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Citations for "A Survey of Behavioral Finance"

by Nicholas Barberis & Richard Thaler

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  1. Lof, Matthijs, 2012. "Rational Speculators, Contrarians and Excess Volatility," MPRA Paper 43490, University Library of Munich, Germany.
  2. Robert Meyer & Joachim Vosgerau & Vishal Singh & Joel Urbany & Gal Zauberman & Michael Norton & Tony Cui & Brian Ratchford & Alessandro Acquisti & David Bell & Barbara Kahn, 2010. "Behavioral research and empirical modeling of marketing channels: Implications for both fields and a call for future research," Marketing Letters, Springer, Springer, vol. 21(3), pages 301-315, September.
  3. Ding, Rong & Cheng, Peng, 2011. "Speculative trading, price pressure and overvaluation," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 21(3), pages 419-442, July.
  4. Amromin, Gene & Huang, Jennifer & Sialm, Clemens, 2007. "The tradeoff between mortgage prepayments and tax-deferred retirement savings," Journal of Public Economics, Elsevier, Elsevier, vol. 91(10), pages 2014-2040, November.
  5. Mikhail Anufriev & Jan Tuinstra, 2013. "The Impact of Short-Selling Constraints on Financial Market Stability in a Heterogeneous Agents Model," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney 3, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
  6. Locke, Peter R. & Mann, Steven C., 2005. "Professional trader discipline and trade disposition," Journal of Financial Economics, Elsevier, Elsevier, vol. 76(2), pages 401-444, May.
  7. West, Kenneth D., 2012. "Econometric analysis of present value models when the discount factor is near one," Journal of Econometrics, Elsevier, Elsevier, vol. 171(1), pages 86-97.
  8. Jose L. B. Fernandes & Augusto Hasman & Juan Ignacio Peña, 2006. "Risk Premium: Insights Over The Threshold," Business Economics Working Papers, Universidad Carlos III, Departamento de Economía de la Empresa wb062808, Universidad Carlos III, Departamento de Economía de la Empresa.
  9. Jing Chen, 2005. "Information Theory and Market Behavior," Finance, EconWPA 0503009, EconWPA.
  10. Shaun Hargreaves Heap & Daniel John Zizzo, 2011. "Emotions and chat in a financial markets experiment," Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS), School of Economics, University of East Anglia, Norwich, UK. 11-11, School of Economics, University of East Anglia, Norwich, UK..
  11. Dong, M. & Robinson, C. & Veld, C.H., 2003. "Why Individual Investors want Dividends," Discussion Paper, Tilburg University, Center for Economic Research 2003-28, Tilburg University, Center for Economic Research.
  12. Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-290, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  13. Christopher Polk & Paola Sapienza, 2004. "The Real Effects of Investor Sentiment," NBER Working Papers 10563, National Bureau of Economic Research, Inc.
  14. Szabolcs Mike & J. Doyne Farmer, 2007. "An empirical behavioral model of liquidity and volatility," Papers 0709.0159, arXiv.org.
  15. Robert-Paul Berben, 2003. "Does stock market uncertainty impair the use of monetary indicators in the euro area?," MEB Series (discontinued), Netherlands Central Bank, Monetary and Economic Policy Department 2003-15, Netherlands Central Bank, Monetary and Economic Policy Department.
  16. Colm Kearney & Valerio Poti, 2006. "Have European Stocks Become More Volatile? An Empirical Investigation of Idiosyncratic and Market Risk in the Euro Area," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp132, IIIS.
  17. Singh, Ajit, 2010. "Are the Institutions of the Stock Market and the Market for Corporate Control Evolutionary Advances for Developing Countries?," MPRA Paper 24346, University Library of Munich, Germany.
  18. Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2009. "Cognitive Abilities and Behavioral Biases," Working Papers, University of Heidelberg, Department of Economics 0465, University of Heidelberg, Department of Economics.
  19. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," Working Papers, Federal Reserve Bank of St. Louis 2006-033, Federal Reserve Bank of St. Louis.
  20. Gene Amromin & Steven A. Sharpe, 2008. "Expectations of risk and return among household investors: Are their Sharpe ratios countercyclical?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2008-17, Board of Governors of the Federal Reserve System (U.S.).
  21. George M. Constantinides, 2002. "Rational Asset Prices," NBER Working Papers 8826, National Bureau of Economic Research, Inc.
  22. Jacob Boudoukh & Matthew Richardson & Robert F. Whitelaw, 2008. "The Myth of Long-Horizon Predictability," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 21(4), pages 1577-1605, July.
  23. Filippo Taddei, 2007. "Equity Premium: Interaction of Belief Heterogeneity and Distribution of Wealth?," Carlo Alberto Notebooks, Collegio Carlo Alberto 67, Collegio Carlo Alberto.
  24. Menkhoff, Lukas & Nikiforow, Marina, 2009. "Professionals' endorsement of behavioral finance: Does it impact their perception of markets and themselves?," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 71(2), pages 318-329, August.
  25. Ritter, Jay R., 2003. "Behavioral finance," Pacific-Basin Finance Journal, Elsevier, Elsevier, vol. 11(4), pages 429-437, September.
  26. Erica X. N. Li & Dmitry Livdan & Lu Zhang, 2009. "Anomalies," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 22(11), pages 4301-4334, November.
  27. Antoniou, Antonios & Lam, Herbert Y.T. & Paudyal, Krishna, 2007. "Profitability of momentum strategies in international markets: The role of business cycle variables and behavioural biases," Journal of Banking & Finance, Elsevier, Elsevier, vol. 31(3), pages 955-972, March.
  28. Sandra Lechner & Ingmar Nolte, 2009. "Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform," Working Papers, Warwick Business School, Finance Group wp09-01, Warwick Business School, Finance Group.
  29. Peter Brooks & Horst Zank, 2005. "Loss Averse Behavior," Journal of Risk and Uncertainty, Springer, Springer, vol. 31(3), pages 301-325, December.
  30. Li, Yuanzhi & Zhong, Zhaodong (Ken), 2013. "Investing in Chapter 11 stocks: Trading, value, and performance," Journal of Financial Markets, Elsevier, Elsevier, vol. 16(1), pages 33-60.
  31. Philippe Bacchetta & Eric Van Wincoop, 2008. "Higher Order Expectations in Asset Pricing," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 40(5), pages 837-866, 08.
  32. Heemeijer, P. & Hommes, C.H. & Sonnemans, J. & Tuinstra, J., 2006. "Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 06-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  33. Gupta, Aparna & Li, Lepeng, 2007. "Integrating long-term care insurance purchase decisions with saving and investment for retirement," Insurance: Mathematics and Economics, Elsevier, vol. 41(3), pages 362-381, November.
  34. Yao, Jing & Li, Duan, 2013. "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 37(1), pages 18-31.
  35. Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics 504, China Economics and Management Academy, Central University of Finance and Economics.
  36. Barker, Richard & Hendry, John & Roberts, John & Sanderson, Paul, 2012. "Can company-fund manager meetings convey informational benefits? Exploring the rationalisation of equity investment decision making by UK fund managers," Accounting, Organizations and Society, Elsevier, vol. 37(4), pages 207-222.
  37. Emilio Ontiveros & Manuel Conthe & José María Nogueira, 2004. "La percepción de los inversores de los riesgos regulatorios e institucionales en América Latina," IDB Publications 48258, Inter-American Development Bank.
  38. Juan Carols Hatchondo, 2005. "A quantitative study of the role of wealth inequality on asset prices," Working Paper, Federal Reserve Bank of Richmond 05-12, Federal Reserve Bank of Richmond.
  39. Malcolm Baker & C. Fritz Foley & Jeffrey Wurgler, 2004. "The Stock Market and Investment: Evidence from FDI Flows," NBER Working Papers 10559, National Bureau of Economic Research, Inc.
  40. Stefano DellaVigna, 2007. "Psychology and Economics: Evidence from the Field," NBER Working Papers 13420, National Bureau of Economic Research, Inc.
  41. Asad Zaman, 2010. "Causal Relations via Econometrics," International Econometric Review (IER), Econometric Research Association, Econometric Research Association, vol. 2(1), pages 36-56, April.
  42. Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
  43. David Goldreich, 2004. "Behavioral Biases of Dealers in U.S. Treasury Auctions," Working Papers, Fondazione Eni Enrico Mattei 2004.143, Fondazione Eni Enrico Mattei.
  44. Wan, Jer-Yuh & Kao, Chung-Wei, 2009. "Evidence on the contrarian trading in foreign exchange markets," Economic Modelling, Elsevier, Elsevier, vol. 26(6), pages 1420-1431, November.
  45. Gutierrez, Roberto Jr. & Prinsky, Christo A., 2007. "Momentum, reversal, and the trading behaviors of institutions," Journal of Financial Markets, Elsevier, Elsevier, vol. 10(1), pages 48-75, February.
  46. Thomas Gehrig & Lukas Menkhoff, 2005. "The Rise of Fund Managers in Foreign Exchange:Will Fundamentals Ultimately Dominate?," The World Economy, Wiley Blackwell, Wiley Blackwell, vol. 28(4), pages 519-540, 04.
  47. Antti Petajisto, 2004. "Why Do Demand Curves for Stocks Slope Down?," Yale School of Management Working Papers, Yale School of Management amz2458, Yale School of Management, revised 01 Sep 2008.
  48. Chiarella, Carl & Gao, Shenhuai, 2004. "The value of the S&P 500--A macro view of the stock market adjustment process," Global Finance Journal, Elsevier, vol. 15(2), pages 171-196, August.
  49. Gray, W, 2005. "Two Essays on Self-Tender Offers," MPRA Paper 8584, University Library of Munich, Germany, revised 2005.
  50. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
  51. Mohd Alnajjar, 2013. "Investor Based Psychological Decision Making Model," Far East Journal of Psychology and Business, Far East Research Centre, Far East Research Centre, vol. 11(4), pages 47-56, June.
  52. Gerlinde Fellner & Werner Güth & Boris Maciejovsky, 2001. "Illusion of Expertise in Portfolio Decisions - An Experimental Approach," CESifo Working Paper Series 621, CESifo Group Munich.
  53. Deshmukh, Sanjay & Goel, Anand M. & Howe, Keith M., 2013. "CEO overconfidence and dividend policy," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(3), pages 440-463.
  54. Barrett, Alan & Kearney, Ide & O'Brien, Martin, 2007. "Quarterly Economic Commentary, Summer 2007," Forecasting Report, Economic and Social Research Institute (ESRI), Economic and Social Research Institute (ESRI), number QEC20072, March.
  55. Daniel J. Benjamin & Sebastian A. Brown & Jesse M. Shapiro, 2006. "Who is “Behavioral”? Cognitive Ability and Anomalous Preferences," Levine's Working Paper Archive 122247000000001334, David K. Levine.
  56. Manju Puri & David Robinson, 2005. "Optimism and Economic Choice," NBER Working Papers 11361, National Bureau of Economic Research, Inc.
  57. Prast, Henriette M. & de Vor, Marc P. H., 2005. "Investor reactions to news: a cognitive dissonance analysis of the euro-dollar exchange rate," European Journal of Political Economy, Elsevier, Elsevier, vol. 21(1), pages 115-141, March.
  58. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers, Yale School of Management ysm439, Yale School of Management, revised 01 Sep 2009.
  59. Amil Dasgupta & Andrea Prat & Michela Verardo, 2010. "Institutional Trade Persistence and Long-term Equity Returns," FMG Discussion Papers, Financial Markets Group dp661, Financial Markets Group.
  60. Sugden, Robert, 2009. "Market simulation and the provision of public goods: A non-paternalistic response to anomalies in environmental evaluation," Journal of Environmental Economics and Management, Elsevier, vol. 57(1), pages 87-103, January.
  61. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  62. Shinhua Liu & Zhen Zhu, 2009. "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer, Springer, vol. 36(1), pages 65-83, August.
  63. Van den Steen, Eric, 2005. "Too Motivated?," Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management 18180, Massachusetts Institute of Technology (MIT), Sloan School of Management.
  64. Hui Guo, 2004. "A rational pricing explanation for the failure of CAPM," Review, Federal Reserve Bank of St. Louis, Federal Reserve Bank of St. Louis, issue May, pages 23-34.
  65. Massimo Guidolin & Francesca Rinaldi, 2010. "A simple model of trading and pricing risky assets under ambiguity: any lessons for policy-makers?," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 20(1-2), pages 105-135.
  66. Lin Peng & Wei Xiong, 2005. "Investor Attention: Overconfidence and Category Learning," NBER Working Papers 11400, National Bureau of Economic Research, Inc.
  67. Agosin, Manuel R. & Huaita, Franklin, 2012. "Overreaction in capital flows to emerging markets: Booms and sudden stops," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(5), pages 1140-1155.
  68. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute.
  69. 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, Elsevier, vol. 17(4), pages 494-505, September.
  70. Lynch, Andrew & Nikolic, Biljana & Yan, Xuemin (Sterling) & Yu, Han, 2014. "Aggregate short selling, commonality, and stock market returns," Journal of Financial Markets, Elsevier, Elsevier, vol. 17(C), pages 199-229.
  71. Rahaman, Mohammad M., 2014. "Do managerial behaviors trigger firm exit? The case of hyperactive bidders," The Quarterly Review of Economics and Finance, Elsevier, Elsevier, vol. 54(1), pages 92-110.
  72. Cuthbertson, Keith & Nitzsche, Dirk & O'Sullivan, Niall, 2008. "UK mutual fund performance: Skill or luck?," Journal of Empirical Finance, Elsevier, Elsevier, vol. 15(4), pages 613-634, September.
  73. Hélène Rainelli-Le Montagner, 2008. "Finance d'entreprise:voix nouvelles et nouvelles voies," Revue Finance Contrôle Stratégie, revues.org, revues.org, vol. 11(Special), pages 291-313, June.
  74. Larry G. Epstein & Martin Schneider, 2008. "Ambiguity, Information Quality, and Asset Pricing," Journal of Finance, American Finance Association, American Finance Association, vol. 63(1), pages 197-228, 02.
  75. Josh Stillwagon, 2014. "Subjective Term Premia, Consumer Sentiment, and the Zero Lower Bound," Working Papers, Trinity College, Department of Economics 1401, Trinity College, Department of Economics.
  76. Mizrach, Bruce & Weerts, Susan, 2009. "Experts online: An analysis of trading activity in a public Internet chat room," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 70(1-2), pages 266-281, May.
  77. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2006. "More hedging instruments may destabilize markets," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 06-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  78. Campbell, Rachel A. & Kräussl, Roman, 2006. "Revisiting the home bias puzzle: Downside equity risk," CFS Working Paper Series 2006/31, Center for Financial Studies (CFS).
  79. Brennan, Michael J, 2004. "How Did It Happen?," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt1047x6kv, Anderson Graduate School of Management, UCLA.
  80. Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E., 2008. "Dynamic Decision Making in Agricultural Futures and Options Markets," 2008 Conference, April 21-22, 2008, St. Louis, Missouri, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management 37605, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
  81. Hamza Bahaji, 2009. "Contribution à l'analyse des déterminants du comportement d'exercice des porteurs de stock options : une étude empirique sur le marché Américain," Working Papers, HAL halshs-00512840, HAL.
  82. Jochen Hundsdoerfer & Christina Sichtmann, 2009. "The importance of taxes in entrepreneurial decisions: an analysis of practicing physicians’ behavior," Review of Managerial Science, Springer, Springer, vol. 3(1), pages 19-40, March.
  83. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 30(9-10), pages 1787-1835.
  84. A. R. Zafer Sayar & Onder Kaymaz & Ali Alp, 2010. "The Effect of the Transparency Level of the ISE-Listed Banks on Liquidity," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 27-58.
  85. Bhattacharya, Jay & Goldman, Dana & Sood, Neeraj, 2009. "Market evidence of misperceived mortality risk," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 72(1), pages 451-462, October.
  86. Véronique Bessière, 2007. "Excès de confiance des dirigeants et décisions financières:une synthèse," Revue Finance Contrôle Stratégie, revues.org, revues.org, vol. 10(1), pages 39-66, March.
  87. Alexander Zimper, 2013. "On the impossibility of insider trade in rational expectations equilibria," Working Papers 399, Economic Research Southern Africa.
  88. Achleitner, Ann-Kristin & Poech, Angela & Groth, Thorsten, 2005. "Beteiligungskapital und selektive Informationssuche in mittelständischen Unternehmen," CEFS Working Paper Series 2005-04, Center for Entrepreneurial and Financial Studies (CEFS), Technische Universität München.
  89. Ko, K. Jeremy & (James) Huang, Zhijian, 2007. "Arrogance can be a virtue: Overconfidence, information acquisition, and market efficiency," Journal of Financial Economics, Elsevier, Elsevier, vol. 84(2), pages 529-560, May.
  90. Gérard Charreaux, 2005. "Pour une gouvernance d’entreprise «comportementale»:une réflexion exploratoire-Toward a Behavioral Corporate Governance Theory : An Exploratory View," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations 1050601, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  91. Laux, Christian & Leuz, Christian, 2009. "The crisis of fair-value accounting: Making sense of the recent debate," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 826-834, August.
  92. Jerome Coulon & Yannick Malevergne, 2008. "Heterogeneous expectations and long range correlation of the volatility of asset returns," Papers 0808.1538, arXiv.org.
  93. Harrison Hong & Jose Scheinkman & Wei Xiong, 2005. "Asset Float and Speculative Bubbles," NBER Working Papers 11367, National Bureau of Economic Research, Inc.
  94. repec:bor:iserev:v:12:y:2012:i:45:p:27-58 is not listed on IDEAS
  95. Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005. "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 05-052/1, Tinbergen Institute.
  96. Gagnon, Louis & Andrew Karolyi, G., 2010. "Multi-market trading and arbitrage," Journal of Financial Economics, Elsevier, Elsevier, vol. 97(1), pages 53-80, July.
  97. Seow Ong & Poh Neo & Yong Tu, 2008. "Foreclosure Sales: The Effects of Price Expectations, Volatility and Equity Losses," The Journal of Real Estate Finance and Economics, Springer, Springer, vol. 36(3), pages 265-287, April.
  98. Shakill Hassan & Sean Smith, 2011. "The Rand as a Carry Trade Target: Risk, Returns and Policy Implications," Working Papers 235, Economic Research Southern Africa.
  99. Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 36(4), pages 610-628.
  100. Winther, K. Tobias, 2008. "Analyzing new profit opportunities: a guide to making business projects financially successful," MPRA Paper 11346, University Library of Munich, Germany.
  101. Gray, Wesley & Kern, Andrew, 2008. "Fundamental Value Investors: Characteristics and Performance," MPRA Paper 12620, University Library of Munich, Germany.
  102. Luigi Guiso & Tullio Jappelli, 2006. "Information Acquisition and Portfolio Performance," CeRP Working Papers 52, Center for Research on Pensions and Welfare Policies, Turin (Italy).
  103. Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät dp-314, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  104. Kian-Ping Lim & Venus Khim-Sen Liew & Hock-Tsen Wong, 2003. "Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange," Finance, EconWPA 0312012, EconWPA.
  105. Mike Cudd & Marcelo Eduardo & Lloyd Roberts, 2008. "Short-cuts in issuance decisions and subsequent small firm performance," Journal of Economics and Finance, Springer, Springer, vol. 32(3), pages 260-270, July.
  106. Chrétien, Stéphane, 2012. "Bounds on the autocorrelation of admissible stochastic discount factors," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(7), pages 1943-1962.
  107. Rick Harbaugh, 2005. "Prospect Theory or Skill Signaling?," Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy 2005-06, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy.
  108. 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.
  109. Felicia Ramona Birău, 2012. "The Impact Of Behavioral Finance On Stock Markets," Annals - Economy Series, Constantin Brancusi University, Faculty of Economics, vol. 3, pages 45-50, September.
  110. Hege, Ulrich & Lovo, Stefano & Slovin, Myron B. & Sushka, Marie E., 2009. "Asset sales and the role of buyers: strategic buyers versus private equity," MPRA Paper 39549, University Library of Munich, Germany, revised Feb 2012.
  111. Thomas Schuster, 2003. "News Events and Price Movements. Price Effects of Economic and Non-Economic Publications in the News Media," Finance, EconWPA 0305009, EconWPA.
  112. Jaideep Bedi & Anthony Richards & Paul Tennant, 2003. "The Characteristics and Trading Behaviour of Dual-listed Companies," RBA Research Discussion Papers, Reserve Bank of Australia rdp2003-06, Reserve Bank of Australia.
  113. Robert C. Merton & Zvi Bodie, 2004. "The Design of Financial Systems: Towards a Synthesis of Function and Structure," NBER Working Papers 10620, National Bureau of Economic Research, Inc.
  114. Gerber, Anke & Hens, Thorsten & Vogt, Bodo, 2010. "Rational investor sentiment in a repeated stochastic game with imperfect monitoring," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 76(3), pages 669-704, December.
  115. Lutz G. Arnold, 2009. "Anything is Possible: On the Existence and Uniqueness of Equilibria in the Shleifer-Vishny Model of Limits of Arbitrage," Review of Finance, European Finance Association, European Finance Association, vol. 13(3), pages 521-553.
  116. Philip Maymin, 2010. "Markets are efficient if and only if P = NP," Papers 1002.2284, arXiv.org, revised May 2010.
  117. Richardson, Scott & Tuna, Irem & Wysocki, Peter, 2010. "Accounting anomalies and fundamental analysis: A review of recent research advances," Journal of Accounting and Economics, Elsevier, Elsevier, vol. 50(2-3), pages 410-454, December.
  118. Christophe Godlewski, 2004. "Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case," Finance, EconWPA 0409024, EconWPA.
  119. Grüne, Lars & Semmler, Willi, 2008. "Asset pricing with loss aversion," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 32(10), pages 3253-3274, October.
  120. Alós-Ferrer, Carlos & Hügelschäfer, Sabine, 2012. "Faith in intuition and behavioral biases," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 84(1), pages 182-192.
  121. Simon Gilchrist & Charles P. Himmelberg & Gur Huberman, 2004. "Do stock price bubbles influence corporate investment?," Staff Reports, Federal Reserve Bank of New York 177, Federal Reserve Bank of New York.
  122. Faruk Bostanci & Saim Kilic, 2010. "The Effects of Free Float Ratios on Market Performance: An Empirical Study on the Istanbul Stock Exchange," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, Research and Business Development Department, Borsa Istanbul, vol. 12(45), pages 1-14.
  123. Pierre Monnin, . "Are stock markets really like beauty contests? Empirical evidence of higher order belief's impact on asset prices," IEW - Working Papers, Institute for Empirical Research in Economics - University of Zurich 202, Institute for Empirical Research in Economics - University of Zurich.
  124. Marco D'Errico & Gulnur Muradoglu & Silvana Stefani & Giovanni Zambruno, 2014. "Opinion Dynamics and Price Formation: a Nonlinear Network Model," Papers 1408.0308, arXiv.org.
  125. Abbigail Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers, Federal Reserve Bank of St. Louis 2003-009, Federal Reserve Bank of St. Louis.
  126. Roll, Richard W. & Cornell, Brad, 2004. "A Delegated Agent Asset-pricing model," University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA qt9f06903n, Anderson Graduate School of Management, UCLA.
  127. Lamba, H. & Seaman, T., 2008. "Rational expectations, psychology and inductive learning via moving thresholds," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 387(15), pages 3904-3909.
  128. Gordon Menzies & Ron Bird & Peter B. Dixon & Maureen T. Rimmer, 2011. "Asset Price Regulators, Unite: You have the Macroeconomy to Win and the Microeconomic Losses are Small," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 87(278), pages 449-464, 09.
  129. Corrado, L. & Miller, M. & Zhang, L., 2007. "Bulls, Bears and Excess Volatility: can currency intervention help?," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 0708, Faculty of Economics, University of Cambridge.
  130. Eli Ofek & Matthew Richardson & Robert F. Whitelaw, 2003. "Limited Arbitrage and Short Sales Restrictions: Evidence from the Options Markets," NBER Working Papers 9423, National Bureau of Economic Research, Inc.
  131. Whelan, Shane, 2007. "Valuing Ireland's Pension System," Quarterly Economic Commentary: Special Articles, Economic and Social Research Institute (ESRI), Economic and Social Research Institute (ESRI), vol. 2007(2-Summer), pages 55-80.
  132. Jan Carlos Hatchondo, 2008. "A quantitative study of the role of wealth inequality on asset prices," Economic Quarterly, Federal Reserve Bank of Richmond, Federal Reserve Bank of Richmond, issue Win, pages 73-96.
  133. Risager, Ole, 2004. "A Price Earnings Index for the Danish Stock Market," Working Papers, Copenhagen Business School, Department of Economics 13-2004, Copenhagen Business School, Department of Economics.
  134. Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
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