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Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off
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Unbiased Disagreement in Financial Markets, Waves of Pessimism and the Risk-Return Trade-off (2010)Unbiased Disagreement in Financial Market…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Inefficient Markets (2000)Inefficient MarketsBy Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices (1998)Nonparametric Estimation of S…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Recovering Probability Distributions from Option Prices (1996)Recovering Probability Distri…Implications of Security Market Data for Models of Dynamic Economies (1991)Implications of Security Mark…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Implications of Security Market Data for Models of Dynamic Economies (1990)Implications of Security Mark…Dividend yields and expected stock returns (1988)Dividend yields and expected …The Dual Theory of Choice under Risk (1987)The Dual Theory of Choice und…The equity premium: A puzzle (1985)The equity premium: A puzzleOn estimating the expected return on the market (1980)On estimating the expected re…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A theory of anticipated utility (1982)Prospect theory: An analysis of decision under risk (1988)Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Advances in prospect theory: Cumulative representation of uncertainty (1992)Individual differences in reasoning: Implications for the rationality debate? (2000)Subjective probability and expected utility without additivity (2004)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)Common risk factors in the returns on stocks and bonds (1993)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)ARCH modeling in finance (1992)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Industry costs of equity (1997)The Cross-Section of Expected Stock Returns (1992)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)The Adaptive Markets Hypothesis (2004)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 1988Dividend yields and expected stock returns3,574 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1987The Dual Theory of Choice under Risk2,426 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 2000Inefficient Markets1,253 cited
  • 1991Implications of Security Market Data for Models of Dynamic Economies1,182 cited
  • 1990Implications of Security Market Data for Models of Dynamic Economies1,088 cited
  • 1996Recovering Probability Distributions from Option Prices1,086 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 1998Nonparametric Estimation of State‐Price Densities Implicit in Financial Asset Prices

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