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Citations for "Inefficient Markets: An Introduction to Behavioral Finance"

by Shleifer, Andrei

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  1. John Fender, 2015. "Towards a General Theory of the Stock Market," Discussion Papers 15-15, Department of Economics, University of Birmingham.
  2. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
  3. Diego Garcia & Francesco Sangiorgi & Branko Urosevic, 2005. "Overconfidence and Market Efficiency with Heterogeneous Agents," Carlo Alberto Notebooks 11, Collegio Carlo Alberto.
  4. Serge Galam, 2016. "The invisible hand and the rational agent are behind bubbles and crashes," Papers 1601.02990, arXiv.org.
  5. Gur Huberman & Simon Gilchrist & Charles Himmelberg, 2004. "Do Stock Price Bubbles Influence Corporate Investment?," 2004 Meeting Papers 147, Society for Economic Dynamics.
  6. Jerry Coakley & Ana-Maria Fuertes & Andrew Wood, 2004. "A new interpretation of the exchange rate-yield differential nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 9(3), pages 201-218.
  7. D'Avolio, Gene, 2002. "The market for borrowing stock," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 271-306.
  8. Jeremy C. Stein, 2001. "Agency, Information and Corporate Investment," NBER Working Papers 8342, National Bureau of Economic Research, Inc.
  9. Detzer, Daniel & Herr, Hansjörg, 2014. "Theories of financial crises: An overview," IPE Working Papers 32/2014, Berlin School of Economics and Law, Institute for International Political Economy (IPE).
  10. Ajit Singh & Jack Glen & Ann Zammit & Rafael De-Hoyos & Alaka Singh & Bruce Weisse, 2005. "Shareholder Value Maximisation, Stock Market and New Technology: Should the US Corporate Model be the Universal Standard?," International Review of Applied Economics, Taylor & Francis Journals, vol. 19(4), pages 419-437.
  11. Sendhil Mullainathan & Andrei Shleifer, 2005. "The Market for News," American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September.
  12. Nicolas Aubert, 2008. "Developing an Ownership Culture with Employee Share Purchase Plans: Evidence from France," Zeitschrift fuer Personalforschung. German Journal of Research in Human Resource Management, Rainer Hampp Verlag, vol. 22(2), pages 130 - 151.
  13. Freixas, Xavier & Laux, Christian, 2011. "Disclosure, transparency, and market discipline," CFS Working Paper Series 2011/11, Center for Financial Studies (CFS).
  14. Antonio Falato, 2008. "Happiness maintenance and asset prices," Finance and Economics Discussion Series 2008-19, Board of Governors of the Federal Reserve System (U.S.).
  15. Peter Bofinger, 2002. "The EMU after Three Years: Lessons and Challenges," ECE Discussion Papers Series 2002_1, UNECE.
  16. Hau, Harald, 2000. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," CEPR Discussion Papers 2356, C.E.P.R. Discussion Papers.
  17. Rossi, Stefano & Tinn, Katrin, 2014. "Man or machine? Rational trading without information about fundamentals," CEPR Discussion Papers 9958, C.E.P.R. Discussion Papers.
  18. Hasan AÄŸan Karaduman, 2016. "Stylized Facts And Weak-Form Efficiency In Turkish Stock Market," Proceedings of International Academic Conferences 4006651, International Institute of Social and Economic Sciences.
  19. Thorsten Hens & Klaus Reiner Schenk-Hopp� & Martin Stalder, . "An Application of Evolutionary Finance to Firms Listed in the Swiss Market Index," IEW - Working Papers 128, Institute for Empirical Research in Economics - University of Zurich.
  20. Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages i-i.
  21. Miller, Thomas W. & Rapach, David E., 2013. "An intra-week efficiency analysis of bookie-quoted NFL betting lines in NYC," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 10-23.
  22. Rodríguez, Mª Araceli, 2005. "Nueva Evidencia Empírica sobre las Turbulencias Cambiarias de la Peseta Española. 1989-1998/New Evidence about Turbulences on the Spanish Peseta. 1989-1998s," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 23, pages 207-230, Abril.
  23. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  24. Henock Louis & Amy Sun, 2010. "Investor Inattention and the Market Reaction to Merger Announcements," Management Science, INFORMS, vol. 56(10), pages 1781-1793, October.
  25. Michael Bleaney & R. Todd Smith, . "Risk, Managerial Skill and Closed-End Fund Discounts," Discussion Papers 08/10, University of Nottingham, School of Economics.
  26. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo Group Munich.
  27. David Havlíček, 2010. "Analysis of the Impact of Weather on Trading in Equity Markets," Český finanční a účetní časopis, University of Economics, Prague, vol. 2010(3), pages 49-62.
  28. Gábor Kézdi & Robert J. Willis, 2003. "Who Becomes a Stockholder? Expectations, SUbjective Uncertainty, and Asset Allocation," Working Papers wp039, University of Michigan, Michigan Retirement Research Center.
  29. Baghestanian, Sascha & Walker, Todd B., 2014. "Thar she blows again: Reducing anchoring rekindles bubbles," SAFE Working Paper Series 54, Research Center SAFE - Sustainable Architecture for Finance in Europe, Goethe University Frankfurt.
  30. Mobarek, Asma & Mollah, Sabur & Keasey, Kevin, 2014. "A cross-country analysis of herd behavior in Europe," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 32(C), pages 107-127.
  31. Gou, Chengling & Guo, Xiaoqian & Chen, Fang, 2008. "Study on system dynamics of evolutionary mix-game models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(25), pages 6353-6359.
  32. 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.
  33. Won Oh & Young Chang & Aleksey Martynov, 2011. "The Effect of Ownership Structure on Corporate Social Responsibility: Empirical Evidence from Korea," Journal of Business Ethics, Springer, vol. 104(2), pages 283-297, December.
  34. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
  35. Acharya,Sushant & Pedraza Morales,Alvaro Enrique, 2015. "Asset price effects of peer benchmarking : evidence from a natural experiment," Policy Research Working Paper Series 7239, The World Bank.
  36. Daniel Waldenstr�m & Bruno S. Frey, . "How Government Bond Prices Reflect Wartime Events - The Case of the Stockholm Market," IEW - Working Papers 102, Institute for Empirical Research in Economics - University of Zurich.
  37. Francesca Gino & Gary Pisano, 2008. "Toward a Theory of Behavioral Operations," Manufacturing & Service Operations Management, INFORMS, vol. 10(4), pages 676-691, March.
  38. Holden, Steinar, 2012. "Implications of Insights from Behavioral Economics for Macroeconomic Models," Memorandum 25/2012, Oslo University, Department of Economics.
  39. Godek, Paul E., 2015. "A simple model of market valuation and trend reversion for U.S. equities: 100 Years of bubbles, non-bubbles, and inverse-bubbles," Finance Research Letters, Elsevier, vol. 13(C), pages 29-35.
  40. Christophe Godlewski, 2004. "Bank Risk-Taking in a Prospect Theory Framework Empirical Investigation in the Emerging Markets’ Case," Finance 0409024, EconWPA.
  41. Franz R. Hahn, 2002. "The Politics of Financial Development. The Case of Austria," WIFO Working Papers 187, WIFO.
  42. Easton, Steve & Pinder, Sean & Uylangco, Katherine, 2013. "A case study of short-sale constraints and limits to arbitrage," Journal of Banking & Finance, Elsevier, vol. 37(10), pages 3924-3929.
  43. Jean-Paul Pollin, 2004. "Finance comportementale et volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 139-156.
  44. Atsushi Takao & Yamasaki Takashi, 2006. "A Proposal to Construct ``Behavioral Insurance Theory"," Discussion Papers 2006-03, Kobe University, Graduate School of Business Administration.
  45. Stanley, H. Eugene & Plerou, Vasiliki & Gabaix, Xavier, 2008. "A statistical physics view of financial fluctuations: Evidence for scaling and universality," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(15), pages 3967-3981.
  46. Randall Morck & Lloyd Steier, 2005. "The Global History of Corporate Governance: An Introduction," NBER Chapters, in: A History of Corporate Governance around the World: Family Business Groups to Professional Managers, pages 1-64 National Bureau of Economic Research, Inc.
  47. Y. Biondi & P. Giannoccolo & A. Reberioux, 2010. "Financial disclosure and the Board: A case for non-independent directors," Working Papers 689, Dipartimento Scienze Economiche, Universita' di Bologna.
  48. Mark, Joy, 2011. "Gold and the US dollar: Hedge or haven?," Finance Research Letters, Elsevier, vol. 8(3), pages 120-131, September.
  49. Celiker, Umut & Chowdhury, Jaideep & Sonaer, Gokhan, 2015. "Do mutual funds herd in industries?," Journal of Banking & Finance, Elsevier, vol. 52(C), pages 1-16.
  50. Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2008. "Cognitive Abilities and Behavioral Biases," Papers 08-05, Sonderforschungsbreich 504.
  51. Alexander N. Bogin & Nataliya Polkovnichenko & William M. Doerner, 2015. "Additional Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted Spreads," Staff Working Papers 15-03, Federal Housing Finance Agency.
  52. Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CARF F-Series CARF-F-227, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
  53. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
  54. Stijn Claessens & M. Ayhan Kose, 2013. "Financial Crises: Explanations, Types and Implications," CAMA Working Papers 2013-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  55. Khwaja, Asim Ijaz & Mian, Atif, 2005. "Unchecked intermediaries: Price manipulation in an emerging stock market," Journal of Financial Economics, Elsevier, vol. 78(1), pages 203-241, October.
  56. Lee, King Fuei, 2011. "Demographics, dividend clienteles and the dividend premium," The Quarterly Review of Economics and Finance, Elsevier, vol. 51(4), pages 368-375.
  57. Mahani, Reza S. & Poteshman, Allen M., 2008. "Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 635-655, September.
  58. Ariane Szafarz, 2009. "How Did Financial-Crisis-Based Criticisms of Market Efficiency Get It So Wrong?," Working Papers CEB 09-048.RS, ULB -- Universite Libre de Bruxelles.
  59. Rasim Ozcan, 2012. "An Analysis of Manipulation Strategies in Stock Markets," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(49), pages 19-37.
  60. Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2003. "Emotion and financial markets," Economic Review, Federal Reserve Bank of Atlanta, issue Q2, pages 33-41.
  61. Philippas, Nikolaos & Economou, Fotini & Babalos, Vassilios & Kostakis, Alexandros, 2013. "Herding behavior in REITs: Novel tests and the role of financial crisis," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 166-174.
  62. Choi, Jaehyung, 2012. "Spontaneous symmetry breaking of arbitrage," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(11), pages 3206-3218.
  63. Stanley, H.E. & Buldyrev, S.V. & Franzese, G. & Havlin, S. & Mallamace, F. & Kumar, P. & Plerou, V. & Preis, T., 2010. "Correlated randomness and switching phenomena," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(15), pages 2880-2893.
  64. A. Corcos & J-P Eckmann & A. Malaspinas & Y. Malevergne & D. Sornette, 2002. "Imitation and contrarian behaviour: hyperbolic bubbles, crashes and chaos," Quantitative Finance, Taylor & Francis Journals, vol. 2(4), pages 264-281.
  65. Faruk Ülgen, 2012. "Paving the way for reconsidering the working of market economies: the Minsky perspective," Post-Print halshs-00868521, HAL.
  66. Claire A. Hill & Brett H. McDonnell, 2012. "Introduction: The Evolution of the Economic Analysis of Corporate Law," Chapters, in: Research Handbook on the Economics of Corporate Law, chapter 1 Edward Elgar Publishing.
  67. Fischer, Thomas, 2011. "News reaction in financial markets within a behavioral finance model with heterogeneous agents," Darmstadt Discussion Papers in Economics 205, Darmstadt University of Technology, Department of Law and Economics.
  68. Stefano Dellavigna & Joshua M. Pollet, 2009. "Investor Inattention and Friday Earnings Announcements," Journal of Finance, American Finance Association, vol. 64(2), pages 709-749, 04.
  69. Twm Evans, 2006. "Efficiency tests of the UK financial futures markets and the impact of electronic trading systems," Applied Financial Economics, Taylor & Francis Journals, vol. 16(17), pages 1273-1283.
  70. Bosquet, K. & de Goeij, P. C. & Smedts, K., 2009. "Coexistence and Dynamics of Overconfidence and Strategic Incentives," Discussion Paper 2009-81, Tilburg University, Center for Economic Research.
  71. Hitoshi Matsushima, 2009. "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes," CIRJE F-Series CIRJE-F-606, CIRJE, Faculty of Economics, University of Tokyo.
  72. Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.
  73. Randolph B. Cohen & Christopher Polk & Tuomo Vuolteenaho, 2009. "The Price Is (Almost) Right," Journal of Finance, American Finance Association, vol. 64(6), pages 2739-2782, December.
  74. Jeffrey Harrison & Matthew Hart & Derek Oler, 2014. "Leverage and acquisition performance," Review of Quantitative Finance and Accounting, Springer, vol. 43(3), pages 571-603, October.
  75. S. Dellavigna., 2011. "Psychology and Economics: Evidence from the Field," VOPROSY ECONOMIKI, N.P. Redaktsiya zhurnala "Voprosy Economiki", vol. 4.
  76. Bekir Elmas, 2012. "Efficiency and Limited Arbitrage in the Stock Markets:Evidences from ISE," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(49), pages 39-58.
  77. Cars Hommes & Joep Sonnemans & Jan Tuinstra & Henk van de Velden, 2005. "Coordination of Expectations in Asset Pricing Experiments," Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 955-980.
  78. Jochen Bigus & Thomas Eger, 2004. "Insolvenzrecht zwischen privatautonomer Gestaltung und öffentlicher Regulierung," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, vol. 5(2), pages 193-209, 05.
  79. Lubnau, Thorben, 2014. "Spread trading strategies in the crude oil futures market," Discussion Papers 353, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
  80. Hommes, C.H. & Wagener, F.O.O., 2008. "Complex evolutionary systems in behavioral finance," CeNDEF Working Papers 08-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  81. Louis K.C. Chan & Jason Karceski & Josef Lakonishok, 2001. "The Level and Persistence of Growth Rates," NBER Working Papers 8282, National Bureau of Economic Research, Inc.
  82. Roland Gillet & Ariane Szafarz, 2004. "Marchés financiers et anticipations rationnelles," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 7-17.
  83. Preda, Alex, 2009. "Brief encounters: Calculation and the interaction order of anonymous electronic markets," Accounting, Organizations and Society, Elsevier, vol. 34(5), pages 675-693, July.
  84. Stefano Giglio & Matteo Maggiori & Johannes Stroebel, 2016. "No‐Bubble Condition: Model‐Free Tests in Housing Markets," Econometrica, Econometric Society, vol. 84, pages 1047-1091, 05.
  85. Steve, Heinke & Niels, Warmuth, 2016. "A Rational Inattention Perspective on Equilibrium Asset Pricing under Heterogeneous Information with Structural Breaks and Market Efficiency," MPRA Paper 68715, University Library of Munich, Germany.
  86. Enrico De Giorgi, 2005. "Evolutionary Portfolio Selection with Liquidity Shocks," Computing in Economics and Finance 2005 15, Society for Computational Economics.
  87. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania.
  88. Robert Pollin & Dean Baker & Marc Schaberg, 2003. "Securities Transaction Taxes for U.S. Financial Markets," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 527-558, Fall.
  89. Arnswald, Torsten, 2001. "Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data," Discussion Paper Series 1: Economic Studies 2001,08, Deutsche Bundesbank, Research Centre.
  90. Wang, Xiao-Tian, 2010. "Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(3), pages 438-444.
  91. Mahfuzul Haque & Imen Kouki, 2009. "Effect of 9/11 on the conditional time-varying equity risk premium: evidence from developed markets," Journal of Risk Finance, Emerald Group Publishing, vol. 10(3), pages 261-276, May.
  92. Tanuj Nandan & Kumar Saurabh, 2016. "Big-five personality traits, financial risk attitude and investment intentions: study on Generation Y," International Journal of Business Forecasting and Marketing Intelligence, Inderscience Enterprises Ltd, vol. 2(2), pages 128-150.
  93. Franz R. Hahn, 2003. "The New Basel Capital Accord (Basel II) from a Macroeconomic Point of View," Austrian Economic Quarterly, WIFO, vol. 8(2), pages 51-63, June.
  94. Paolo Dai Pra & Fulvio Fontini & Elena Sartori & Marco Tolotti, 2011. "Endogenous equilibria in liquid markets with frictions and boundedly rational agents," Working Papers 7, Department of Management, Università Ca' Foscari Venezia.
  95. Mustapha Chaffai & Imed Medhioub, 2014. "Behavioral Finance: An Empirical Study of the Tunisian Stock Market," International Journal of Economics and Financial Issues, Econjournals, vol. 4(3), pages 527-538.
  96. repec:bor:iserev:v:13:y:2013:i:49:p:39-58 is not listed on IDEAS
  97. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75.
  98. Xavier Gabaix & Parameswaran Gopikrishnan & Vasiliki Plerou & H. Eugene Stanley, 2006. "Institutional Investors and Stock Market Volatility," The Quarterly Journal of Economics, Oxford University Press, vol. 121(2), pages 461-504.
  99. David Peón & Anxo Calvo, 2012. "Using Behavioral Economics to Analyze Credit Policies in the Banking Industry," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 145-160.
  100. Martin Hellwig, 2008. "Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis," Working Paper Series of the Max Planck Institute for Research on Collective Goods 2008_43, Max Planck Institute for Research on Collective Goods.
  101. Franz H. Hahn, 2002. "Bedeutung von Aktienmärkten für Wachstum und Wachstumsschwankungen in den OECD-Ländern," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 79, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
  102. Nobuyuki Hanaki & Angela Sutan & Marc Willinger, 2016. "The strategic environment effect in beauty contest games," Working Papers halshs-01294915, HAL.
  103. Alwathainani, Abdulaziz M., 2012. "Consistent winners and losers," International Review of Economics & Finance, Elsevier, vol. 21(1), pages 210-220.
  104. Driscoll, John C. & Holden, Steinar, 2014. "Behavioral economics and macroeconomic models," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 133-147.
  105. McMillan, David G., 2009. "Revisiting dividend yield dynamics and returns predictability: Evidence from a time-varying ESTR model," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 870-883, August.
  106. Oberlechner, Thomas & Hocking, Sam, 2004. "Information sources, news, and rumors in financial markets: Insights into the foreign exchange market," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 407-424, June.
  107. repec:hhs:bofism:2012_047 is not listed on IDEAS
  108. Krainer, Robert E., 2013. "Towards a program for financial stability," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 207-218.
  109. Nina Dodig & Hansjorg Herr, 2015. "Theories of finance and financial crisis – Lessons for the Great Recession," Working papers wpaper126, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  110. Lin, Chien-Ting & Ho, Chia-Cheng & Hsieh, Hisn-Jung, 2009. "Market Psychology and Aggregate Stock Returns: Evidence from Australian Consumer Sentiment," Review of Applied Economics, Review of Applied Economics, vol. 5(1-2).
  111. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009. "Systematic noise," Journal of Financial Markets, Elsevier, vol. 12(4), pages 547-569, November.
  112. Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, vol. 86(2), pages 479-512, November.
  113. Breton, Régis & Gobillard, Bertrand, 2011. "Robustness of equilibrium price dispersion in finite market games," TSE Working Papers 11-308, Toulouse School of Economics (TSE).
  114. Rayenda Khresna Brahmana & Chee-Wooi Hooy & Zamri Ahmad, 2012. "Psychological factors on irrational financial decision making: Case of day-of-the week anomaly," Humanomics: The International Journal of Systems and Ethics, Emerald Group Publishing, vol. 28(4), pages 236-257, November.
  115. Oberlechner, Thomas & Osler, Carol, 2012. "Survival of Overconfidence in Currency Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(01), pages 91-113, April.
  116. Singh, Ajit & Singh, Alaka & Wiesse, Bruce, 2000. "Information technology, venture capital and the stock market," MPRA Paper 53718, University Library of Munich, Germany.
  117. Randall Morck & Fan Yang, 2001. "The Mysterious Growing Value of S&P 500 Membership," NBER Working Papers 8654, National Bureau of Economic Research, Inc.
  118. Julio Segura, 2011. "Did Economic Analysis Fail in the Current Financial Crisis?," Chapters, in: The First Great Recession of the 21st Century, chapter 5 Edward Elgar Publishing.
  119. Timothy Riddiough & Paul Childs & Steven Ott, 2001. "Noise, Real Estate Markets, and Options on Real Assets: Theory," Wisconsin-Madison CULER working papers 01-07, University of Wisconsin Center for Urban Land Economic Research.
  120. Savor, Pavel G., 2012. "Stock returns after major price shocks: The impact of information," Journal of Financial Economics, Elsevier, vol. 106(3), pages 635-659.
  121. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 59-82, Winter.
  122. Clark-Murphy, Marilyn & Soutar, Geoffrey N., 2004. "What individual investors value: Some Australian evidence," Journal of Economic Psychology, Elsevier, vol. 25(4), pages 539-555, August.
  123. Kathy Fogel & Randall Morck & Bernard Yeung, 2008. "Big Business Stability and Social Welfare," NBER Working Papers 14027, National Bureau of Economic Research, Inc.
  124. Isaac Ehrlich & William A. Hamlen Jr. & Yong Yin, 2008. "Asset Management, Human Capital, and the Market for Risky Assets," NBER Working Papers 14340, National Bureau of Economic Research, Inc.
  125. Robert Pollin, 2002. "Globalization and the Transition to Egalitarian Development," Working Papers wp42, Political Economy Research Institute, University of Massachusetts at Amherst.
  126. Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
  127. Hens Thorsten & Herings P. Jean-Jacques & Predtetchinskii Arkadi, 2003. "Limits to Arbitrage when Market Participation Is Restricted," Research Memorandum 061, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  128. Konan Chan & Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 2001. "Earnings Quality and Stock Returns," NBER Working Papers 8308, National Bureau of Economic Research, Inc.
  129. Pece Andreea Maria, 2015. "The Gregarious Behavior Of Investors From Baltic Stock Markets," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 905-911, July.
  130. Per-Olof Bjuggren & Daniel Wiberg, 2008. "Industry specific effects in investment performance and valuation of firms," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 35(3), pages 279-291, July.
  131. Albert Wang, F., 2010. "Informed arbitrage with speculative noise trading," Journal of Banking & Finance, Elsevier, vol. 34(2), pages 304-313, February.
  132. Utpal Bhattacharya & Craig W. Holden & Stacey Jacobsen, 2012. "Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers," Management Science, INFORMS, vol. 58(2), pages 413-431, February.
  133. Lubnau, Thorben & Todorova, Neda, 2015. "Trading on mean-reversion in energy futures markets," Energy Economics, Elsevier, vol. 51(C), pages 312-319.
  134. repec:pri:cepsud:91malkiel is not listed on IDEAS
  135. Jerker Denrell & Christina Fang & Sidney Winter, 2003. "The Economics of Strategic Opportunity," LEM Papers Series 2003/10, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  136. Schwartzman, Felipe, 2014. "How Can Consumption-Based Asset-Pricing Models Explain Low Interest Rates?," Economic Quarterly, Federal Reserve Bank of Richmond, issue 3Q, pages 209-240.
  137. 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.
  138. Bing NMI1 Han & Mark Grinblatt, 2001. "The Disposition Effect and Momentum," Yale School of Management Working Papers ysm239, Yale School of Management.
  139. Arjen Siegmann, 2003. "Optimal Investment Policies for Defined Benefit Pension Funds," DNB Staff Reports (discontinued) 112, Netherlands Central Bank.
  140. Anufriev, M. & Tuinstra, J., 2013. "The impact of short-selling constraints on financial market stability in a heterogeneous agents model," CeNDEF Working Papers 13-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
  141. X. Henry Wang & Bill Yang, 2003. "Why Competition may Discourage Students from Learning? A Behavioral Economic Analysis," Education Economics, Taylor & Francis Journals, vol. 11(2), pages 117-128.
  142. Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han, 2016. "What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 47-65.
  143. Bruno S. Frey und Matthias Benz, . "�konomie und Psychologie: eine �bersicht," IEW - Working Papers 092, Institute for Empirical Research in Economics - University of Zurich.
  144. Shambora, William E. & Rossiter, Rosemary, 2007. "Are there exploitable inefficiencies in the futures market for oil?," Energy Economics, Elsevier, vol. 29(1), pages 18-27, January.
  145. Bovi, Maurizio, 2009. "Economic versus psychological forecasting. Evidence from consumer confidence surveys," Journal of Economic Psychology, Elsevier, vol. 30(4), pages 563-574, August.
  146. Jaehyung Choi, 2011. "Spontaneous symmetry breaking of arbitrage," Papers 1107.5122, arXiv.org, revised Apr 2012.
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    [The Essentials of the Analysis of Financial Time Series]
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  161. Wang, Xiao-Tian, 2011. "Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black–Scholes model with transaction costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1623-1634.
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  164. David Hirshleife, 2015. "Behavioral Finance," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 133-159, December.
  165. Cimadomo, Jacopo & Claeys, Peter & Poplawski-Ribeiro, Marcos, 2016. "How do experts forecast sovereign spreads?," European Economic Review, Elsevier, vol. 87(C), pages 216-235.
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  167. Krauss, Christopher, 2015. "Statistical arbitrage pairs trading strategies: Review and outlook," FAU Discussion Papers in Economics 09/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
  168. Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
  169. Hirose, Takehide & Kato, Hideaki Kiyoshi & Bremer, Marc, 2009. "Can margin traders predict future stock returns in Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 41-57, January.
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  172. Edoardo Gaffeo & Massimo Molinari, 2016. "Taxing financial transactions in fundamentally heterogeneous markets," DEM Working Papers 2016/07, Department of Economics and Management.
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  174. Choi, Jaehyung, 2014. "Physical approach to price momentum and its application to momentum strategy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 415(C), pages 61-72.
  175. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
  176. Juha Junttila, 2003. "Detecting speculative bubbles in an IT-intensive stock market," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 166-189, June.
  177. Madarász, Aladár, 2009. "Buborékok és legendák. Válságok és válságmagyarázatok - a tulipánmánia és a Déltengeri Társaság, I. rész
    [Bubbles and myths, crises and explanations: tulip mania and the South Sea bubble. I]
    ," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 609-633.
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  179. Boudoukh, Jacob & Richardson, Matthew & Shen, YuQing (Jeff) & Whitelaw, Robert F., 2007. "Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market," Journal of Financial Economics, Elsevier, vol. 83(2), pages 397-412, February.
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  181. John Garvey & Martin Mullins, 2009. "An Examination of "New" and "Old" Terrorism Using High-Frequency Data," Economics of Security Working Paper Series 18, DIW Berlin, German Institute for Economic Research.
  182. Edward Cartwright & Myrna Wooders, 2003. "Social Conformity and Bounded Rationality in Arbitrary Games with Incomplete Information: Some First Results," Working Papers 2003.119, Fondazione Eni Enrico Mattei.
  183. Alankar, Ashwin & Blaustein, Peter & Scholes, Myron S., 2014. "The Cost of Constraints: Risk Management, Agency Theory and Asset Prices," Research Papers 3086, Stanford University, Graduate School of Business.
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  187. Robert Pollin & James Heintz, 2013. "Study of U.S. Financial System," FESSUD studies fstudy10, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  188. Maurizio Bovi, 2006. "Consumers Sentiment and Cognitive Macroeconometrics Paradoxes and Explanations," ISAE Working Papers 66, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  189. Liao, Tsai-Ling & Huang, Chih-Jen & Wu, Chieh-Yuan, 2011. "Do fund managers herd to counter investor sentiment?," Journal of Business Research, Elsevier, vol. 64(2), pages 207-212, February.
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  191. Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June.
  192. Marc Joëts, 2012. "Mood-misattribution effect on energy markets: a biorhythm approach," EconomiX Working Papers 2012-24, University of Paris West - Nanterre la Défense, EconomiX.
  193. Rabah Amir & Igor Evstigneev & Klaus Schenk-Hoppé, 2013. "Asset market games of survival: a synthesis of evolutionary and dynamic games," Annals of Finance, Springer, vol. 9(2), pages 121-144, May.
  194. Dragos Stefan Oprea, 2014. "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(8), pages 356-366, August.
  195. Jan Endrikat, 2016. "Market Reactions to Corporate Environmental Performance Related Events: A Meta-analytic Consolidation of the Empirical Evidence," Journal of Business Ethics, Springer, vol. 138(3), pages 535-548, October.
  196. Zhu, Yingzi & Zhou, Guofu, 2009. "Technical analysis: An asset allocation perspective on the use of moving averages," Journal of Financial Economics, Elsevier, vol. 92(3), pages 519-544, June.
  197. Wyart, Matthieu & Bouchaud, Jean-Philippe, 2007. "Self-referential behaviour, overreaction and conventions in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 63(1), pages 1-24, May.
  198. Gikas Hardouvelis & George Papanastasopoulos & Dimitrios D. Thomakos & Tao Wang, 2007. "Accruals, Net Stock Issues and Value-Glamour Anomalies: New Evidence on their Relation," Working Paper Series 47_07, The Rimini Centre for Economic Analysis.
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  200. Bergman, Nittai K. & Jenter, Dirk, 2007. "Employee sentiment and stock option compensation," Journal of Financial Economics, Elsevier, vol. 84(3), pages 667-712, June.
  201. Donato Masciandaro, 2013. "Sovereign debt: financial market over-reliance on credit rating agencies," BIS Papers chapters, in: Bank for International Settlements (ed.), Sovereign risk: a world without risk-free assets?, volume 72, pages 50-62 Bank for International Settlements.
  202. Daniel Detzer & Hansjorg Herr, 2014. "Theories of Financial Crises," Working papers wpaper25, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  203. Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki & Eugene Stanley, H., 2008. "Quantifying and understanding the economics of large financial movements," Journal of Economic Dynamics and Control, Elsevier, vol. 32(1), pages 303-319, January.
  204. Leopoldo S\'anchez-Cant\'u & Carlos Arturo Soto-Campos & Oswaldo Morales-Matamoros & Alba Lucero Garc\'ia-P\'erez, 2016. "Evidence of Self-Organization in Time Series of Capital Markets," Papers 1604.03996, arXiv.org.
  205. Peter Kooreman & Marco Haan, 2006. "Price Anomalies in the Used Car Market," De Economist, Springer, vol. 154(1), pages 41-62, 03.
  206. Fontini, Fulvio & Sartori, Elena & Tolotti, Marco, 2016. "Are transaction taxes a cause of financial instability?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 450(C), pages 57-70.
  207. Gary S. Shea, 2007. "Arbitrage and Simple Financial Market Efficiency during the South Sea Bubble: A Comparative Study of the Royal African and South Sea Companies Subscription Share Issues," CDMA Working Paper Series 200716, Centre for Dynamic Macroeconomic Analysis.
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  209. Afik, Zvika & Lahav, Yaron, 2015. "Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 57(C), pages 73-80.
  210. Atsushi Takao & Takashi Yamasaki, 2009. "A Proposal to Construct ``Behavioral Insurance Theory" (Revised Edition)," Discussion Papers 2009-34, Kobe University, Graduate School of Business Administration, revised Aug 2009.
  211. Kumar, Alok, 2007. "Do the diversification choices of individual investors influence stock returns?," Journal of Financial Markets, Elsevier, vol. 10(4), pages 362-390, November.
  212. R. Andergassen, 2003. "Rational destabilising speculation and the riding of bubbles," Working Papers 475, Dipartimento Scienze Economiche, Universita' di Bologna.
  213. Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
  214. Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014. "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers 19974, National Bureau of Economic Research, Inc.
  215. Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K., 2011. "Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 292-305.
  216. Tobias A. Jopp, 2014. "How did the capital market evaluate Germany’s prospects for winning World War I? Evidence from the Amsterdam market for government bonds," Working Papers 0052, European Historical Economics Society (EHES).
  217. Gerber, Anke & Hens, Thorsten & Vogt, Bodo, 2010. "Rational investor sentiment in a repeated stochastic game with imperfect monitoring," Journal of Economic Behavior & Organization, Elsevier, vol. 76(3), pages 669-704, December.
  218. 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.
  219. Burton G. Malkiel, 2003. "The Efficient Market Hypothesis and Its Critics," Working Papers 111, Princeton University, Department of Economics, Center for Economic Policy Studies..
  220. Metghalchi, Massoud & Chang, Yung-Ho & Marcucci, Juri, 2008. "Is the Swedish stock market efficient? Evidence from some simple trading rules," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 475-490, June.
  221. Robert S. Chirinko & Huntley Schaller, 2011. "Do Bubbles Lead to Overinvestment?: A Revealed Preference Approach," CESifo Working Paper Series 3491, CESifo Group Munich.
  222. Franz R. Hahn, . "Macroprudential Financial Regulation and Monetary Policy," WIFO Working Papers 154, WIFO.
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  224. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco.
  225. McMillan, David G., 2005. "Smooth-transition error-correction in exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 217-232, August.
  226. Wang, Xiao-Tian, 2010. "Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black–Scholes model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(4), pages 789-796.
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  233. Martin T. Bohl & Thomas Ehrmann, 2016. "A Note on the Success of Media Investments: No Predictability, Pure Luck," CQE Working Papers 4816, Center for Quantitative Economics (CQE), University of Muenster.
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  241. G. Broekstra & D. Sornette & W. -X. Zhou, 2004. "Bubble, Critical Zone and the Crash of Royal Ahold," Papers cond-mat/0403563, arXiv.org.
  242. George M. Korniotis & Alok Kumar, 2008. "Do behavioral biases adversely affect the macro-economy?," Finance and Economics Discussion Series 2008-49, Board of Governors of the Federal Reserve System (U.S.).
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  251. Stanley, H.E. & Gabaix, Xavier & Gopikrishnan, Parameswaran & Plerou, Vasiliki, 2007. "Economic fluctuations and statistical physics: Quantifying extremely rare and less rare events in finance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 382(1), pages 286-301.
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  254. D. Sornette & W. -X. Zhou, 2003. "Evidence of Fueling of the 2000 New Economy Bubble by Foreign Capital Inflow: Implications for the Future of the US Economy and its Stock Market," Papers cond-mat/0306496, arXiv.org.
  255. John R. Ezzell & James A. Miles & J. Harold Mulherin, 2001. "Is there Really a When-Issued Premium?," Claremont Colleges Working Papers 2001-34, Claremont Colleges.
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  260. Hitoshi Matsushima, 2008. "Effects of Reputation in Bubbles and Crashes," CIRJE F-Series CIRJE-F-560, CIRJE, Faculty of Economics, University of Tokyo.
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