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Small Trader Reactions to Consecutive Earnings Surprises: A Market Test of Behavioral Theory*
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Small Trader Reactions to Consecutive Earnings Surprises: A Market Test of Behavioral Theory* (2005)Small Trader Reactions to Consecutive Ear…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceAll that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)All that Glitters: The Effect…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Capital markets research in accounting (2001)Capital markets research in a…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Market Efficiency, Long-Term …Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Momentum Strategies (1996)Momentum StrategiesDo Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior (1995)Momentum Investment Strategie…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Judgement under Uncertainty: Heuristics and Biases (1983)Judgement under Uncertainty: …Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: H…A model of investor sentiment /A model of investor sentiment…Editor's Choice Digesting Anomalies: An Investment ApproachRisk, Return, and Equilibrium: Empirical Tests (1973)Mean reversion in stock prices (1988)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Investor Psychology and Asset Pricing (2001)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)On the psychology of prediction. (1973)The Framing of Decisions and the Psychology of Choice (1981)Development of NASA-TLX (Task Load Index): Results of Empirical and Theoretical Research (1988)Epistemic Injustice (2007)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)… and the Cross-Section of Expected Returns (2015)Introduction: epistemic communities and international policy coordination (1992)The Influence of Culture, Community, and the Nested‐Self in the Stress Process: Advancing Conservation of Resources Theory (2001)
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References

  • 1974Judgment under Uncertainty: Heuristics and Biases28,742 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 1983Judgement under Uncertainty: Heuristics and Biases3,812 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 2001Capital markets research in accounting2,575 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
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  • 2003Chapter 18 A survey of behavioral finance1,452 cited
  • 1997Market Efficiency, Long-Term Returns, and Behavioral Finance1,278 cited
  • 1996Momentum Strategies1,275 cited
  • 2015A Survey of Behavioral Finance1,220 cited
  • 1995Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

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1,177 cited
  • 2005All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors1,140 cited
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