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EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL
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EFFICIENT MARKETS AND BEHAVIORAL FINANCE: A COMPREHENSIVE MULTIFRACTIONAL MODEL (2015)EFFICIENT MARKETS AND BEHAVIORAL FINANCE:…A General Version of the Fundamental Theorem of Asset Pricing (1994) (2008)A General Version of the Fund…Empirical properties of asset returns: stylized facts and statistical issues (2001)Empirical properties of asset…Stochastic Analysis of the Fractional Brownian Motion (1999)Stochastic Analysis of the Fr…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)Market efficiency, long-term …Arbitrage with Fractional Brownian Motion (1997)Arbitrage with Fractional Bro…A general version of the fundamental theorem of asset pricing (1994)A general version of the fund…Long-Term Market Overreaction or Biases in Computed Returns? (1993)Long-Term Market Overreaction…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Mental Accounting and Consumer Choice (1985)Mental Accounting and Consume…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Toward a positive theory of consumer choice (1980)Toward a positive theory of c…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractional Brownian Motions, …Dividend Policy, Growth, and the Valuation of Shares (1961)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)Judgment under Uncertainty: Heuristics and Biases (1974)The Framing of Decisions and the Psychology of Choice (1981)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Construal-level theory of psychological distance. (2010)The Typical Spectral Shape of an Economic Variable (1966)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS (1983)The variation of certain speculative prices (1997)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Copula Modeling: An Introduction for Practitioners (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Risk, Ambiguity, and the Savage Axioms (1961)Judgment under Uncertainty: Heuristics and Biases (1975)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 Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Are Investors Reluctant to Realize Their Losses? (1998)A perspective on judgment and choice: Mapping bounded rationality. (2003)Instructional manipulation checks: Detecting satisficing to increase statistical power (2009)Advances in prospect theory: Cumulative representation of uncertainty (1992)
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References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
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  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1968Fractional Brownian Motions, Fractional Noises and Applications7,658 cited
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  • 1980Toward a positive theory of consumer choice5,574 cited
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  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
  • 1998Market 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.12,572 cited
  • 2008A General Version of the Fundamental Theorem of Asset Pricing (1994)1,568 cited
  • 1994A general version of the fundamental theorem of asset pricing1,447 cited
  • 1999Stochastic Analysis of the Fractional Brownian Motion

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744 cited
  • 1997Arbitrage with Fractional Brownian Motion590 cited
  • 1993Long-Term Market Overreaction or Biases in Computed Returns?488 cited
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