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Riding the South Sea Bubble
16 references·0 citing·42 second hop
Riding the South Sea Bubble (2004)Riding the South Sea BubbleHedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…Investor Sentiment and the Cross-Section of Stock Returns (2003)Investor Sentiment and the Cr…DotCom Mania: The Rise and Fall of Internet Stock Prices (2003)DotCom Mania: The Rise and Fa…Bubbles and Crashes (2003)Bubbles and CrashesShort-sale constraints and stock returns (2002)Short-sale constraints and st…Irrational Exuberance (2000)Irrational ExuberanceDo Investors Trade Too Much? (1999)Do Investors Trade Too Much?Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…The Limits of Arbitrage (1995)The Limits of ArbitrageRisk Taking by Mutual Funds as a Response to Incentives (1995)Risk Taking by Mutual Funds a…The Sharpe Ratio (1994)The Sharpe RatioPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Essays in the Theory of Risk-Bearing. (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)The effect of bonus schemes on accounting decisions (1985)Aggregation and Linearity in the Provision of Intertemporal Incentives (1987)Managerial Incentive Problems: A Dynamic Perspective (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)Modern Portfolio Theory and Investment Analysis. (1982)The Statistics of Sharpe Ratios (2002)An econometric model of serial correlation and illiquidity in hedge fund returns (2004)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)Who Gambles in the Stock Market? (2009)Does the Stock Market Overreact? (1985)The impact of institutional trading on stock prices (1992)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Has Financial Development Made the World Riskier? (2005)Globalization and its Discontents (2001)The short of it: Investor sentiment and anomalies (2011)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1994The Sharpe Ratio2,542 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 1999Do Investors Trade Too Much?2,245 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1995Risk Taking by Mutual Funds as a Response to Incentives1,582 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2000Irrational Exuberance1,515 cited
  • 2003Investor Sentiment and the Cross-Section of Stock Returns1,456 cited
  • 2003Bubbles and Crashes1,246 cited
  • 2004Hedge Funds and the Technology Bubble1,104 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 2003DotCom Mania: The Rise and Fall of Internet Stock Prices916 cited
  • 2002Short-sale constraints and stock returns899 cited

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