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Short‐term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them?
16 references·0 citing·34 second hop
Short‐term Contrarian Strategies in the London Stock Exchange: Are They Profitable? Which Factors Affect Them? (2006)Short‐term Contrarian Strategies in the L…Handbook of the Economics of Finance (2013)Handbook of the Economics of …The market for borrowing stock (2002)The market for borrowing stockCharacteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Characteristics, Covariances,…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Prospect theory: An analysis of decision under risk (1988)Prospect theory: An analysis …Mean reversion in stock prices (1988)Mean reversion in stock pricesMean Reversion in Stock Prices: Evidence and Implications (1987)Mean Reversion in Stock Price…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …On the psychology of prediction. (1973)On the psychology of predicti…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Belief in the law of small numbers. (1971)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Telling more than we can know: Verbal reports on mental processes. (1977)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)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)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Asset Prices in an Exchange Economy (1978)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)Investor Psychology and Asset Pricing (2001)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Advances in prospect theory: Cumulative representation of uncertainty (1992)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1988Prospect theory: An analysis of decision under risk32,475 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1988Mean reversion in stock prices1,888 cited
  • 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 2002The market for borrowing stock1,161 cited
  • 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
  • 1996Mean Reversion in Stock Prices1,083 cited

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