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ADAPTIVE EXPECTATIONS AND STOCK MARKET CRASHES*
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ADAPTIVE EXPECTATIONS AND STOCK MARKET CRASHES* (2008)ADAPTIVE EXPECTATIONS AND STOCK MARKET CR…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 (1998)A model of investor sentiment…The variation of certain speculative prices (1997)The variation of certain spec…A model of investor sentiment / (1997)A model of investor sentiment…No news is good news (1992)No news is good newsPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Expected stock returns and volatility (1987)Expected stock returns and vo…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…On the psychology of prediction. (1973)On the psychology of predicti…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetSubjective probability: A judgment of representativeness (1972)Subjective probability: A jud…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Théorie de la spéculation (1900)Théorie de la spéculationSpecification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Belief in the law of small numbers. (1971)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Epistemic Injustice (2007)Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)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)Multifactor Explanations of Asset Pricing Anomalies (1996)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Econometric Analysis of Cross Section and Panel Data (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation21,185 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1972Subjective probability: A judgment of representativeness4,876 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1997A model of investor sentiment /4,073 cited
  • 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.13,097 cited
  • 1900Théorie de la spéculation2,702 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1992No news is good news1,929 cited
  • 1973

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A Random Walk Down Wall Street
1,751 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
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