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An Approach to Asset Pricing Under Incomplete and Diverse Perceptions
16 references·1 citing·49 second hop
An Approach to Asset Pricing Under Incomplete and Diverse Perceptions (2013)An Approach to Asset Pricing Under Incomp…Presidential Address: Sophisticated Investors and Market Efficiency (2009)Presidential Address: Sophist…Disagreement and the Stock Market (2007)Disagreement and the Stock Ma…If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets (2006)If You're so Smart, why Aren'…Analogy-based expectation equilibrium (2004)Analogy-based expectation equ…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Implications of rational inattention (2003)Implications of rational inat…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…On the Interpretation of Decision Problems with Imperfect Recall (1997)On the Interpretation of Deci…Speculative Investor Behavior and Learning (1996)Speculative Investor Behavior…The Limits of Arbitrage (1995)The Limits of ArbitrageOn the structure and diversity of rational beliefs (1994)On the structure and diversit…Recursive Methods in Economic Dynamics (1989)Recursive Methods in Economic…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…Disclosure of Causal vs. Correlational Information in Markets with Correlation Neglect (2025)Disclosure of Causal vs. Corr…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Book Review: Time Series Analysis: Forecasting and Control (1977)Does the Stock Market Overreact? (1985)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Noise Trader Risk in Financial Markets (1990)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)R2 around the world: New theory and new tests☆ (2005)An Engine, Not a Camera (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Some International Evidence on Output-Inflation Tradeoffs. (1973)Golden Eggs and Hyperbolic Discounting (1997)Learning and Expectations in Macroeconomics (2001)Sticky Information versus Sticky Prices: A Proposal to Replace the New Keynesian Phillips Curve (2002)Were There Regime Switches in U.S. Monetary Policy? (2006)In Search of Attention (2011)The Theory of Investment Value, by John Burr Williams (1939)Essays in the Theory of Risk-Bearing. (1972)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)A model of investor sentiment / (1997)Market Liquidity and Funding Liquidity (2008)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Segmentation and Cross‐predictability of Returns (2010)The Causal Impact of Media in Financial Markets (2011)The Pollution Premium (2020)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Continuous Martingales and Brownian Motion (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)The Econometrics of Financial Markets (2012)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Financial Development, Growth, and the Distribution of Income (1990)Occupational Choice and the Process of Development (1993)The Impact of Uncertainty Shocks (2009)
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References

  • 1995The Limits of Arbitrage5,282 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2003Implications of rational inattention3,869 cited
  • 1989Recursive Methods in Economic Dynamics3,065 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2007Disagreement and the Stock Market950 cited
  • 2004Analogy-based expectation equilibrium410 cited
  • 1997On the Interpretation of Decision Problems with Imperfect Recall400 cited
  • 2006If You're so Smart, why Aren't You Rich? Belief Selection in Complete and Incomplete Markets386 cited
  • 1996Speculative Investor Behavior and Learning373 cited
  • 2009Presidential Address: Sophisticated Investors and Market Efficiency367 cited

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  • 1994On the structure and diversity of rational beliefs323 cited
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    • 2025Disclosure of Causal vs. Correlational Information in Markets with Correlation Neglect0 cited