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Are Stock Markets Really Like Beauty Contests? Empirical Evidence of Higher Order Belief's Impact on Asset Prices
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Are Stock Markets Really Like Beauty Contests? Empirical Evidence of Higher Order Belief's Impact on Asset Prices (2004)Are Stock Markets Really Like Beauty Cont…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceFrom Efficient Markets Theory to Behavioral Finance (2003)From Efficient Markets Theory…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Strategic Asset Allocation (2002)Strategic Asset AllocationSocial Value of Public Information (2002)Social Value of Public Inform…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …The Present-Value Relation: Tests Based on Implied Variance Bounds (1981)The Present-Value Relation: T…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…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employm…Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time Series Analysis, Forecasting, and Control (1995)The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)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)A five-factor asset pricing model (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Market stress and herding (2004)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Machine learning techniques and data for stock market forecasting: A literature review (2022)The Framing of Decisions and the Psychology of Choice (1981)Fairness and Retaliation: The Economics of Reciprocity (2000)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)
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References

  • 1936The General Theory of Employment, Interest and Money, by John Maynard Keynes6,220 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 2002Social Value of Public Information1,982 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 2003From Efficient Markets Theory to Behavioral Finance1,825 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 1981The Present-Value Relation: Tests Based on Implied Variance Bounds1,364 cited
  • 2002Strategic Asset Allocation

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1,279 cited
  • 2015A Survey of Behavioral Finance1,220 cited
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