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INEFFICIENT BUBBLES AND EFFICIENT DRAWDOWNS IN FINANCIAL MARKETS
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1991Efficient Capital Markets: II5,346 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 2013Handbook of the Economics of Finance1,813 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 2000Inefficient Markets1,253 cited
  • 2003Bubbles and Crashes1,246 cited
  • 1990Stochastic Integration and Differential Equations1,195 cited

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