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Long-term over-reaction in the UK stock market and size adjustments
16 references·3 citing·40 second hop
Long-term over-reaction in the UK stock market and size adjustments (1997)Long-term over-reaction in the UK stock m…Mean Reversion in Stock Prices (1996)Mean Reversion in Stock PricesMeasuring abnormal performance (1992)Measuring abnormal performanceSize, Seasonality, and Stock Market Overreaction (1990)Size, Seasonality, and Stock …Fads, Martingales, and Market Efficiency (1990)Fads, Martingales, and Market…Do Security Analysts Overreact (1990)Do Security Analysts OverreactNonstationary expected returns (1989)Nonstationary expected returnsPermanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…On the Contrarian Investment Strategy (1988)On the Contrarian Investment …Mean reversion in stock prices (1988)Mean reversion in stock pricesFurther Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Vas Ist Das? (1983)Vas Ist Das?The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…On the psychology of prediction. (1973)On the psychology of predicti…The death of the overreaction anomaly? A multifactor explanation of contrarian returns (2009)The death of the overreaction…Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange* (2007)Profitability of Contrarian S…On the source of contrarian and momentum strategies in the Italian equity market (2004)On the source of contrarian a…Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Size-related anomalies and stock return seasonality (1983)Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns (1993)Stock prices and the Wall Street weather (1993)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)Judgment under Uncertainty: Heuristics and Biases (1975)Telling more than we can know: Verbal reports on mental processes. (1977)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Noise (1986)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Chapter 18 A survey of behavioral finance (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)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)Investor Psychology and Asset Pricing (2001)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Asset Prices in an Exchange Economy (1978)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)The Noise Trader Approach to Finance (1990)Do Industries Explain Momentum? (1999)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)The use of technical analysis in the foreign exchange market (1992)Herd Behaviour, Bubbles and Crashes (1995)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1973On the psychology of prediction.6,201 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 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
  • 1988Mean reversion in stock prices1,888 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 1996Mean Reversion in Stock Prices1,083 cited
  • 1983The anomalous stock market behavior of small firms in January848 cited
  • 1992Measuring abnormal performance840 cited
  • 1990Do Security Analysts Overreact685 cited
  • 1988On the Contrarian Investment Strategy540 cited
  • 1989Nonstationary expected returns475 cited
  • 1983Vas Ist Das?429 cited
  • 1990Size, Seasonality, and Stock Market Overreaction376 cited

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Cited by

  • 2004On the source of contrarian and momentum strategies in the Italian equity market53 cited
  • 2007Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange*31 cited
  • 2009The death of the overreaction anomaly? A multifactor explanation of contrarian returns25 cited