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PICKING WINNERS? A SURVEY OF THE MEAN REVERSION AND OVERREACTION OF STOCK PRICES LITERATURE
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PICKING WINNERS? A SURVEY OF THE MEAN REVERSION AND OVERREACTION OF STOCK PRICES LITERATURE (1996)PICKING WINNERS? A SURVEY OF THE MEAN REV…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)RATIONAL CHOICE AND THE FRAMI…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Rational Choice and the Framing of Decisions (1986)Rational Choice and the Frami…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Judgment under uncertainty: Causality and attribution (1982)Judgment under uncertainty: C…Judgment under Uncertainty (1982)Judgment under UncertaintyAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Theory of games and economic behavior (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Advances in prospect theory: Cumulative representation of uncertainty (1992)Those Who Understand: Knowledge Growth in Teaching (1986)Perception of Risk (1987)The weirdest people in the world? (2010)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1982Judgment under Uncertainty8,238 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1982Judgment under uncertainty: Causality and attribution4,616 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1988RATIONAL CHOICE AND THE FRAMING OF DECISIONS3,712 cited

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Rational Choice and the Framing of Decisions
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