References

• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1995Statistical inference in vector autoregressions with possibly integrated processes6,202 cited
• 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
• 1986Economic Forces and the Stock Market5,258 cited
• 1994Contrarian Investment, Extrapolation, and Risk4,515 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
• 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
• 2000The investment behavior and performance of various investor types: a study of Finland's unique data set1,639 cited
• 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
• 1990Stock Returns, Expected Returns, and Real Activity1,561 cited
• 1996Momentum Strategies1,491 cited
• 2003Investor sentiment and the near-term stock market1,390 cited
• 1997International Portfolio Investment Flows