1. Understanding price momentum, market fluctuations, and crashes: insights from the extended Samuelson model. (2025). Han, Qingyuan.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00743-y.

   Full description at Econpapers || Download paper

2. Investor sentiment and market returns: A multi-horizon analysis. (2025). Ngo, Vu Minh ; Nguyen, Huan Huu ; van Nguyen, Phuc ; Pham, Luan Minh.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:74:y:2025:i:c:s027553192400494x.

   Full description at Econpapers || Download paper

3. Is disagreement beneficial for market efficiency? Evidence from ESG ratings. (2025). Yin, Libo ; Zhu, Xiaoye ; Su, Zhi ; Guo, Hongliang.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000579.

   Full description at Econpapers || Download paper

4. Experimenting with financial professionals. (2025). Knig-Kersting, Christian ; Huber, Christoph ; Marini, Matteo M.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:170:y:2025:i:c:s0378426624002437.

   Full description at Econpapers || Download paper

5. Downside belief disagreements and financial instability: Evidence from risk factor disclosures in U.S. financial institutions’ 10-K filings. (2025). Zhu, Xiaoqian ; Li, Jianping.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000083.

   Full description at Econpapers || Download paper

6. Investors’ Beliefs and Cryptocurrency Prices. (2024). Benetton, Matteo ; Compiani, Giovanni.
   In: The Review of Asset Pricing Studies.
   RePEc:oup:rasset:v:14:y:2024:i:2:p:197-236..

   Full description at Econpapers || Download paper

7. Higher-Order Beliefs and Risky Asset Holdings. (2024). Gorodnichenko, Yuriy ; Yin, Xiao.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp17120.

   Full description at Econpapers || Download paper

8. Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin.
   In: IZA Discussion Papers.
   RePEc:iza:izadps:dp17030.

   Full description at Econpapers || Download paper

9. Experimenting with Financial Professionals. (2024). Marini, Matteo M. ; Huber, Christoph ; Konig-Kersting, Christian.
   In: Working Papers.
   RePEc:inn:wpaper:2022-07.

   Full description at Econpapers || Download paper

10. Global de-diversification and stock returns. (2024). Huang, Ying Sophie ; Cheng, Xiao ; Wang, Tao.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000850.

    Full description at Econpapers || Download paper

11. Do responses to news matter? Evidence from interventional cardiology. (2024). von Hinke, Stephanie ; Propper, Carol ; Avdic, Daniel ; Vikstrom, Johan ; Lagerqvist, BO.
    In: Journal of Health Economics.
    RePEc:eee:jhecon:v:94:y:2024:i:c:s0167629623001236.

    Full description at Econpapers || Download paper

12. Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?. (2024). Williams, T H ; Strauss, Jack ; Mekelburg, Erik ; Bennett, Donyetta.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000176.

    Full description at Econpapers || Download paper

13. Sponsor Co-investment, inquiry divergence, and IPO pricing efficiency. (2024). Wang, Yiqun ; Dong, Xiuliang ; Liu, Jianing ; Zhang, Jiaming.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612323013235.

    Full description at Econpapers || Download paper

14. Stock price swings and fundamentals: The role of Knightian uncertainty. (2024). Mangee, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005033.

    Full description at Econpapers || Download paper

15. Speculative trading, stock returns and asset pricing anomalies. (2024). Xu, Zhiwei ; Zhang, Teng ; Li, Jiaqi.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000608.

    Full description at Econpapers || Download paper

16. Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets. (2024). Chen, Shu ; Wang, Jiaqi ; Yang, Xiaolan.
    In: China Economic Review.
    RePEc:eee:chieco:v:88:y:2024:i:c:s1043951x24001718.

    Full description at Econpapers || Download paper

17. Can a machine learn from behavioral biases? Evidence from stock return predictability of deep learning models. (2024). Byun, Suk-Joon ; Cho, Sangheum ; Kim, Da-Hea.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000953.

    Full description at Econpapers || Download paper

18. Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_11149.

    Full description at Econpapers || Download paper

19. Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin.
    In: CRC TR 224 Discussion Paper Series.
    RePEc:bon:boncrc:crctr224_2024_569.

    Full description at Econpapers || Download paper

20. PEnvironmental Preferences and Sector Valuations. (2024). Stalla-Bourdillon, Arthur ; Jourde, Tristan.
    In: Working papers.
    RePEc:bfr:banfra:964.

    Full description at Econpapers || Download paper

21. Heterogeneous Beliefs Model of Stock Market Predictability. (2024). Park, Jiho.
    In: Papers.
    RePEc:arx:papers:2406.08448.

    Full description at Econpapers || Download paper

22. Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Risk?. (2024). Zimmermann, Florian ; Bauer, Rob ; Smeets, Paul ; Godker, Katrin.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:319.

    Full description at Econpapers || Download paper

23. COVID-19 pandemic and capital markets: the role of government responses. (2023). Maniora, Janine ; Pott, Christiane ; Beer, Christian.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:93:y:2023:i:1:d:10.1007_s11573-022-01103-x.

    Full description at Econpapers || Download paper

24. Finance Followership. (2023). Puaschunder, Julia.
    In: RAIS Conference Proceedings 2022-2024.
    RePEc:smo:raiswp:0249.

    Full description at Econpapers || Download paper

25. How do insider trading incentives shape nonfinancial disclosures? Evidence from product and business expansion disclosures. (2023). He, Guanming.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:60:y:2023:i:1:d:10.1007_s11156-022-01093-5.

    Full description at Econpapers || Download paper

26. Blockholdings, Dividend Policy, Stock Returns and Return Volatility: Evidence from the UAE. (2023). Butt, Umar ; Chamberlain, Trevor William.
    In: IJFS.
    RePEc:gam:jijfss:v:11:y:2023:i:4:p:122-:d:1260482.

    Full description at Econpapers || Download paper

27. Effects of Information Overload on Financial Markets: How Much Is Too Much?. (2023). Bernales, Alejandro ; Valenzuela, Marcela ; Zer, Ilknur.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1372.

    Full description at Econpapers || Download paper

28. Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Chen, Hong-Yi ; Hsieh, Chia-Hsun ; Lee, Cheng-Few.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000094.

    Full description at Econpapers || Download paper

29. Momentum turning points. (2023). Mazzoleni, Michele G ; Goulding, Christian L ; Harvey, Campbell R.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:149:y:2023:i:3:p:378-406.

    Full description at Econpapers || Download paper

30. Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Arcuri, Maria Cristina ; Russo, Ivan ; Gandolfi, Gino.
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231.

    Full description at Econpapers || Download paper

31. Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:212:y:2023:i:c:p:1286-1310.

    Full description at Econpapers || Download paper

32. MyPortfolio: The IKEA effect in financial investment decisions. (2023). Mill, Wladislaw ; Gamm, Fabian ; Brunner, Fabian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426622001236.

    Full description at Econpapers || Download paper

33. The wisdom of crowds and the markets response to earnings news: Evidence using the geographic dispersion of investors. (2023). Chen, Jason V.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:75:y:2023:i:2:s0165410122000908.

    Full description at Econpapers || Download paper

34. Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs. (2023). Ikeda, Naoshi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:64:y:2023:i:c:s1386418122000891.

    Full description at Econpapers || Download paper

35. Informative or distracting: CSR disclosure of peer firms and analyst forecast accuracy. (2023). Hu, YI ; Jin, Shuchang ; Zhang, Lei ; Ni, Juan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000911.

    Full description at Econpapers || Download paper

36. The informational feedback effect of stock prices on corporate investments: A comparison of new energy firms and traditional energy firms in China. (2023). Xu, Zhiwei ; Zhang, Teng.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005844.

    Full description at Econpapers || Download paper

37. Disagreement, speculation, and the idiosyncratic volatility. (2023). Jiang, Ying ; Wu, KE ; Pan, Jiening ; Wang, Jianqiu.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:72:y:2023:i:c:p:232-250.

    Full description at Econpapers || Download paper

38. Information linkages in a financial market with imperfect competition. (2023). Lou, Youcheng ; Yang, Yaqing.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:150:y:2023:i:c:s0165188923000490.

    Full description at Econpapers || Download paper

39. Interest rate changes and the cross-section of global equity returns. (2023). Bianchi, Robert J ; Cakici, Nusret ; Long, Huaigang ; Zaremba, Adam.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

    Full description at Econpapers || Download paper

40. Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Montone, Maurizio ; Dittmann, Ingolf ; Zhu, Yuhao.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:78:y:2023:i:c:s0929119922001651.

    Full description at Econpapers || Download paper

41. Company name fluency and stock returns. (2023). Montone, Maurizio ; van den Assem, Martijn J.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000333.

    Full description at Econpapers || Download paper

42. Irrational exuberance and deception — Why markets spin out of control. (2023). Mesly, Olivier.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022000491.

    Full description at Econpapers || Download paper

43. Public money as a store of value, heterogeneous beliefs, and banks: implications of CBDC. (2023). Muñoz, Manuel A. ; Soons, Oscar ; Muoz, Manuel A.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20232801.

    Full description at Econpapers || Download paper

44. Identifying the Effects of Macroeconomic Attention Through Foreign Investor Distraction. (2023). Marmora, Paul.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:58:y:2023:i:8:p:3644-3671_14.

    Full description at Econpapers || Download paper

45. The Pollution Premium. (2023). Li, Kai ; Hsu, Pohsuan ; Tsou, Chiyang.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:78:y:2023:i:3:p:1343-1392.

    Full description at Econpapers || Download paper

46. Optimal Financial Transaction Taxes. (2023). Davila, Eduardo.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

    Full description at Econpapers || Download paper

47. Whose opinion matters when insiders disagree with short sellers?. (2023). Zheng, Liyi ; Wang, Shuo.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:50:y:2023:i:9-10:p:1527-1571.

    Full description at Econpapers || Download paper

48. Difference of opinion among investors versus analysts. (2023). Wu, Wenfeng ; Cao, Zhiqi.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:63:y:2023:i:2:p:2347-2381.

    Full description at Econpapers || Download paper

49. NFT Bubbles. (2023). Ranaldo, Angelo ; Barbon, Andrea.
    In: Papers.
    RePEc:arx:papers:2303.06051.

    Full description at Econpapers || Download paper

50. Investor Protection and Post-Disclosure Disagreement: International Evidence. (2022). Chen, Tao.
    In: The International Journal of Accounting (TIJA).
    RePEc:wsi:tijaxx:v:57:y:2022:i:03:n:s1094406022500123.

    Full description at Econpapers || Download paper

51. Resale options and heterogeneous beliefs. (2022). Wang, Rongtsorng ; Huang, Kaimin ; Kuo, Idoun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:6:p:1067-1083.

    Full description at Econpapers || Download paper

52. Do momentum and reversal matter in the Singapore stock market?. (2022). Mahmood, Syed Riaz.
    In: Asia-Pacific Journal of Accounting & Economics.
    RePEc:taf:raaexx:v:29:y:2022:i:6:p:1692-1708.

    Full description at Econpapers || Download paper

53. Crowdlending: mapping the core literature and research frontiers. (2022). Ribeiro-Navarrete, Samuel ; Pieiro-Chousa, Juan ; Palacios-Marques, Daniel ; Lopez-Cabarcos, Angeles M.
    In: Review of Managerial Science.
    RePEc:spr:rvmgts:v:16:y:2022:i:8:d:10.1007_s11846-021-00491-8.

    Full description at Econpapers || Download paper

54. Disagreement about fundamentals: measurement and consequences. (2022). Fischer, Paul ; Zhou, Frank ; Kim, Chongho.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:27:y:2022:i:4:d:10.1007_s11142-021-09627-3.

    Full description at Econpapers || Download paper

55. Are News Effects Necessarily Asymmetric? Evidence from Bangladesh Stock Market. (2022). Bose, Shekar ; Rahman, Hafizur.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:4:p:21582440221127157.

    Full description at Econpapers || Download paper

56. Quantifying the High-Frequency Trading “Arms Race”. (2022). Aquilina, Matteo ; Oneill, Peter ; Budish, Eric.
    In: The Quarterly Journal of Economics.
    RePEc:oup:qjecon:v:137:y:2022:i:1:p:493-564..

    Full description at Econpapers || Download paper

57. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw_v1.

    Full description at Econpapers || Download paper

58. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Ben-Rephael, Azi ; Cookson, Anthony J.
    In: SocArXiv.
    RePEc:osf:socarx:ud7yw.

    Full description at Econpapers || Download paper

59. Cultural Diversity and Corporate Tax Avoidance: Evidence from Chinese Private Enterprises. (2022). Wang, Wanwan ; Chan, Kam C ; Yu, Junli ; Lei, Guangyong.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:176:y:2022:i:2:d:10.1007_s10551-020-04683-2.

    Full description at Econpapers || Download paper

60. Speculative Trading and Bubbles: Evidence from the Art Market. (2022). Renneboog, Luc ; Penasse, Julien.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:7:p:4939-4963.

    Full description at Econpapers || Download paper

61. Expectations with Endogenous Information Acquisition: An Experimental Investigation. (2022). Perez-Truglia, Ricardo ; Fuster, Andreas ; Wiederholt, Mirko ; Zafar, Basit.
    In: SciencePo Working papers Main.
    RePEc:hal:spmain:hal-03878688.

    Full description at Econpapers || Download paper

62. Expectations with Endogenous Information Acquisition: An Experimental Investigation. (2022). Perez-Truglia, Ricardo ; Fuster, Andreas ; Wiederholt, Mirko ; Zafar, Basit.
    In: Post-Print.
    RePEc:hal:journl:hal-03878688.

    Full description at Econpapers || Download paper

63. Feedback trading: a review of theory and empirical evidence. (2022). Gebka, Bartosz ; Kallinterakis, Vasileios ; Gavriilidis, Konstantinos ; Economou, Fotini.
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:rbf-12-2021-0268.

    Full description at Econpapers || Download paper

64. Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter. (2022). Zhang, Jiahang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000447.

    Full description at Econpapers || Download paper

65. Cross-border mergers and acquisitions, regional cultural diversity and acquirers’ corporate social responsibility: Evidence from China listed companies. (2022). Zhang, Yuan ; Liu, Xiaming ; Yang, NA ; Yu, LU ; Wang, Jue.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:565-578.

    Full description at Econpapers || Download paper

66. The dispersion of beta estimates and the investors’ heterogeneous Beliefs：Evidence from the stock market in China. (2022). Zhang, Xili ; Yu, Xiaojian ; Xiao, Weilin ; Hong, Jiawei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:79:y:2022:i:c:p:540-550.

    Full description at Econpapers || Download paper

67. Measuring news media sentiment using big data for Chinese stock markets. (2022). Shuai, Yulin ; Shen, Shulin ; Xia, LE ; Gao, DA.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001056.

    Full description at Econpapers || Download paper

68. Millionaires speak: What drives their personal investment decisions?. (2022). Choi, James ; Bender, Svetlana ; Dyson, Danielle ; Robertson, Adriana Z.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

    Full description at Econpapers || Download paper

69. Strategic fragmented markets. (2022). Parlatore, Cecilia ; Babus, Ana.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:3:p:876-908.

    Full description at Econpapers || Download paper

70. Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Han, Yufeng ; Huang, Dayong.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315.

    Full description at Econpapers || Download paper

71. Informed speculation with k-level reasoning. (2022). Zhou, Hang.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:200:y:2022:i:c:s0022053121002015.

    Full description at Econpapers || Download paper

72. Legislative gridlock and stock return dispersion around roll-call votes. (2022). Cheng, Mengyao.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000036.

    Full description at Econpapers || Download paper

73. Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Gemayel, Roland ; Bowden, James.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000981.

    Full description at Econpapers || Download paper

74. Risk premia, asset price bubbles, and monetary policy. (2022). Lamichhane, Sujan ; Jarrow, Robert.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s157230892200033x.

    Full description at Econpapers || Download paper

75. Does the U.S. president affect the stock market?. (2022). Montone, Maurizio.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:61:y:2022:i:c:s1386418121000768.

    Full description at Econpapers || Download paper

76. A new measure of realized volatility: Inertial and reverse realized semivariance. (2022). Tao, Yunqing ; Luo, Xin ; Zou, Kai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005882.

    Full description at Econpapers || Download paper

77. Non-state shareholders entering of state-owned enterprises and equity mispricing: Evidence from China. (2022). Yang, Xingquan ; Yin, Xingqiang ; Li, Wencong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s105752192200312x.

    Full description at Econpapers || Download paper

78. Constructing a positive sentiment index for COVID-19: Evidence from G20 stock markets. (2022). Drakos, Konstantinos ; Anastasiou, Dimitris ; Ballis, Antonis.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000795.

    Full description at Econpapers || Download paper

79. Far away from home: Investors’ underreaction to geographically dispersed information. (2022). Chen, Zilin ; Chu, Liya ; Tu, Jun ; Liang, Dawei.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:136:y:2022:i:c:s0165188922000306.

    Full description at Econpapers || Download paper

80. Belief Disagreement and Portfolio Choice. (2022). Parker, Jonathan ; Meeuwis, Maarten ; Simester, Duncan ; Schoar, Antoinette.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:6:p:3191-3247.

    Full description at Econpapers || Download paper

81. Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:77:y:2022:i:4:p:2239-2285.

    Full description at Econpapers || Download paper

82. Individual investors dispersion in beliefs and stock returns. (2022). Xiong, Xiong ; Li, Xindan ; Wu, Weixing ; Lu, Lei ; Ma, Junjun.
    In: Financial Management.
    RePEc:bla:finmgt:v:51:y:2022:i:3:p:929-953.

    Full description at Econpapers || Download paper

83. FSA in an ETF world. (2021). Lundholm, Russell J.
    In: Review of Accounting Studies.
    RePEc:spr:reaccs:v:26:y:2021:i:4:d:10.1007_s11142-020-09571-8.

    Full description at Econpapers || Download paper

84. Whose Disagreement Matters? Household Belief Dispersion and Stock Trading Volume*. (2021). Li, Geng.
    In: Review of Finance.
    RePEc:oup:revfin:v:25:y:2021:i:6:p:1859-1900..

    Full description at Econpapers || Download paper

85. Valuation Effect of Emotionality in Corporate Philanthropy. (2021). Nguyen, Trung ; Dang, Anh.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:173:y:2021:i:1:d:10.1007_s10551-020-04551-z.

    Full description at Econpapers || Download paper

86. Expectations Concordance and Stock Market Volatility: Knightian Uncertainty in the Year of the Pandemic. (2021). Mangee, Nicholas ; Frydman, Roman.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:521-:d:669919.

    Full description at Econpapers || Download paper

87. Corporate Disclosure: Facts or Opinions?. (2021). Meursault, Vitaly ; Kogan, Shimon.
    In: Working Papers.
    RePEc:fip:fedpwp:93414.

    Full description at Econpapers || Download paper

88. Earnings and liquidity factors. (2021). Snigaroff, Robert ; Wroblewski, David.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:508-523.

    Full description at Econpapers || Download paper

89. Individual investor ownership and the news coverage premium. (2021). Marmora, Paul.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:494-507.

    Full description at Econpapers || Download paper

90. Information transmission along supply chains: Stock price reaction of suppliers upon a customers release of qualitative risk information. (2021). Li, Yanqiong ; Chan, Kam C ; He, Jie.
    In: International Journal of Production Economics.
    RePEc:eee:proeco:v:239:y:2021:i:c:s0925527321001651.

    Full description at Econpapers || Download paper

91. Does the turnover effect matter in emerging markets? Evidence from China. (2021). Wu, Zhen-Xing ; Chen, Tsung-Yu ; Chao, Ching-Hsiang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000585.

    Full description at Econpapers || Download paper

92. Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; van Lamoen, Ryan ; de Vette, Nander.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

    Full description at Econpapers || Download paper

93. Diagnostic bubbles. (2021). Shleifer, Andrei ; Kwon, Spencer Yongwook ; Gennaioli, Nicola ; Bordalo, Pedro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:1060-1077.

    Full description at Econpapers || Download paper

94. Are disagreements agreeable? Evidence from information aggregation. (2021). Wang, Liyao ; Li, Jiangyuan ; Huang, Dashan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:1:p:83-101.

    Full description at Econpapers || Download paper

95. Information shocks, disagreement, and drift. (2021). Armstrong, Will J ; Sabah, Nasim ; Cardella, Laura.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:140:y:2021:i:3:p:916-940.

    Full description at Econpapers || Download paper

96. Asset pricing and FOMC press conferences. (2021). Eriksen, Jonas Nygaard ; Bodilsen, Simon ; Gronborg, Niels S.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621001229.

    Full description at Econpapers || Download paper

97. Momentum life cycle, revisited. (2021). Chen, Tsung-Yu ; Chou, Pin-Huang ; Rhee, Ghon S ; Hsieh, Chia-Hsun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000777.

    Full description at Econpapers || Download paper

98. Kimchi premium and speculative trading in bitcoin. (2021). Eom, Yunsung.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319301357.

    Full description at Econpapers || Download paper

99. Disagreement on sunspots and soybeans futures price. (2021). Yu, Xiaohua ; Feil, Jan-Henning ; Wang, Hanjie.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:385-393.

    Full description at Econpapers || Download paper

100. Information Markets and Nonmarkets. (2021). Ottaviani, Marco ; Bergemann, Dirk.
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:2296.

     Full description at Econpapers || Download paper

101. Short-term Momentum. (2021). Schmeling, Maik ; Medhat, Mamdouh.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15857.

     Full description at Econpapers || Download paper

102. The Macroeconomics of Financial Speculation. (2021). Simsek, Alp.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15733.

     Full description at Econpapers || Download paper

103. Cyclicality of Uncertainty and Disagreement. (2021). Zohar, Osnat.
     In: Bank of Israel Working Papers.
     RePEc:boi:wpaper:2021.09.

     Full description at Econpapers || Download paper

104. Top management incentives and financial flexibility: The case of make‐whole call provisions. (2021). King, Taohsien Dolly ; Jameson, Melvin ; Prevost, Andrew.
     In: Journal of Business Finance & Accounting.
     RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:374-404.

     Full description at Econpapers || Download paper

105. Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?. (2020). Seifert, Oleg ; Schnaubelt, Matthias.
     In: FAU Discussion Papers in Economics.
     RePEc:zbw:iwqwdp:042020.

     Full description at Econpapers || Download paper

106. A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias. (2020). Chen, Keqi.
     In: Journal of Applied Finance & Banking.
     RePEc:spt:apfiba:v:10:y:2020:i:5:f:10_5_15.

     Full description at Econpapers || Download paper

107. Expiration day effects on European trading volumes. (2020). Treleaven, Philip C ; Hesse, Christian W ; Batrinca, Bogdan.
     In: Empirical Economics.
     RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-019-01627-2.

     Full description at Econpapers || Download paper

108. Bubbles and Financial Professionals. (2020). Huber, Christoph ; Cohen, Lauren ; Rose, Julia ; Lindner, Florian ; Weitzel, Utz ; Kirchler, Michael.
     In: The Review of Financial Studies.
     RePEc:oup:rfinst:v:33:y:2020:i:6:p:2659-2696..

     Full description at Econpapers || Download paper

109. Echo Chambers. (2020). Mullins, William ; Engelberg, Joseph E ; Cookson, Anthony J.
     In: SocArXiv.
     RePEc:osf:socarx:n2q9h_v1.

     Full description at Econpapers || Download paper

110. Echo Chambers. (2020). Engelberg, Joseph ; Mullins, William ; Cookson, Anthony J.
     In: SocArXiv.
     RePEc:osf:socarx:n2q9h.

     Full description at Econpapers || Download paper

111. Optimal Financial Transaction Taxes. (2020). Davila, Eduardo.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:27826.

     Full description at Econpapers || Download paper

112. Bubbles and the Value of Innovation. (2020). Ho, Paul ; Haddad, Valentin ; Loualiche, Erik.
     In: Working Paper.
     RePEc:fip:fedrwp:88433.

     Full description at Econpapers || Download paper

113. Monetary Policy Expectations, Fund Managers, and Fund Returns: Evidence from China. (2020). Rogers, John ; Yu, Yang ; Ammer, John ; Wang, Gang.
     In: International Finance Discussion Papers.
     RePEc:fip:fedgif:1285.

     Full description at Econpapers || Download paper

114. Offsetting disagreement and security prices. (2020). Huang, Shiyang ; Lou, Dong ; Yin, Chengxi ; Hwang, Byoung-Hyoun.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:101135.

     Full description at Econpapers || Download paper

115. Do Investors exaggerate corporate ESG information? Evidence of the ESG momentum effect in the Taiwanese market. (2020). Yang, Sharon S ; Chen, Hong-Yi.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:63:y:2020:i:c:s0927538x19306493.

     Full description at Econpapers || Download paper

116. Does news affect disagreement in global markets?. (2020). Chen, Tao.
     In: Journal of Business Research.
     RePEc:eee:jbrese:v:109:y:2020:i:c:p:174-183.

     Full description at Econpapers || Download paper

117. Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). deHaan, Ed ; Marinovic, Ivan ; Blankespoor, Elizabeth.
     In: Journal of Accounting and Economics.
     RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x.

     Full description at Econpapers || Download paper

118. Predicting the equity premium with the implied volatility spread. (2020). Simin, Timothy ; Xiao, Han ; Cao, Charles.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:51:y:2020:i:c:s1386418119303611.

     Full description at Econpapers || Download paper

119. Trading from home: The impact of COVID-19 on trading volume around the world. (2020). Chiah, Mardy ; Zhong, Angel.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:37:y:2020:i:c:s1544612320315981.

     Full description at Econpapers || Download paper

120. Intangible factor and idiosyncratic volatility puzzles. (2020). Li, Xing ; Hou, Keqiang ; Zhang, Chao.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:34:y:2020:i:c:s154461231930875x.

     Full description at Econpapers || Download paper

121. Social media effect, investor recognition and the cross-section of stock returns. (2020). Li, Youwei ; Feng, XU ; Cao, Xing ; Meng, Xiangtong ; Zhang, Wei.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:67:y:2020:i:c:s1057521919304818.

     Full description at Econpapers || Download paper

122. Expectile CAPM. (2020). Zheng, Zhenlong ; Hu, Wei.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:88:y:2020:i:c:p:386-397.

     Full description at Econpapers || Download paper

123. Differences of opinion, institutional bids, and IPO underpricing. (2020). Yan, Xuemin ; Gao, Shenghao ; Meng, Qingbin ; Brockman, Paul.
     In: Journal of Corporate Finance.
     RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282.

     Full description at Econpapers || Download paper

124. The Out-of-Sample Performance of Carry Trades. (2020). Taylor, Mark ; HSU, Po-Hsuan ; Wang, Zigan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:15052.

     Full description at Econpapers || Download paper

125. JUMPS, NEWS, AND SUBSEQUENT RETURN DYNAMICS: AN INTRADAY STUDY. (2020). Yin, Xiangkang ; Xiao, Yuewen ; Zhao, Jing.
     In: Journal of Financial Research.
     RePEc:bla:jfnres:v:43:y:2020:i:3:p:705-731.

     Full description at Econpapers || Download paper

126. Shorting in Speculative Markets. (2020). Nutz, Marcel ; Scheinkman, Jose A.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:75:y:2020:i:2:p:995-1036.

     Full description at Econpapers || Download paper

127. Glued to the TV: Distracted Noise Traders and Stock Market Liquidity. (2020). peress, joel ; Schmidt, Daniel.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:75:y:2020:i:2:p:1083-1133.

     Full description at Econpapers || Download paper

128. Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan.
     In: Financial Management.
     RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706.

     Full description at Econpapers || Download paper

129. Beyond the efficient markets hypothesis: Towards a new paradigm. (2020). Fender, John.
     In: Bulletin of Economic Research.
     RePEc:bla:buecrs:v:72:y:2020:i:3:p:333-351.

     Full description at Econpapers || Download paper

130. Influence of media coverage and sentiment on seasoned equity offerings. (2020). Zhou, YI ; Sun, JI ; Guo, Jie ; Wang, Jiaguo.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:60:y:2020:i:s1:p:557-585.

     Full description at Econpapers || Download paper

131. Does Investor Sentiment Affect the Value Relevance of Accounting Information?. (2020). Wu, Eliza ; He, Wen ; Hong, Kihoon.
     In: Abacus.
     RePEc:bla:abacus:v:56:y:2020:i:4:p:535-560.

     Full description at Econpapers || Download paper

132. Does maturity matter? The case of treasury futures volume. (2019). Huang, Kershen ; Chichernea, Doina ; Petkevich, Alex.
     In: Journal of Futures Markets.
     RePEc:wly:jfutmk:v:39:y:2019:i:10:p:1301-1321.

     Full description at Econpapers || Download paper

133. Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges. (2019). Muga, Luis ; Abinzano, Isabel.
     In: Journal of Sports Economics.
     RePEc:sae:jospec:v:20:y:2019:i:2:p:261-285.

     Full description at Econpapers || Download paper

134. Psychological Aspects of Stock Returns Accompanied by High Trading Volumes. (2019). Kudryavtsev, Andrey.
     In: Journal of Risk & Control.
     RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:1-17.

     Full description at Econpapers || Download paper

135. Predicting the equity premium with the implied volatility spread. (2019). Xiao, Han ; Simin, Timothy ; Cao, Charles.
     In: MPRA Paper.
     RePEc:pra:mprapa:103651.

     Full description at Econpapers || Download paper

136. Momentum and reversal in financial markets with persistent heterogeneity. (2019). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele.
     In: Annals of Finance.
     RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-019-00353-0.

     Full description at Econpapers || Download paper

137. Speculative bubbles in agricultural commodity prices: detection and forecasting via market indicators. (2019). Tkach, Kateryna ; Recchioni, Maria Cristina ; Mariani, Francesca ; Ciaschini, Clio.
     In: RIEDS - Rivista Italiana di Economia, Demografia e Statistica - The Italian Journal of Economic, Demographic and Statistical Studies.
     RePEc:ite:iteeco:190205.

     Full description at Econpapers || Download paper

138. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
     In: Post-Print.
     RePEc:hal:journl:hal-02065042.

     Full description at Econpapers || Download paper

139. Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:107:y:2019:i:c:p:96-113.

     Full description at Econpapers || Download paper

140. Stress testing the equity home bias: A turnover analysis of Eurozone markets. (2019). Lazzari, Valter ; Geranio, Manuela.
     In: Journal of International Money and Finance.
     RePEc:eee:jimfin:v:97:y:2019:i:c:p:70-85.

     Full description at Econpapers || Download paper

141. Bubbles for Fama. (2019). Shleifer, Andrei ; You, Yang ; Greenwood, Robin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:131:y:2019:i:1:p:20-43.

     Full description at Econpapers || Download paper

142. Survival in speculative markets. (2019). Dindo, Pietro.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:181:y:2019:i:c:p:1-43.

     Full description at Econpapers || Download paper

143. Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

     Full description at Econpapers || Download paper

144. Noise traders and smart money: Evidence from online searches. (2019). Herve, Fabrice ; belvaux, bertrand ; Zouaoui, Mohamed.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:83:y:2019:i:c:p:141-149.

     Full description at Econpapers || Download paper

145. Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2019). Hudepohl, Tom ; van Lamoen, Ryan ; de Vette, Nander.
     In: Working Papers.
     RePEc:dnb:dnbwpp:660.

     Full description at Econpapers || Download paper

146. Information shocks and provider responsiveness: evidence from interventional cardiology. (2019). von Hinke, Stephanie ; Vikström, Johan ; Propper, Carol ; Avdic, Daniel.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:13627.

     Full description at Econpapers || Download paper

147. Individualistic cultures and crash risk. (2019). Luong, Hoang ; faff, robert ; Dang, Tung ; Nguyen, Lily.
     In: European Financial Management.
     RePEc:bla:eufman:v:25:y:2019:i:3:p:622-654.

     Full description at Econpapers || Download paper

148. THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey.
     In: Economic Annals.
     RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

     Full description at Econpapers || Download paper

149. Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela.
     In: BAFFI CAREFIN Working Papers.
     RePEc:baf:cbafwp:cbafwp19114.

     Full description at Econpapers || Download paper

150. Shorting in Speculative Markets. (2019). Scheinkman, Jose ; Nutz, Marcel.
     In: Papers.
     RePEc:arx:papers:1705.05882.

     Full description at Econpapers || Download paper

151. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Chen, Cathy Yi-Hsuan ; Liu, Yanchu ; Hardle, Wolfgang Karl.
     In: IRTG 1792 Discussion Papers.
     RePEc:zbw:irtgdp:2018023.

     Full description at Econpapers || Download paper

152. Holding Horizon: A New Measure of Active Investment Management. (2018). wermers, russell ; Moneta, Fabio ; Lan, Chunhua.
     In: CFR Working Papers.
     RePEc:zbw:cfrwps:1506.

     Full description at Econpapers || Download paper

153. European trading volumes on cross‐market holidays. (2018). Treleaven, Philip C ; Hesse, Christian W ; Batrinca, Bogdan.
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:23:y:2018:i:4:p:675-704.

     Full description at Econpapers || Download paper

154. Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele.
     In: Working Papers.
     RePEc:ven:wpaper:2018:03.

     Full description at Econpapers || Download paper

155. Textual Sentiment, Option Characteristics, and Stock Return Predictability. (2018). Härdle, Wolfgang ; Fengler, Matthias ; Liu, Yanchu ; Hardle, Wolfgang Karl ; Chen, Cathy Yi-Hsuan.
     In: Economics Working Paper Series.
     RePEc:usg:econwp:2018:08.

     Full description at Econpapers || Download paper

156. Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele.
     In: LEM Papers Series.
     RePEc:ssa:lemwps:2018/04.

     Full description at Econpapers || Download paper

157. Optimal Team Size and Overconfidence. (2018). Katolnik, Svetlana ; Hakenes, Hendrik.
     In: Group Decision and Negotiation.
     RePEc:spr:grdene:v:27:y:2018:i:4:d:10.1007_s10726-018-9575-9.

     Full description at Econpapers || Download paper

158. Cultural similarities and housing market linkage: evidence from OECD countries. (2018). Kuang, Weida ; Wang, Qilin.
     In: Frontiers of Business Research in China.
     RePEc:spr:fobric:v:12:y:2018:i:1:d:10.1186_s11782-018-0030-1.

     Full description at Econpapers || Download paper

159. The effect of restatements on trading volume reactions to earnings announcements. (2018). Yu, Lin-Hui ; Ye, Chunlai.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0626-0.

     Full description at Econpapers || Download paper

160. INDIVIDUAL INVESTORS PARTICIPATION AND DIVERGENCE OF OPINION IN NEW ISSUE MARKETS: EVIDENCE FROM MALAYSIA. (2018). Kyid, Yeoh Ken ; Ibrahim, Izani ; Narayanasamy, Cheedradevi.
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:12:y:2018:i:1:p:1-22.

     Full description at Econpapers || Download paper

161. INDIVIDUAL INVESTORS PARTICIPATION AND DIVERGENCE OF OPINION IN NEW ISSUE MARKETS: EVIDENCE FROM MALAYSIA. (2018). Kyid, Yeoh Ken ; Ibrahim, Izani ; Narayanasamy, Cheedradevi.
     In: The International Journal of Business and Finance Research.
     RePEc:ibf:ijbfre:v:11:y:2017:i:2:p:1-22.

     Full description at Econpapers || Download paper

162. Equity market momentum: A synthesis of the literature and suggestions for future work. (2018). Subrahmanyam, Avanidhar.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:51:y:2018:i:c:p:291-296.

     Full description at Econpapers || Download paper

163. Volume shocks and stock returns: An alternative test. (2018). Chiah, Mardy ; Chai, Daniel ; Li, Bob ; Zhong, Angel.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:48:y:2018:i:c:p:1-16.

     Full description at Econpapers || Download paper

164. Extrapolation and bubbles. (2018). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:129:y:2018:i:2:p:203-227.

     Full description at Econpapers || Download paper

165. Institutional trading and asset pricing. (2018). Westerholm, Joakim ; Tourani-Rad, Alireza ; Huynh, Thanh ; Frijns, Bart.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:89:y:2018:i:c:p:59-77.

     Full description at Econpapers || Download paper

166. Speculation under unawareness. (2018). Galanis, Spyros.
     In: Games and Economic Behavior.
     RePEc:eee:gamebe:v:109:y:2018:i:c:p:598-615.

     Full description at Econpapers || Download paper

167. Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:41:y:2018:i:c:p:57-76.

     Full description at Econpapers || Download paper

168. Corporate financing with loss aversion and disagreement. (2018). Niu, Weining ; Zeng, Qingduo.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:27:y:2018:i:c:p:80-90.

     Full description at Econpapers || Download paper

169. The impact of Twitter sentiment on renewable energy stocks. (2018). Ugolini, Andrea ; Reboredo, Juan.
     In: Energy Economics.
     RePEc:eee:eneeco:v:76:y:2018:i:c:p:153-169.

     Full description at Econpapers || Download paper

170. Time-varying arbitrage and dynamic price discovery. (2018). Zwinkels, Remco ; Frijns, Bart.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:91:y:2018:i:c:p:485-502.

     Full description at Econpapers || Download paper

171. Disagreement and Security Design. (2018). Schmalz, Martin ; Ortner, Juan.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:12596.

     Full description at Econpapers || Download paper

172. Disagreement and Optimal Security Design. (2018). Schmalz, Martin ; Ortner, Juan.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_6906.

     Full description at Econpapers || Download paper

173. The Impact of Heterogeneous Signals on Stock Price Predictability in a Strategic Trade Model. (2018). Winter, Christoph.
     In: Working papers.
     RePEc:bsl:wpaper:2018/22.

     Full description at Econpapers || Download paper

174. Persistency of the momentum effect. (2018). Chou, Pinhuang ; Chen, Hongyi ; Hsieh, Chiahsun.
     In: European Financial Management.
     RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

     Full description at Econpapers || Download paper

175. CORPORATE FINANCING UNDER HETEROGENEOUS BELIEFS. (2017). Niu, Weining.
     In: Annals of Financial Economics (AFE).
     RePEc:wsi:afexxx:v:12:y:2017:i:04:n:s2010495217500191.

     Full description at Econpapers || Download paper

176. Behavioral Finance: History and Foundations. (2017). Illiashenko, Pavlo.
     In: Visnyk of the National Bank of Ukraine.
     RePEc:ukb:journl:y:2017:i:239:p:28-54.

     Full description at Econpapers || Download paper

177. Divergence of opinion and long-run performance of private placements: evidence from the auction market. (2017). Pan, Zheyao ; Han, Jianlei ; Zhang, Guangli.
     In: Working Papers.
     RePEc:tas:wpaper:23637.

     Full description at Econpapers || Download paper

178. Developing a Volume Forecasting Model. (2017). Treleaven, Philip C ; Hesse, Christian W ; Batrinca, Bogdan.
     In: Journal of Applied Finance & Banking.
     RePEc:spt:apfiba:v:7:y:2017:i:1:f:7_1_1.

     Full description at Econpapers || Download paper

179. Short selling restrictions in 2005–2009 in Indian market and underpricing of initial public offerings. (2017). Gulati, Tanya ; Roy, Supriyo ; Bose, S K.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:41:y:2017:i:1:d:10.1007_s12197-015-9336-4.

     Full description at Econpapers || Download paper

180. Domestic exchange rate determination in Renaissance Florence. (2017). Chang, Sanders ; Booth, Geoffrey G.
     In: Cliometrica.
     RePEc:spr:cliomt:v:11:y:2017:i:3:d:10.1007_s11698-016-0146-5.

     Full description at Econpapers || Download paper

181. Behavioral Biases Never Walk Alone. (2017). Muga, Luis ; Abinzano, Isabel.
     In: Journal of Sports Economics.
     RePEc:sae:jospec:v:18:y:2017:i:2:p:99-125.

     Full description at Econpapers || Download paper

182. Supply and Shorting in Speculative Markets. (2017). Scheinkman, Jose ; Nutz, Marcel.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:23751.

     Full description at Econpapers || Download paper

183. Disagreement, Underreaction, and Stock Returns. (2017). Yang, Liyan ; Cen, Ling ; John, K C.
     In: Management Science.
     RePEc:inm:ormnsc:v:63:y:2017:i:4:p:1214-1231.

     Full description at Econpapers || Download paper

184. The Effect of Stock Return Sequences on Trading Volumes. (2017). Kudryavtsev, Andrey.
     In: IJFS.
     RePEc:gam:jijfss:v:5:y:2017:i:4:p:20-:d:113880.

     Full description at Econpapers || Download paper

185. Financial markets where traders neglect the informational content of prices. (2017). Vayanos, Dimitri ; Rabin, Matthew ; Eyster, Erik.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:118956.

     Full description at Econpapers || Download paper

186. Disagreement in expectations about public debt, monetary policy credibility and inflation risk premium. (2017). Montes, Gabriel ; Curi, Alexandre.
     In: Journal of Economics and Business.
     RePEc:eee:jebusi:v:93:y:2017:i:c:p:46-61.

     Full description at Econpapers || Download paper

187. Machiavellian experimentation. (2017). Xie, Yinxi.
     In: Journal of Comparative Economics.
     RePEc:eee:jcecon:v:45:y:2017:i:4:p:685-711.

     Full description at Econpapers || Download paper

188. Divergence of sentiment and stock market trading. (2017). Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos ; Siganos, Antonios.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.

     Full description at Econpapers || Download paper

189. Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks. (2017). Shen, Dehua ; Li, Xiao ; Zhang, Wei.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:23:y:2017:i:c:p:210-216.

     Full description at Econpapers || Download paper

190. Does oil and gold price uncertainty matter for the stock market?. (2017). Lehnert, Thorsten ; Honarvar, Iman ; Blanchard, Gildas ; Bams, Dennis.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:44:y:2017:i:c:p:270-285.

     Full description at Econpapers || Download paper

191. Anticipated Earnings Announcements and the Customer–Supplier Anomaly. (2017). Madsen, Joshua.
     In: Journal of Accounting Research.
     RePEc:bla:joares:v:55:y:2017:i:3:p:709-741.

     Full description at Econpapers || Download paper

192. Do Investors Buy Lotteries in China€™s Stock Market?. (2016). Liang, YU ; Zhang, Weiqiang.
     In: Journal of Applied Finance & Banking.
     RePEc:spt:apfiba:v:6:y:2016:i:5:f:6_5_5.

     Full description at Econpapers || Download paper

193. Investors’ Interacting Demand and Supply Curves for Common Stocks. (2016). Morck, Randall ; Dierker, Martin ; Kim, Jung-Wook ; Lee, Jason.
     In: Review of Finance.
     RePEc:oup:revfin:v:20:y:2016:i:4:p:1517-1547..

     Full description at Econpapers || Download paper

194. Alphabetic Bias, Investor Recognition, and Trading Behavior. (2016). Hillert, Alexander ; Jacobs, Heiko.
     In: Review of Finance.
     RePEc:oup:revfin:v:20:y:2016:i:2:p:693-723..

     Full description at Econpapers || Download paper

195. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:22258.

     Full description at Econpapers || Download paper

196. Extrapolation and Bubbles. (2016). Shleifer, Andrei ; Jin, Lawrence ; Greenwood, Robin ; Barberis, Nicholas.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21944.

     Full description at Econpapers || Download paper

197. Reexamining momentum profits: Underreaction or overreaction to firm-specific information?. (2016). Singh, Vivek ; Hur, Jungshik.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:46:y:2016:i:2:d:10.1007_s11156-014-0469-x.

     Full description at Econpapers || Download paper

198. Rethinking reversals. (2016). Johnson, Timothy C.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:120:y:2016:i:2:p:211-228.

     Full description at Econpapers || Download paper

199. Price reaction and disagreement over public signal. (2016). Au, Pak Hung.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:130:y:2016:i:c:p:81-106.

     Full description at Econpapers || Download paper

200. Cash flow news, discount rate news, and momentum. (2016). Kayacetin, Nuri Volkan ; Celiker, Umut ; Kumar, Raman ; Sonaer, Gokhan.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:72:y:2016:i:c:p:240-254.

     Full description at Econpapers || Download paper

201. A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns. (2016). Ikeda, Shin ; Zhang, Yan.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:17:y:2016:i:c:p:10-16.

     Full description at Econpapers || Download paper

202. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael ; Strobel, Johannes.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:11272.

     Full description at Econpapers || Download paper

203. The Nature of Volatility Spillovers across the International Capital Markets. (2016). Peralta, Gustavo.
     In: CNMV Working Papers.
     RePEc:cnv:wpaper:dt_63en.

     Full description at Econpapers || Download paper

204. Social Networks and Housing Markets. (2016). Stroebel, Johannes ; Kuchler, Theresa ; Cao, Ruiqing ; Bailey, Michael ; Strobel, Johannes.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_5905.

     Full description at Econpapers || Download paper

205. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment. (2016). Koudijs, Peter.
     In: Journal of Finance.
     RePEc:bla:jfinan:v:71:y:2016:i:3:p:1185-1226.

     Full description at Econpapers || Download paper

206. Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad.
     In: VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy.
     RePEc:zbw:vfsc15:112854.

     Full description at Econpapers || Download paper

207. Survival in Speculative Markets. (2015). Dindo, Pietro.
     In: LEM Papers Series.
     RePEc:ssa:lemwps:2015/32.

     Full description at Econpapers || Download paper

208. Short-Term Trading and Stock Return Anomalies: Momentum, Reversal, and Share Issuance. (2015). Pareek, Ankur ; Cremers, Martijn.
     In: Review of Finance.
     RePEc:oup:revfin:v:19:y:2015:i:4:p:1649-1701..

     Full description at Econpapers || Download paper

209. The Choice Channel of Financial Innovation. (2015). Iachan, Felipe ; Nenov, Plamen T ; Simsek, Alp.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21686.

     Full description at Econpapers || Download paper

210. Financial Markets where Traders Neglect the Informational Content of Prices. (2015). Vayanos, Dimitri ; Rabin, Matthew ; Eyster, Erik.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21224.

     Full description at Econpapers || Download paper

211. Social Trust and Differential Reactions of Local and Foreign Investors to Public News. (2015). Xiong, Wei ; Wang, Yaping ; Jia, Chunxin.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:21075.

     Full description at Econpapers || Download paper

212. Inattentive consumers in markets for services. (2015). Zizzo, Daniel ; Sitzia, Stefania ; Zheng, Jiwei.
     In: Theory and Decision.
     RePEc:kap:theord:v:79:y:2015:i:2:p:307-332.

     Full description at Econpapers || Download paper

213. Intercity Information Diffusion and Price Discovery in Housing Markets: Evidence from Google Searches. (2015). Wu, Jing ; Deng, Yongheng.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:50:y:2015:i:3:p:289-306.

     Full description at Econpapers || Download paper

214. Regional Economic Activity and Stock Returns. (2015). Smajlbegovic, Esad.
     In: 2015 Papers.
     RePEc:jmp:jm2015:psm196.

     Full description at Econpapers || Download paper

215. Speculation Spillovers. (2015). Zhang, Zheng ; Liu, Yu-Jane ; Zhao, Longkai.
     In: Management Science.
     RePEc:inm:ormnsc:v:61:y:2015:i:3:p:649-664.

     Full description at Econpapers || Download paper

216. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Qin, LU ; Chen, Lin ; Zhu, Hongquan.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:36:y:2015:i:c:p:119-127.

     Full description at Econpapers || Download paper

217. Signalling the Dotcom bubble: A multiple changes in persistence approach. (2015). De Medeiros, Otavio ; Leone, Vitor.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:55:y:2015:i:c:p:77-86.

     Full description at Econpapers || Download paper

218. Can a financial transaction tax prevent stock price booms?. (2015). Marcet, Albert ; Beutel, Johannes ; Adam, Klaus ; Merkel, Sebastian.
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:76:y:2015:i:s:p:s90-s109.

     Full description at Econpapers || Download paper

219. Financial reporting and market efficiency with extrapolative investors. (2015). Jehiel, Philippe ; Bianchi, Milo.
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:157:y:2015:i:c:p:842-878.

     Full description at Econpapers || Download paper

220. Social interaction, Internet access and stock market participation—An empirical study in China. (2015). Liang, Pinghan ; Guo, Shiqi.
     In: Journal of Comparative Economics.
     RePEc:eee:jcecon:v:43:y:2015:i:4:p:883-901.

     Full description at Econpapers || Download paper

221. Stock market expectations and risk aversion of individual investors. (2015). Veld-Merkoulova, Yulia ; Rosenthal, Leonard ; Lee, Boram.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:40:y:2015:i:c:p:122-131.

     Full description at Econpapers || Download paper

222. Financial Markets where Traders Neglect the Informational Content of Prices. (2015). Vayanos, Dimitri ; Rabin, Matthew ; Eyster, Erik.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10629.

     Full description at Econpapers || Download paper

223. Short-Sale Constraints and the Pricing of Managerial Skills. (2015). Cheng, SI ; Massa, Massimo ; Zhang, Hong.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:10447.

     Full description at Econpapers || Download paper

224. THE INFLUENCE OF STOCK MARKET INVESTORS’ BEHAVIOR ON BUSINESS CYCLES. (2015). Roxana, Ioan.
     In: Annals - Economy Series.
     RePEc:cbu:jrnlec:y:2015:v:6:p:136-144.

     Full description at Econpapers || Download paper

225. Towards a General Theory of the Stock Market. (2015). Fender, John.
     In: Discussion Papers.
     RePEc:bir:birmec:15-15.

     Full description at Econpapers || Download paper

226. Price Reaction to Information with Heterogeneous Beliefs and Wealth Effects: Underreaction, Momentum, and Reversal. (2015). Sørensen, Peter ; Ottaviani, Marco.
     In: American Economic Review.
     RePEc:aea:aecrev:v:105:y:2015:i:1:p:1-34.

     Full description at Econpapers || Download paper

227. Essays on ownership and control. (2014). Infante, Urzua F..
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:f17a9a42-f7a7-4ffa-a95d-a012cca4cfc3.

     Full description at Econpapers || Download paper

228. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Renneboog, L. D. R., ; Penasse, J. N. G., .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:bf0d8984-df7f-4f02-afc7-3a1eb8b7d1c3.

     Full description at Econpapers || Download paper

229. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Renneboog, L. D. R., ; Penasse, J. N. G., .
     In: Other publications TiSEM.
     RePEc:tiu:tiutis:386dd5e7-e672-4d9d-829c-6a9102704006.

     Full description at Econpapers || Download paper

230. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Renneboog, L. D. R., ; Penasse, J. N. G., .
     In: Discussion Paper.
     RePEc:tiu:tiutil:386dd5e7-e672-4d9d-829c-6a9102704006.

     Full description at Econpapers || Download paper

231. Bubbles and Trading Frenzies : Evidence from the Art Market. (2014). Renneboog, Luc ; Penasse, Julien ; Renneboog, L. D. R., ; Penasse, J. N. G., .
     In: Discussion Paper.
     RePEc:tiu:tiucen:bf0d8984-df7f-4f02-afc7-3a1eb8b7d1c3.

     Full description at Econpapers || Download paper

232. Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets. (2014). Kawakami, Kei.
     In: Department of Economics - Working Papers Series.
     RePEc:mlb:wpaper:1188.

     Full description at Econpapers || Download paper

233. Short-Term Buyers and Housing Market Dynamics. (2014). Qian, Wenlan ; Edelstein, Robert.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:49:y:2014:i:4:p:654-689.

     Full description at Econpapers || Download paper

234. Are Household Investors Noise Traders: Evidence from Belief Dispersion and Stock Trading Volume. (2014). Li, Geng.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2014-35.

     Full description at Econpapers || Download paper

235. Offsetting disagreement and security prices. (2014). Lou, Dong ; Yin, Chengxi ; Hwang, Byoung-Hyoung.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:119022.

     Full description at Econpapers || Download paper

236. Internet information arrival and volatility of SME PRICE INDEX. (2014). Shen, Dehua ; Zhang, Yongjie ; Xiong, Xiong ; Jin, XI ; Feng, Lina .
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:399:y:2014:i:c:p:70-74.

     Full description at Econpapers || Download paper

237. Coarse decision making and overfitting. (2014). Al-Najjar, Nabil I. ; Pai, Mallesh M..
     In: Journal of Economic Theory.
     RePEc:eee:jetheo:v:150:y:2014:i:c:p:467-486.

     Full description at Econpapers || Download paper

238. Investor sentiment and return predictability of disagreement. (2014). Seo, Sung Won ; Kim, Junsik ; Ryu, Doojin.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178.

     Full description at Econpapers || Download paper

239. African stock market returns and liquidity premia. (2014). Mollick, Andre ; Assefa, Tibebe A..
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:32:y:2014:i:c:p:325-342.

     Full description at Econpapers || Download paper

240. Small investor sentiment, differences of opinion and stock overvaluation. (2014). Qian, Xiaolin.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:19:y:2014:i:c:p:219-246.

     Full description at Econpapers || Download paper

241. Price and earnings momentum: An explanation using return decomposition. (2014). Wei, K. C. John, ; Mao, Mike Qinghao.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:28:y:2014:i:c:p:332-351.

     Full description at Econpapers || Download paper

242. Security Issuance and Stock Price Effects with Heterogeneous Beliefs. (2014). Weining, Niu ; Shancun, Liu ; Jing, Jin.
     In: Asian Economic and Financial Review.
     RePEc:asi:aeafrj:2014:p:1332-1346.

     Full description at Econpapers || Download paper

243. Social preferences and portfolio choice. (2013). Riedl, Arno ; Smeets P. M. A., ; Riedl A. M., .
     In: Research Memorandum.
     RePEc:unm:umagsb:2013051.

     Full description at Econpapers || Download paper

244. The Elgar Companion to Hyman Minsky. (2013). Toporowski, Jan.
     In: Review of Political Economy.
     RePEc:taf:revpoe:v:25:y:2013:i:1:p:175-177.

     Full description at Econpapers || Download paper

245. Another look at the holiday effect. (2013). Gama, Paulo M. ; Elisabete F. S. Vieira, .
     In: Applied Financial Economics.
     RePEc:taf:apfiec:v:23:y:2013:i:20:p:1623-1633.

     Full description at Econpapers || Download paper

246. Speculation, Trading and Bubbles Third Annual Arrow Lecture. (2013). Scheinkman, Jose.
     In: Working Papers.
     RePEc:pri:metric:wp050_2013-revised_scheinkman_speculation-trading-and-bubbles.pdf.

     Full description at Econpapers || Download paper

247. Trading Puzzle, Puzzling Trade. (2013). Erdem, Orhan ; Arık, Evren ; Yuksel, Serkan ; Ark, Evren .
     In: MPRA Paper.
     RePEc:pra:mprapa:46804.

     Full description at Econpapers || Download paper

248. Framing finance: A methodological account. (2013). Dow, Sheila.
     In: Working Papers.
     RePEc:pke:wpaper:pkwp1308.

     Full description at Econpapers || Download paper

249. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18905.

     Full description at Econpapers || Download paper

250. Heterogeneous Beliefs and Prediction Market Accuracy. (2013). TREICH, Nicolas ; He, Xuezhong (Tony).
     In: LERNA Working Papers.
     RePEc:ler:wpaper:27153.

     Full description at Econpapers || Download paper

251. An analysis of the impact of media coverage on stock price crashes and jumps: Evidence from Japan. (2013). Aman, Hiroyuki.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:24:y:2013:i:c:p:22-38.

     Full description at Econpapers || Download paper

252. Quiet bubbles. (2013). Sraer, David ; Hong, Harrison.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:110:y:2013:i:3:p:596-606.

     Full description at Econpapers || Download paper

253. Controlling shareholders and market timing in share issuance. (2013). Urzúa I., Francisco ; Larrain, Borja.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:109:y:2013:i:3:p:661-681.

     Full description at Econpapers || Download paper

254. Prospect theory, the disposition effect, and asset prices. (2013). Yang, Liyan ; Li, Yan.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:107:y:2013:i:3:p:715-739.

     Full description at Econpapers || Download paper

255. Arbitrage risk and the turnover anomaly. (2013). Huang, Tsung-Yu ; Chou, Pin-Huang ; Yang, Hung-Jeh .
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:37:y:2013:i:11:p:4172-4182.

     Full description at Econpapers || Download paper

256. Bubbles, Financial Crises, and Systemic Risk. (2013). Oehmke, Martin ; Brunnermeier, Markus K.
     In: Handbook of the Economics of Finance.
     RePEc:eee:finchp:2-b-1221-1288.

     Full description at Econpapers || Download paper

257. Liquidity and firm investment: Evidence for Latin America. (2013). Prem, Mounu ; Muoz, Francisco.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:20:y:2013:i:c:p:18-29.

     Full description at Econpapers || Download paper

258. Determinants of stock price bubbles. (2013). Sharma, Susan ; Narayan, Paresh ; Mishra, Sagarika ; Liu, Ruipeng.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:35:y:2013:i:c:p:661-667.

     Full description at Econpapers || Download paper

259. Heterogeneous beliefs and housing-market boom-bust cycles. (2013). Tomura, Hajime.
     In: Journal of Economic Dynamics and Control.
     RePEc:eee:dyncon:v:37:y:2013:i:4:p:735-755.

     Full description at Econpapers || Download paper

260. Analyst Coverage, Information, and Bubbles. (2013). Burch, Timothy R. ; Andrade, Sandro C. ; Bian, Jiangze.
     In: Journal of Financial and Quantitative Analysis.
     RePEc:cup:jfinqa:v:48:y:2013:i:05:p:1573-1605_00.

     Full description at Econpapers || Download paper

261. A Theory of Asset Prices based on Heterogeneous Information. (2013). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:9291.

     Full description at Econpapers || Download paper

262. Why Do Investors Hold Socially Responsible Mutual Funds?. (2013). Riedl, Arno ; Smeets, Paul.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_4403.

     Full description at Econpapers || Download paper

263. PRESS COVERAGE AND STOCK PRICE DEVIATION FROM FUNDAMENTAL VALUE. (2013). Park, Jung Chul ; Pantzalis, Christos ; Chen, Chia-Wei.
     In: Journal of Financial Research.
     RePEc:bla:jfnres:v:36:y:2013:i:2:p:175-214.

     Full description at Econpapers || Download paper

264. The effect of US holidays on the European markets: when the cat’s away…. (2013). Muga, Luis ; Santamaria, Rafael ; Casado, Jorge.
     In: Accounting and Finance.
     RePEc:bla:acctfi:v:53:y:2013:i:1:p:111-136.

     Full description at Econpapers || Download paper

265. Complexity and Smart Nudges with Inattentive Consumers. (2012). Zizzo, Daniel ; Sitzia, Stefania ; Zheng, Jiwei.
     In: Working Paper series, University of East Anglia, Centre for Competition Policy (CCP).
     RePEc:uea:ueaccp:2012_13.

     Full description at Econpapers || Download paper

266. Heterogeneous Beliefs and Prediction Market Accuracy. (2012). TREICH, Nicolas ; He, Xuezhong (Tony).
     In: TSE Working Papers.
     RePEc:tse:wpaper:27155.

     Full description at Econpapers || Download paper

267. A theory of asset prices based on heterogeneous information. (2012). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: 2012 Meeting Papers.
     RePEc:red:sed012:394.

     Full description at Econpapers || Download paper

268. Heterogeneous Beliefs, a Short-Sale Restriction, and the Cross Section of Stock Returns: An Evidence from China. (2012). Ikeda, Shin ; Zhang, Yan.
     In: GRIPS Discussion Papers.
     RePEc:ngi:dpaper:12-12.

     Full description at Econpapers || Download paper

269. Multiple Changes in Persistence vs. Explosive Behaviour: The Dotcom Bubble.. (2012). Leone, Vitor ; De Medeiros, Otavio.
     In: NBS Discussion Papers in Economics.
     RePEc:nbs:wpaper:2012/02.

     Full description at Econpapers || Download paper

270. Resident Networks and Firm Trade. (2012). Malloy, Christopher ; Gurun, Umit ; Cohen, Lauren.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18312.

     Full description at Econpapers || Download paper

271. The Anatomy of a Credit Crisis: The Boom and Bust in Farm Land Prices in the United States in the 1920s.. (2012). Ramcharan, Rodney ; Rajan, Raghuram.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:18027.

     Full description at Econpapers || Download paper

272. Heterogeneous Beliefs and Prediction Market Accuracy. (2012). TREICH, Nicolas ; He, Xuezhong (Tony).
     In: IDEI Working Papers.
     RePEc:ide:wpaper:27154.

     Full description at Econpapers || Download paper

273. The anatomy of a credit crisis: the boom and bust in farm land prices in the United States in the 1920s. (2012). Ramcharan, Rodney ; Rajan, Raghuram.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2012-62.

     Full description at Econpapers || Download paper

274. What does futures market interest tell us about the macroeconomy and asset prices?. (2012). Yogo, Motohiro ; Hong, Harrison.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:105:y:2012:i:3:p:473-490.

     Full description at Econpapers || Download paper

275. Peer performance and stock market entry. (2012). Knüpfer, Samuli ; Knpfer, Samuli ; Kaustia, Markku.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:104:y:2012:i:2:p:321-338.

     Full description at Econpapers || Download paper

276. Realization utility. (2012). Xiong, Wei ; Barberis, Nicholas.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:104:y:2012:i:2:p:251-271.

     Full description at Econpapers || Download paper

277. On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum. (2012). Hur, Jungshik ; Bhootra, Ajay.
     In: Journal of Banking & Finance.
     RePEc:eee:jbfina:v:36:y:2012:i:5:p:1266-1275.

     Full description at Econpapers || Download paper

278. The School’s Out effect: A new seasonal anomaly!. (2012). Coakley, Jerry ; Kuo, Jing-Ming ; Wood, Andrew.
     In: The British Accounting Review.
     RePEc:eee:bracre:v:44:y:2012:i:3:p:133-143.

     Full description at Econpapers || Download paper

279. A Theory of Asset Prices Based on Heterogeneous Information. (2012). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: Levine's Working Paper Archive.
     RePEc:cla:levarc:786969000000000347.

     Full description at Econpapers || Download paper

280. Enhancing Islamic Finance: Establishing an Islamic Stock Market that Overcomes Problems of the Existing Stock Market. (2012). Sheng, Andrew ; Singh, Ajit.
     In: Working Papers.
     RePEc:cbr:cbrwps:wp437.

     Full description at Econpapers || Download paper

281. Disagreement in a Multi-Asset Market. (2012). Shi, Lei ; He, Xuezhong (Tony).
     In: International Review of Finance.
     RePEc:bla:irvfin:v:12:y:2012:i:3:p:357-373.

     Full description at Econpapers || Download paper

282. A Review of the Role of Financial Reporting in the Global Financial Crisis. (2012). Pinnuck, Matt.
     In: Australian Accounting Review.
     RePEc:bla:ausact:v:22:y:2012:i:1:p:1-14.

     Full description at Econpapers || Download paper

283. Emotions and Chat in a Financial Markets Experiment. (2011). Zizzo, Daniel ; hargreaves heap, shaun ; Shaun P. Hargreaves Heap, .
     In: Working Paper Series.
     RePEc:uts:pwcwps:10.

     Full description at Econpapers || Download paper

284. Emotions and chat in a financial markets experiment. (2011). Zizzo, Daniel ; hargreaves heap, shaun.
     In: Working Paper series, University of East Anglia, Centre for Behavioural and Experimental Social Science (CBESS).
     RePEc:uea:wcbess:11-11.

     Full description at Econpapers || Download paper

285. Financial globalisation and human development. (2011). .
     In: MPRA Paper.
     RePEc:pra:mprapa:53043.

     Full description at Econpapers || Download paper

286. A Theory of Asset Pricing Based on Heterogeneous Information. (2011). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:17548.

     Full description at Econpapers || Download paper

287. Mechanically Extracted Company Signals and their Impact on Stock and Credit Markets. (2011). Graf, Ferdinand.
     In: Working Paper Series of the Department of Economics, University of Konstanz.
     RePEc:knz:dpteco:1118.

     Full description at Econpapers || Download paper

288. Equilibrium Information Acquisition, Prediction Abilities and Asset Prices. (2011). Guo, Wen-Chung.
     In: Computational Economics.
     RePEc:kap:compec:v:37:y:2011:i:1:p:89-111.

     Full description at Econpapers || Download paper

289. Overconfidence by Bayesian-Rational Agents. (2011). Van den Steen, Eric.
     In: Management Science.
     RePEc:inm:ormnsc:v:57:y:2011:i:5:p:884-896.

     Full description at Econpapers || Download paper

290. Belief dispersion among household investors and stock trading volume. (2011). Li, Geng.
     In: Finance and Economics Discussion Series.
     RePEc:fip:fedgfe:2011-39.

     Full description at Econpapers || Download paper

291. Geography, skills or both: What explains Fed watchers forecast accuracy of US monetary policy?. (2011). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
     In: Journal of Macroeconomics.
     RePEc:eee:jmacro:v:33:y:2011:i:3:p:420-437.

     Full description at Econpapers || Download paper

292. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

     Full description at Econpapers || Download paper

293. Do sell-side stock analysts exhibit escalation of commitment?. (2011). Milkman, Katherine ; Beshears, John.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:77:y:2011:i:3:p:304-317.

     Full description at Econpapers || Download paper

294. A Theory of Asset Prices Based on Heterogeneous Information. (2011). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
     In: Cowles Foundation Discussion Papers.
     RePEc:cwl:cwldpp:1827.

     Full description at Econpapers || Download paper

295. Expectations, Liquidity, and Short-term Trading. (2011). Vives, Xavier ; Cespa, Giovanni.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:8303.

     Full description at Econpapers || Download paper

296. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
     In: PhD Thesis.
     RePEc:uts:finphd:9.

     Full description at Econpapers || Download paper

297. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
     In: PhD Thesis.
     RePEc:uts:finphd:2-2010.

     Full description at Econpapers || Download paper

298. Are the Institutions of the Stock Market and the Market for Corporate Control Evolutionary Advances for Developing Countries?. (2010). .
     In: MPRA Paper.
     RePEc:pra:mprapa:24346.

     Full description at Econpapers || Download paper

299. Yesterdays Heroes: Compensation and Creative Risk-Taking. (2010). Scheinkman, Jose ; Hong, Harrison ; Cheng, Ing-Haw ; Ing-Haw Cheng, Harrison Hong, Jose A. Scheinkman, .
     In: NBER Working Papers.
     RePEc:nbr:nberwo:16176.

     Full description at Econpapers || Download paper

300. The Psychology of Financial Markets: Keynes, Minsky and Emotional Finance. (2010). Dow, Sheila.
     In: Chapters.
     RePEc:elg:eechap:13122_13.

     Full description at Econpapers || Download paper

301. The price impact of institutional herding. (2010). Verardo, Michela ; Prat, Andrea ; Dasgupta, Amil.
     In: LSE Research Online Documents on Economics.
     RePEc:ehl:lserod:119088.

     Full description at Econpapers || Download paper

302. The Impact of Short-Sales Constraints on Liquidity and the Liquidity-Return Relations. (2010). Lee, Hsiu-Chuan ; Chuang, Wen-I, .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:18:y:2010:i:5:p:521-535.

     Full description at Econpapers || Download paper

303. The marketing of seasoned equity offerings. (2010). Ritter, Jay ; Gao, Xiaohui.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:97:y:2010:i:1:p:33-52.

     Full description at Econpapers || Download paper

304. Bubbles and Crashes with Partially Sophisticated Investors. (2010). Jehiel, Philippe ; Bianchi, Milo.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/5361.

     Full description at Econpapers || Download paper

305. The Price Impact of Institutional Herding. (2010). Prat, Andrea ; Verardo, Michela ; Dasgupta, Amil.
     In: CEPR Discussion Papers.
     RePEc:cpr:ceprdp:7804.

     Full description at Econpapers || Download paper

306. Bubbles and Crashes with Partially Sophisticated Investors. (2010). Jehiel, Philippe ; Bianchi, Milo.
     In: Levine's Working Paper Archive.
     RePEc:cla:levarc:122247000000002180.

     Full description at Econpapers || Download paper

307. On the origin of shared beliefs (and corporate culture). (2010). Van den Steen, Eric.
     In: RAND Journal of Economics.
     RePEc:bla:randje:v:41:y:2010:i:4:p:617-648.

     Full description at Econpapers || Download paper

308. Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases. (2009). Pareek, Ankur ; Cremers, Martijn.
     In: Yale School of Management Working Papers.
     RePEc:ysm:wpaper:amz2662.

     Full description at Econpapers || Download paper

309. Uncertainty and Valuations. (2009). Yan, Hongjun ; Cremers, Martijn.
     In: Yale School of Management Working Papers.
     RePEc:ysm:wpaper:amz2383.

     Full description at Econpapers || Download paper

310. Institutional Investors’ Investment Durations and Stock Return Anomalies: Momentum, Reversal, Accruals, Share Issuance and R&D Increases. (2009). Cremers, Martijn ; Pareek, Ankur.
     In: Yale School of Management Working Papers.
     RePEc:ysm:somwrk:amz2662.

     Full description at Econpapers || Download paper

311. The Chinese Warrants Bubble. (2009). Xiong, Wei ; Yu, Jialin.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:15481.

     Full description at Econpapers || Download paper

312. Aggregation of Information and Beliefs: Asset Pricing Lessons from Prediction Markets. (2009). Sørensen, Peter ; Ottaviani, Marco.
     In: Discussion Papers.
     RePEc:kud:kuiedp:0914.

     Full description at Econpapers || Download paper

313. Category-based Tail Comovement. (2009). Charpentier, Arthur ; Galariotis, Emilios ; Villa, Christophe.
     In: Working Papers.
     RePEc:hal:wpaper:hal-00550330.

     Full description at Econpapers || Download paper

314. Gone fishin: Seasonality in trading activity and asset prices. (2009). Hong, Harrison ; Yu, Jialin.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:12:y:2009:i:4:p:672-702.

     Full description at Econpapers || Download paper

315. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31.

     Full description at Econpapers || Download paper

316. Why disagreement may not matter (much) for asset prices. (2009). Söderlind, Paul ; Soderlind, Paul.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:6:y:2009:i:2:p:73-82.

     Full description at Econpapers || Download paper

317. Buy and sell dynamics following high market returns: Evidence from China. (2009). Young, Martin ; wu, fei ; wongchoti, udomsak.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:18:y:2009:i:1-2:p:12-20.

     Full description at Econpapers || Download paper

318. Unbiased Disagreement and the Efficient Market Hypothesis. (2009). Jouini, Elyes ; Napp, Clotilde.
     In: Economics Papers from University Paris Dauphine.
     RePEc:dau:papers:123456789/3495.

     Full description at Econpapers || Download paper

319. The U.S. Equity Return Premium: Past, Present, and Future. (2009). Magin, Konstantin ; DE LONG, BRADFORD J..
     In: Journal of Economic Perspectives.
     RePEc:aea:jecper:v:23:y:2009:i:1:p:193-208.

     Full description at Econpapers || Download paper

320. Geography or skills: what explains Fed Wachters forecast accuracy of US monetary policy?. (2008). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
     In: Discussion Papers.
     RePEc:zbw:fubsbe:200811.

     Full description at Econpapers || Download paper

321. Why Disagreement May Not Matter (much) for Asset Prices. (2008). Söderlind, Paul.
     In: University of St. Gallen Department of Economics working paper series 2008.
     RePEc:usg:dp2008:2008-11.

     Full description at Econpapers || Download paper

322. Predicting the Presidential Election Cycle in US Stock Prices: Guinea Pigs versus the Pros. (2008). Gärtner, Manfred ; Gartner, Manfred.
     In: University of St. Gallen Department of Economics working paper series 2008.
     RePEc:usg:dp2008:2008-06.

     Full description at Econpapers || Download paper

323. Does the Housing Market React to New Information on School Quality?. (2008). Kirkebøen, Lars ; Fiva, Jon ; Kirkeboen, Lars J..
     In: Discussion Papers.
     RePEc:ssb:dispap:541.

     Full description at Econpapers || Download paper

324. Realization Utility. (2008). Xiong, Wei ; Barberis, Nicholas C..
     In: NBER Working Papers.
     RePEc:nbr:nberwo:14440.

     Full description at Econpapers || Download paper

325. Taxation, regulation and the information efficiency of the Berlin stock exchange, 1892–1913. (2008). Gelman, Sergey ; Burhop, Carsten.
     In: European Review of Economic History.
     RePEc:cup:ereveh:v:12:y:2008:i:01:p:39-66_00.

     Full description at Econpapers || Download paper

326. Does the Housing Market React to New Information on School Quality?. (2008). Kirkebøen, Lars ; Fiva, Jon ; Kirkeboen, Lars J..
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_2299.

     Full description at Econpapers || Download paper

327. Overconfidence and trading volume. (2007). Weber, Martin ; Glaser, Markus.
     In: The Geneva Papers on Risk and Insurance Theory.
     RePEc:kap:geneva:v:32:y:2007:i:1:p:1-36.

     Full description at Econpapers || Download paper

328. Why inexperienced investors do not learn: They do not know their past portfolio performance. (2007). Weber, Martin ; Glaser, Markus.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:4:y:2007:i:4:p:203-216.

     Full description at Econpapers || Download paper

329. The Dynamics of Efficient Asset Trading with Heterogeneous Beliefs. (2007). Espino, Emilio ; Beker, Pablo.
     In: Levine's Bibliography.
     RePEc:cla:levrem:122247000000001715.

     Full description at Econpapers || Download paper

330. Heterogeneous Expectations and Bond Markets. (2006). Yan, Hongjun ; Xiong, Wei.
     In: NBER Working Papers.
     RePEc:nbr:nberwo:12781.

     Full description at Econpapers || Download paper

331. Developing a Volume Forecasting Model. (). Treleaven, Philip C ; Hesse, Christian W ; Batrinca, Bogdan.
     In: Journal of Applied Finance & Banking.
     RePEc:spt:apfiba:v::y::i::f:7_1_1.

     Full description at Econpapers || Download paper

1. ;
   Paper not yet in RePEc: Add citation now
   

2. ;

3. ;

4. ;

5. ;

6. ;

7. ;

8. ;

9. ;

10. ;

11. ;
    Paper not yet in RePEc: Add citation now
    

12. ;

13. ;
    Paper not yet in RePEc: Add citation now
    

14. ;

15. ;

16. ;
    Paper not yet in RePEc: Add citation now
    

17. ;

18. ;

19. ;

20. ;
    Paper not yet in RePEc: Add citation now
    

21. ;

22. ;

23. ;

24. ;
    Paper not yet in RePEc: Add citation now
    
25. ;
    Paper not yet in RePEc: Add citation now
    

26. ;

27. ;

28. ;

29. Kyle, Albert. 1985. Continuous Auctions and Insider Trading. Econometrica, 53(6): 1315-35.

30. Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny. 1994. Contrarian Investment, Extrapolation and Risk. Journal of Finance, 49(5): 1541-78.

31. Lamont, Owen, and Jeremy C. Stein. 2004. Aggregate Short Interest and Market Valuations. American Economic Review, 94(2): 29-32.

32. Lamont, Owen, and Richard Thaler. 2003. Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs. Journal of Political Economy, 111(2): 227-68.

33. Lee, Charles, and Bhaskaran Swaminathan. 2000. Price Momentum and Trading Volume. Journal of Finance, 55(5): 2017-69.

34. lUibanoff, Peter, Owen Lamont, and Thierry Wizman. 1998. Investor Reaction to Salient News in Closed-end Country Funds. Journal of Finance, 53(2): 673-99.

35. Mankiw, N. Gregory, Ricardo Reis, and Justin Wolfers. 2003. Disagreement about Inflation Expectations. NBER Macroeconomics Annua4 18(1): 209-48.

36. Menzly, for, and Oguzhan Ozbas. 2006. Crossindustry Momentum. Unpublished paper, University of Sourthern California. http://www-rcfi usc.edu/~ozbas/CrIndMom.pdL Miller, Edward. 1977. Risk, Uncertainty, and Divergence of Opinion. Journal of Finance, 32(4): 1151-68.
    Paper not yet in RePEc: Add citation now
    

37. Odean, Terrance. 1998. Are Investors Reluctant to Realize their Losses? Journal of Finance, 53(5): 1775-98.

38. Peng, Lin, and Wei Xiong. 2006. Investor attention, Overconfidence and Category Learning. Journal of Financial Economics, 80(3): 563602.

39. Piqueira, Natalia. 2006. Trading Activity, Illiquidity Costs and Stock Returns. Unpublished paper, University of Houston. http://papers. ssrn.com/sol3/papers.cfm?abstractid= 874967.
    Paper not yet in RePEc: Add citation now
    

40. Shleifer, Andrei, and Lawrence H. Summers. 1990. The Noise Trader Approach to Finance. Journal of Economic Perspectives, 4(2): 19-33.

41. Shleifer, Andrei, and Robert Vishny. 1997. The Limits of Arbitrage. Journal of Finance, 52(1): 35-55.

42. Varian, Hal R. 1989. Differences of Opinion in Financial Markets. In Financial Risk: Theory, Evidence, and Implications: Proceedings of the 11th Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis, ed. C. C. Stone, 3-40. Boston, MA: Kluwer Academic Publishers.
    Paper not yet in RePEc: Add citation now
    

1. Investment strategy and selection bias: An equilibrium perspective on overoptimism. (2017). Jehiel, Philippe.
   In: PSE Working Papers.
   RePEc:hal:psewpa:halshs-01557560.

   Full description at Econpapers || Download paper

2. Clustering on the same news sources in an asset market. (2011). Larson, Nathan.
   In: MPRA Paper.
   RePEc:pra:mprapa:32823.

   Full description at Econpapers || Download paper

3. Price and trading response to public information. (2010). Malinowska, Magdalena.
   In: Working Paper Series.
   RePEc:ecb:ecbwps:20101177.

   Full description at Econpapers || Download paper

4. Strategic Asset Allocation with Heterogeneous Beliefs. (2010). de Oliveira Souza, Thiago ; Thiago de Oliveira Souza, .
   In: Working Papers ECARES.
   RePEc:eca:wpaper:2013/73599.

   Full description at Econpapers || Download paper

5. Dynamic Trading and Asset Prices: Keynes vs. Hayek. (2008). Vives, Xavier ; Cespa, Giovanni.
   In: CSEF Working Papers.
   RePEc:sef:csefwp:191.

   Full description at Econpapers || Download paper

6. Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market. (2008). Chen, Shyh-Wei.
   In: Economics Bulletin.
   RePEc:ebl:ecbull:eb-08g10010.

   Full description at Econpapers || Download paper

7. Market sidedness: insights into motives for trade initiation. (2007). Sarkar, Asani ; Schwartz, Robert A..
   In: Staff Reports.
   RePEc:fip:fednsr:292.

   Full description at Econpapers || Download paper

8. Dynamic trading and asset prices: Keynes vs. Hayek. (2007). Vives, Xavier ; Cespa, Giovanni.
   In: IESE Research Papers.
   RePEc:ebg:iesewp:d-0716.

   Full description at Econpapers || Download paper

9. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
   In: CEPR Discussion Papers.
   RePEc:cpr:ceprdp:6530.

   Full description at Econpapers || Download paper

10. Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility. (2007). Uppal, Raman ; Dumas, Bernard ; Kurshev, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6455.

    Full description at Econpapers || Download paper

11. An experimental study of trading volume and divergence of expectations in relation to earnings announcement. (2007). Dinh, Thanh Huong ; Gajewski, Jean-Franois.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:2007s-24.

    Full description at Econpapers || Download paper

12. Volatility and trading activity in Short Sterling futures. (2006). Staikouras, Sotiris K. ; Kalotychou, Elena.
    In: Applied Economics.
    RePEc:taf:applec:v:38:y:2006:i:9:p:997-1005.

    Full description at Econpapers || Download paper

13. Belief merging and revision under social influence: An explanation for the volatility clustering puzzle. (2006). Siddiqi, Hammad.
    In: MPRA Paper.
    RePEc:pra:mprapa:657.

    Full description at Econpapers || Download paper

14. Two-sided markets and intertemporal trade clustering: insights into trading motives. (2006). Sarkar, Asani ; Schwartz, Robert A..
    In: Staff Reports.
    RePEc:fip:fednsr:246.

    Full description at Econpapers || Download paper

15. Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?. (2005). Flynn, Sean.
    In: Vassar College Department of Economics Working Paper Series.
    RePEc:vas:papers:69.

    Full description at Econpapers || Download paper

16. What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Dumas, Bernard ; Kurshev, Alexander.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11803.

    Full description at Econpapers || Download paper

17. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11367.

    Full description at Econpapers || Download paper

18. Measuring and Interpreting Expectations of Equity Returns. (2005). Manski, Charles ; Dominitz, Jeff.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11313.

    Full description at Econpapers || Download paper

19. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11041.

    Full description at Econpapers || Download paper

20. Which Past Returns Affect Trading Volume?. (2005). Weber, Martin ; Glaser, Markus.
    In: SIFR Research Report Series.
    RePEc:hhs:sifrwp:0035.

    Full description at Econpapers || Download paper

21. What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Dumas, Bernard ; Kurshev, Alexander.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5367.

    Full description at Econpapers || Download paper

22. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
    In: Levine's Bibliography.
    RePEc:cla:levrem:122247000000000861.

    Full description at Econpapers || Download paper

23. Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework. (2005). De Grauwe, Paul ; Dieci, Roberto ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1431.

    Full description at Econpapers || Download paper

24. Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:05-12.

    Full description at Econpapers || Download paper

25. How is Macro News Transmitted to Exchange Rates?. (2003). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9433.

    Full description at Econpapers || Download paper

26. Simple Forecasts and Paradigm Shifts. (2003). Stein, Jeremy ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10013.

    Full description at Econpapers || Download paper

27. The Effectiveness of Insider Trading Regulation in Italy. Evidence from Stock-Price Run-Ups Around Announcements of Corporate Control Transactions. (2003). .
    In: European Journal of Law and Economics.
    RePEc:kap:ejlwec:v:16:y:2003:i:2:p:199-218.

    Full description at Econpapers || Download paper

28. Overconfidence and Trading Volume. (2003). Weber, Martin ; Glaser, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3941.

    Full description at Econpapers || Download paper

29. Disagreement and Flexibility: A Theory of Optimal Security Issuance and Capital Structure. (2003). Thakor, Anjan ; Boot, Arnoud.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3708.

    Full description at Econpapers || Download paper

30. Bubbling and Crashing Exchange Rates. (2003). De Grauwe, Paul ; Grimaldi, Marianna.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_1045.

    Full description at Econpapers || Download paper

31. Herding, A-synchronous Updating and Heterogeneity in Memory in a CBS. (2003). Diks, Cees ; van der Weide, R..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-06.

    Full description at Econpapers || Download paper

32. Heterogeneity as a natural source of randomness. (2003). Diks, Cees ; van der Weide, R..
    In: CeNDEF Working Papers.
    RePEc:ams:ndfwpp:03-05.

    Full description at Econpapers || Download paper

33. Determinants of the Informativeness of Analyst Research. (2002). KOTHARI, S. P. ; Frankel, Richard M. ; Weber, Joseph.
    In: Working papers.
    RePEc:mit:sloanp:705.

    Full description at Econpapers || Download paper

34. Overconfidence, Short-Sale Constraints and Bubbles. (2002). Xiong, Wei ; Scheinkman, Jose.
    In: Princeton Economic Theory Working Papers.
    RePEc:cla:princt:98734966f1c1a57373801367fbdf0a4b.

    Full description at Econpapers || Download paper

35. Breadth of Ownership and Stock Returns. (2001). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8151.

    Full description at Econpapers || Download paper

36. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

    Full description at Econpapers || Download paper

37. A Model of Persuasion - With Implications for Financial Markets. (2000). Vayanos, Dimitri ; DeMarzo, Peter ; Zwiebel, Jeffrey.
    In: Econometric Society World Congress 2000 Contributed Papers.
    RePEc:ecm:wc2000:1635.

    Full description at Econpapers || Download paper

38. Differences of Opinion, Rational Arbitrage and Market Crashes. (1999). Stein, Jeremy ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7376.

    Full description at Econpapers || Download paper

39. Endogenous Uncertainty and Market Volatility. (1999). Motolese, Maurizio ; Kurz, Mordecai.
    In: Working Papers.
    RePEc:fem:femwpa:1999.27.

    Full description at Econpapers || Download paper

40. Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance.
    In: Finance.
    RePEc:wpa:wuwpfi:9803001.

    Full description at Econpapers || Download paper

41. Learning Rare Events. (1997). Sandroni, Alvaro.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1199.

    Full description at Econpapers || Download paper

42. Misconceptions and Political Outcomes. (1997). Romer, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6117.

    Full description at Econpapers || Download paper

43. Is There Private Information in the FX Market? The Tokyo Experiment. (1997). Melvin, Michael ; Lyons, Richard ; Ito, Takatoshi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:5936.

    Full description at Econpapers || Download paper

44. Traders broker choice, market liquidity and market structure. (1997). Sarkar, Asani ; Chakravarty, Sugato.
    In: Staff Reports.
    RePEc:fip:fednsr:28.

    Full description at Econpapers || Download paper

45. Can competition between brokers mitigate agency conflicts with their customers?. (1997). Sarkar, Asani ; Chakravarty, Sugato.
    In: Research Paper.
    RePEc:fip:fednrp:9705.

    Full description at Econpapers || Download paper

46. Is there private information in the FX market? the Tokyo experiment. (1997). Lyons, Richard ; Ito, Takatoshi ; Melvin, Michael T..
    In: Pacific Basin Working Paper Series.
    RePEc:fip:fedfpb:97-04.

    Full description at Econpapers || Download paper

47. Volume, Volatility, Price and Profit When All Trader Are Above Average.. (1996). Odean, Terrance.
    In: Research Program in Finance Working Papers.
    RePEc:ucb:calbrf:rpf-266.

    Full description at Econpapers || Download paper

48. Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements. (1996). Remolona, Eli ; Fleming, Michael.
    In: Research Paper.
    RePEc:fip:fednrp:9633.

    Full description at Econpapers || Download paper

49. Endogenous Uncertainty and Market Volatility. (1990). Motolese, Maurizio ; Kurz, Mordecai.
    In: Working Papers.
    RePEc:wop:stanec:99005.

    Full description at Econpapers || Download paper

50. When Are Market Crashes Driven by Speculation?. (). Leoni, Patrick.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:197.

    Full description at Econpapers || Download paper

Report date: 2025-09-13 03:00:12 || Missing content? Let us know