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Arbitrage Involvement and Security Prices
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Arbitrage Involvement and Security Prices (2018)Arbitrage Involvement and Security PricesLimits of Arbitrage (2010)Limits of ArbitrageInvestor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…Short-Sale Strategies and Return Predictability (2008)Short-Sale Strategies and Ret…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…Hedge Funds and the Technology Bubble (2004)Hedge Funds and the Technolog…Market Timing and Capital Structure (2002)Market Timing and Capital Str…Short-sellers, fundamental analysis, and stock returns (2001)Short-sellers, fundamental an…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…The Case for Flexible Exchange Rates (1996)The Case for Flexible Exchang…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…The Noise Trader Approach to Finance (1990)The Noise Trader Approach to …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock 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)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Judgment under Uncertainty: Heuristics and Biases (1975)The Impact of Social Structure on Economic Outcomes (2005)An Engine, Not a Camera (2006)The short of it: Investor sentiment and anomalies (2011)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Innovative efficiency and stock returns (2012)Sentiment During Recessions (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)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)The 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)Capital markets research in accounting (2001)In Search of Attention (2011)The Principles of Psychology (1891)The Framing of Decisions and the Psychology of Choice (1981)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Multifactor Explanations of Asset Pricing Anomalies (1996)The Market for News (2005)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)The fundamental principles of financial regulation (2009)
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References

  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 1990The Noise Trader Approach to Finance1,636 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2004Hedge Funds and the Technology Bubble1,104 cited
  • 1996The Case for Flexible Exchange Rates1,084 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 2001Short-sellers, fundamental analysis, and stock returns783 cited
  • 2008Short-Sale Strategies and Return Predictability731 cited
  • 2010Limits of Arbitrage486 cited

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