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Learning from Prices and the Dispersion in Beliefs
16 references·16 citing·41 second hopsampled
Learning from Prices and the Dispersion in Beliefs (2011)Learning from Prices and the Dispersion i…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…Overconfidence and Speculative Bubbles (2003)Overconfidence and Speculativ…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts (2003)Analyzing the Analysts: Caree…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Security Analysts' Career Concerns and Herding of Earnings Forecasts (2000)Security Analysts' Career Con…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Differential Interpretation of Public Signals and Trade in Speculative Markets (1995)Differential Interpretation o…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior (1992)Tests of Analysts' Overreacti…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…A model of investor sentiment /A model of investor sentiment…Economic uncertainty and investor attention (2023)Economic uncertainty and inve…Partisan Professionals: Evidence from Credit Rating Analysts (2021)Partisan Professionals: Evide…Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world (2021)Immunizing markets against th…COVID-19, government policy responses, and stock market liquidity around the world: A note (2020)COVID-19, government policy r…Psychology-Based Models of Asset Prices and Trading Volume (2018)Psychology-Based Models of As…Financial Markets Where Traders Neglect the Informational Content of Prices (2018)Financial Markets Where Trade…Belief Dispersion in the Stock Market (2018)Belief Dispersion in the Stoc…Asset Price Dynamics in Partially Segmented Markets (2018)Asset Price Dynamics in Parti…Reference-dependent preferences and the risk–return trade-off (2016)Reference-dependent preferenc…Infrequent Rebalancing, Return Autocorrelation, and Seasonality (2016)Infrequent Rebalancing, Retur…Information percolation, momentum and reversal (2016)Information percolation, mome…Differences in herding: Individual vs. institutional investors (2016)Differences in herding: Indiv…Disagreement and asset prices (2014)Disagreement and asset pricesRatings Shopping and Asset Complexity: A Theory of Ratings Inflation (2008)Ratings Shopping and Asset Co…Information Acquisition and Under-Diversification (2008)Information Acquisition and U…Information Immobility and the Home Bias Puzzle (2005)Information Immobility and th…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)R2 around the world: New theory and new tests☆ (2005)Essays in the Theory of Risk-Bearing. (1972)Chapter 18 A survey of behavioral finance (2003)On the Impossibility of Informationally Efficient Markets (1980)Continuous Auctions and Insider Trading (1985)Noise Trader Risk in Financial Markets (1990)What Makes Investors Trade? (2001)Individualism and Momentum around the World (2010)The Pricing of Options and Corporate Liabilities (1973)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Does the Stock Market Overreact? (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Performance Pay and Top-Management Incentives (1990)Underwriting relationships, analysts' earnings forecasts and investment recommendations (1998)Good Day Sunshine: Stock Returns and the Weather (2003)Why Has IPO Underpricing Changed Over Time (2004)Who Blows the Whistle on Corporate Fraud? (2010)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)… and the Cross-Section of Expected Returns (2015)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Diversification's effect on firm value (1995)Earnings Management to Exceed Thresholds (1999)Presidential Address: Discount Rates (2011)The short of it: Investor sentiment and anomalies (2011)The arbitrage theory of capital asset pricing (1976)Retail Investor Sentiment and Return Comovements (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 2003Overconfidence and Speculative Bubbles2,227 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2006Information Uncertainty and Stock Returns1,810 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2003Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts1,471 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 1995Differential Interpretation of Public Signals and Trade in Speculative Markets1,192 cited
  • 2002Breadth of ownership and stock returns1,175 cited
  • 2000Security Analysts' Career Concerns and Herding of Earnings Forecasts1,152 cited

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1992
Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior
1,003 cited

Cited by

  • 2018Belief Dispersion in the Stock Market247 cited
  • 2014Disagreement and asset prices232 cited
  • 2008Information Acquisition and Under-Diversification220 cited
  • 2018Psychology-Based Models of Asset Prices and Trading Volume218 cited
  • 2020COVID-19, government policy responses, and stock market liquidity around the world: A note214 cited
  • 2021Partisan Professionals: Evidence from Credit Rating Analysts196 cited
  • 2016Reference-dependent preferences and the risk–return trade-off183 cited
  • 2005Information Immobility and the Home Bias Puzzle165 cited
  • 2018Financial Markets Where Traders Neglect the Informational Content of Prices153 cited
  • 2016Differences in herding: Individual vs. institutional investors151 cited
  • 2008Ratings Shopping and Asset Complexity: A Theory of Ratings Inflation143 cited
  • 2021Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world139 cited
  • 2023Economic uncertainty and investor attention138 cited
  • 2016Infrequent Rebalancing, Return Autocorrelation, and Seasonality137 cited
  • 2016Information percolation, momentum and reversal128 cited
  • 2018Asset Price Dynamics in Partially Segmented Markets123 cited