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When Is Bad News Really Bad News?

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References

1993Common risk factors in the returns on stocks and bonds26,615 cited
1992The Cross-Section of Expected Stock Returns17,251 cited
1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
1994Contrarian Investment, Extrapolation, and Risk4,198 cited
n.d.A model of investor sentiment /4,073 cited
1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.12,865 cited
1994Why Firms Voluntarily Disclose Bad News2,435 cited
1995The information content of losses2,315 cited
1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns1,665 cited
1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
1982Intuitive prediction: Biases and corrective procedures

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1,152 cited

1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited

1995Another Look at the Cross-Section of Expected Stock Returns1,007 cited

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