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Experimental Evidence on Portfolio Size and Diversification: Your Mileage May Vary ... A Lot
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Experimental Evidence on Portfolio Size and Diversification: Your Mileage May Vary ... A Lot (2009)Experimental Evidence on Portfolio Size a…Financial Management: Theory and Practice (2018)Financial Management: Theory …Equity Portfolio Diversification (2008)Equity Portfolio Diversificat…Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)Optimal Versus Naive Diversif…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Naive Diversification Strategies in Defined Contribution Saving Plans (2001)Naive Diversification Strateg…How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentExcessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock (2001)Excessive Extrapolation and t…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2000)Have Individual Stocks Become…Financial Theory and Corporate Policy. (1982)Financial Theory and Corporat…Principles of Corporate Finance. (1981)Principles of Corporate Finan…Financial Theory and Corporate Policy. (1980)Financial Theory and Corporat…Investment Analysis and Portfolio Management. (1979)Investment Analysis and Portf…Financial Managemen:t Theory and Practice (1979)Financial Managemen:t Theory …Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Investor Diversification and International Equity Markets (1991)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Chapter 18 A survey of behavioral finance (2003)The determinants of cross-border equity flows (2004)Distance, Lending Relationships, and Competition (2005)PORTFOLIO SELECTION* (1952)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Robust performance hypothesis testing with the Sharpe ratio (2008)A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms (2009)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Availability: A heuristic for judging frequency and probability (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Industry costs of equity (1997)Just How Much Do Individual Investors Lose by Trading? (2008)Presidential Address: The Cost of Active Investing (2008)The Behavior of Individual Investors (2013)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Domestic Saving and International Capital Flows (1980)Investor Psychology and Asset Pricing (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Organizational Culture: Can It Be a Source of Sustained Competitive Advantage? (1986)Diversification's effect on firm value (1995)Shareholder value, stakeholder management, and social issues: what's the bottom line? (2001)Individual differences in reasoning: Implications for the rationality debate? (2000)Heuristics and Biases: The Psychology of Intuitive Judgment (2004)Heuristic Decision Making (2010)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)The theory and practice of corporate finance: evidence from the field (2001)
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References

  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
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  • 2000Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk663 cited
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