Alexander, G. ; Cici, G. ; Gibson, S. Does Motivation matter when assessing trade performance? An analysis of mutual funds. 2007 Review of Financial Studies. 20 125-150
- Antoniou, C., J. Doukas, and A. Subrahmanyam. 2010. Sentiment and Momentum. Working Paper, University of Los Angeles.
Paper not yet in RePEc: Add citation now
Baker, M. ; Litov, L. ; Wachter, J. ; Wurgler, J. Can mutual fund managers pick stocks? Evidence from their trades prior to earnings announcements. 2010 Journal of Financial and Quantitative Analysis. 45 1111-1131
Baker, M. ; Wurgler, J. Investor sentiment and the cross section of stock returns. 2006 Journal of Finance. 61 1645-1680
Barberis, N. ; Thaler, R. A survey of behavioral finance. 2003 En : Constantinides, G. ; Harris, M. ; Stulz, R. Handbook of the Economics of Finance: Financial Markets and Asset Pricing. :
Barras, L. ; Scaillet, O. ; Wermers, R. False discoveries in mutual fund performance: measuring luck in estimated alphas. 2010 Journal of Finance. 65 179-216
- Barron, O. ; Kim, O. ; Lim, S. ; Stevens, D. Using analysts’ forecasts to measure properties of analysts’ information environment. 1998 The Accounting Review. 73 421-433
Paper not yet in RePEc: Add citation now
- Barron, O. ; Stuerke, P. Dispersion in analysts’ earnings forecasts as a measure of uncertainty. 1998 Journal of Accounting, Auditing and Finance. 13 245-270
Paper not yet in RePEc: Add citation now
Barry, C. ; Brown, S. Differential information and security market equilibrium. 1985 Journal of Financial and Quantitative Analysis. 20 407-422
Boehme, R. ; Danielsen, B. ; Sorescu, S. Short sale constraints, differences of opinion, and overvaluation. 2006 Journal of Financial and Quantitative Analysis. 41 455-487
Boehmer, E. ; Kelley, E. Institutional investors and the informational efficiency of prices. 2009 Review of Financial Studies. 22 3563-3594
- Bushee, B. Do institutional investors prefers near-term earnings over long-run value. 2001 Contemporary Accounting Research. 18 207-246
Paper not yet in RePEc: Add citation now
Carhart, M. On persistence in mutual fund performance. 1997 Journal of Finance. 52 57-82
Chen, J. ; Hong, H. ; Stein, J. Breadth of ownership and stock returns. 2002 Journal of Financial Economics. 66 171-205
Chordia, T. ; Roll, R. ; Subrahmanyam, A. Recent trends in trading activity and market quality. 2011 Journal of Financial Economics. 101 243-263
Chua, C. ; Goh, J. ; Zhang, Z. Expected volatility, unexpected volatility, and the cross-section of stock returns. 2010 Journal of Financial Research. 33 103-123
Daniel, K. ; Grinblatt, M. ; Titman, S. ; Wermers, R. Measuring mutual fund performance with characteristic-based benchmarks. 1997 Journal of Finance. 52 1035-1058
Daniel, K. ; Hirshleifer, D. ; Subrahmanyam, A. Investor psychology and security market under- and over-reactions. 1998 Journal of Finance. 53 1839-1885
Daniel, K. ; Hirshleifer, D. ; Subrahmanyam, A. Overconfidence, arbitrage, and equilibrium asset pricing. 2001 Journal of Finance. 56 921-965
Danielsen, B. ; Sorescu, S. Why do option introductions depress stock prices? A study of diminishing short-sale constraints. 2001 Journal of Financial and Quantitative Analysis. 36 451-484
De Long, B. ; Shleifer, A. ; Summers, L. ; Waldmann, R. Noise trader risk in financial markets. 1990 Journal of Political Economy. 98 703-738
Desai, H. ; Ramesh, K. ; Thiagarajan;, S ; Balachandran, B. An investigation of the informational role of short interest in the Nasdaq market. 2002 Journal of Finance. 57 2263-2287
Diether, K. ; Malloy, C. ; Scherbina, A. Difference of opinion and the cross-section of stock returns. 2002 Journal of Finance. 57 2113-2141
Fama, E. Market efficiency, long-term returns, and behavioral finance. 1998 Journal of Financial Economics. 49 283-306
Fama, E. ; French, K. Common risk factors in the returns on stocks and bonds. 1993 Journal of Financial Economics. 33 3-56
Fu, F. Idiosyncratic risk and the cross-section of expected stock returns. 2009 Journal of Financial Economics. 91 24-37
Gompers, P. ; Metrick, A. Institutional investors and equity prices. 2001 Quarterly Journal of Economics. 116 229-259
Hirshleifer, D. Investor psychology and asset pricing. 2001 Journal of Finance. 56 1533-1597
Hong, H. ; Stein, J. Differences of opinions, short-sales constraints, and market crashes. 2003 Review of Financial Studies. 16 487-525
- Hong, H. ; Stein, J. Disagreement and the stock market. 2006 Journal of Economic Perspectives. 21 109-128
Paper not yet in RePEc: Add citation now
Hribar, P. ; McInnis, J. Investor sentiment and analysts' earnings forecast errors. 2012 Management Science. 58 293-307
- Imhoff, E.A. ; Lobo, G.J. The effect of ex ante earnings uncertainty on earnings response coefficients. 1992 The Accounting Review. 67 427-439
Paper not yet in RePEc: Add citation now
- Jiang, G. ; Lee, C. ; Zhang, Y. Information uncertainty and expected returns. 2005 Review of Accounting Studies. 10 185-221
Paper not yet in RePEc: Add citation now
Kasznik, R. ; Mcnichols, M. Does meeting earnings expectations matter? Evidence from analyst forecast revisions and share prices. 2002 Journal of Accounting Research. 40 727-759
- Knight, F. Risk, Uncertainty and Profit. 1921 Hougton Mifflin: Boston/New York
Paper not yet in RePEc: Add citation now
Kumar, A. Hard-to-value stocks, behavioral biases, and informed trading. 2009 Journal of Financial and Quantitative Analysis. 44 1375-1401
- Lang, M. ; Lundholm, R. Corporate disclosure policy and analyst behavior. 1996 The Accounting Review. 71 467-492
Paper not yet in RePEc: Add citation now
Lewellen, J. Institutional investors and the limits of arbitrage. 2011 Journal of Financial Economics. 102 62-80
Livnat, J. ; Mendenhall, R. Comparing the post-earnings announcement drift for surprises calculated from analyst and time series forecasts. 2006 Journal of Accounting Research. 44 177-205
Mashruwala, C. ; Rajgopal, S. ; Shevlin, T. Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs. 2006 Journal of Accounting and Economics. 42 3-33
Mendenhall, R. Arbitrage risk and post-earnings-announcement drift. 2004 The Journal of Business. 77 875-894
Miller, E. Risk, uncertainty, and divergence of opinion. 1977 Journal of Finance. 32 1151-1168
Newey, W. ; West, K. A simple positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708
Nofsinger, J. ; Sias, R. Herding and feedback trading by institutional and individual investors. 1999 Journal of Finance. 54 2263-2295
Odean, T. Are investors reluctant to realize their losses?. 1998 Journal of Finance. 53 1775-1798
Petersen, M.A. Estimating standard errors in finance panel data sets: comparing approaches. 2009 Review of Financial Studies. 22 435-480
Pontiff, J. Costly arbitrage and the myth of idiosyncratic risk. 2006 Journal of Accounting and Economics. 42 35-52
Scheinkman, J. ; Xiong, W. overconfidence and speculative bubbles. 2003 Journal of Political Economy. 111 1183-1219
Schultz, P. Rational cross-sectional differences in market efficiency: evidence from mutual funds. 2010 Journal of Financial and Quantitative Analysis. 45 847-881
Shleifer, A. ; Vishny, R. The limits of arbitrage. 1997 Journal of Finance. 52 35-55
Stambaugh, R. ; Yu, J. ; Yuan, Y. The short of it: Investor sentiment and anomalies. 2012 Journal of Financial Economics. 104 288-302
Thompson, S.B. Simple formulas for standard errors that cluster by both firm and time. 2011 Journal of Financial Economics. 99 1-10
Wermers, R. Mutual fund herding and the impact on stock prices. 1999 Journal of Finance. 54 581-622
Yan, X. ; Zhang, Z. Institutional investors and equity returns: are short-term institutions better informed?. 2009 Review of Financial Studies. 22 893-924
Zhang, F. Information uncertainty and analyst Forecast Behavior. 2006 Contemporary Accounting Research. 23 565-590
Zhang, F. Information uncertainty and stock returns. 2006 Journal of Finance. 6 105-137