Nothing Special   »   [go: up one dir, main page]

create a website
Return prediction and stock selection from unidentified historical data. (2014). Sonsino, Doron ; Shavit, Tal.
In: Quantitative Finance.
RePEc:taf:quantf:v:14:y:2014:i:4:p:641-655.

Full description at Econpapers || Download paper

Cited: 2

Citations received by this document

Cites: 33

References cited by this document

Cocites: 69

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Stock Movement Prediction with Financial News using Contextualized Embedding from BERT. (2021). Chen, Qinkai.
    In: Papers.
    RePEc:arx:papers:2107.08721.

    Full description at Econpapers || Download paper

  2. Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data. (2015). Afik, Zvika ; Lahav, Yaron .
    In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics).
    RePEc:eee:soceco:v:57:y:2015:i:c:p:73-80.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Önkal, Dilek ; Yates, J.Frank ; Simga-Mugan, Can ; Öztin, Şule. (2003). Professional vs. amateur judgment accuracy: The case of foreign exchange rates. In: Organizational Behavior and Human Decision Processes, 91 2 pp. 169-185.
    Paper not yet in RePEc: Add citation now
  2. Andersson, Patric ; Memmert, Daniel ; Popowicz, Eva. (2009). Forecasting outcomes of the World Cup 2006 in football: Performance and confidence of bettors and laypeople. In: Psychology of Sport and Exercise, 10 1 pp. 116-123.
    Paper not yet in RePEc: Add citation now
  3. Bloomfield, Robert ; Hales, Jeffrey. (2002). Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs. In: Journal of Financial Economics, 65 3 pp. 397-414.

  4. Bondt, Werner F. M. De ; Thaler, Richard H.. (1987). Further Evidence on Investor Overreaction and Stock Market Seasonality. In: The Journal of Finance, 42 3 pp. 557.

  5. BROCK, WILLIAM ; LAKONISHOK, JOSEF ; LeBARON, BLAKE. (1992). Simple Technical Trading Rules and the Stochastic Properties of Stock Returns. In: The Journal of Finance, 47 5 pp. 1731-1764.

  6. Czaczkes, Benjamin ; Ganzach, Yoav. (1996). The Natural Selection of Prediction Heuristics: Anchoring and Adjustment versus Representativeness. In: J. Behav. Decis. Making, 9 2 pp. 125-139.
    Paper not yet in RePEc: Add citation now
  7. De BONDT, WERNER F. M. ; THALER, RICHARD. (1985). Does the Stock Market Overreact?. In: The Journal of Finance, 40 3 pp. 793-805.

  8. De Bondt, Werner P.M.. (1993). Betting on trends: Intuitive forecasts of financial risk and return. In: International Journal of Forecasting, 9 3 pp. 355-371.

  9. De Long, J. Bradford ; Shleifer, Andrei ; Summers, Lawrence H. ; Waldmann, Robert J.. (1990). Noise Trader Risk in Financial Markets. In: Journal of Political Economy, 98 4 pp. 703-738.

  10. Dominitz, Jeff ; Manski, Charles F.. (2010). Measuring and interpreting expectations of equity returns. In: J. Appl. Econ., 26 3 pp. 352-370.
    Paper not yet in RePEc: Add citation now
  11. Du, Ning ; Budescu, David V.. (2007). Does past volatility affect investors' price forecasts and confidence judgements?. In: International Journal of Forecasting, 23 3 pp. 497-511.

  12. DURHAM, GREGORY R. ; HERTZEL, MICHAEL G. ; MARTIN, J. SPENCER. (2005). The Market Impact of Trends and Sequences in Performance: New Evidence. In:, 60 5 pp. 2551-2569.

  13. Eleswarapu, Venkat R. ; Reinganum, Marc R.. (2004). The Predictability of Aggregate Stock Market Returns: Evidence Based on Glamour Stocks. In: J BUS, 77 2 pp. 275-294.

  14. Elliott, W. Brooke ; Hodge, Frank D. ; Jackson, Kevin E.. (2008). The Association between Nonprofessional Investors' Information Choices and Their Portfolio Returns: The Importance of Investing Experience. In: Contemporary Accounting Research, 25 2 pp. 473-498.

  15. Fama, Eugene F. ; French, Kenneth R.. (1988). Dividend yields and expected stock returns. In: Journal of Financial Economics, 22 1 pp. 3-25.

  16. Gilovich, Thomas ; Vallone, Robert ; Tversky, Amos. (1985). The hot hand in basketball: On the misperception of random sequences. In: Cognitive Psychology, 17 3 pp. 295-314.
    Paper not yet in RePEc: Add citation now
  17. Glaser, M . Weber, M. and Langer, T., Overconfidence of professionals and lay men: Individual differences within and between tasks? Working Paper, Mannheim University, 2005

  18. Glaser, Markus ; Langer, Thomas ; Reynders, Jens ; Weber, Martin. (2007). Framing Effects in Stock Market Forecasts: The Difference Between Asking for Prices and Asking for Returns*. In:, 11 2 pp. 325-357.
    Paper not yet in RePEc: Add citation now
  19. Good P, 2005. Permutation, Parametric and Bootstrap Tests of Hypotheses
    Paper not yet in RePEc: Add citation now
  20. HAIGH, MICHAEL S. ; LIST, JOHN A.. (2005). Do Professional Traders Exhibit Myopic Loss Aversion? An Experimental Analysis. In:, 60 1 pp. 523-534.

  21. Harrison, Glenn W ; List, John A. (2004). Field Experiments. In: Journal of Economic Literature, 42 4 pp. 1009-1055.

  22. Haruvy, Ernan ; Lahav, Yaron ; Noussair, Charles N. (2007). Traders' Expectations in Asset Markets: Experimental Evidence. In: American Economic Review, 97 5 pp. 1901-1920.

  23. Hey, John D. ; Lee, Jinkwon. (2005). Do Subjects Separate (or Are They Sophisticated)?. In: Exp Econ, 8 3 pp. 233-265.

  24. Ince, Huseyin. (2006). Non-Parametric Regression Methods. In: CMS, 3 2 pp. 161-174.

  25. Lawrence, Michael ; Goodwin, Paul ; O'Connor, Marcus ; Önkal, Dilek. (2006). Judgmental forecasting: A review of progress over the last 25years. In: International Journal of Forecasting, 22 3 pp. 493-518.

  26. MacDonald, Ronald. (2000). Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say. In: J Economic Surveys, 14 1 pp. 69-100.

  27. McNelis PD, 2005. Neural Networks in Finance: Gaining Predictive Edge in the Market
    Paper not yet in RePEc: Add citation now
  28. Menkhoff, Lukas ; Schmidt, Ulrich ; Brozynski, Torsten. (2006). The impact of experience on risk taking, overconfidence, and herding of fund managers: Complementary survey evidence. In: European Economic Review, 50 7 pp. 1753-1766.

  29. Mussweiler, Thomas ; Schneller, Karl. (2003). What Goes Up Must Come Down-How Charts Influence Decisions to Buy and Sell Stocks. In: Journal of Behavioral Finance, 4 3 pp. 121-130.
    Paper not yet in RePEc: Add citation now
  30. Qi, Min. (1999). Nonlinear Predictability of Stock Returns Using Financial and Economic Variables. In: Journal of Business & Economic Statistics, 17 4 pp. 419-429.

  31. Thomson, Mary E. ; Önkal-Atay, Dilek ; Pollock, Andrew C. ; Macaulay, Alex. (2003). The influence of trend strength on directional probabilistic currency predictions. In: International Journal of Forecasting, 19 2 pp. 241-256.
    Paper not yet in RePEc: Add citation now
  32. Torngren, Gustaf ; Montgomery, Henry. (2004). Worse Than Chance? Performance and Confidence Among Professionals and Laypeople in the Stock Market. In: Journal of Behavioral Finance, 5 3 pp. 148-153.
    Paper not yet in RePEc: Add citation now
  33. Tversky A, 1982. Judgment Under Uncertainty: Heuristics and Biases
    Paper not yet in RePEc: Add citation now

Cocites

Documents in RePEc which have cited the same bibliography

  1. Inflation Targeting, Recursive Inattentiveness, and Heterogeneous Beliefs. (2017). Massaro, Domenico ; Agliari, Anna ; Spelta, Alessandro ; Pecora, Nicolo.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:49:y:2017:i:7:p:1587-1619.

    Full description at Econpapers || Download paper

  2. Can 1-day candlestick patterns be profitable on the 30 component stocks of the DJIA?. (2016). Lu, Tsung-Hsun ; Shiu, Yung-Ming .
    In: Applied Economics.
    RePEc:taf:applec:v:48:y:2016:i:35:p:3345-3354.

    Full description at Econpapers || Download paper

  3. Industry long-term return reversal. (2015). Malin, Mirela ; Bornholt, Graham ; Gharaibeh, Omar .
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:38:y:2015:i:c:p:65-78.

    Full description at Econpapers || Download paper

  4. Economic Literacy and Inflation Expectations: Evidence from a Laboratory Experiment. (2014). Burke, Mary A. ; Manz, Michael .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:7:p:1421-1456.

    Full description at Econpapers || Download paper

  5. Return prediction and stock selection from unidentified historical data. (2014). Sonsino, Doron ; Shavit, Tal.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:14:y:2014:i:4:p:641-655.

    Full description at Econpapers || Download paper

  6. Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market. (2014). Mikova, Evgeniya ; Teplova, Tamara.
    In: Economic Alternatives.
    RePEc:nwe:eajour:y:2014:i:3:p:25-42.

    Full description at Econpapers || Download paper

  7. The profitability of candlestick charting in the Taiwan stock market. (2014). Lu, Tsung-Hsun .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:26:y:2014:i:c:p:65-78.

    Full description at Econpapers || Download paper

  8. Information ratio analysis of momentum strategies. (2014). Silva, Christian A. ; Yen, Ju-Yi ; Ferreira, Fernando F..
    In: Papers.
    RePEc:arx:papers:1402.3030.

    Full description at Econpapers || Download paper

  9. Do foreign exchange fund managers behave like heterogeneous agents?. (2013). Zwinkels, Remco ; Verschoor, Willem ; Remco C. J. Zwinkels, ; Willem F. C. Verschoor, ; Willem F. C. Verschoor, ; Remco C. J. Zwinkels, .
    In: Quantitative Finance.
    RePEc:taf:quantf:v:13:y:2013:i:7:p:1125-1134.

    Full description at Econpapers || Download paper

  10. Hot hands and equilibrium. (2012). Aharoni, Gil ; Sarig, Oded H..
    In: Applied Economics.
    RePEc:taf:applec:44:y:2012:i:18:p:2309-2320.

    Full description at Econpapers || Download paper

  11. Consistent winners and losers. (2012). Alwathainani, Abdulaziz M..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:21:y:2012:i:1:p:210-220.

    Full description at Econpapers || Download paper

  12. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Jongen, Ron ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:36:y:2012:i:5:p:719-735.

    Full description at Econpapers || Download paper

  13. Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals. (2012). Yeoman, John C. ; Jones, Steven L..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:1:p:1-21.

    Full description at Econpapers || Download paper

  14. Post loss/profit announcement drift. (2010). Bartov, Eli ; Faurel, Lucile ; Balakrishnan, Karthik .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:1:p:20-41.

    Full description at Econpapers || Download paper

  15. Expectation formation and regime switches. (2009). Leopold-Wildburger, Ulrike ; Becker, Otwin ; Leitner, Johannes.
    In: Experimental Economics.
    RePEc:kap:expeco:v:12:y:2009:i:3:p:350-364.

    Full description at Econpapers || Download paper

  16. The conservatism bias in an emerging stock market: Evidence from Taiwan. (2009). Wu, Chen-Hui ; Liu, Victor W..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:4:p:494-505.

    Full description at Econpapers || Download paper

  17. Macro and Financial Markets: The Memory of an Elephant?. (2008). Talmain, Gabriel ; Abadir, Karim M.
    In: Working Paper series.
    RePEc:rim:rimwps:17_08.

    Full description at Econpapers || Download paper

  18. Investor and price response to patterns in earnings surprises. (2008). Frieder, Laura .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:3:p:259-283.

    Full description at Econpapers || Download paper

  19. The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. (2007). Schulmeister, Stephan.
    In: WIFO Working Papers.
    RePEc:wfo:wpaper:y:2007:i:290.

    Full description at Econpapers || Download paper

  20. Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets. (2007). Kulp-Tg, Sofie.
    In: Working Papers.
    RePEc:hhb:hanken:0524.

    Full description at Econpapers || Download paper

  21. Constructing Fama-French Factors from style indexes: Japanese evidence. (2007). Wodon, Quentin.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-06g00069.

    Full description at Econpapers || Download paper

  22. Investor overreaction to going concern audit opinion announcements. (2006). Schaub, Mark.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:16:p:1163-1170.

    Full description at Econpapers || Download paper

  23. The Consumption/Wealth and Book/Market Ratios in a Dynamic Asset Pricing Contex. (2006). Rodriguez, Rosa ; Nieto, Belen.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:8:y:2006:i:3:p:199-226.

    Full description at Econpapers || Download paper

  24. Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market. (2006). Wang, Daxue.
    In: Computing in Economics and Finance 2006.
    RePEc:sce:scecfa:182.

    Full description at Econpapers || Download paper

  25. Bank capital channels in the monetary transmission mechanism. (2006). Markovic, Bojan .
    In: Bank of England working papers.
    RePEc:boe:boeewp:313.

    Full description at Econpapers || Download paper

  26. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market. (2005). Kenourgios, Dimitris ; Pavlidis, Nikolaos.
    In: Finance.
    RePEc:wpa:wuwpfi:0512011.

    Full description at Econpapers || Download paper

  27. Information Theory and Market Behavior. (2005). Chen, Jing.
    In: Finance.
    RePEc:wpa:wuwpfi:0503009.

    Full description at Econpapers || Download paper

  28. MODELO DE TRES FACTORES EN ESPAÑA. (2005). Rubio Fernandez, Fernando.
    In: Finance.
    RePEc:wpa:wuwpfi:0501001.

    Full description at Econpapers || Download paper

  29. Price limits and overreaction in the Athens stock exchange. (2005). Tsiritakis, Emmanuel ; Diacogiannis, George ; Patsalis, Nikolaos ; Tsangarakis, Nickolaos V..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:15:y:2005:i:1:p:53-61.

    Full description at Econpapers || Download paper

  30. Cash-Flow Risk, Discount Risk, and the Value Premium. (2005). Veronesi, Pietro ; Santos, Tano.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11816.

    Full description at Econpapers || Download paper

  31. Mean Reversion in Equity Prices: the G-7 Evidence. (2005). Hatgioannides, John ; Mesomeris, Spiros.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:64.

    Full description at Econpapers || Download paper

  32. Detecting Regime Shifts: The Causes of Under- and Overreaction. (2005). Massey, Cade ; Wu, George .
    In: Management Science.
    RePEc:inm:ormnsc:v:51:y:2005:i:6:p:932-947.

    Full description at Econpapers || Download paper

  33. Common risk factors in returns in Asian emerging stock markets. (2005). Tang, Gordon Y. N., ; Shum, Wai Cheong .
    In: International Business Review.
    RePEc:eee:iburev:v:14:y:2005:i:6:p:695-717.

    Full description at Econpapers || Download paper

  34. Distilling co-movements from persistent macro and financial series. (2005). Talmain, Gabriel ; Abadir, Karim .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2005525.

    Full description at Econpapers || Download paper

  35. The Market Impact of Trends and Sequences in Performance: New Evidence. (2005). DURHAM, GREGORY R. ; Martin, Spencer J. ; Hertzel, Michael G..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:60:y:2005:i:5:p:2551-2569.

    Full description at Econpapers || Download paper

  36. Shrunken earnings predictions are better predictions. (2004). Smith, Gary ; Keil, Manfred .
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:13:p:937-943.

    Full description at Econpapers || Download paper

  37. Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room. (2004). Mizrach, Bruce ; Weerts, Susan .
    In: Departmental Working Papers.
    RePEc:rut:rutres:200412.

    Full description at Econpapers || Download paper

  38. Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. (2004). Xekalaki, Evdokia ; Degiannakis, Stavros.
    In: MPRA Paper.
    RePEc:pra:mprapa:80487.

    Full description at Econpapers || Download paper

  39. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
    In: Econometric Society 2004 Far Eastern Meetings.
    RePEc:ecm:feam04:775.

    Full description at Econpapers || Download paper

  40. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0303.

    Full description at Econpapers || Download paper

  41. Limited attention, information disclosure, and financial reporting. (2003). Teoh, Siew Hong ; Hirshleifer, David.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:36:y:2003:i:1-3:p:337-386.

    Full description at Econpapers || Download paper

  42. On the Trend Recognition and Forecasting Ability of Professional Traders. (2003). Weber, Martin ; Glaser, Markus ; Langer, Thomas .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3904.

    Full description at Econpapers || Download paper

  43. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach. (2002). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0202.

    Full description at Econpapers || Download paper

  44. Is the Abnormal Return Following Equity Issuances Anomalous?. (2002). Gompers, Paul ; Brav, Alon ; Geczy, Christopher.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:02-99.

    Full description at Econpapers || Download paper

  45. Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data. (2001). Arnswald, Torsten.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4154.

    Full description at Econpapers || Download paper

  46. Inference by Believers in the Law of Small Numbers. (2001). Rabin, Matthew.
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0012002.

    Full description at Econpapers || Download paper

  47. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Jaap van der Hart, ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010009.

    Full description at Econpapers || Download paper

  48. Stock selection using a multi-factor model - empirical evidence from the French stock market. (2001). Morel, Christophe .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:4:p:312-334.

    Full description at Econpapers || Download paper

  49. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
    In: FEP Working Papers.
    RePEc:por:fepwps:112.

    Full description at Econpapers || Download paper

  50. The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence. (2001). Lerner, Josh ; Gompers, Paul.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8505.

    Full description at Econpapers || Download paper

  51. Preços Passados prevendo Desempenho de Ações Brasileiras. (2001). Minardi, A..
    In: Finance Lab Working Papers.
    RePEc:ibm:finlab:flwp_43.

    Full description at Econpapers || Download paper

  52. Inference by Believers in the Law of Small Numbers.. (2000). Rabin, Matthew.
    In: Economics Working Papers.
    RePEc:ucb:calbwp:e00-282.

    Full description at Econpapers || Download paper

  53. Inference by Believers in the Law of Small Numbers. (2000). Rabin, Matthew.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt4sw8n41t.

    Full description at Econpapers || Download paper

  54. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7330.

    Full description at Econpapers || Download paper

  55. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:08-99.

    Full description at Econpapers || Download paper

  56. Do investors mistake a good company for a good investment?. (1999). Laster, David S. ; Antunovich, Peter.
    In: Staff Reports.
    RePEc:fip:fednsr:60.

    Full description at Econpapers || Download paper

  57. Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance.
    In: Finance.
    RePEc:wpa:wuwpfi:9803001.

    Full description at Econpapers || Download paper

  58. Capital Gains Tax Rules, Tax Loss Trading and Turn-of-the-Year Returns. (1998). Poterba, James ; Weisbenner, Scott J..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6616.

    Full description at Econpapers || Download paper

  59. Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse. (1998). Foort, HAMELINK.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0655.

    Full description at Econpapers || Download paper

  60. Volume, Volatility, Price and Profit When All Trader Are Above Average.. (1996). Odean, Terrance.
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-266.

    Full description at Econpapers || Download paper

  61. Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature. (1995). Kortian, Tro.
    In: RBA Research Discussion Papers.
    RePEc:rba:rbardp:rdp9501.

    Full description at Econpapers || Download paper

  62. Momentum Strategies. (1995). Lakonishok, Josef ; Jegadeesh, Narasimhan ; Louis K. C. Chan, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5375.

    Full description at Econpapers || Download paper

  63. Good News for Value Stocks: Further Evidence on Market Efficiency. (1995). Vishny, Robert ; Shleifer, Andrei ; La Porta, Rafael ; Lakonishok, Josef .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5311.

    Full description at Econpapers || Download paper

  64. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?. (1994). Thaler, Richard ; michaely, roni ; Womack, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4778.

    Full description at Econpapers || Download paper

  65. Financial Decision-Making in Markets and Firms: A Behavioral Perspective. (1994). Thaler, Richard ; Werner F. M. De Bondt, .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4777.

    Full description at Econpapers || Download paper

  66. A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests. (1993). Parks, Robert ; Chou, Pin-Huang.
    In: Finance.
    RePEc:wpa:wuwpfi:9307001.

    Full description at Econpapers || Download paper

  67. Liquidity Constraints in Production Based Asset Pricing Models. (1989). Lebaron, Blake ; Brock, William.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3107.

    Full description at Econpapers || Download paper

  68. When are contrarian profits due to stock market overreaction?. (1989). Lo, Andrew.
    In: Working papers.
    RePEc:mit:sloanp:2240.

    Full description at Econpapers || Download paper

  69. Too much cocited documents. This list is not complete

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-16 15:53:19 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.