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Information and ambiguity: herd and contrarian behaviour in financial markets
16 references·1 citing·41 second hop
Information and ambiguity: herd and contrarian behaviour in financial markets (2012)Information and ambiguity: herd and contr…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…Subjective probability and expected utility without additivity (2004)Subjective probability and ex…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…On the Shape of the Probability Weighting Function (1999)On the Shape of the Probabili…Market microstructure theory (1995)Market microstructure theoryContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Recent developments in modeling preferences: Uncertainty and ambiguity (1992)Recent developments in modeli…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Subjective Probability and Expected Utility without Additivity (1989)Subjective Probability and Ex…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Information, trade and common knowledge (1982)Information, trade and common…Risk, Ambiguity, and the Savage Axioms (1961)Risk, Ambiguity, and the Sava…Risk, Uncertainty and Profit (1921)Risk, Uncertainty and ProfitPredicting human cooperation in the Prisoner’s Dilemma using case-based decision theory (2015)Predicting human cooperation …The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)Measuring the Information Content of Stock Trades (1991)Theory of rational option pricing (2005)Continuous Auctions and Insider Trading (1985)Using daily stock returns (1985)Estimating the components of the bid/ask spread (1988)Market liquidity and volume around earnings announcements (1994)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)Utility Theory for Decision Making (1971)A theory of anticipated utility (1982)The Dual Theory of Choice under Risk (1987)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Psychology and Economics (1997)The General Theory of Employment, Interest and Money. (1936)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Using Online Conversations to Study Word-of-Mouth Communication (2004)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1974)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Entrepreneurial discovery and the competitive market process: an Austrian approach (2000)Gender Differences in Preferences (2009)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Smooth Model of Decision Making under Ambiguity (2005)
this work references cited by second hop

References

  • 1921Risk, Uncertainty and Profit9,962 cited
  • 1961Risk, Ambiguity, and the Savage Axioms7,892 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2004Subjective probability and expected utility without additivity2,510 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1989Subjective Probability and Expected Utility without Additivity2,308 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 2006Information Uncertainty and Stock Returns1,810 cited
  • 1992Recent developments in modeling preferences: Uncertainty and ambiguity1,795 cited
  • 1982Information, trade and common knowledge1,738 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1999On the Shape of the Probability Weighting Function1,393 cited
  • 1995Market microstructure theory

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  • 2015Predicting human cooperation in the Prisoner’s Dilemma using case-based decision theory18 cited