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Equilibrium stock return dynamics under alternative rules of learning about hidden states
16 references·3 citing·39 second hop
Equilibrium stock return dynamics under alternative rules of learning about hidden states (2004)Equilibrium stock return dynamics under a…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The Limits of Arbitrage (1995)The Limits of ArbitrageContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Unrealistic optimism about future life events. (1980)Unrealistic optimism about fu…Asset Prices in an Exchange Economy (1978)Asset Prices in an Exchange E…Subjective probability: A judgment of representativeness (1972)Subjective probability: A jud…Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Lifetime Portfolio Selection …Rational Expectations and the Theory of Price Movements (1961)Rational Expectations and the…A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)A BEHAVIORAL MODEL OF RATIONA…A model of investor sentiment /A model of investor sentiment…Learning, slowly unfolding disasters, and asset prices (2021)Learning, slowly unfolding di…Parameter Learning in General Equilibrium: The Asset Pricing Implications (2012)Parameter Learning in General…Is learning a dimension of risk? (2005)Is learning a dimension of ri…Aspects of the Theory of Risk-Bearing. (1966)Optimum consumption and portfolio rules in a continuous-time model (1971)An Intertemporal Capital Asset Pricing Model (1973)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)Risk Aversion in the Small and in the Large (1976)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Belief in the law of small numbers. (1971)Comparison of Bayesian and regression approaches to the study of information processing in judgment (1971)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Market Liquidity and Funding Liquidity (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The equity premium: A puzzle (1985)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)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)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Judgment under Uncertainty: Heuristics and Biases (1975)Optimism, coping, and health: Assessment and implications of generalized outcome expectancies. (1985)Illusion and well-being: A social psychological perspective on mental health. (1988)Hopelessness depression: A theory-based subtype of depression. (1989)The Analysis of Economic Time-Series-Part I: Prices (1953)Optimal Properties of Exponentially Weighted Forecasts (1960)The Economic Implications of Learning by Doing (1971)Rules Rather than Discretion: The Inconsistency of Optimal Plans (1977)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Framing of Decisions and the Psychology of Choice (1981)Exploration and Exploitation in Organizational Learning (1991)
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References

  • 1955A BEHAVIORAL MODEL OF RATIONAL CHOICE15,851 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 1961Rational Expectations and the Theory of Price Movements5,639 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1969Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case5,199 cited
  • 1978Asset Prices in an Exchange Economy5,057 cited
  • 1980Unrealistic optimism about future life events.4,996 cited
  • 1972Subjective probability: A judgment of representativeness4,876 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

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  • 2005Is learning a dimension of risk?26 cited