & Trinh, Vu Quang, 2022. "Firm valuations and board compensation: Evidence from alternative banking models," Global Finance Journal, Elsevier, vol. 51(C).
9. Alwathainani, Abdulaziz M., 2009. "Consistency of firms' past financial performance measures and future returns," The British Accounting Review, Elsevier, vol. 41(3), pages 184-196.
10. Liadaki, Aggeliki & Gaganis, Chrysovalantis, 2010. "Efficiency and stock performance of EU banks: Is there a relationship?," Omega, Elsevier, vol. 38(5), pages 254-259, October.
11. Heejeong Shin & Hyejeong Shin & Su-In Kim, 2019. "The Market Sentiment Trend, Investor Inertia, and Post-Earnings Announcement Drift: Evidence from Korea’s Stock Market," Sustainability, MDPI, vol. 11(18), pages 1-19, September.
12. Wu, Chen-Hui & Wu, Chin-Shun & Liu, Victor W., 2009. "The conservatism bias in an emerging stock market: Evidence from Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 17(4), pages 494-505, September.
13. Roger K. Loh & Mitch Warachka, 2012. "Streaks in Earnings Surprises and the Cross-Section of Stock Returns," Management Science, INFORMS, vol. 58(7), pages 1305-1321, July.
14. William Forbes & Aloysius Igboekwu, 2015. "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 473-492, April.
15. Gürkan BOZMA & Sinan KUL, 2020. "Can Twitter Forecast Uncertainty of Stocks?Abstract: Academic studies have shown that there is a relationship between emotional analysis results of tweets and stock price movements, and then stock pri," Sosyoekonomi Journal, Sosyoekonomi Society, issue 28(45).
16. Jennifer Francis & Ryan Lafond & Per Olsson & Katherine Schipper, 2007. "Information Uncertainty and Post‐Earnings‐Announcement‐Drift," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 34(3‐4), pages 403-433, April.
17. Kariofyllas, Spyridon & Philippas, Dionisis & Siriopoulos, Costas, 2017. "Cognitive biases in investors' behaviour under stress: Evidence from the London Stock Exchange," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 54-62.
18. Boussaidi, Ramzi & AlSaggaf, Majid Ibrahim, 2022. "Contrarian profits and representativeness heuristic in the MENA stock markets," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 97(C).
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22. Marwa Elnahass & Kamil Omoteso & Aly Salama & Vu Quang Trinh, 2020. "Differential market valuations of board busyness across alternative banking models," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 201-238, July.
23. David Hirshleife, 2015. "Behavioral Finance," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 133-159, December.
    • Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
24. Alwathnani, Abdulaziz M. & Dubofsky, David A. & Al-Zoubi, Haitham A., 2017. "Under-or-overreaction: Market responses to announcements of earnings surprises," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 160-171.
25. Jacob Thomas & Frank Zhang, 2008. "Overreaction to Intra‐industry Information Transfers?," Journal of Accounting Research, Wiley Blackwell, vol. 46(4), pages 909-940, September.
26. Jeffrey Ng & Tjomme O. Rusticus & Rodrigo S. Verdi, 2008. "Implications of Transaction Costs for the Post–Earnings Announcement Drift," Journal of Accounting Research, Wiley Blackwell, vol. 46(3), pages 661-696, June.