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Belief Overreaction and Stock Market Puzzles

Citations

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Cited by:

  1. Cassella, Stefano & Chen, Te-Feng & Gulen, Huseyin & Liu, Yan, 2025. "Extracting extrapolative beliefs from market prices: An augmented present-value approach," Journal of Financial Economics, Elsevier, vol. 164(C).
  2. Chue, Timothy K. & Hu, Yunke Katelyn, 2026. "Investor sentiment and the crash risk of anomalies," Finance Research Letters, Elsevier, vol. 88(C).
  3. Lin, Wenlian & Cao, Jerry & Li, Yong, 2025. "Risk concerns and market liquidity: A regression discontinuity design," Journal of Financial Markets, Elsevier, vol. 76(C).
  4. Binzhi Chen & Annalivia Polselli & Paul S. Clarke, 2026. "Double Machine Learning with High-dimensional Interactive Fixed Effects," Papers 2608.01137, arXiv.org.
  5. Hongye Guo & Jessica Wachter, 2026. "Correlation Neglect in Asset Prices," NBER Working Papers 35753, National Bureau of Economic Research, Inc.
  6. Filippo Natoli & Sharath Sonti, 2026. "Overconfident forecasters and the impact of inflation information: evidence from a randomized survey experiment," Temi di discussione (Economic working papers) 1532, Bank of Italy, Economic Research and International Relations Area.
  7. Han, Leyla Jianyu, 2025. "Announcements, expectations, and stock returns with asymmetric information," Journal of Monetary Economics, Elsevier, vol. 151(C).
  8. Chaudhry, Aditya, 2025. "The impact of prices on analyst cash flow expectations: Reconciling subjective beliefs data with rational discount rate variation," Journal of Financial Economics, Elsevier, vol. 171(C).
  9. Giuseppe Matera, 2025. "Corporate Earnings Calls and Analyst Beliefs," Papers 2511.15214, arXiv.org, revised Nov 2025.
  10. Namrata Narain & Namrata Narain, 2026. "The Market Impact of Fed Communications: The Role of the Press Conference," International Journal of Central Banking, International Journal of Central Banking, vol. 22(1), pages 313-389, January.
  11. Fontanier, Paul, 2025. "Optimal policy for behavioral financial crises," Journal of Financial Economics, Elsevier, vol. 166(C).
  12. Bro, Jeppe & Eriksen, Jonas N., 2025. "Subjective expectations and house prices," Journal of Banking & Finance, Elsevier, vol. 172(C).
  13. Bordalo, Pedro & Gennaioli, Nicola & La Porta, Rafael & Shleifer, Andrei, 2025. "Finance without exotic risk," Journal of Financial Economics, Elsevier, vol. 173(C).
  14. Zeng, Ming & Zhao, Guihai, 2026. "Expectation-driven term structure of equity and bond yields," Journal of Monetary Economics, Elsevier, vol. 157(C).
  15. Kevin Benson & Ing-Haw Cheng & John Hull & Charles Martineau & Yoshio Nozawa & Vasily Strela & Yuntao Wu & Jun Yuan, 2024. "Understanding the Excess Bond Premium," Papers 2412.04063, arXiv.org.
  16. Beckmeyer, Heiner & Meyerhof, Paul, 2025. "The short-duration premium and news announcements," Journal of Banking & Finance, Elsevier, vol. 176(C).
  17. Boehl, Gregor & Hommes, Cars, 2025. "Rational vs. irrational beliefs in a complex world," Journal of Economic Behavior & Organization, Elsevier, vol. 232(C).
  18. Perino, Grischa, 2024. "Carbon market design and market sentiment," Journal of Environmental Economics and Management, Elsevier, vol. 128(C).
  19. Johnson, William C., 2025. "Valuing cryptocurrencies: A model of price and hashrate," Finance Research Letters, Elsevier, vol. 86(PA).
  20. Alexander Eliseev & Ivan Krylov, 2026. "Artificial Intelligence and the Economy: A Review of the Bank of Russia, NES, and HSE University Workshop," Russian Journal of Money and Finance, Bank of Russia, vol. 85(3), pages 109-136, September.
  21. Stefan Nagel, 2026. "Experiences, expectations, and asset prices," Journal of Business Economics, Springer, vol. 96(1), pages 11-34, January.
  22. Dahlquist, Magnus & Ibert, Markus, 2026. "Institutions’ return expectations across assets and time," Journal of Financial Economics, Elsevier, vol. 175(C).
  23. Cassella, Stefano & Chen, Te-Feng & Gulen, Huseyin & Liu, Yan, 2025. "Extracting extrapolative beliefs from market prices : An augmented present-value approac," Other publications TiSEM a19ca154-f344-4cd5-b2e5-c, Tilburg University, School of Economics and Management.
  24. Sophia Zhengzi Li & Zeyao Luan, 2025. "News-based investor disagreement and stock returns," Review of Accounting Studies, Springer, vol. 30(3), pages 2312-2375, September.
  25. Er, Selahattin Tolga & Kantorowicz, Jaroslaw, 2025. "Financial market reaction to the end of the right-wing populist government: The case of Poland," Finance Research Letters, Elsevier, vol. 76(C).
  26. Xu, Hangtian & Zheng, Wenzhuo, 2024. "Growth-driven shantytown redevelopment and housing market dynamics in the low-tier cities of China," MPRA Paper 124326, University Library of Munich, Germany.
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