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Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets
16 references·0 citing·39 second hop
Overreaction, Momentum, Liquidity, and Price Bubbles in Laboratory and Field Asset Markets (2009)Overreaction, Momentum, Liquidity, and Pr…Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality (2001)Nonspeculative Bubbles in Exp…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Investor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets (1991)Bubbles, Crashes, and Endogen…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Distinguishing random and deterministic systems: Abridged version (1986)Distinguishing random and det…On the Possibility of Speculation under Rational Expectations (1982)On the Possibility of Specula…Asset Valuation in an Experimental Market (1982)Asset Valuation in an Experim…The Use of Volatility Measures in Assessing Market Efficiency* (1981)The Use of Volatility Measure…Games of perfect information, predatory pricing and the chain-store paradox (1981)Games of perfect information,…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Microeconomic Theory: A Mathematical Approach (1959)Microeconomic Theory: A Mathe…The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)The Bargaining Problem (1950)Rational Expectations and the Theory of Price Movements (1961)Bulls, bears and market sheep (1990)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)A Random Walk Down Wall Street (1973)Agreeing to Disagree (1976)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Asset Bubbles and Overlapping Generations (1985)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Multifactor Explanations of Asset Pricing Anomalies (1996)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Rational herding in financial economics (1996)What Makes Investors Trade? (2001)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior1,177 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 1982On the Possibility of Speculation under Rational Expectations959 cited
  • 1991Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets916 cited
  • 1959Microeconomic Theory: A Mathematical Approach813 cited
  • 1981Games of perfect information, predatory pricing and the chain-store paradox755 cited
  • 2001Nonspeculative Bubbles in Experimental Asset Markets: Lack of Common Knowledge of Rationality vs. Actual Irrationality507 cited
  • 1986Distinguishing random and deterministic systems: Abridged version391 cited

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1981
The Use of Volatility Measures in Assessing Market Efficiency*
337 cited
  • 1982Asset Valuation in an Experimental Market270 cited
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