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Behavioral Finance and the Sources of Alpha
15 references·5 citing·33 second hopsampled
Behavioral Finance and the Sources of Alpha (2000)Behavioral Finance and the Sources of Alp…Human Behavior and the Efficiency of the Financial System (1998)Human Behavior and the Effici…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…A Behavioral Framework for Dollar-Cost Averaging (1995)A Behavioral Framework for Do…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to E/P Strategies, Higgledy-Piggledy Growth, Analysts' Forecast Errors, and Omitted Risk Factors (1993)Returns to E/P Strategies, Hi…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Advances in prospect theory: Cumulative representation of uncertainty (1992)Advances in prospect theory: …Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Do Security Analysts Overreact (1990)Do Security Analysts OverreactFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…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 Making Under Risk (1977)Prospect Theory. An Analysis …INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Pengaruh Literasi Keuangan, Lifestyle Hedonis dan Sikap Keuangan Pribadi Terhadap Perilaku Keuangan Mahasiswa (2023)Pengaruh Literasi Keuangan, L…Exploiting intra-day patterns for market shock prediction: A machine learning approach (2019)Exploiting intra-day patterns…Finanças comportamentais : um estudo do viés excesso de confiança com os alunos dos cursos de Administração, Economia e Ciências Contábeis da UnB (2018)Finanças comportamentais : um…Behavior of fund managers in Malaysian investment management industry (2017)Behavior of fund managers in …Football and Mood in Italian Stock Exchange (2007)Football and Mood in Italian …Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Time Series Analysis, Forecasting, and Control (1995)Editor's Choice Digesting Anomalies: An Investment ApproachRisk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)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)Investor Psychology and Asset Pricing (2001)Judgment under Uncertainty: Heuristics and Biases (1975)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Individual differences in reasoning: Implications for the rationality debate? (2000)A perspective on judgment and choice: Mapping bounded rationality. (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Judgment Under Uncertainty: Heuristics and Biases. (1984)Toward a positive theory of consumer choice (1980)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Investor Sentiment and the Cross‐Section of Stock Returns (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992Advances in prospect theory: Cumulative representation of uncertainty15,457 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1977Prospect Theory. An Analysis of Decision Making Under Risk865 cited
  • 1990Do Security Analysts Overreact685 cited
  • 1998Human Behavior and the Efficiency of the Financial System382 cited
  • 1995A Behavioral Framework for Dollar-Cost Averaging102 cited
  • 1993Returns to E/P Strategies, Higgledy-Piggledy Growth, Analysts' Forecast Errors, and Omitted Risk Factors

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87 cited

Cited by

  • 2019Exploiting intra-day patterns for market shock prediction: A machine learning approach44 cited
  • 2023Pengaruh Literasi Keuangan, Lifestyle Hedonis dan Sikap Keuangan Pribadi Terhadap Perilaku Keuangan Mahasiswa31 cited
  • 2007Football and Mood in Italian Stock Exchange28 cited
  • 2017Behavior of fund managers in Malaysian investment management industry23 cited
  • 2018Finanças comportamentais : um estudo do viés excesso de confiança com os alunos dos cursos de Administração, Economia e Ciências Contábeis da UnB1 cited