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On the Impact of Country ETFs' Premiums and Discounts over Feedback Trading
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On the Impact of Country ETFs' Premiums and Discounts over Feedback Trading (2016)On the Impact of Country ETFs' Premiums a…A Survey of Behavioral Finance (2015)A Survey of Behavioral FinanceHandbook of the Economics of Finance (2013)Handbook of the Economics of …Just How Much Do Individual Investors Lose by Trading? (2008)Just How Much Do Individual I…Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Chapter 18 A survey of behavioral finance (2003)Chapter 18 A survey of behavi…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …A 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.1 (1998)A model of investor sentiment…International Portfolio Investment Flows (1997)International Portfolio Inves…A model of investor sentiment / (1997)A model of investor sentiment…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…The impact of institutional trading on stock prices (1992)The impact of institutional t…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIPositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)Contrarian Investment, Extrapolation, and Risk (1994)Risk Taking by Mutual Funds as a Response to Incentives (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Twitter mood predicts the stock market (2011)ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Judgment under Uncertainty: Heuristics and Biases (1974)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)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)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Common risk factors in the returns on stocks and bonds (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1975)On Persistence in Mutual Fund Performance (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Household Finance (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Investor Inattention and Friday Earnings Announcements (2009)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)In Search of Attention (2011)Investor Psychology and Asset Pricing (2001)Presidential Address: Discount Rates (2011)… and the Cross-Section of Expected Returns (2015)
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References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,063 cited
  • 1991Efficient Capital Markets: II6,030 cited
  • 1997A model of investor sentiment /4,073 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,959 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
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,542 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,403 cited
  • 2003Limited attention, information disclosure, and financial reporting2,339 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2013Handbook of the Economics of Finance1,932 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2003Chapter 18 A survey of behavioral finance1,699 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1997

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International Portfolio Investment Flows
1,305 cited
  • 2015A Survey of Behavioral Finance1,245 cited
  • 2008Just How Much Do Individual Investors Lose by Trading?985 cited
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