Anderhub, Vital, Rudolf Muller, and Carsten Schmidt, 2001, Design and evaluation of an economic experiment via the internet, Journal of Economic Behavior and Organization 46, 227247.
Barber, Brad M., and Terrance Odean, 2001, Boys will be boys: Gender, overconfidence, and common stock investment, Quarterly Journal of Economics 116, 261292.
Barberis, Nicholas, and Richard Thaler, 2002, A survey of behavioral finance, Working paper.
- Behavioral and Brain Sciences 23, 645726. Statman, Meir, Steven Thorley, and Keith Vorkink, 2003, Investor overconfidence and trading volume, Working paper.
Paper not yet in RePEc: Add citation now
Benos, Alexandros V., 1998, Aggressiveness and survival of overconfident traders, Journal of Financial Markets 1, 353383.
Biais, Bruno, Denis Hilton, Karine Mazurier, and S´ebastien Pouget, 2002, Psychological traits and trading strategies, CEPR Working paper No. 3195.
Brunnermeier, Markus K., 2001, Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding (Oxford University Press).
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam, 1998, Investor psychology and security market under- and overreactions, Journal of Finance 53, 18391885.
Davidson, Russell, and James G. MacKinnon, 1993, Estimation and Inference in Econometrics (Oxford University Press).
DeBondt, Werner F.M., and Richard H. Thaler, 1995, Financial decision making in markets and firms: A behavioral perspective, in R. A. Jarrow, V. Maksimovic, and W. T.
Diether, Karl B., Christopher J. Malloy, and Anna Scherbina, 2002, Differences of opinion and the cross section of stock returns, Journal of Finance 57, 21132141.
Dow, James, and Gary Gorton, 1997, Noise trading, delegated portfolio management, and economic welfare, Journal of Political Economy 105, 10241050.
Fama, Eugene F., 1998, Market efficiency, long-term returns, and behavioral finance, Journal of Financial Economics 49, 283306.
- Fenton-OCreevy, Mark, Nigel Nicholson, Emma Soane, and Paul Willman, 2000, Trading on illusions: unrealistic perceptions of control, and trading performance, Working paper, Open University Business School.
Paper not yet in RePEc: Add citation now
Financial Risk: Theory, Evidence, and Implications . pp. 337 (Kluwer). Wang, F. Albert, 1998, Strategic trading, asymmetric information and heterogeneous prior beliefs, Journal of Financial Markets 1, 321352.
Gervais, Simon, and Terrance Odean, 2001, Learning to be overconfident, Review of Financial Studies 14, 127.
- Gigerenzer, Gerd, Ulrich Hoffrage, and Heinz Kleinbolting, 1991, Probabilistic mental models: A brunswikian theory of confidence, Psychological Review 98, 506528.
Paper not yet in RePEc: Add citation now
Glaser, Markus, 2003, Online broker investors in germany: Demographic information, investment strategy, trading behavior, and portfolio positions, Working paper, University of Mannheim.
Graham, John R., and Campbell R. Harvey, 2001, Expectations of equity risk premia, volatility, and asymmetry from a corporate finance perspective, NBER Working paper 8678.
Grossman, Sanford J., and Joseph E. Stiglitz, 1980, On the impossibility of informationally efficient markets, American Economic Review 70, 393408.
- Grossman, Sanford, 1976, On the efficiency of competitive stock markets where traders have diverse information, Journal of Finance 31, 573585.
Paper not yet in RePEc: Add citation now
Harris, Milton, and Artur Raviv, 1993, Differences of opinion make a horse race, Review of Financial Studies 6, 473506.
Hellwig, Martin F., 1980, On the aggregation of information in competitive markets, Journal of Economic Theory 22, 477498.
- Hilton, Denis J., 2001, The psychology of financial decision-making: Applications to trading, dealing, and investment analysis, Journal of Psychology and Financial Markets 2, 3753.
Paper not yet in RePEc: Add citation now
Hirshleifer, David, 2001, Investor psychology and asset pricing, Journal of Finance 56, 15331597.
Hong, Harrison, and Jeremy C. Stein, 2003, Differences of opinion, short-sales constraints and market crashes, Review of Financial Studies forthcoming.
Hvide, Hans K., 2002, Pragmatic beliefs and overconfidence, Journal of Economic Behavior and Organization 48, 1528.
- Intermediation 10, 138170. Weber, Martin, and Colin Camerer, 1998, The disposition effect in securities trading: Experimental evidence, Journal of Economic Behavior and Organization 33, 167184.
Paper not yet in RePEc: Add citation now
- Juslin, Peter, Anders Winman, and Henrik Olson, 2000, Naive empiricism and dogmatism in confidence research: A critical examination of the hard-easy effect, Psychological Review 107, 384396.
Paper not yet in RePEc: Add citation now
Kahneman, Daniel, and Amos Tversky, 1979, Prospect theory: An analysis of decision under risk, Econometrica 47, 263292.
Kandel, Eugene, and Neil D. Pearson, 1995, Differential interpretation of public signals and trade in speculative markets, Journal of Political Economy 103, 831872.
- Kim, Kenneth A., and John R. Nofsinger, 2002, The behavior and performance of individual investors in japan, Working paper.
Paper not yet in RePEc: Add citation now
Kirchler, Erich, and Boris Maciejovsky, 2002, Simultaneous over- and underconfidence: Evidence from experimental asset markets, Journal of Risk and Uncertainty 25, 6585.
Klayman, Joshua, Jack B. Soll, Claudia Gonz´ales-Vallejo, and Sema Barlas, 1999, Overconfidence: It depends on how, what, and whom you ask, Organizational Behavior and Human Decision Processes 79, 216247.
Kyle, Albert S., 1985, Continuous auctions and insider trading, Econometrica 53, 1315 1336.
- Langer, Ellen J., 1975, The illusion of control, Journal of Personality and Social Psychology 32, 311328.
Paper not yet in RePEc: Add citation now
Milgrom, Paul, and Nancy Stokey, 1982, Information, trade and common knowledge, Journal of Economic Theory 26, 1727.
Morris, Stephen, 1995, The common prior assumption in economic theory, Economics and Philosophy 11, 227253.
Odean, Terrance, 1998a, Are investors reluctant to realize their losses?, Journal of Finance 53, 17751798.
- Parker, Andrew M., and Baruch Fischhoff, 2000, An individual difference measure of decision making competence, Working paper, Carnegie Mellon University.
Paper not yet in RePEc: Add citation now
Ph.D. Thesis, Graduate School of Business, Stanford University. Varian, Hal R., 1985, Divergence of opinion in complete markets: A note, Journal of Finance 40, 309317.
- Presson, Paul K., and Victor A. Benassi, 1996, Illusion of control: A meta-analytic review, Journal of Social Behavior and Personality 11, 493510.
Paper not yet in RePEc: Add citation now
- Russo, J. Edward, and Paul J. H. Schoemaker, 1992, Managing overconfidence, Sloan Management Review 33, 717.
Paper not yet in RePEc: Add citation now
Shefrin, Hersh, and Meir Statman, 1985, The disposition to sell winners too early and ride losers too long: Theory and evidence, Journal of Finance 40, 777790.
Shiller, Robert J., 1999, Human behavior and the efficiency of the financial system, in J.B.
- Siebenmorgen, Niklas, and Martin Weber, 2001, The influence of different investment horizons on risk behavior, Working paper, University of Mannheim.
Paper not yet in RePEc: Add citation now
Spanos, Aris, 1986, Statistical foundations of econometric modelling (Cambridge University Press).
- Stanovich, Keith E., and Richard F. West, 1998, Individual differences in rational thought, Journal of Experimental Psychology 127, 161188.
Paper not yet in RePEc: Add citation now
- Svenson, Ola, 1981, Are we all less risky and more skillful than our fellow drivers?, Acta Psychologica 47, 143148.
Paper not yet in RePEc: Add citation now
- Weinstein, Neil D., 1980, Unrealistic optimism about future life events, Journal of Personality and Social Psychology 39, 806820.
Paper not yet in RePEc: Add citation now
Ziemba, ed.: Handbooks in Operations Research and Management Science, Volume 9, Finance . pp. 385410 (Elsevier). Diamond, Douglas W., and Robert E. Verrecchia, 1981, Information aggregation in a noisy rational expectations economy, Journal of Financial Economics 9, 221235.