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Updating expectations: An analysis of post-9/11 returns
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Updating expectations: An analysis of post-9/11 returns (2008)Updating expectations: An analysis of pos…The Economic Costs of Conflict: A Case Study of the Basque Country (2003)The Economic Costs of Conflic…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…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)Market efficiency, long-term …Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIEvidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Stock return variances (1986)Stock return variancesDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Do Stock Prices Move Too Much…On the psychology of prediction. (1973)On the psychology of predicti…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Dividend Policy, Growth, and the Valuation of Shares (1961)Noise Trader Risk in Financial Markets (1990)Time Series Analysis, Forecasting, and Control (1995)Belief in the law of small numbers. (1971)Subjective probability: A judgment of representativeness (1972)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Telling more than we can know: Verbal reports on mental processes. (1977)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Capital markets research in accounting (2001)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)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Economic Growth in a Cross Section of Countries (1991)Common risk factors in the returns on stocks and bonds (1993)Poverty, Political Freedom, and the Roots of Terrorism (2006)Civil War (2010)Comparative Politics and the Synthetic Control Method (2014)Illiquidity and stock returns: cross-section and time-series effects (2002)Introductory Econometrics for Finance (2008)
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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
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  • 1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?4,020 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
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  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1998Market 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.12,572 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited

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  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1986Stock return variances1,813 cited
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