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Margin Trading, Overpricing, and Synchronization Risk
16 references·3 citing·36 second hop
Margin Trading, Overpricing, and Synchronization Risk (2008)Margin Trading, Overpricing, and Synchron…Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Differences of Opinion, Short…Bubbles and Crashes (2003)Bubbles and CrashesExperimental research in financial accounting (2002)Experimental research in fina…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Prospect Theory and Asset Prices (2001)Prospect Theory and Asset Pri…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…The Limits of Arbitrage (1995)The Limits of ArbitrageMicroeconomic Systems as an Experimental Science (1991)Microeconomic Systems as an E…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Rational cooperation in the finitely repeated prisoners' dilemma (1982)Rational cooperation in the f…Labor Contracts as Partial Gift Exchange (1982)Labor Contracts as Partial Gi…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…The General Theory of Employment, Interest and Money. (1936)The General Theory of Employm…Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory (2014)Short sale constraints, diver…Asset Characteristics and Boom and Bust Periods: An Experimental Study (2012)Asset Characteristics and Boo…Towards a program for financial stability (2011)Towards a program for financi…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A Theory of Social Comparison Processes (1954)The Gift: Forms and Functions of Exchange in Archaic Societies. (1956)Exit, Voice, and Loyalty (1970)Fairness and Retaliation: The Economics of Reciprocity (2000)What Do Laboratory Experiments Measuring Social Preferences Reveal About the Real World? (2007)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)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)Reputation and imperfect information (1982)Collective Action and the Evolution of Social Norms (2000)ERC: A Theory of Equity, Reciprocity, and Competition (2000)The Digitization of Word of Mouth: Promise and Challenges of Online Feedback Mechanisms (2003)Common risk factors in the returns on stocks and bonds (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)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Does the Stock Market Overreact? (1985)Introduction: epistemic communities and international policy coordination (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1936The General Theory of Employment, Interest and Money.14,486 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1982Labor Contracts as Partial Gift Exchange3,210 cited
  • 1982Rational cooperation in the finitely repeated prisoners' dilemma2,494 cited
  • 2001Prospect Theory and Asset Prices1,876 cited
  • 1991Microeconomic Systems as an Experimental Science1,418 cited
  • 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
  • 2003Bubbles and Crashes1,246 cited
  • 2002Experimental research in financial accounting1,213 cited
  • 2002Breadth of ownership and stock returns

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Cited by

  • 2012Asset Characteristics and Boom and Bust Periods: An Experimental Study33 cited
  • 2014Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory30 cited
  • 2011Towards a program for financial stability15 cited