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2. Thinking near and far: Modeling the formation of traders’ beliefs in asset markets using experimental data. (2015). Afik, Zvika ; Lahav, Yaron.
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1. Inflation Targeting, Recursive Inattentiveness, and Heterogeneous Beliefs. (2017). Massaro, Domenico ; Agliari, Anna ; Pecora, Nicolo ; Spelta, Alessandro.
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2. Can 1-day candlestick patterns be profitable on the 30 component stocks of the DJIA?. (2016). Shiu, Yung-Ming ; Lu, Tsung-Hsun.
   In: Applied Economics.
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3. Industry long-term return reversal. (2015). Malin, Mirela ; Bornholt, Graham ; Gharaibeh, Omar.
   In: Journal of International Financial Markets, Institutions and Money.
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4. Economic Literacy and Inflation Expectations: Evidence from a Laboratory Experiment. (2014). Burke, Mary ; MANZ, MICHAEL .
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5. Return prediction and stock selection from unidentified historical data. (2014). Sonsino, Doron ; Shavit, Tal.
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6. Seasonal Effect for Explaining Price Momentum Failure in the Japanese Stock Market. (2014). Teplova, Tamara ; Mikova, Evgeniya.
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7. The profitability of candlestick charting in the Taiwan stock market. (2014). Lu, Tsung-Hsun.
   In: Pacific-Basin Finance Journal.
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8. Information ratio analysis of momentum strategies. (2014). Yen, Ju-Yi ; Ferreira, Fernando F. ; Silva, Christian A..
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9. Do foreign exchange fund managers behave like heterogeneous agents?. (2013). Zwinkels, Remco ; Verschoor, Willem ; Willem F. C. Verschoor, ; Remco C. J. Zwinkels, .
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10. Hot hands and equilibrium. (2012). Sarig, Oded H. ; Aharoni, Gil.
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11. Consistent winners and losers. (2012). Alwathainani, Abdulaziz M..
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12. Explaining dispersion in foreign exchange expectations: A heterogeneous agent approach. (2012). Zwinkels, Remco ; Wolff, Christian ; Verschoor, Willem ; Zwinkels, Remco C. J., ; Wolff, Christian C. P., ; Verschoor, Willem F. C., ; Jongen, Ron .
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13. Bias in estimating the systematic risk of extreme performers: Implications for financial analysis, the leverage effect, and long-run reversals. (2012). Jones, Steven L. ; Yeoman, John C..
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14. Economic literacy and inflation expectations: evidence from a laboratory experiment. (2011). Burke, Mary ; MANZ, MICHAEL .
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15. Post loss/profit announcement drift. (2010). Faurel, Lucile ; Balakrishnan, Karthik ; Bartov, Eli.
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16. Expectation formation and regime switches. (2009). Leopold-Wildburger, Ulrike ; Becker, Otwin ; Leitner, Johannes.
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17. The conservatism bias in an emerging stock market: Evidence from Taiwan. (2009). Liu, Victor W. ; Wu, Chin-Shun .
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18. Macro and Financial Markets: The Memory of an Elephant?. (2008). Talmain, Gabriel ; Abadir, Karim M.
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19. Investor and price response to patterns in earnings surprises. (2008). Frieder, Laura.
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20. The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics. (2007). Schulmeister, Stephan.
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21. Short-Horizon Asymmetric Mean-Reversion and Overreactions: Evidence from the Nordic Stock Markets. (2007). Kulp-Tg, Sofie.
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22. Constructing Fama-French Factors from style indexes: Japanese evidence. (2007). Wodon, Quentin.
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23. Investor overreaction to going concern audit opinion announcements. (2006). Schaub, Mark.
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24. The Consumption/Wealth and Book/Market Ratios in a Dynamic Asset Pricing Contex. (2006). Rodriguez, Rosa ; Nieto, Belen.
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25. Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market. (2006). Wang, Daxue.
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26. Bank capital channels in the monetary transmission mechanism. (2006). Markovic, Bojan .
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27. Individual Analysts’ Earnings Forecasts: Evidence for Overreaction in the UK Stock Market. (2005). Kenourgios, Dimitris ; Pavlidis, Nikolaos.
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28. Information Theory and Market Behavior. (2005). Chen, Jing.
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29. MODELO DE TRES FACTORES EN ESPAÑA. (2005). Rubio Fernandez, Fernando.
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30. Price limits and overreaction in the Athens stock exchange. (2005). Tsiritakis, Emmanuel ; Diacogiannis, George ; Patsalis, Nikolaos ; Tsangarakis, Nickolaos V..
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31. Cash-Flow Risk, Discount Risk, and the Value Premium. (2005). Santos, Tano ; Veronesi, Pietro.
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32. Mean Reversion in Equity Prices: the G-7 Evidence. (2005). Mesomeris, Spiros ; Hatgioannides, John.
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33. Detecting Regime Shifts: The Causes of Under- and Overreaction. (2005). Wu, George ; Massey, Cade.
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34. Common risk factors in returns in Asian emerging stock markets. (2005). Shum, Wai Cheong ; Tang, Gordon Y. N., .
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35. Distilling co-movements from persistent macro and financial series. (2005). Talmain, Gabriel ; Abadir, Karim .
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36. The Market Impact of Trends and Sequences in Performance: New Evidence. (2005). Martin, Spencer J. ; Hertzel, Michael G. ; DURHAM, GREGORY R..
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37. Shrunken earnings predictions are better predictions. (2004). Smith, Gary ; Keil, Manfred.
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38. Experts Online: An Analysis of Trading Activity in a Public Internet Chat Room. (2004). Mizrach, Bruce ; Weerts, Susan .
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39. Autoregressive Conditional Heteroskedasticity (ARCH) Models: A Review. (2004). Xekalaki, Evdokia ; Degiannakis, Stavros.
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40. Learning the CAPM through Bubbles. (2004). Kedar-Levy, Haim.
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41. The explaining role of the Earning-Price Ratio in the Spanish Stock Market. (2003). Gil-Alana, Luis ; DePea, Javier.
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42. Limited attention, information disclosure, and financial reporting. (2003). Teoh, Siew Hong ; Hirshleifer, David.
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43. On the Trend Recognition and Forecasting Ability of Professional Traders. (2003). Weber, Martin ; Langer, Thomas ; Glaser, Markus.
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44. Is the US Fiscal Deficit Sustainable? A Fractionally Integrated and Cointegrated Approach. (2002). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Cuñado, Juncal ; DePea, Javier.
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45. Is the Abnormal Return Following Equity Issuances Anomalous?. (2002). Gompers, Paul ; Geczy, Christopher ; Brav, Alon.
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46. Investment Behaviour of German Equity Fund Managers - An Exploratory Analysis of Survey Data. (2001). Arnswald, Torsten.
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47. Inference by Believers in the Law of Small Numbers. (2001). Rabin, Matthew.
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48. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Slagter, Erica .
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49. Stock selection using a multi-factor model - empirical evidence from the French stock market. (2001). Morel, Christophe .
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50. Corporate Governance Policy and Company Performance: The Case of Portugal. (2001). Mendes, Victor ; Alves, Carlos.
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51. The Really Long-Run Performance of Initial Public Offerings: The Pre-NASDAQ Evidence. (2001). Lerner, Josh ; Gompers, Paul.
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52. Preços Passados prevendo Desempenho de Ações Brasileiras. (2001). Minardi, A..
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53. Inference by Believers in the Law of Small Numbers.. (2000). Rabin, Matthew.
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54. Inference by Believers in the Law of Small Numbers. (2000). Rabin, Matthew.
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55. Time-Varying Betas and Asymmetric Effect of News: Empirical Analysis of Blue Chip Stocks. (1999). Engle, Robert ; Cho, Young-Hye.
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56. The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings. (1999). Keim, Donald ; hawawini, gabriel.
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57. Do investors mistake a good company for a good investment?. (1999). Antunovich, Peter ; Laster, David S..
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58. Volume, Volatility, Price and Profit When All Traders Are Above Average. (1998). Odean, Terrance.
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59. Capital Gains Tax Rules, Tax Loss Trading and Turn-of-the-Year Returns. (1998). Poterba, James ; Weisbenner, Scott J..
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60. Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse. (1998). Foort, Hamelink .
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62. Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature. (1995). Kortian, Tro.
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63. Momentum Strategies. (1995). Jegadeesh, Narasimhan ; Louis K. C. Chan, ; Lakonishok, Josef.
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64. Good News for Value Stocks: Further Evidence on Market Efficiency. (1995). Vishny, Robert ; Shleifer, Andrei ; La Porta, Rafael ; Lakonishok, Josef.
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65. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?. (1994). Thaler, Richard ; michaely, roni ; Womack, Kent.
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66. Financial Decision-Making in Markets and Firms: A Behavioral Perspective. (1994). Thaler, Richard ; Werner F. M. De Bondt, .
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67. A Further Re-Examination of the Contrarian Investment Strategy: Evidence from Multivariate Tests. (1993). Parks, Robert ; Chou, Pin-Huang.
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68. Liquidity Constraints in Production Based Asset Pricing Models. (1989). Lebaron, Blake ; Brock, William.
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69. When are contrarian profits due to stock market overreaction?. (1989). Lo, Andrew.
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