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Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies
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Modeling Investor Behavior Using Machine Learning: Mean‐Reversion and Momentum Trading Strategies (2019)Modeling Investor Behavior Using Machine …Big Data: New Tricks for Econometrics (2014)Big Data: New Tricks for Econ…IQ and Stock Market Participation (2011)IQ and Stock Market Participa…What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation (2009)What Drives the Disposition E…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…Awareness and Stock Market Participation (2005)Awareness and Stock Market Pa…Do Momentum-Based Strategies Still Work in Foreign Currency Markets? (2003)Do Momentum-Based Strategies …Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Boys will be Boys: Gender, Ov…Gender Differences in the Allocation of Assets in Retirement Savings Plans (1998)Gender Differences in the All…An Anatomy of Trading Strategies (1998)An Anatomy of Trading Strateg…Highly confident but wrong: Gender differences and similarities in confidence judgments. (1994)Highly confident but wrong: G…Long Swings in the Dollar: Are They in the Data and Do Markets Know It? (1990)Long Swings in the Dollar: Ar…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Permanent and Temporary Components of Stock Prices (1988)Permanent and Temporary Compo…The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence (1985)The Disposition to Sell Winne…Models of man, social and rational : mathematical essays on rational human behavior in a social setting (1957)Models of man, social and rat…Existence of an Equilibrium for a Competitive Economy (1954)Existence of an Equilibrium f…Why do so Few Hold Stocks? (1995)Gender Differences in Preferences (2009)Strong Evidence for Gender Differences in Risk Taking (2011)Empirical exchange rate models of the seventies (1983)How Big Is the Random Walk in GNP? (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)ARCH modeling in finance (1992)The Economics of Exchange Rates (2003)Introductory Econometrics for Finance (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Why Are There Still So Many Jobs? The History and Future of Workplace Automation (2015)Human Decisions and Machine Predictions (2017)American Economic Review (2019)Forecasting: theory and practice (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Toward a positive theory of consumer choice (1980)Prospect theory: An analysis of decision under risk (1988)Are Investors Reluctant to Realize Their Losses? (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Risk, Return, and Equilibrium: Empirical Tests (1973)Econometric Analysis of Cross Section and Panel Data (2001)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Judgment under Uncertainty: Heuristics and Biases (1975)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Women in the boardroom and their impact on governance and performance☆ (2009)The Modern Corporation: Origins, Evolution, Attributes. (1981)The dragons of inaction: Psychological barriers that limit climate change mitigation and adaptation. (2011)Overcoming the tragedy of super wicked problems: constraining our future selves to ameliorate global climate change (2012)Towards an economic theory of the multiproduct firm (1982)SOME LESSONS FROM THE EAST ASIAN MIRACLE (1996)Systemic risk in banking ecosystems (2011)
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References

  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 2001Boys will be Boys: Gender, Overconfidence, and Common Stock Investment5,215 cited
  • 1954Existence of an Equilibrium for a Competitive Economy4,067 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
  • 1988Permanent and Temporary Components of Stock Prices3,036 cited
  • 2014Big Data: New Tricks for Econometrics1,574 cited
  • 1957Models of man, social and rational : mathematical essays on rational human behavior in a social setting1,080 cited
  • 1990Long Swings in the Dollar: Are They in the Data and Do Markets Know It?984 cited
  • 1998Gender Differences in the Allocation of Assets in Retirement Savings Plans961 cited
  • 1998An Anatomy of Trading Strategies858 cited
  • 2011IQ and Stock Market Participation717 cited
  • 2009What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation711 cited
  • 1994Highly confident but wrong: Gender differences and similarities in confidence judgments.678 cited
  • 2005

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Awareness and Stock Market Participation
437 cited
  • 2003Do Momentum-Based Strategies Still Work in Foreign Currency Markets?309 cited
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