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COVID caused a negative bubble. Who profited? Who lost? How stock markets changed?
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COVID caused a negative bubble. Who profited? Who lost? How stock markets changed? (2023)COVID caused a negative bubble. Who profi…Terrorist attacks and investor risk preference: Evidence from mutual fund flows (2020)Terrorist attacks and investo…Bubbles for Fama (2018)Bubbles for FamaAre retail traders compensated for providing liquidity? (2016)Are retail traders compensate…Smart money, dumb money, and capital market anomalies (2015)Smart money, dumb money, and …Who Drove and Burst the Tech Bubble? (2011)Who Drove and Burst the Tech …Do Limit Orders Alter Inferences about Investor Performance and Behavior? (2010)Do Limit Orders Alter Inferen…Just How Much Do Individual Investors Lose by Trading? (2008)Just How Much Do Individual I…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK* (2008)ECONOMETRIC TESTS OF ASSET PR…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…When in peril, retrench: Testing the portfolio channel of contagion (2005)When in peril, retrench: Test…The Dynamics of Institutional and Individual Trading (2003)The Dynamics of Institutional…Bubbles and Crashes (2003)Bubbles and CrashesSynchronization risk and delayed arbitrage (2002)Synchronization risk and dela…Aggregate price effects of institutional trading: a study of mutual fund flow and market returns (2001)Aggregate price effects of in…Irrational Exuberance (2000)Irrational ExuberanceThe Behavior of Stock-Market Prices (1965)Noise Trader Risk in Financial Markets (1990)The Limits of Arbitrage (1995)Stock price fragility (2011)Do stock prices influence corporate decisions? Evidence from the technology bubble (2012)Real Options, Volatility, and Stock Returns (2012)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Aggregate mutual fund flows and security returns (1995)The Behavior of Stock Prices Around Institutional Trades (1995)Chapter 16 Are financial assets priced locally or globally? (2003)Measuring investor sentiment with mutual fund flows (2010)Market-wide attention, trading, and stock returns (2015)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles (2010)Commodity Booms and Busts (2010)Financial Crises: Explanations, Types and Implications (2013)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Anomalies and Market Efficiency (2002)Chapter 15 Anomalies and market efficiency (2003)Learning by Trading (2009)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Prospect theory: An analysis of decision under risk (1988)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Legal Determinants of External Finance (1997)The Behavior of Individual Investors (2013)Attention‐Induced Trading and Returns: Evidence from Robinhood Users (2022)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)The obstinate passion of Foreign Exchange Professionals: \ntechnical analysis (2006)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)The Interim Trading Skills of Institutional Investors (2011)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)
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References

  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2000Irrational Exuberance1,515 cited
  • 2003Bubbles and Crashes1,246 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 2008Just How Much Do Individual Investors Lose by Trading?952 cited
  • 2002Synchronization risk and delayed arbitrage551 cited
  • 2003The Dynamics of Institutional and Individual Trading506 cited
  • 2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK*466 cited
  • 2001Aggregate price effects of institutional trading: a study of mutual fund flow and market returns401 cited
  • 2011Who Drove and Burst the Tech Bubble?318 cited
  • 2015Smart money, dumb money, and capital market anomalies251 cited
  • 2016Are retail traders compensated for providing liquidity?219 cited
  • 2010Do Limit Orders Alter Inferences about Investor Performance and Behavior?215 cited
  • 2005When in peril, retrench: Testing the portfolio channel of contagion197 cited
  • 2020Terrorist attacks and investor risk preference: Evidence from mutual fund flows195 cited

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2018
Bubbles for Fama
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