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Citations for "Disagreement and the Stock Market"

by Hong, Harrison & Stein, Jeremy

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  1. Jon H. Fiva & Lars J. Kirkebøen, 2008. "Does the Housing Market React to New Information on School Quality?," Discussion Papers, Research Department of Statistics Norway 541, Research Department of Statistics Norway.
  2. Beshears, John & Milkman, Katherine L., 2011. "Do sell-side stock analysts exhibit escalation of commitment?," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 77(3), pages 304-317, March.
  3. Shin S. Ikeda & Yan Zhang, 2012. "Heterogeneous Beliefs, a Short-Sale Restriction, and the Cross Section of Stock Returns: An Evidence from China," GRIPS Discussion Papers, National Graduate Institute for Policy Studies 12-12, National Graduate Institute for Policy Studies.
  4. Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Prices Based on Heterogeneous Information," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1827, Cowles Foundation for Research in Economics, Yale University.
  5. Singh, Ajit, 2011. "Financial globalisation and human development," MPRA Paper, University Library of Munich, Germany 39048, University Library of Munich, Germany.
  6. He, Xue-Zhong & Treich, Nicolas, 2012. "Heterogeneous Beliefs and Prediction Market Accuracy," IDEI Working Papers, Institut d'Économie Industrielle (IDEI), Toulouse 775, Institut d'Économie Industrielle (IDEI), Toulouse.
  7. Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013. "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, Elsevier, vol. 37(11), pages 4172-4182.
  8. Zhang, Yongjie & Feng, Lina & Jin, Xi & Shen, Dehua & Xiong, Xiong & Zhang, Wei, 2014. "Internet information arrival and volatility of SME PRICE INDEX," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 399(C), pages 70-74.
  9. Barberis, Nicholas & Xiong, Wei, 2012. "Realization utility," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 251-271.
  10. Wongchoti, Udomsak & Wu, Fei & Young, Martin, 2009. "Buy and sell dynamics following high market returns: Evidence from China," International Review of Financial Analysis, Elsevier, Elsevier, vol. 18(1-2), pages 12-20, March.
  11. Chuang, Wen-I & Lee, Hsiu-Chuan, 2010. "The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 18(5), pages 521-535, November.
  12. Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won, 2014. "Investor sentiment and return predictability of disagreement," Journal of Banking & Finance, Elsevier, Elsevier, vol. 42(C), pages 166-178.
  13. Li, Yan & Yang, Liyan, 2013. "Prospect theory, the disposition effect, and asset prices," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(3), pages 715-739.
  14. Gao, Xiaohui & Ritter, Jay R., 2010. "The marketing of seasoned equity offerings," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(1), pages 33-52, July.
  15. Elias Albagli & Christian Hellwig & Aleh Tsyvinski, 2011. "A Theory of Asset Pricing Based on Heterogeneous Information," NBER Working Papers, National Bureau of Economic Research, Inc 17548, National Bureau of Economic Research, Inc.
  16. Erdem, Orhan & Yüksel, Serkan & Arık, Evren, 2013. "Trading Puzzle, Puzzling Trade," MPRA Paper, University Library of Munich, Germany 46804, University Library of Munich, Germany, revised 21 Feb 2013.
  17. Martijn Cremers & Ankur Pareek, 2009. "Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases," Yale School of Management Working Papers, Yale School of Management amz2662, Yale School of Management, revised 04 Sep 2009.
  18. Dan Li & Geng Li, 2011. "Belief dispersion among household investors and stock trading volume," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2011-39, Board of Governors of the Federal Reserve System (U.S.).
  19. Shaun P. Hargreaves Heap & Daniel John Zizzo, 2011. "Emotions and Chat in a Financial Markets Experiment," Working Paper Series, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney 10, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
  20. Wei Xiong & Hongjun Yan, 2010. "Heterogeneous Expectations and Bond Markets," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 23(4), pages 1433-1466, April.
  21. Dasgupta, Amil & Prat, Andrea & Verardo, Michela, 2010. "The Price Impact of Institutional Herding," CEPR Discussion Papers, C.E.P.R. Discussion Papers 7804, C.E.P.R. Discussion Papers.
  22. Manfred Gartner, 2010. "Predicting the presidential election cycle in US stock prices: guinea pigs versus the pros," Applied Economics Letters, Taylor & Francis Journals, Taylor & Francis Journals, vol. 17(18), pages 1759-1765.
  23. Lauren Cohen & Umit G. Gurun & Christopher J. Malloy, 2012. "Resident Networks and Firm Trade," NBER Working Papers, National Bureau of Economic Research, Inc 18312, National Bureau of Economic Research, Inc.
  24. Aman, Hiroyuki, 2013. "An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 24(C), pages 22-38.
  25. Markus Glaser & Martin Weber, 2007. "Overconfidence and trading volume," The Geneva Papers on Risk and Insurance Theory, Springer, Springer, vol. 32(1), pages 1-36, June.
  26. Paresh Kumar Narayan & Sagarika Mishra, . "Determinants of Stock Price Bubbles," Financial Econometics Series, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 2013_06, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
  27. Singh, Ajit, 2010. "Are the Institutions of the Stock Market and the Market for Corporate Control Evolutionary Advances for Developing Countries?," MPRA Paper, University Library of Munich, Germany 24346, University Library of Munich, Germany.
  28. Bianchi, Milo & Jehiel, Philippe, 2010. "Bubbles and Crashes with Partially Sophisticated Investors," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/5361, Paris Dauphine University.
  29. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Geography or skills: What explains Fed watchers’ forecast accuracy of US monetary policy?," Working Paper Series, European Central Bank 0695, European Central Bank.
  30. Otavio Ribeiro de Medeiros and Vitor Leone, 2012. "Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble," Working Papers, Nottingham Trent University, Nottingham Business School, Economics Division 2012/02, Nottingham Trent University, Nottingham Business School, Economics Division.
  31. Paul Söderlind, 2008. "Why Disagreement May Not Matter (much) for Asset Prices," University of St. Gallen Department of Economics working paper series 2008, Department of Economics, University of St. Gallen 2008-11, Department of Economics, University of St. Gallen.
  32. Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers, National Bureau of Economic Research, Inc 16712, National Bureau of Economic Research, Inc.
  33. Pablo F Beker & Emilio Espino, 2007. "The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs," Levine's Bibliography, UCLA Department of Economics 122247000000001715, UCLA Department of Economics.
  34. Jouini, Elyès & Napp, Clotilde, 2009. "Unbiased Disagreement and the Efficient Market Hypothesis," Economics Papers from University Paris Dauphine, Paris Dauphine University 123456789/3495, Paris Dauphine University.
  35. Sheila C Dow, 2013. "Framing Finance: A Methodological Account," Working Papers, Post Keynesian Economics Study Group (PKSG) PKWP1308, Post Keynesian Economics Study Group (PKSG).
  36. Bhootra, Ajay & Hur, Jungshik, 2012. "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(5), pages 1266-1275.
  37. Rodney Ramcharan & Raghuram Rajan, 2012. "The anatomy of a credit crisis: the boom and bust in farm land prices in the United States in the 1920s," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2012-62, Board of Governors of the Federal Reserve System (U.S.).
  38. Glaser, Markus & Weber, Martin, 2009. "Which past returns affect trading volume?," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(1), pages 1-31, February.
  39. Harrison Hong & David Sraer, 2012. "Quiet Bubbles," NBER Working Papers, National Bureau of Economic Research, Inc 18547, National Bureau of Economic Research, Inc.
  40. Li, Dan & Li, Geng, 2014. "Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-35, Board of Governors of the Federal Reserve System (U.S.).
  41. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Geography, skills or both: What explains Fed watchers' forecast accuracy of US monetary policy?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 33(3), pages 420-437, September.
  42. Arno Riedl & Paul Smeets, 2013. "Social Preferences and Portfolio Choice," CESifo Working Paper Series, CESifo Group Munich 4403, CESifo Group Munich.
  43. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers, National Bureau of Economic Research, Inc 18905, National Bureau of Economic Research, Inc.
  44. Marco Ottaviani & Peter Norman Sørensen, 2009. "Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets," Discussion Papers, University of Copenhagen. Department of Economics 09-14, University of Copenhagen. Department of Economics.
  45. Al-Najjar, Nabil I. & Pai, Mallesh M., 2014. "Coarse decision making and overfitting," Journal of Economic Theory, Elsevier, Elsevier, vol. 150(C), pages 467-486.
  46. Tomura, Hajime, 2013. "Heterogeneous beliefs and housing-market boom-bust cycles," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(4), pages 735-755.
  47. Hong, Harrison & Yu, Jialin, 2009. "Gone fishin': Seasonality in trading activity and asset prices," Journal of Financial Markets, Elsevier, Elsevier, vol. 12(4), pages 672-702, November.
  48. Kaustia, Markku & Knüpfer, Samuli, 2012. "Peer performance and stock market entry," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(2), pages 321-338.
  49. Yu, Jialin, 2011. "Disagreement and return predictability of stock portfolios," Journal of Financial Economics, Elsevier, Elsevier, vol. 99(1), pages 162-183, January.
  50. J. Bradford DeLong & Konstantin Magin, 2009. "The U.S. Equity Return Premium: Past, Present, and Future," Journal of Economic Perspectives, American Economic Association, American Economic Association, vol. 23(1), pages 193-208, Winter.
  51. Xue-Zhong He & Lei Shi & Min Zheng, 2012. "Asset Pricing Under Keeping Up With the Joneses and Heterogeneous Beliefs," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 302, Quantitative Finance Research Centre, University of Technology, Sydney.
  52. Glaser, Markus & Weber, Martin, 2007. "Why inexperienced investors do not learn: They do not know their past portfolio performance," Finance Research Letters, Elsevier, Elsevier, vol. 4(4), pages 203-216, December.
  53. Larrain, Borja & Urzúa I., Francisco, 2013. "Controlling shareholders and market timing in share issuance," Journal of Financial Economics, Elsevier, Elsevier, vol. 109(3), pages 661-681.
  54. Wen-Chung Guo & Sy-Ming Guu & Ting-Yun Chang, 2011. "Equilibrium Information Acquisition, Prediction Abilities and Asset Prices," Computational Economics, Society for Computational Economics, Society for Computational Economics, vol. 37(1), pages 89-111, January.