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What Do Humans Perceive in Asset Returns?
16 references·1 citing·38 second hop
What Do Humans Perceive in Asset Returns? (2019)What Do Humans Perceive in Asset Returns?Proof that Properly Anticipated Prices Fluctuate Randomly (2015)Proof that Properly Anticipat…$100 Bills on the Sidewalk: Suboptimal Investment in 401(k) Plans (2010)$100 Bills on the Sidewalk: S…The Effects of Summary Information on Consumer Perceptions of Mutual Fund Characteristics (2008)The Effects of Summary Inform…Judgmental forecasting: A review of progress over the last 25years (2006)Judgmental forecasting: A rev…Computing Machinery and Intelligence (1950) (2004)Computing Machinery and Intel…Consumer Research for Consumers (2001)Consumer Research for Consume…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…A non-random walk down Wall Street (1999)A non-random walk down Wall S…Random Walks in Stock Market Prices (1995)Random Walks in Stock Market …Betting on trends: Intuitive forecasts of financial risk and return (1993)Betting on trends: Intuitive …Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Experimental tests of the mean-variance model for portfolio selection (1988)Experimental tests of the mea…A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS (1959)STOCK‐MARKET “PATTERNS” AND F…The Adaptive Markets Hypothesis (2024)The Adaptive Markets Hypothes…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Judgment under Uncertainty: Heuristics and Biases (1974)Social Mood and Financial Economics (2005)Trading Performance, Disposition Effect, Overconfidence, Representativeness Bias, and Experience of Emerging Market Investors (2007)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)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)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)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)The Econometrics of Financial Markets (1997)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)Minds, brains, and programs (1980)GPT-3: Its Nature, Scope, Limits, and Consequences (2020)On the Opportunities and Risks of Foundation Models (2021)Middle‐Status Conformity: Theoretical Restatement and Empirical Demonstration in Two Markets (2001)Text mining for market prediction: A systematic review (2014)A systematic review of fundamental and technical analysis of stock market predictions (2019)Stochastic Convenience Yield and the Pricing of Oil Contingent Claims (1990)Inefficient Markets (2000)Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2004Computing Machinery and Intelligence (1950)6,119 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 2015Proof that Properly Anticipated Prices Fluctuate Randomly2,078 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1995Random Walks in Stock Market Prices1,227 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1999A non-random walk down Wall Street647 cited
  • 1993Betting on trends: Intuitive forecasts of financial risk and return586 cited
  • 2006Judgmental forecasting: A review of progress over the last 25years535 cited
  • 1959STOCK‐MARKET “PATTERNS” AND FINANCIAL ANALYSIS: METHODOLOGICAL SUGGESTIONS359 cited
  • 2010$100 Bills on the Sidewalk: Suboptimal Investment in 401(k) Plans353 cited
  • 2001Consumer Research for Consumers160 cited
  • 2008The Effects of Summary Information on Consumer Perceptions of Mutual Fund Characteristics131 cited

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  • 1988Experimental tests of the mean-variance model for portfolio selection126 cited
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    • 2024The Adaptive Markets Hypothesis20 cited