IDEAS home Printed from https://ideas.repec.org/f/c/pde392.html
   My authors  Follow this author

James Bradford DeLong

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. J. Bradford DeLong & Robert J. Waldmann, 1997. "Interpreting procyclical productivity: evidence from a cross-nation cross-industry panel," Economic Review, Federal Reserve Bank of San Francisco, pages 33-52.

    Mentioned in:

    1. Cyclical vs Structural Unemployment part N
      by Robert in angry bear on 2010-09-02 04:59:00
    2. Robert Waldmann Predicts a Jobless Recovery too...
      by Brad DeLong in Grasping Reality with the Invisible Hand on 2009-07-23 06:33:00
  2. De Long, James Bradford & Summers, Lawrence H, 1986. "Is Increased Price Flexibility Stabilizing?," American Economic Review, American Economic Association, vol. 76(5), pages 1031-1044, December.

    Mentioned in:

    1. Comment la consommation réagit-elle à la déflation ?
      by Martin Anota in D'un champ l'autre on 2015-03-03 03:30:23
    2. Mainstream e teorie economiche critiche. Intervista ad Emiliano Brancaccio sul suo nuovo libro “Anti-Blanchard”
      by keynesblog in Keynes Blog on 2012-07-09 13:42:16
  3. DeLong, J Bradford & Eichengreen, Barry, 1992. "The Marshall Plan: History's Most Successful Structural Adjustment Program," CEPR Discussion Papers 634, C.E.P.R. Discussion Papers.

    Mentioned in:

    1. Greece from Postwar Orthodoxy to “Democratic Peronism”
      by pseudoerasmus in Pseudoerasmus on 2015-02-23 12:01:23
  4. J. Bradford De Long, "undated". "`Liquidation' Cycles: Old-Fashioned Real Business Cycle Theory and the Great Depression," J. Bradford De Long's Working Papers _135, University of California at Berkeley, Economics Department.

    Mentioned in:

    1. Against one-trick ponies
      by chris in Stumbling and Mumbling on 2020-03-18 14:34:27
  5. J. Bradford De Long, 1990. "Did J.P. Morgan's Men Add Value? A Historical Perspective on Financial Capitalism," NBER Working Papers 3426, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Moral Hazard: A Primer
      by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2017-09-25 17:57:58
  6. J. Bradford De Long & Lawrence H. Summers, 1985. "Is Increased Price Flexibility Stabilizing?," NBER Working Papers 1686, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. Comment la consommation réagit-elle à la déflation ?
      by Martin Anota in D'un champ l'autre on 2015-03-03 03:30:23
    2. Mainstream e teorie economiche critiche. Intervista ad Emiliano Brancaccio sul suo nuovo libro “Anti-Blanchard”
      by keynesblog in Keynes Blog on 2012-07-09 13:42:16
  7. J. Bradford De Long & Andrei Shleifer, "undated". "The Stock Market Bubble of 1929: Evidence from Closed-End Funds," J. Bradford De Long's Working Papers _120, University of California at Berkeley, Economics Department.

    Mentioned in:

    1. Sometimes, I get a good feeling
      by Benjamin Ting in Economiam on 2013-09-17 05:59:00
  8. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "The Size and Incidence of the Losses from Noise Trading," NBER Working Papers 2875, National Bureau of Economic Research, Inc.

    Mentioned in:

    1. The Ambiguity of Stock Value
      by Guest Author in the big picture on 2010-12-28 20:30:00
    2. Why It's So Difficult To Call The Market Top
      by Tyler Durden in Zero Hedge on 2017-06-29 17:23:39
  9. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-738, August.

    Mentioned in:

    1. Twitter peut-il prédire l’évolution des marchés financiers ?
      by Thomas Renault in Contrepoints on 2015-08-02 10:00:12
    2. Twitter peut-il prédire l’évolution des marchés financiers ?
      by Thomas Renault in Contrepoints on 2022-09-17 02:40:12
  10. De Long, J Bradford & Lang, Kevin, 1992. "Are All Economic Hypotheses False?," Journal of Political Economy, University of Chicago Press, vol. 100(6), pages 1257-1272, December.

    Mentioned in:

    1. 'All models are wrong, but some models are useful'
      by Stephen in Worthwhile Canadian Initiative on 2006-09-29 19:11:10
  11. Author Profile
    1. Ranking California Economists as of May 2015
      by Matthew Kahn in Environmental and Urban Economics on 2015-06-04 02:25:00

Working papers

  1. J. Bradford DeLong & Konstantin Magin, 2006. "A Short Note on the Size of the Dot-Com Bubble," NBER Working Papers 12011, National Bureau of Economic Research, Inc.

    Cited by:

    1. Russell Weinstein, 2022. "Local Labor Markets and Human Capital Investments," Journal of Human Resources, University of Wisconsin Press, vol. 57(5), pages 1498-1525.
    2. Daniel Aobdia & Luminita Enache & Anup Srivastava, 2021. "Changes in Big N auditors’ client selection and retention strategies over time," Review of Quantitative Finance and Accounting, Springer, vol. 56(2), pages 715-754, February.
    3. Quinn, William & Turner, John D., 2020. "Bubbles in history," QUCEH Working Paper Series 2020-07, Queen's University Belfast, Queen's University Centre for Economic History.
    4. Tom Roberts, 2017. "A Counterfactual Valuation of the Stock Index as a Predictor of Crashes," Staff Working Papers 17-38, Bank of Canada.
    5. Vivek Singh, 2013. "Did institutions herd during the internet bubble?," Review of Quantitative Finance and Accounting, Springer, vol. 41(3), pages 513-534, October.
    6. Kshitija Joshi & Deepak Chandrashekar & Krishna Satyanarayana & Apoorva Srinivas, 2022. "VC Funded Start-Ups in India: Innovation, Social Impact, and the Way Forward," International Journal of Global Business and Competitiveness, Springer, vol. 17(1), pages 104-113, June.
    7. Herz, Christian & Neunert, Daniela & Will, Sebastian & Wolf, Niko J. & Zwick, Tobias, 2012. "Portfolioallokation: Einbezug verschiedener Assetklassen," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2012-01, University of Bayreuth, Chair of Finance and Banking.
    8. John H. Huston & Roger W. Spencer, 2009. "Speculative excess and the Federal Reserve's response," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 26(1), pages 46-61, March.

  2. J. Bradford DeLong & Barry Eichengreen, 2001. "Between Meltdown and Moral Hazard: The International Monetary and Financial Policies of the Clinton Administration," NBER Working Papers 8443, National Bureau of Economic Research, Inc.

    Cited by:

    1. Steinherr, Alfred & Cisotta, Alessandro & Klar, Erik & Sehovic, Kenan, 2006. "Liberalizing Cross-Border Capital Flows: How Effective Are Institutional Arrangements against Crisis in Southeast Asia," Working Papers on Regional Economic Integration 6, Asian Development Bank.
    2. Kraeussl, Roman, 2003. "A Critique on the Proposed Use of External Sovereign Credit Ratings in Basel II," CFS Working Paper Series 2003/23, Center for Financial Studies (CFS).
    3. Anis Chowdhury & Iyanatul Islam, 2012. "The Debate on Expansionary Fiscal Consolidation: How Robust is the Evidence?," The Economic and Labour Relations Review, , vol. 23(3), pages 13-38, September.

  3. J. Bradford DeLong, 2000. "Cornucopia: The Pace of Economic Growth in the Twentieth Century," NBER Working Papers 7602, National Bureau of Economic Research, Inc.

    Cited by:

    1. Jamison, Dean T. & Murphy, Shane M. & Sandbu, Martin E., 2016. "Why has under-5 mortality decreased at such different rates in different countries?," Journal of Health Economics, Elsevier, vol. 48(C), pages 16-25.
    2. Hickson, Kerry Jane, 2009. "The contribution of increased life expectancy to economic development in twentieth century Japan," Journal of Asian Economics, Elsevier, vol. 20(4), pages 489-504, September.
    3. Bakker, Gerben, 2004. "At the origins of increased productivity growth in services. Productivity, social savings and the consumer surplus of the film industry, 1900-1938," Economic History Working Papers 22348, London School of Economics and Political Science, Department of Economic History.
    4. Kerry Hickson, 2014. "The GDP Value of Twentieth-Century Health Improvements in Developed Economies: Initial Estimates for England," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 60(2), pages 385-399, June.
    5. Crafts, Nicholas, 2011. "Economic History Matters," CAGE Online Working Paper Series 58, Competitive Advantage in the Global Economy (CAGE).
    6. Hickson, Kerry, 2012. "The Untold Standards of Living Story: The GDP value of Twentieth Century Health Improvements in Developed Economies," CAGE Online Working Paper Series 105, Competitive Advantage in the Global Economy (CAGE).
    7. Arthur M. Diamond, Jr., 2006. "Schumpeter's Creative Destruction: A Review of the Evidence," Journal of Private Enterprise, The Association of Private Enterprise Education, vol. 22(Fall 2006), pages 120-146.
    8. Arthur Diamond, 2009. "Fixing ideas: how research is constrained by mandated formalism," Journal of Economic Methodology, Taylor & Francis Journals, vol. 16(2), pages 191-206.
    9. Jose Luis Cordeiro, 2013. "Energy Singularity: From Scarcity to Abundance," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 7(1), pages 72-80.
    10. Everard, Mark & Reed, Mark S. & Kenter, Jasper O., 2016. "The ripple effect: Institutionalising pro-environmental values to shift societal norms and behaviours," Ecosystem Services, Elsevier, vol. 21(PB), pages 230-240.

  4. J. Bradford DeLong, 2000. "The Shape of Twentieth Century Economic History," NBER Working Papers 7569, National Bureau of Economic Research, Inc.

    Cited by:

    1. Solimano, Andres, 2001. "International migration and the global economic order : an interview," Policy Research Working Paper Series 2720, The World Bank.

  5. J. Bradford De Long, 1996. "Keynesianism, Pennsylvania Avenue Style: Some Economic Consequences of the Employment Act of 1946," NBER Working Papers 5611, National Bureau of Economic Research, Inc.

    Cited by:

    1. Claudia Fontanari, & Antonella Palumbo & Chiara Salvatori, 2019. "Potential Output in Theory and Practice: A Revision and Update of Okun`s Original Method," Working Papers Series 93, Institute for New Economic Thinking.
    2. Gabriel Di Bella, 2002. "The Significance of Federal Taxes as Automatic Stabilizers," IMF Working Papers 2002/199, International Monetary Fund.

  6. J. Bradford De Long & Andrei Shleifer, 1993. "Princes and Merchants: European City Growth before the Industrial Revolution," NBER Working Papers 4274, National Bureau of Economic Research, Inc.

    Cited by:

    1. Buonanno, Paolo & Cervellati, Matteo & Lazzaroni, Sara & Prarolo, Giovanni, 2022. "Historical Social Contracts and their Legacy: A Disaggregated Analysis of the Medieval Republics," CEPR Discussion Papers 14214, C.E.P.R. Discussion Papers.
    2. Awoa Awoa, Paul & Ngouma Yana, Alexandre Ghislain & Okah Efogo, Françoise & Atangana Ondoa, Henri, 2024. "Africa's resource curse: The key role of property rights," Resources Policy, Elsevier, vol. 91(C).
    3. Fali Huang, 2012. "The Coevolution Of Economic And Political Development From Monarchy To Democracy," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 53(4), pages 1341-1368, November.
    4. Glaeser, Edward Ludwig & Ponzetto, Giacomo A. M. & Shleifer, Andrei, 2007. "Why does democracy need education?," Scholarly Articles 27867132, Harvard University Department of Economics.
    5. Silve, Arthur & Verdier, Thierry, 2018. "A theory of regional conflict complexes," Journal of Development Economics, Elsevier, vol. 133(C), pages 434-447.
    6. Remi Jedwab & Mr. Prakash Loungani & Anthony Yezer, 2019. "How Should We Measure City Size? Theory and Evidence Within and Across Rich and Poor Countries," IMF Working Papers 2019/203, International Monetary Fund.
    7. Jie Bai & Seema Jayachandran & Edmund J. Malesky & Benjamin A. Olken, 2013. "Does Economic Growth Reduce Corruption? Theory and Evidence from Vietnam," NBER Working Papers 19483, National Bureau of Economic Research, Inc.
    8. Peter H. Lindert, 2009. "Revealing Failures in the History of School Finance," NBER Working Papers 15491, National Bureau of Economic Research, Inc.
    9. Cantoni, Davide & Yuchtman, Noam, 2014. "Medieval Universities, Legal Institutions, and the Commercial Revolution," Munich Reprints in Economics 21915, University of Munich, Department of Economics.
    10. Alberto Alesina, 2016. "Review of Political Order and Inequality: Their Foundations and Their Consequences by Carles Boix," Journal of Economic Literature, American Economic Association, vol. 54(3), pages 935-941, September.
    11. Costa, Leonor Freire & Palma, Nuno & Reis, Jaime, 2013. "The great escape? The contribution of the empire to Portugal’s economic growth, 1500-1800," IFCS - Working Papers in Economic History.WH wp13-07, Universidad Carlos III de Madrid. Instituto Figuerola.
    12. Daniel J. Smith, 2020. "Turn-taking in office," Constitutional Political Economy, Springer, vol. 31(2), pages 205-226, June.
    13. Rafael, González-Val, 2017. "Historical urban growth in Europe (1300–1800)," MPRA Paper 80475, University Library of Munich, Germany.
    14. Margherita Comola & Luiz de Mello, 2012. "Fiscal Decentralization and Urbanization in Indonesia," PSE-Ecole d'économie de Paris (Postprint) hal-00684170, HAL.
    15. Jennifer Murtazashvili & Ilia Murtazashvili, 2020. "Wealth-destroying states," Public Choice, Springer, vol. 182(3), pages 353-371, March.
    16. Emmanuel Flachaire & Cecilia Garcìa-Peñalosa & Maty Konte, 2011. "Political versus Economic Institutions in the Growth Process," Working Papers halshs-00586038, HAL.
    17. Leonard Dudley & Ulrich Blum, 2001. "Religion and economic growth: was Weber right?," Journal of Evolutionary Economics, Springer, vol. 11(2), pages 207-230.
    18. Donges, Alexander & Selgert, Felix, 2019. "The Consequences of Radical Patent-Regime Change," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203662, Verein für Socialpolitik / German Economic Association.
    19. Simeon Djankov & Edward Glaeser & Valeria Perotti & Andrei Shleifer, 2022. "Property Rights and Urban Form," Journal of Law and Economics, University of Chicago Press, vol. 65(S1), pages 35-64.
    20. Nunn, Nathan, 2009. "The Importance of History for Economic Development," Scholarly Articles 33077824, Harvard University Department of Economics.
    21. Simeon Djankov & Edward L. Glaeser & Rafael La Porta & Florencio Lopez-de-Silane & Andrei Shleifer, 2003. "The New Comparative Economics," NBER Working Papers 9608, National Bureau of Economic Research, Inc.
    22. Baten, Jörg & Keywood, Thomas & Wamser, Georg, 2021. "Territorial state capacity and elite violence from the 6th to the 19th century," European Journal of Political Economy, Elsevier, vol. 70(C).
    23. Maurer, Noel & Gomberg, Andrei, 2004. "When the State is Untrustworthy: Public Finance and Private Banking in Porfirian Mexico," The Journal of Economic History, Cambridge University Press, vol. 64(4), pages 1087-1107, December.
    24. Marianna Belloc & Francesco Drago & Roberto Galbiati, 2015. "Earthquakes, Religion, and Transition to Self-Government in Italian Cities," CESifo Working Paper Series 5566, CESifo.
    25. Edward L. Glaeser & Giacomo A. M. Ponzetto & Andrei Shleifer, 2016. "Securing Property Rights," Working Paper 463441, Harvard University OpenScholar.
    26. Papaioannou, Elias & Siourounis, Gregorios, 2008. "Economic and Social Factors Driving the Third Wave of Democratization," CEPR Discussion Papers 6986, C.E.P.R. Discussion Papers.
    27. Jeremiah E. Dittmar & Ralf R. Meisenzahl, 2016. "State Capacity and Public Goods: Institutional Change, Human Capital, and Growth in Early Modern Germany," Finance and Economics Discussion Series 2016-028, Board of Governors of the Federal Reserve System (U.S.).
    28. Nicola Gennaioli & Rafael Laporta & Florencio Lopez-de-Silanes & Andrei Schleifer, 2011. "Human Capital and Regional Development," Working Papers 581, Barcelona School of Economics.
    29. Johannes C. Buggle, 2013. "Law and Social Capital: Evidence from the Code Napoleon in Germany," SOEPpapers on Multidisciplinary Panel Data Research 566, DIW Berlin, The German Socio-Economic Panel (SOEP).
    30. Chilosi, David, 2013. "Risky institutions: political regimes and the cost of public borrowing in early modern Italy," Economic History Working Papers 50815, London School of Economics and Political Science, Department of Economic History.
    31. Simeon Djankov & Rafael La Porta & Florencio Lopez-de-Silanes & Andre Shleifer, 2000. "The Regulation of Entry," Harvard Institute of Economic Research Working Papers 1904, Harvard - Institute of Economic Research.
    32. Edwards, Chase J. & Bendickson, Joshua S. & Baker, Brent L. & Solomon, Shelby J., 2020. "Entrepreneurship within the history of marketing," Journal of Business Research, Elsevier, vol. 108(C), pages 259-267.
    33. Glaeser, Edward & Scheinkman, Jose & Shleifer, Andrei, 2003. "The injustice of inequality," Scholarly Articles 30747194, Harvard University Department of Economics.
    34. Edwyna Harris, 2008. "Colonialism And Long‐Run Growth In Australia: An Examination Of Institutional Change In Victoria'S Water Sector During The Nineteenth Century," Australian Economic History Review, Economic History Society of Australia and New Zealand, vol. 48(3), pages 266-279, November.
    35. Sonin, Konstantin & Egorov, Georgy, 2004. "Dictators and Their Viziers: Agency Problems in Dictatorships," CEPR Discussion Papers 4777, C.E.P.R. Discussion Papers.
    36. Dudley, L., 1996. "Communication and Economic Growth," Cahiers de recherche 9620, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    37. Mark Dincecco & Massimiliano Gaetano Onorato, 2016. "Military conflict and the rise of urban Europe," Journal of Economic Growth, Springer, vol. 21(3), pages 259-282, September.
    38. Matthew Jaremski & Peter Rousseau, 2012. "Banks, free banks, and U.S. economic growth," Vanderbilt University Department of Economics Working Papers 12-00012, Vanderbilt University Department of Economics.
    39. Chor, Davin, 2005. "Institutions, wages, and inequality: The case of Europe and its periphery (1500-1899)," Explorations in Economic History, Elsevier, vol. 42(4), pages 547-566, October.
    40. Börner, Lars & Severgnini, Battista, 2011. "Epidemic trade," Discussion Papers 2011/12, Free University Berlin, School of Business & Economics.
    41. J. Bradford DeLong, 1998. "Fiscal Policy in the Shadow of the Great Depression," NBER Chapters, in: The Defining Moment: The Great Depression and the American Economy in the Twentieth Century, pages 67, National Bureau of Economic Research, Inc.
    42. Damien S Eldridge, 2007. "Multiple Interactions and the Management of Local Commons," Working Papers 2007.07, School of Economics, La Trobe University.
    43. Emilio Depetris-Chauvin & Ömer Özak, 2015. "Population Diversity, Division of Labor and the Emergence of Trade and State," Departmental Working Papers 1506, Southern Methodist University, Department of Economics.
    44. Depetris-Chauvin, Emilio & Özak, Ömer, 2016. "Population Diversity, Division of Labor and Comparative Development," MPRA Paper 70503, University Library of Munich, Germany.
    45. James E. Rauch, 1994. "Bureaucracy, Infrastructure, and Economic Growth: Evidence from U.S. Cities During the Progressive Era," NBER Working Papers 4973, National Bureau of Economic Research, Inc.
    46. Mara P. Squicciarini & Nico Voigtländer, 2014. "Human Capital and Industrialization: Evidence from the Age of Enlightenment," NBER Working Papers 20219, National Bureau of Economic Research, Inc.
    47. Francesco Giovannoni & Leandro de Magalhaes, 2012. "War Financing and the Transition from Absolutism to Rule by Parliament," 2012 Meeting Papers 917, Society for Economic Dynamics.
    48. Chaney, Eric, 2020. "Modern Library Holdings and Historic City Growth," CEPR Discussion Papers 14686, C.E.P.R. Discussion Papers.
    49. Glaeser, Edward Ludwig & Shleifer, Andrei, 2005. "The Curley Effect: The Economics of Shaping the Electorate," Scholarly Articles 27867137, Harvard University Department of Economics.
    50. Graf Lambsdorff, Johann, 2005. "Between two evils: Investors prefer grand corruption!," Passauer Diskussionspapiere, Volkswirtschaftliche Reihe V-31-05, University of Passau, Faculty of Business and Economics.
    51. Michael T. Dorsch & Paul Maarek, 2016. "Democratization and the Conditional Dynamics of Income Distribution," THEMA Working Papers 2016-06, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    52. Hans-Bernd Schaefer & Rok Spruk, 2024. "Islamic Law, Western European Law and the Roots of Middle East's Long Divergence: a Comparative Empirical Investigation (800-1600)," Papers 2401.14435, arXiv.org, revised Mar 2024.
    53. Pietri, Antoine & Tazdaït, Tarik & Vahabi, Mehrdad, 2013. "Empire-building and price competition," MPRA Paper 44368, University Library of Munich, Germany.
    54. Voth, Hans-Joachim & Gennaioli, Nicola, 2011. "State Capacity and Military Conflict," CEPR Discussion Papers 8699, C.E.P.R. Discussion Papers.
    55. Marco Percoco, 2010. "Path Dependence, Institutions and the Density of Economic Activities: Evidence from Italian Cities," Working Papers 2010.110, Fondazione Eni Enrico Mattei.
    56. Jean-Philippe C. Stijns, 2001. "Natural Resource Abundance and Human Capital Accumulation," Development and Comp Systems 0112001, University Library of Munich, Germany.
    57. Ross Levine, 2005. "Law, Endowments and Property Rights," Journal of Economic Perspectives, American Economic Association, vol. 19(3), pages 61-88, Summer.
    58. Danish Ahmed SIDDIQUI & Qazi Masood AHMED, 2018. "Institutionalized social technologies index: A global perspective," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(617), W), pages 67-96, Winter.
    59. Timur Kuran, 2005. "Why the Middle East is Economically Underdeveloped: Historical Mechanisms of Institutional Stagnation," QA - Rivista dell'Associazione Rossi-Doria, Associazione Rossi Doria, issue 1, March.
    60. Eckstein, Zvi & Botticini, Maristella, 2004. "Jewish Occupational Selection: Education, Restrictions or Minorities?," CEPR Discussion Papers 4604, C.E.P.R. Discussion Papers.
    61. Alexandra M. de Pleijt & Jan Luiten van Zanden, 2013. "Accounting for the ‘Little Divergence’ What drove economic growth in preindustrial Europe, 1300-1800?," Working Papers 0046, Utrecht University, Centre for Global Economic History.
    62. Andreas Link, 2023. "The Fall of Constantinople and the Rise of the West," Working Papers 223, Bavarian Graduate Program in Economics (BGPE).
    63. Barrak Ghanim Algharabali & Saud Asaad Al-Thaqeb, 2023. "The Natural Resource Curse: Is It Really a Curse?," International Journal of Energy Economics and Policy, Econjournals, vol. 13(4), pages 237-245, July.
    64. Acemoglu, Daron & Johnson, Simon & Robinson, James A., 2003. "The Rise of Europe: Atlantic Trade, Institutional Change and Economic Growth," CEPR Discussion Papers 3712, C.E.P.R. Discussion Papers.
    65. Cormac Ó Gráda, 2007. "You take the high road and I’ll take the low road : economic success and wellbeing in the longer run," Open Access publications 10197/491, School of Economics, University College Dublin.
    66. BEHRENS, Kristian & PHOLO BALA, Alain, 2006. "Do rent-seeking and interregional transfers contribute to urban primacy in sub-Saharan Africa ?," LIDAM Discussion Papers CORE 2006114, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    67. Sussman, Nathan & Slivinski, Al, 2019. "Tax administration and compliance: evidence from medieval Paris," CEPR Discussion Papers 13512, C.E.P.R. Discussion Papers.
    68. Florian Ploeckl, 2017. "Towns (and villages): definitions and implications in a historical setting," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 11(2), pages 269-287, May.
    69. Aymo Brunetti & Beatrice Weder, 1994. "Political credibility and economic growth in less developed countries," Constitutional Political Economy, Springer, vol. 5(1), pages 23-43, December.
    70. Donges, Alexander & Meier, Jean-Marie A. & Silva, Rui C., 2016. "The Impact of Institutions on Innovation," VfS Annual Conference 2016 (Augsburg): Demographic Change 145952, Verein für Socialpolitik / German Economic Association.
    71. Guido De Blasio & Giorgio Nuzzo, 2010. "Historical Traditions Of Civicness And Local Economic Development," Journal of Regional Science, Wiley Blackwell, vol. 50(4), pages 833-857, October.
    72. Nunn, Nathan & Qian, N., 2011. "The Potato's Contribution to Population and Urbanization: Evidence From A Historical Experiment," Scholarly Articles 33077825, Harvard University Department of Economics.
    73. Akçomak, I. Semih & ter Weel, Bas, 2008. "Social Capital, Innovation and Growth: Evidence from Europe," IZA Discussion Papers 3341, Institute of Labor Economics (IZA).
    74. Rony Pshisva & Gustavo A. Suarez, 2006. "'Captive markets': the impact of kidnappings on corporate investment in Colombia," Finance and Economics Discussion Series 2006-18, Board of Governors of the Federal Reserve System (U.S.).
    75. Neil McCulloch & Edmund Malesky, 2011. "Does better local governance improve district growth performance in Indonesia?," Working Paper Series 1711, Department of Economics, University of Sussex Business School.
    76. Koyama, Mark & Jedwab, Remi & Johnson, Noel, 2020. "Medieval Cities Through the Lens of Urban Economic Theories," CEPR Discussion Papers 14828, C.E.P.R. Discussion Papers.
    77. Cantoni, Davide & Yang, David Y & Yuchtman, Noam & Zhang, Y Jane, 2019. "Protests as strategic games: experimental evidence from Hong Kong's antiauthoritarian movement," LSE Research Online Documents on Economics 124819, London School of Economics and Political Science, LSE Library.
    78. der Beek, Karine van, 2010. "The effects of political fragmentation on investments: A case study of watermill construction in medieval Ponthieu, France," Explorations in Economic History, Elsevier, vol. 47(4), pages 369-380, October.
    79. Ying Bai & Ruixue Jia, 2020. "The Economic Consequences of Political Hierarchy: Evidence from Regime Changes in China, AD1000-2000," NBER Working Papers 26652, National Bureau of Economic Research, Inc.
    80. Zanforlin, Luisa & Chong, Alberto E., 2001. "Inward-Looking Policies, Institutions, Autocrats, and Economic Growth in Latin America: An Empirical Exploration," IDB Publications (Working Papers) 6097, Inter-American Development Bank.
    81. Daniel Albalate & Germà Bel, 2018. "“Do government formation deadlocks damage economic growth? Evidence from history’s longest period of political deadlock”," IREA Working Papers 201817, University of Barcelona, Research Institute of Applied Economics, revised Jul 2018.
    82. William Pyle, 2007. "Organized Business, Political Regimes and Property Rights across the Russian Federation," Middlebury College Working Paper Series 0703, Middlebury College, Department of Economics.
    83. Temin, Peter & Voth, Hans-Joachim, 2004. "Credit Rationing and Crowding-Out During the Industrial Revolution: Evidence from Hoare's Bank, 1702-1862," CEPR Discussion Papers 4453, C.E.P.R. Discussion Papers.
    84. Daron Acemoglu, 2003. "The Form of Property Rights: Oligarchic vs. Democratic Societies," NBER Working Papers 10037, National Bureau of Economic Research, Inc.
    85. Mohamed Saleh & Jean Tirole, 2021. "Taxing identity: theory and evidence from early Islam," Post-Print hal-03352999, HAL.
    86. Bennett, Daniel & Nikolaev, Boris & Aidt, Toke, 2016. "Institutions & Well-being," MPRA Paper 78436, University Library of Munich, Germany.
    87. Luigi Guiso & Paola Sapienza & Luigi Zingales, 2008. "Long Term Persistence," EIEF Working Papers Series 0810, Einaudi Institute for Economics and Finance (EIEF), revised Aug 2008.
    88. Sascha O. Becker & Francisco J. Pino & Jordi Vidal-Robert, 2021. "Freedom of the Press? Catholic Censorship during the Counter-Reformation," Working Papers wp516, University of Chile, Department of Economics.
    89. Maarten Bosker & Steven Brakman & Harry Garretsen & Herman de Jong & Marc Schramm, 2007. "The Development of Cities in Italy 1300 – 1861," CESifo Working Paper Series 1893, CESifo.
    90. Alberto Chong & Mark Gradstein, 2008. "¿A quién le hacen falta líderes autoritarios?," Research Department Publications 4564, Inter-American Development Bank, Research Department.
    91. Çetin, Ahmet Burak, 2019. "The Effect of Economic and Political Institutions on Economic Growth: The Case of Developed Countries and Emerging Market Economies," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 4(2), pages 1-31, December.
    92. Florian Ploeckl, 2010. "Borders, market access and urban growth; the case of Saxon towns and the Zollverein," Working Papers 2010/42, Institut d'Economia de Barcelona (IEB).
    93. Jan Fałkowski & Katarzyna Metelska-Szaniawska, 2015. "Przyczyny ustanawiania i stabilność konstytucji państwa - perspektywa ekonomiczna," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 3, pages 79-105.
    94. Bas ter Weel & Semih Akcomak & Dinand Webbink, 2013. "Why Did the Netherlands Develop so Early? The Legacy of the Brethren of the Common Life," CPB Discussion Paper 228, CPB Netherlands Bureau for Economic Policy Analysis.
    95. Joel Mokyr & Hans-Joachim Voth, 2012. "Understanding Growth in Europe, 1700–1870: Theory and Evidence," Journal of Economic Sociology, National Research University Higher School of Economics, vol. 13(5), pages 57-102.
    96. Arthur Silve, 2012. "Complementarity and the resource curse," PSE Working Papers halshs-00728703, HAL.
    97. Lafay Jean-Dominique & Lecaillon Jacques, 1994. "La dimension politique de l'ajustement economique: Compte rendu par Jean-Pierre Centi," Journal des Economistes et des Etudes Humaines, De Gruyter, vol. 5(1), pages 189-195, March.
    98. Ying Bai & Ruixue Jia, 2019. "When History Matters Little: Political Hierarchy and Regional Development in China, AD 1000–2000," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 16(04), pages 50-54, January.
    99. Douglas Gollin & Remi Jedwab & Dietrich Vollrath, 2016. "Urbanization with and without industrialization," Journal of Economic Growth, Springer, vol. 21(1), pages 35-70, March.
    100. Friedman, Eric & Johnson, Simon & Kaufmann, Daniel & Zoido-Lobaton, Pablo, 2000. "Dodging the grabbing hand: the determinants of unofficial activity in 69 countries," Journal of Public Economics, Elsevier, vol. 76(3), pages 459-493, June.
    101. Michel Serafinelli & Guido Tabellini, 2017. "Creativity over Time and Space," Working Papers 608, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    102. Thomas Keywood & Jörg Baten, 2021. "Elite violence and elite numeracy in Europe from 500 to 1900 CE: roots of the divergence," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 15(2), pages 319-389, May.
    103. Mark Dincecco & Massimiliano Onorato, 2013. "Military conflict and the economic rise of urban Europe," Working Papers 14006, Economic History Society.
    104. Xinpeng Xu & Jan P. Voon & Yan Shang, 2017. "Unbundling institutional determinants of multinational investments," Applied Economics, Taylor & Francis Journals, vol. 49(23), pages 2269-2285, May.
    105. Drelichman, Mauricio, 2005. "The curse of Moctezuma: American silver and the Dutch disease," Explorations in Economic History, Elsevier, vol. 42(3), pages 349-380, July.
    106. Lilyan E. Fulginiti, 2010. "What comes first, agricultural growth or democracy?," Agricultural Economics, International Association of Agricultural Economists, vol. 41(1), pages 15-24, January.
    107. Blaydes, Lisa & Paik, Christopher, 2020. "Trade and Political Fragmentation on the Silk Roads: The Economic Effects of Historical Exchange between China and the Muslim East," CEI Working Paper Series 2019-12, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    108. Peter Lindert, 2003. "Voice and Growth: Was Churchill Right?," Working Papers 64, University of California, Davis, Department of Economics.
    109. Besley, Timothy & Ghatak, Maitreesh, 2010. "Property Rights and Economic Development," Handbook of Development Economics, in: Dani Rodrik & Mark Rosenzweig (ed.), Handbook of Development Economics, edition 1, volume 5, chapter 0, pages 4525-4595, Elsevier.
    110. Giovanni Immordino & Marco Pagano, 2010. "Legal Standards, Enforcement, and Corruption," Journal of the European Economic Association, MIT Press, vol. 8(5), pages 1104-1132, September.
    111. Quamrul H. Ashraf & Francesco Cinnirella & Oded Galor & Boris Gershman & Erik Hornung, 2017. "Capital-Skill Complementarity and the Emergence of Labor Emancipation," Working Papers 2017-1, Brown University, Department of Economics.
    112. Erik Lindberg, 2009. "Club goods and inefficient institutions: why Danzig and Lübeck failed in the early modern period," Economic History Review, Economic History Society, vol. 62(3), pages 604-628, August.
    113. Marianna Belloc & Francesco Drago & Roberto Galbiati, 2023. "Law, human capital, and the emergence of free city-states in medieval Italy," SciencePo Working papers Main hal-04278818, HAL.
    114. Rajesh Raj S.N. & Kunal Sen, 2017. "Does Institutional Quality Matter for Firm Performance? Evidence from India," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, vol. 18(2), pages 184-213, September.
    115. Mark Dincecco & Mauricio Prado, 2012. "Warfare, fiscal capacity, and performance," Journal of Economic Growth, Springer, vol. 17(3), pages 171-203, September.
    116. Guido de Blasio & Giorgio Nuzzo, 2006. "The Legacy of History for Economic Development: The Case of Putnam's Social Capital," Temi di discussione (Economic working papers) 591, Bank of Italy, Economic Research and International Relations Area.
    117. Timothy Besley & Torsten Persson, 2011. "Pillars of Prosperity: The Political Economics of Development Clusters," Economics Books, Princeton University Press, edition 1, number 9624.
    118. Christopher Gerry & Tomasz Marek Mickiewicz, 2007. "Inequality, democracy and taxation: lessons from the post-communist transition," UCL SSEES Economics and Business working paper series 74, UCL School of Slavonic and East European Studies (SSEES).
    119. Mara Squicciarini & Nico Voigtländer, 2016. "Knowledge elites and modernization: evidence from revolutionary France," Working Papers of LICOS - Centre for Institutions and Economic Performance 569653, KU Leuven, Faculty of Economics and Business (FEB), LICOS - Centre for Institutions and Economic Performance.
    120. Lawrence King & Osvaldo Gómez Martínez, 2010. "Property Rights Reform and Development: A Critique of the Cross-National Regression Literature," Working Papers wp216, Political Economy Research Institute, University of Massachusetts at Amherst.
    121. Filipe Campante & Davin Chor & Quoc-Anh Do, 2009. "Instability and the Incentives for Corruption," Post-Print hal-03459960, HAL.
    122. Anderson, R. Warren & Johnson, Noel D & Koyama, Mark, 2013. "From the Persecuting to the Protective State? Jewish Expulsions and Weather Shocks from 1100 to 1800," MPRA Paper 44228, University Library of Munich, Germany.
    123. Alberto Chong & Luisa Zanforlin, 2001. "Políticas de orientación interna, instituciones, autócratas y crecimiento económico en América Latina: un análisis empírico," Research Department Publications 4256, Inter-American Development Bank, Research Department.
    124. Wu, Yuzhe & Mo, Zhibin & Peng, Yi & Skitmore, Martin, 2018. "Market-driven land nationalization in China: A new system for the capitalization of rural homesteads," Land Use Policy, Elsevier, vol. 70(C), pages 559-569.
    125. Galiani, Sebastian & Schargrodsky, Ernesto, 2010. "Property rights for the poor: Effects of land titling," Journal of Public Economics, Elsevier, vol. 94(9-10), pages 700-729, October.
    126. Rafael Di Tella & Robert MacCulloch, 2004. "Why doesn't Capitalism flow to Poor Countries?," Others 0404005, University Library of Munich, Germany.
    127. Sebastian Galiani & Ernesto Schargrodsky, 2011. "The Dynamics of Land Titling Regularization and Market Development," WIDER Working Paper Series wp-2011-088, World Institute for Development Economic Research (UNU-WIDER).
    128. Emily Oster, 2004. "Witchcraft, Weather and Economic Growth in Renaissance Europe," Journal of Economic Perspectives, American Economic Association, vol. 18(1), pages 215-228, Winter.
    129. Kalkschmied, Katja, 2022. "Rebundling Institutions," VfS Annual Conference 2022 (Basel): Big Data in Economics 264064, Verein für Socialpolitik / German Economic Association.
    130. Wolfgang Keller & Carol H. Shiue, 2016. "Market Integration as a Mechanism of Growth," CESifo Working Paper Series 6070, CESifo.
    131. Florian Ploeckl, 2012. "Space, settlements, towns: the influence of geography and market access on settlement distribution and urbanization," Working Papers 2012/23, Institut d'Economia de Barcelona (IEB).
    132. Purnima PUROHIT & Katsushi S. Imai & Kunal Sen, 2017. "Do Agricultural Marketing Laws Matter for Rural Growth? Evidence from the Indian States," Discussion Paper Series DP2017-17, Research Institute for Economics & Business Administration, Kobe University.
    133. António Henriques & Nuno Palma, 2023. "Comparative European Institutions and the Little Divergence, 1385–1800," Journal of Economic Growth, Springer, vol. 28(2), pages 259-294, June.
    134. Andrea Asoni, 2008. "Protection Of Property Rights And Growth As Political Equilibria," Journal of Economic Surveys, Wiley Blackwell, vol. 22(5), pages 953-987, December.
    135. Knack, Stephen, 2002. "Governance and growth: measurement and evidence," MPRA Paper 28050, University Library of Munich, Germany.
    136. Chu, Angus C., 2020. "Rent-Seeking Government and Endogenous Takeoff in a Schumpeterian Economy," MPRA Paper 104974, University Library of Munich, Germany.
    137. Feng Wei & Yu Kong, 2014. "Government Governance, Legal Environment and Sustainable Economic Development," Sustainability, MDPI, vol. 6(4), pages 1-16, April.
    138. Daniel J. Smith & George R. Crowley & J. Sebastian Leguizamon, 2021. "Long live the doge? Death as a term limit on Venetian chief executives," Public Choice, Springer, vol. 188(3), pages 333-359, September.
    139. Navas, Antonio, 2009. "Trade Openness, Institutional Change and Economic Growth," Working Papers in Economic Theory 2009/05, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
    140. Rok Spruk & Mitja Kovac, 2018. "Inefficient Growth," Review of Economics and Institutions, Università di Perugia, vol. 9(2).
    141. Maurizio Iacopetta, 2021. "Class Di¤erences and the Commercial Revolution: An Equilibrium Selection Story," SciencePo Working papers Main halshs-03515585, HAL.
    142. Charles Angelucci & Simone Meraglia, 2015. "Trade, Law and Order, and Political Liberties: Theory and Application to English Medieval Boroughs," Discussion Papers 1509, University of Exeter, Department of Economics.
    143. Noel D. Johnson & Mark Koyama, 2014. "Taxes, Lawyers, and the Decline of Witch Trials in France," Journal of Law and Economics, University of Chicago Press, vol. 57(1), pages 77-112.
    144. Acemoglu, Daron, 2008. "Oligarchikus és demokratikus társadalmak [Oligarchic versus democratic societies]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(7), pages 622-659.
    145. Cormac Ó Gráda, 2005. "The tortoise and the hare : economic growth in Britain and the Netherlands c.1500-1800," Working Papers 200524, School of Economics, University College Dublin.
    146. Nils-Petter Lagerlöf & Thomas Tangerås, 2008. "From rent seeking to human capital: a model where resource shocks cause transitions from stagnation to growth," Canadian Journal of Economics, Canadian Economics Association, vol. 41(3), pages 760-780, August.
    147. Glaeser, Edward L. & Scheinkman, JoseA. & Shleifer, Andrei, 1995. "Economic growth in a cross-section of cities," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 117-143, August.
    148. Rok Spruk & Mitja Kovac, 2019. "Transaction costs and economic growth under common legal system: State‐level evidence from Mexico," Economics and Politics, Wiley Blackwell, vol. 31(2), pages 240-292, July.
    149. Diego Puga & Daniel Trefler, 2012. "International Trade and Institutional Change: Medieval Venice's Response to Globalization," NBER Working Papers 18288, National Bureau of Economic Research, Inc.
    150. Maria Waldinger, 2015. "The economic effects of long-term climate change: evidence from the little ice age," GRI Working Papers 214, Grantham Research Institute on Climate Change and the Environment.
    151. Han Wang & Andres Rodriguez-Pose, 2021. "Local institutions and pandemics: City autonomy and the Black Death," Papers in Evolutionary Economic Geography (PEEG) 2130, Utrecht University, Department of Human Geography and Spatial Planning, Group Economic Geography, revised Sep 2021.
    152. Mehrdad Vahabi, 2016. "A positive theory of the predatory state," Public Choice, Springer, vol. 168(3), pages 153-175, September.
    153. Forson, Joseph Ato & Opoku, Rosemary Afrakomah & Peng, Zhen, 2017. "Innovation, Institutions and Economic Growth in Sub-Sahara Africa – an IV Estimation of a Panel Threshold Model," MPRA Paper 103063, University Library of Munich, Germany, revised 15 Mar 2018.
    154. Michael A. Valenti & Olivier G. Giovannoni, 2013. "The Economics of Inclusion: Building an Argument for a Shared Society," Economics Working Paper Archive wp_755, Levy Economics Institute.
    155. Rubin, Jared, 2011. "Printing and Protestants: reforming the economics of the Reformation," MPRA Paper 31267, University Library of Munich, Germany.
    156. Coro Chasco & Maricruz Lacalle-Calderon & Javier Alfonso-Gil, 2021. "Spatial Diffusion of Civil Liberty," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, vol. 44(87), pages 146-169.
    157. Daron Acemoglu & Simon Johnson, 2003. "Unbundling Institutions," NBER Working Papers 9934, National Bureau of Economic Research, Inc.
    158. Francisco J. Beltrán Tapia & Alfonso Díez-Minguela & Julio Martinez-Galarraga, 2021. "The shadow of cities: size, location and the spatial distribution of population," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 66(3), pages 729-753, June.
    159. Vahabi,Mehrdad, 2015. "The Political Economy of Predation," Cambridge Books, Cambridge University Press, number 9781107133976, October.
    160. Dittmar, Jeremiah & Meisenzahl, Ralf R, 2017. "State Capacity and Public Goods: Institutional Change, Human Capital, and Growth in Historic Germany," CEPR Discussion Papers 12037, C.E.P.R. Discussion Papers.
    161. Severgnini, Battista & Boerner, Lars, 2019. "Time for Growth," Working Papers 4-2019, Copenhagen Business School, Department of Economics.
    162. Gradstein, Mark & Chong, Alberto E., 2008. "Who Needs Strong Leaders?," IDB Publications (Working Papers) 1610, Inter-American Development Bank.
    163. van Zanden, Jan Luiten & Buringh, Eltjo & Bosker, Maarten, 2008. "From Baghdad to London: The Dynamics of Urban Growth in Europe and the Arab World, 800-1800," CEPR Discussion Papers 6833, C.E.P.R. Discussion Papers.
    164. Dorward, Nick & Fox, Sean & Hoelscher, Kristian, 2024. "Cities, Urbanization and Political Change," OSF Preprints y6qpj, Center for Open Science.
    165. Andrei Shleifer, 1996. "Government in Transition," Harvard Institute of Economic Research Working Papers 1783, Harvard - Institute of Economic Research.
    166. Florian Ploeckl, 2008. "Borders, Market Size and Urban Growth, The Case of Saxon Towns and the Zollverein in the 19th Century," Working Papers 966, Economic Growth Center, Yale University.
    167. Ghulam Murtaza & Muhammad Zahir Faridi, 2016. "Economic Institutions and Growth Nexus: The Role of Governance and Democratic Institutions—Evidence from Time Varying Parameters’ (TVPs) Models," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(4), pages 675-688.
    168. Florencia Torche & Seymour Spilerman, 2006. "Household Wealth in Latin America," WIDER Working Paper Series RP2006-114, World Institute for Development Economic Research (UNU-WIDER).
    169. Kenneth Ofori‐Boateng & Samuel Adams & Williams Ohemeng, 2020. "Coping Strategies of the Urban Poor: A Case Study From Ghana," Poverty & Public Policy, John Wiley & Sons, vol. 12(3), pages 236-254, September.
    170. Yi, Jingtao & Wang, Chengqi & Kafouros, Mario, 2013. "The effects of innovative capabilities on exporting: Do institutional forces matter?," International Business Review, Elsevier, vol. 22(2), pages 392-406.
    171. Cai, Yongyang & Selod, Harris & Steinbuks, Jevgenijs, 2018. "Urbanization and land property rights," Regional Science and Urban Economics, Elsevier, vol. 70(C), pages 246-257.
    172. Andrew T. Young, 2016. "What does it take for a roving bandit settle down? Theory and an illustrative history of the Visigoths," Public Choice, Springer, vol. 168(1), pages 75-102, July.
    173. Rudolf Cesaretti & José Lobo & Luís M A Bettencourt & Scott G Ortman & Michael E Smith, 2016. "Population-Area Relationship for Medieval European Cities," PLOS ONE, Public Library of Science, vol. 11(10), pages 1-27, October.
    174. Aiyar, Shekhar & Duval, Romain & Puy, Damien & Wu, Yiqun & Zhang, Longmei, 2018. "Growth slowdowns and the middle-income trap," Japan and the World Economy, Elsevier, vol. 48(C), pages 22-37.
    175. Miquel-Àngel Garcia-López & Ilias Pasidis & Elisabet Viladecans Marsal, 2016. "Express Delivery to the Suburbs. The Effect of Transportation in Europe's Heterogeneous Cities," CESifo Working Paper Series 5699, CESifo.
    176. Boltho, Andrea & Carlin, Wendy & Scaramozzino, Pasquale, 2018. "Why East Germany did not become a new Mezzogiorno," Journal of Comparative Economics, Elsevier, vol. 46(1), pages 308-325.
    177. Peter T. Leeson, 2007. "Anarchy, Monopoly, and Predation," Journal of Institutional and Theoretical Economics (JITE), Mohr Siebeck, Tübingen, vol. 163(3), pages 467-482, September.
    178. Daniel Smith, 2014. "Heterogeneity and exchange: Safe-conducts in Medieval Spain," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 27(2), pages 183-197, June.
    179. Hodgson, Geoffrey M. & Knudsen, Thorbjørn, 2008. "The emergence of property rights enforcement in early trade: A behavioral model without reputational effects," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 48-62, October.
    180. Daron Acemoglu, 2007. "Oligarchic Versus Democratic Societies," Carlo Alberto Notebooks 47, Collegio Carlo Alberto.
    181. Elisa Borghi & Fabio Gatti & Donato Masciandaro, 2022. "Neither Communes nor Fiefs: King Owned Towns, Right Negotiations and Long Run Persistence. The Case of South Italy," BAFFI CAREFIN Working Papers 22182, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    182. Lehmann-Hasemeyer, Sibylle H. & Streb, Jochen, 2018. "Discrimination against Foreigners. The Wuerttemberg Patent Law in Administrative Practice," Working Papers 7, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
    183. Daniel Kaufmann & Frannie Leautier & Massimo Mastruzzi, 2004. "Governance and the City: An Empirical Exploration into Global Determinants of Urban Performance," Urban/Regional 0405004, University Library of Munich, Germany.
    184. Iacopetta, Maurizio, 2021. "Class differences and the Commercial Revolution: An equilibrium selection story," Economic Modelling, Elsevier, vol. 100(C).
    185. Jesús López-Rodríguez & María Cecilia Acevedo, 2008. "Second Nature Geography and Regional Income Disparities in Colombia," Documentos CEDE 4983, Universidad de los Andes, Facultad de Economía, CEDE.
    186. Buringh, Eltjo & Bosker, Maarten, 2010. "City seeds. Geography and the origins of the European city system," CEPR Discussion Papers 8066, C.E.P.R. Discussion Papers.
    187. Asoni, Andrea, 2008. "Colonial Heritage and Economic Development," Working Paper Series 758, Research Institute of Industrial Economics.
    188. Giampaolo Lecce & Laura Ogliari, 2015. "Institutional Transplant and Cultural Proximity: Evidence from Nineteenth-Century Prussia," CESifo Working Paper Series 5652, CESifo.
    189. Douglas A. Irwin, 2014. "Adam Smith's "Tolerable Administration of Justice" and the Wealth of Nations," NBER Working Papers 20636, National Bureau of Economic Research, Inc.
    190. Traviss Cassidy & Mark Dincecco & Massimiliano Gaetano Onorato, 2015. "The Economic Legacy of Warfare: Evidence from European Regions," Working Papers 6/2015, IMT School for Advanced Studies Lucca, revised Jul 2015.
    191. Antonio Accetturo & Sauro Mocetti, 2019. "Historical Origins and Developments of Italian Cities," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 5(2), pages 205-222, July.
    192. Deng, Kent & O’Brien, Patrick Karl, 2016. "China’s GDP per capita from the Han Dynasty to communist times," Economic History Working Papers 64857, London School of Economics and Political Science, Department of Economic History.
    193. Clara Jace, 2019. "An economic theory of economic analysis: the case of the School of Salamanca," Public Choice, Springer, vol. 181(3), pages 375-397, December.
    194. Ilias-Nikiforos Pasidis & Miquel-Àngel Garcia-López & Elisabet Viladecans-Marsal, 2015. "Express delivery to the suburbs. Transport Infrastructure and European cities," ERSA conference papers ersa15p1239, European Regional Science Association.
    195. Vidal-Robert, Jordi, 2013. "War and Inquisition: Repression in Early Modern Spain," CAGE Online Working Paper Series 119, Competitive Advantage in the Global Economy (CAGE).
    196. Konstantin Sonin & Georgy Egorov, 2011. "Incumbency Advantage in Nondemocratic Elections," 2011 Meeting Papers 417, Society for Economic Dynamics.
    197. Theresa Finley & Mark Koyama, 2018. "Plague, Politics, and Pogroms: The Black Death, the Rule of Law, and the Persecution of Jews in the Holy Roman Empire," Journal of Law and Economics, University of Chicago Press, vol. 61(2), pages 253-277.
    198. Ennio E. Piano, 2019. "State capacity and public choice: a critical survey," Public Choice, Springer, vol. 178(1), pages 289-309, January.
    199. Tommy Krieger, 2022. "Democracy and the quality of economic institutions: theory and evidence," Public Choice, Springer, vol. 192(3), pages 357-376, September.
    200. Robert C. Allen, 2003. "Progress and poverty in early modern Europe," Economic History Review, Economic History Society, vol. 56(3), pages 403-443, August.
    201. Leeson, Peter T., 2007. "Better off stateless: Somalia before and after government collapse," Journal of Comparative Economics, Elsevier, vol. 35(4), pages 689-710, December.
    202. Hansen, Bradley A. & Hansen, Mary Eschelbach, 2016. "The historian's craft and economics," Journal of Institutional Economics, Cambridge University Press, vol. 12(2), pages 349-370, June.
    203. Jeremiah Dittmar & Ralph R. Meisenzahl, 2016. "State capacity and public goods: institutional change, human capital and growth in early modern Germany," CEP Discussion Papers dp1418, Centre for Economic Performance, LSE.
    204. Ma, Debin, 2006. "Shanghai-based industrialization in the early 20th century: a quantitative and institutional analysis," Economic History Working Papers 22473, London School of Economics and Political Science, Department of Economic History.
    205. Soto-Oñate, David & Torrens, Gustavo, 2023. "Institutional-cultural coherence and economic development: The case of the Spanish regions," Journal of Comparative Economics, Elsevier, vol. 51(1), pages 41-89.
    206. Sibylle Lehmann‐Hasemeyer & Fabian Wahl, 2021. "The German bank–growth nexus revisited: savings banks and economic growth in Prussia," Economic History Review, Economic History Society, vol. 74(1), pages 204-222, February.
    207. Obregon, Carlos, 2018. "Globalization misguided views," MPRA Paper 85813, University Library of Munich, Germany.
    208. Charles Angelucci & Simone Meraglia & Nico Voigtländer, 2017. "How Merchant Towns Shaped Parliaments: From the Norman Conquest of England to the Great Reform Act," NBER Working Papers 23606, National Bureau of Economic Research, Inc.
    209. Knack, Stephen, 2001. "Trust, assocational life, and economic performance," MPRA Paper 27247, University Library of Munich, Germany.
    210. Howard Bodenhorn & David Cuberes, 2010. "Financial development and city growth: Evidence from Northeastern American cities, 1790-1870," Working Papers 2010/35, Institut d'Economia de Barcelona (IEB).
    211. Nakasone, Eduardo, 2011. "The impact of land titling on labor allocation: Evidence from rural Peru," IFPRI discussion papers 1111, International Food Policy Research Institute (IFPRI).
    212. Boix, Carles, 2009. "Development and Democratization," Papers 10-21-2009a, Princeton University, Research Program in Political Economy.
    213. Christopher Gerry & Tomasz Mickiewicz, 2006. "Inequality, Fiscal Capacity and the Political Regime: Lessons from the Post-Communist Transition," William Davidson Institute Working Papers Series wp831, William Davidson Institute at the University of Michigan.
    214. Kent Deng & Patrick Karl O’Brien, 2014. "Creative Destruction: Chinese GDP per capita from the Han Dynasty to Modern Times," Working Papers 0063, European Historical Economics Society (EHES).
    215. Coro CHASCO & Maricruz LACALLE-CALDERON & Javier ALFONSO-GIL, 2017. "Key determinants of civil liberty: a spatial analysis of 175 countries for the year 2010," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 17(2), pages 19-32.
    216. Marco Percoco, 2013. "Geography, institutions and urban development: Italian cities, 1300–1861," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 50(1), pages 135-152, February.
    217. Daron Acemoglu & Simon Johnson & James A. Robinson, 2002. "Reversal of Fortune: Geography and Institutions in the Making of the Modern World Income Distribution," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 117(4), pages 1231-1294.
    218. Benjamin Schneider, 2022. "Good Jobs and Bad Jobs in History," Oxford Economic and Social History Working Papers _202, University of Oxford, Department of Economics.
    219. Paik, Christopher & Shahi, Keshar, 2023. "Ancient nomadic corridors and long-run development in the highlands of Asia," Explorations in Economic History, Elsevier, vol. 89(C).
    220. Bednarik, Radek & Filipova, Lenka, 2009. "The role of religion and political regime for human capital and economic development," MPRA Paper 14556, University Library of Munich, Germany.
    221. Harris,Colin & Cai,Meina & Murtazashvili,Ilia & Murtazashvili,Jennifer Brick, 2020. "The Origins and Consequences of Property Rights," Cambridge Books, Cambridge University Press, number 9781108969055, October.
    222. Cai,Yongyang & Selod,Harris & Steinbuks,Jevgenijs, 2015. "Urbanization and property rights," Policy Research Working Paper Series 7486, The World Bank.
    223. Gilles Duranton, 1997. "La nouvelle économie géographique : agglomération et dispersion," Économie et Prévision, Programme National Persée, vol. 131(5), pages 1-24.
    224. Alvaro Cuervo-Cazurra & Luis Alfonso Dau, 2009. "Structural Reform and Firm Exports," Management International Review, Springer, vol. 49(4), pages 479-507, September.
    225. Malik Curuk & Sjak Smulders, 2016. "Malthus Meets Luther: The Economics Behind the German Reformation," CESifo Working Paper Series 6010, CESifo.
    226. Douglas A. Irwin, 2020. "Adam Smith's “tolerable administration of justice” and the Wealth of Nations," Scottish Journal of Political Economy, Scottish Economic Society, vol. 67(3), pages 231-247, July.
    227. Dittmar, Jeremiah E. & Meisenzahl, Ralf R., 2020. "Public goods institutions, human capital, and growth: evidence from German history," LSE Research Online Documents on Economics 91195, London School of Economics and Political Science, LSE Library.
    228. Leeson,Peter T., 2014. "Anarchy Unbound," Cambridge Books, Cambridge University Press, number 9781107025806, October.
    229. Cao, Chunfang & Dong, Yizhe & Hou, Wenxuan & Liu, Yue & Qian, Xianhang, 2019. "Provincial official turnover and bank loans," Pacific-Basin Finance Journal, Elsevier, vol. 57(C).
    230. Madsen, Jakob & Strulik, Holger, 2024. "Inequality and the Industrial Revolution," European Economic Review, Elsevier, vol. 164(C).
    231. Timur Kuran, 2004. "Why the Middle East is Economically Underdeveloped: Historical Mechanisms of Institutional Stagnation," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 71-90, Summer.
    232. López, Jesús. & Acevedo-Villalobos, María Cecilia., 2013. "El acceso a los mercados y la disparidad del ingreso en los departamentos colombianos," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(320), pages 869-901, octubre-d.
    233. Mauricio Drelichman, 2004. "The Curse of Moctezuma: American Silver and the Dutch Disease, 1501-1650," Economic History 0404001, University Library of Munich, Germany.
    234. Yongqi Feng & Xinye Yu, 2021. "The impact of institutions on financial development: Evidence from East Asian countries," Australian Economic Papers, Wiley Blackwell, vol. 60(1), pages 122-137, March.
    235. Obregon, Carlos, 2018. "Globalización visiones equivocadas [Globalization misguided views]," MPRA Paper 86396, University Library of Munich, Germany.
    236. Krieger, Tommy, 2019. "Democracy and institutional quality: Theory and Evidence," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203507, Verein für Socialpolitik / German Economic Association.
    237. Krieger, Tommy, 2022. "Democracy and the quality of economic institutions: Theory and evidence," ZEW Discussion Papers 22-032, ZEW - Leibniz Centre for European Economic Research.
    238. Mehmet Asutay & Noor Zahirah Mohd Sidek, 2021. "Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4226-4261, July.
    239. Baten, Jörg, 2019. "Elite Violence and Elite Numeracy in Europe from 500 to 1900 CE: A Co-Evolution?," CEPR Discussion Papers 14013, C.E.P.R. Discussion Papers.
    240. Carl Henrik Knutsen, 2012. "Democracy and economic growth: A survey of arguments and results," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 15(4), pages 393-415, December.
    241. Peter Klibanoff & Michel Poitevin, 2022. "A theory of (de)centralization," Journal of Public Economic Theory, Association for Public Economic Theory, vol. 24(3), pages 417-451, June.
    242. Jedwab, Remi & Vollrath, Dietrich, 2015. "Urbanization without growth in historical perspective," Explorations in Economic History, Elsevier, vol. 58(C), pages 1-21.
    243. Edward L. Glaeser & Andrei Shleifer, 2002. "The Curley Effect," Harvard Institute of Economic Research Working Papers 1956, Harvard - Institute of Economic Research.
    244. James Roumasset & Nori Tarui, 2010. "Governing the Resource: Scarcity-Induced Institutional Change," Working Papers 201015, University of Hawaii at Manoa, Department of Economics.
    245. Debin Ma, 2011. "Rock, scissors: the problem of incentives and information in the traditional China state and the origin of the Great Divergence," Working Papers 11002, Economic History Society.
    246. Jedwab, Remi & Johnson, Noel D. & Koyama, Mark, 2022. "Medieval cities through the lens of urban economics," Regional Science and Urban Economics, Elsevier, vol. 94(C).
    247. Lagerlöf, Nils-Petter & Tangerås, Thomas, 2005. "Human Capital, Rent Seeking, and a Transition from Stagnation to Growth," Working Paper Series 656, Research Institute of Industrial Economics.
    248. Vieider, Ferdinand M. & Chmura, Thorsten & Martinsson, Peter, 2012. "Risk attitudes, development, and growth: Macroeconomic evidence from experiments in 30 countries," Discussion Papers, WZB Junior Research Group Risk and Development SP II 2012-401, WZB Berlin Social Science Center.
    249. Clarke, George R. G. & Xu, Lixin Colin, 2004. "Privatization, competition, and corruption: how characteristics of bribe takers and payers affect bribes to utilities," Journal of Public Economics, Elsevier, vol. 88(9-10), pages 2067-2097, August.
    250. Link, Andreas, 2023. "The Fall of Constantinople and the Rise of the West," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277619, Verein für Socialpolitik / German Economic Association.
    251. Rony Pshisva & Gsutavo Suarez, 2005. "Captive Markets: The Impact Of Kidnappings On Corporate Investment In Colombia," Documentos CEDE 3786, Universidad de los Andes, Facultad de Economía, CEDE.
    252. Tamer Cetin & Yildirim B. Cicen & Kadir Y. Eryigit, 2016. "Do Institutions Matter for Economic Performance? Theoretical Insights and Evidence from Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1610, Koc University-TUSIAD Economic Research Forum.
    253. Natalie Obergruber, 2018. "Microeconometric Analysis of Individual and Institutional Determinants of Education and Occupational Choice," ifo Beiträge zur Wirtschaftsforschung, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 80.
    254. Dincecco, Mark & Katz, Gabriel, 2012. "State Capacity and Long-Run Performance," MPRA Paper 38299, University Library of Munich, Germany.
    255. Kalkschmied, Katja, 2023. "Rebundling Institutions: How property rights and contracting institutions combine for growth," Journal of Comparative Economics, Elsevier, vol. 51(2), pages 477-500.
    256. Fabian Wahl, 2014. "Origins of Political Change Ñ The Case of Late Medieval Guild Revolts," Working Papers 0069, European Historical Economics Society (EHES).

  7. J. Bradford De Long & Marco Becht, 1992. ""Excess Volatility" and the German Stock Market, 1876-1990," NBER Working Papers 4054, National Bureau of Economic Research, Inc.

    Cited by:

    1. Dr. Thomas Nitschka, 2014. "The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?," Working Papers 2014-01, Swiss National Bank.
    2. Thomas Nitschka, 2013. "The impact of (global) business cycle risk on the German and British stock markets: Evidence from the first age of globalization," Review of Financial Economics, John Wiley & Sons, vol. 22(3), pages 118-124, September.
    3. Robert B. Barsky & J. Bradford De Long, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(2), pages 291-311.
    4. Stefan Gissler, 2015. "Slow capital, fast prices: Shocks to funding liquidity and stock price reversals," Finance and Economics Discussion Series 2015-43, Board of Governors of the Federal Reserve System (U.S.).
    5. Lund, Jesper & Engsted, Tom, 1996. "GMM and present value tests of the C-CAPM: evidence from the Danish, German, Swedish and UK stock markets," Journal of International Money and Finance, Elsevier, vol. 15(4), pages 497-521, August.
    6. Hans Joachim Voth, 2001. "Inflation, political instability and stockmarket volatility in interwar Germany," Economics Working Papers 535, Department of Economics and Business, Universitat Pompeu Fabra.
    7. Sandrine Jacob Leal, 2015. "Fundamentalists, Chartists and Asset pricing anomalies," Post-Print hal-01508002, HAL.
    8. Thorsten Lübbers, 2009. "Is Cartelisation Profitable? A Case Study of the Rhenish Westphalian Coal Syndicate, 1893-1913," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2009_09, Max Planck Institute for Research on Collective Goods.

  8. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department.

    Cited by:

    1. Parthajit Kayal & S. Maheswaran, 2017. "Is USD-INR Really an Excessively Volatile Currency Pair?," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 15(2), pages 329-342, June.
    2. Benjamin Chabot & Christopher J. Kurz, 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Working Papers 972, Economic Growth Center, Yale University.
    3. Chabot, Benjamin & Kurz, Christopher, 2009. "That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907," Center Discussion Papers 50950, Yale University, Economic Growth Center.

  9. Robert B. Barsky & J. Bradford De Long, 1992. "Why Does the Stock Market Fluctuate?," NBER Working Papers 3995, National Bureau of Economic Research, Inc.

    Cited by:

    1. Massimiliano De Santis, 2005. "Interpreting Aggregate Stock Market Behavior: How Far Can the Standard Model Go?," Money Macro and Finance (MMF) Research Group Conference 2005 5, Money Macro and Finance Research Group.
    2. Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
    3. John B. Carlson & Kevin H. Sargent, 1997. "The recent ascent of stock prices: can it be explained by earnings growth or other fundamentals?," Economic Review, Federal Reserve Bank of Cleveland, issue Q II, pages 2-12.
    4. Bakker, L. & Hare, W. & Khosravi, H. & Ramadanovic, B., 2010. "A social network model of investment behaviour in the stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 389(6), pages 1223-1229.
    5. Ian Dew-Becker & Rhys Bidder, 2015. "Long-Run Risk is the Worst-Case Scenario," 2015 Meeting Papers 490, Society for Economic Dynamics.
    6. Owen Lamont, "undated". "Earnings and Expected Returns," CRSP working papers 345, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    7. Hirshleifer, David & Li, Jun & Yu, Jianfeng, 2015. "Asset pricing in production economies with extrapolative expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 87-106.
    8. Gilchrist, Simon & Leahy, John V., 2002. "Monetary policy and asset prices," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 75-97, January.
    9. Ricardo De La O & Sean Myers, 2021. "Subjective Cash Flow and Discount Rate Expectations," Journal of Finance, American Finance Association, vol. 76(3), pages 1339-1387, June.
    10. Jakob Madsen & Costas Milas, 2005. "The Price-Dividend Relationship In Inflationary And Deflationary Regimes," Econometrics 0506002, University Library of Munich, Germany.
    11. Diks, C.G.H. & Dindo, P.D.E., 2006. "Informational differences and learning in an asset market with boundedly rational agents," CeNDEF Working Papers 06-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    12. Daniel L. Tortorice, 2014. "Equity Return Predictability, Time Varying Volatility and Learning About the Permanence of Shocks," Working Papers 70, Brandeis University, Department of Economics and International Business School.
    13. Stijn Claessens & M Ayhan Kose, 2018. "Frontiers of macrofinancial linkages," BIS Papers, Bank for International Settlements, number 95.
    14. John Y. Campbell & Robert J. Shiller, 2001. "Valuation Ratios and the Long-run Stock Market Outlook: An Update," Cowles Foundation Discussion Papers 1295, Cowles Foundation for Research in Economics, Yale University.
    15. Cogley, Timothy & Sargent, Thomas J., 2008. "The market price of risk and the equity premium: A legacy of the Great Depression?," Journal of Monetary Economics, Elsevier, vol. 55(3), pages 454-476, April.
    16. Magomet Yandiev, 2011. "The Damped Fluctuations as a Base of Market Quotations," Working Papers 0003, Moscow State University, Faculty of Economics.
    17. Farmer, Roger & Nourry, Carine & Venditti, Alain, 2013. "The Inefficient Markets Hypothesis: Why Financial Markets Do Not Work Well in the Real World," CEPR Discussion Papers 9283, C.E.P.R. Discussion Papers.
    18. Paolo Gelain & Kevin J. Lansing, 2013. "House prices, expectations, and time-varying fundamentals," Working Paper 2013/05, Norges Bank.
    19. Massimo Guidolin & Allan Timmerman, 2005. "Properties of equilibrium asset prices under alternative learning schemes," Working Papers 2005-009, Federal Reserve Bank of St. Louis.
    20. David Dupuis & David Tessier, 2003. "The U.S. Stock Market and Fundamentals: A Historical Decomposition," Staff Working Papers 03-20, Bank of Canada.
    21. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
    22. De Santis Massimiliano, 2010. "Demystifying the Equity Premium," The B.E. Journal of Macroeconomics, De Gruyter, vol. 10(1), pages 1-33, May.
    23. J. B. Heaton & N. G. Polson & J. H. Witte, 2015. "Why Indexing Works," Papers 1510.03550, arXiv.org, revised Jan 2018.
    24. Falato, Antonio, 2009. "Happiness maintenance and asset prices," Journal of Economic Dynamics and Control, Elsevier, vol. 33(6), pages 1247-1262, June.
    25. Campbell, John & Cochrane, John H., 1999. "By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior," Scholarly Articles 3119444, Harvard University Department of Economics.
    26. Salois, Matthew J. & Moss, Charles B., 2011. "A direct test of hyperbolic discounting using market asset data," Economics Letters, Elsevier, vol. 112(3), pages 290-292, September.
    27. Nakajima, Tomoyuki, 2008. "Asset price fluctuations in Japan: 1980-2000," Japan and the World Economy, Elsevier, vol. 20(1), pages 129-153, January.
    28. Cozzi, Guido & Davenport, Margaret, 2017. "Extrapolative Expectations and Capital Flows during Convergence," MPRA Paper 78016, University Library of Munich, Germany.
    29. Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998. "A Model of Investor Sentiment," Scholarly Articles 30747159, Harvard University Department of Economics.
    30. Peter Boswijk & Cars H. Hommes & Sebastiano Manzan, 2005. "Behavioral Heterogeneity in Stock Prices," Tinbergen Institute Discussion Papers 05-052/1, Tinbergen Institute.
    31. Eleonora Granziera & Sharon Kozicki, 2012. "House Price Dynamics: Fundamentals and Expectations," Staff Working Papers 12-12, Bank of Canada.
    32. Vlad Stefan Barbu & Guglielmo D’Amico & Riccardo Blasis, 2017. "Novel advancements in the Markov chain stock model: analysis and inference," Annals of Finance, Springer, vol. 13(2), pages 125-152, May.
    33. Wang, Cindy S.H. & Fan, Rui & Xie, Yiqiang, 2023. "Market systemic risk, predictability and macroeconomics news," Finance Research Letters, Elsevier, vol. 56(C).
    34. Kawakami, Kei, 2016. "Market size matters: A model of excess volatility in large markets," Journal of Financial Markets, Elsevier, vol. 28(C), pages 24-45.
    35. Shively, Philip A., 2007. "Asymmetric temporary and permanent stock-price innovations," Journal of Empirical Finance, Elsevier, vol. 14(1), pages 120-130, January.
    36. Pok-sang Lam & Stephen G. Cecchetti & Nelson C. Mark, 2000. "Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?," American Economic Review, American Economic Association, vol. 90(4), pages 787-805, September.
    37. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
    38. Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021. "Diagnostic bubbles," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1060-1077.
    39. Stijn Claessens & M. Ayhan Kose, 2017. "Asset prices and macroeconomic outcomes: A survey," CAMA Working Papers 2017-76, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    40. Ulrike Malmendier & Demian Pouzo & Victoria Vanasco, 2016. "Investor Experiences and Financial Market Dynamics," Papers 1612.09553, arXiv.org, revised Feb 2019.
    41. Francesco FRANZONI & Tobias ADRIAN, 2008. "Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM," Swiss Finance Institute Research Paper Series 08-36, Swiss Finance Institute.
    42. Henri Pagès, 1999. "A note on the Gordon growth model with nonstationary dividend growth," BIS Working Papers 75, Bank for International Settlements.
    43. Mele, Antonio, 2004. "General properties of rational stock-market fluctuations," LSE Research Online Documents on Economics 24701, London School of Economics and Political Science, LSE Library.
    44. Gurdip Bakshi, 2009. "Du subjectiv expectations explain asset pricing puzzles?," 2009 Meeting Papers 1234, Society for Economic Dynamics.
    45. Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and U.S. house prices before and after the crisis," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 394-409.
    46. John Beshears & James J. Choi & Andreas Fuster & David Laibson & Brigitte C. Madrian, 2013. "What Goes Up Must Come Down? Experimental Evidence on Intuitive Forecasting," American Economic Review, American Economic Association, vol. 103(3), pages 570-574, May.
    47. Mejra Festić, 2006. "Procyclicality of Financial and Real Sector in Transition Economies," Prague Economic Papers, Prague University of Economics and Business, vol. 2006(4), pages 315-349.
    48. Foerster, Stephen R. & Sapp, Stephen G., 2011. "Back to fundamentals: The role of expected cash flows in equity valuation," The North American Journal of Economics and Finance, Elsevier, vol. 22(3), pages 320-343.
    49. Gregory C. Chow, 2003. "Shanghai Stock Prices as Determined by the Present Value Model," Finance 0306003, University Library of Munich, Germany.
    50. Boucher, Christophe, 2007. "Asymmetric adjustment of stock prices to their fundamental value and the predictability of US stock returns," Economics Letters, Elsevier, vol. 95(3), pages 339-347, June.
    51. Bansal, Ravi & Khatchatrian, Varoujan & Yaron, Amir, 2005. "Interpretable asset markets?," European Economic Review, Elsevier, vol. 49(3), pages 531-560, April.
    52. Berneburg, Marian, 2006. "Excess Volatility in European Equity Style Indices - New Evidence," IWH Discussion Papers 16/2006, Halle Institute for Economic Research (IWH).
    53. Berneburg, Marian, 2007. "Systematic Mispricing in European Equity Prices?," IWH Discussion Papers 6/2007, Halle Institute for Economic Research (IWH).
    54. Chen, An-Sing & Cheng, Lee-Young & Cheng, Kuang-Fu, 2009. "Intrinsic bubbles and Granger causality in the S&P 500: Evidence from long-term data," Journal of Banking & Finance, Elsevier, vol. 33(12), pages 2275-2281, December.
    55. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
    56. Guglielmo D'Amico & Riccardo De Blasis, 2020. "A review of the Dividend Discount Model: from deterministic to stochastic models," Papers 2001.00465, arXiv.org.
    57. Miguel Henry & George Judge, 2019. "Permutation Entropy and Information Recovery in Nonlinear Dynamic Economic Time Series," Econometrics, MDPI, vol. 7(1), pages 1-16, March.
    58. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75.
    59. Michele Boldrin & Adrian Peralta-Alva, 2009. "What happened to the U.S. stock market? accounting for the past 50 years," Review, Federal Reserve Bank of St. Louis, vol. 91(Nov), pages 627-646.
    60. Johann Burgstaller, 2002. "Are stock returns a leading indicator for real macroeconomic developments?," Economics working papers 2002-07, Department of Economics, Johannes Kepler University Linz, Austria.
    61. Georg Kaltenbrunner & Lars Lochstoer, 2007. "Long-Run Risk through Consumption Smoothing," 2007 Meeting Papers 25, Society for Economic Dynamics.
    62. Ravi Bansal & Amir Yaron, 2000. "Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles," NBER Working Papers 8059, National Bureau of Economic Research, Inc.
    63. Timothy C. Johnson, 2002. "Rational Momentum Effects," Journal of Finance, American Finance Association, vol. 57(2), pages 585-608, April.
    64. Raymond Tse & James Webb, 2008. "Housing markets in China: an empirical evaluation of present-value model," Journal of Chinese Economic and Business Studies, Taylor & Francis Journals, vol. 6(1), pages 67-75.
    65. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
    66. Ian Tonks & Andy Snell & George Bulkley, 1996. "Excessive Dispersion of US Stock Prices: A Regression Test of Cross-Sectional Volatility," FMG Discussion Papers dp246, Financial Markets Group.
    67. Kevin J. Lansing, 2007. "Rational and near-rational bubbles without drift," Working Paper Series 2007-10, Federal Reserve Bank of San Francisco.
    68. Snell, Andy & Tonks, Ian & Bulkley, George, 1996. "Excessive stock price dispersion: a regression test of cross-sectional volatility," LSE Research Online Documents on Economics 119165, London School of Economics and Political Science, LSE Library.
    69. Massimo Guidolin, 2006. "High equity premia and crash fears - Rational foundations," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 28(3), pages 693-708, August.
    70. Patric Hendershott & Robert Hendershott & Bryan MacGregor, 2006. "Evidence on Rationality in Commercial Property Markets: An Interpretation and Critique," Journal of Real Estate Literature, Taylor & Francis Journals, vol. 14(2), pages 147-172, January.
    71. Nicholas Barberis & Ming Huang & Tano Santos, 1999. "Prospect Theory and Asset Prices," NBER Working Papers 7220, National Bureau of Economic Research, Inc.
    72. Adrian R. Pagan & Kirill A. Sossounov, 2003. "A simple framework for analysing bull and bear markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(1), pages 23-46.
    73. Angelos Kanas & Yue Ma, 2004. "Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 237-250.
    74. Adem Atmaz & Suleyman Basak, 2018. "Belief Dispersion in the Stock Market," Journal of Finance, American Finance Association, vol. 73(3), pages 1225-1279, June.
    75. Steinbacher, Matjaz, 2009. "Acceptable Risk in a Portfolio Analysis," MPRA Paper 13569, University Library of Munich, Germany.
    76. Miguel Angel Iraola & Manuel S. Santos, 2009. "Long-Term Asset Price Volatility and Macroeconomics Fluctations," Working Papers 0909, Centro de Investigacion Economica, ITAM.
    77. John Y. Campbell, 1996. "Consumption and the Stock Market: Interpreting International Experience," Harvard Institute of Economic Research Working Papers 1763, Harvard - Institute of Economic Research.
    78. Nelson C. Mark & S.G. Cecchetti & P-s. Lam, 1997. "Asset Pricing under Distorted Beliefs: Are Equity Returns Too Good to Be True?," Working Papers 017, Ohio State University, Department of Economics.
    79. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series 06-19, Swiss Finance Institute.
    80. Brennan, Michael & Xia, Yihong, 1997. "Stock Price Volatility, Learning, and the Equity Premium," University of California at Los Angeles, Anderson Graduate School of Management qt3zw2w634, Anderson Graduate School of Management, UCLA.
    81. Davis, E. Philip & Madsen, Jakob B., 2008. "Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1261-1283, December.
    82. Steinbacher, Matjaz, 2008. "Stochastic Processes in Finance and Behavioral Finance," MPRA Paper 13603, University Library of Munich, Germany.
    83. Nathan S. Balke & Mark E. Wohar, 2000. "Low frequency movements in stock prices: a state space decomposition," Working Papers 0001, Federal Reserve Bank of Dallas.
    84. Carl Chiarella & Roberto Dieci & Xue-Zhong He, 2008. "Heterogeneity, Market Mechanisms, and Asset Price Dynamics," Research Paper Series 231, Quantitative Finance Research Centre, University of Technology, Sydney.
    85. Veronesi, Pietro, 2004. "The Peso problem hypothesis and stock market returns," Journal of Economic Dynamics and Control, Elsevier, vol. 28(4), pages 707-725, January.
    86. Luis Armona & Andreas Fuster & Basit Zafar, 2016. "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports 798, Federal Reserve Bank of New York.
    87. Mesly, Olivier & Chkir, Imed & Racicot, François-Éric, 2019. "Predatory cells and puzzling financial crises: Are toxic products good for the financial markets?," Economic Modelling, Elsevier, vol. 78(C), pages 11-31.
    88. Manzan, S., 2003. "Nonlinear Mean Reversion in Stock Prices," CeNDEF Working Papers 03-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    89. Ismail Fasanya & Ololade Periola & Abiodun Adetokunbo, 2023. "On the effects of Covid-19 pandemic on stock prices: an imminent global threat," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(3), pages 2231-2248, June.
    90. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
    91. Anwar M. Shaikh, 1995. "The Stock Market and the Corporate Sector: Profit-Based Approach," Economics Working Paper Archive wp_146, Levy Economics Institute.
    92. Alexander Zimper, 2011. "Do Bayesians learn their way out of ambiguity?," Working Papers 240, Economic Research Southern Africa.
    93. Reitz, Stefan, 2006. "On the predictive content of technical analysis," The North American Journal of Economics and Finance, Elsevier, vol. 17(2), pages 121-137, August.
    94. David Dupuis & David Tessier, 2004. "The U.S. Stock Market and Fundamentals: A Historical Decomposition," Money Macro and Finance (MMF) Research Group Conference 2004 73, Money Macro and Finance Research Group.
    95. Simon Gilchrist & Masashi Saito, 2008. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Chapters, in: Asset Prices and Monetary Policy, pages 45-102, National Bureau of Economic Research, Inc.
    96. Xiao, Zhijie, 2009. "Quantile cointegrating regression," Journal of Econometrics, Elsevier, vol. 150(2), pages 248-260, June.
    97. Chow, Gregory C. & Fan, Zhao-zhi & Hu, Jin-yan, 1999. "Shanghai Stock Prices as Determined by the Present-Value Model," Journal of Comparative Economics, Elsevier, vol. 27(3), pages 553-561, September.
    98. Sampson, Michael, 2003. "New Eras and Stock Market Bubbles," Structural Change and Economic Dynamics, Elsevier, vol. 14(3), pages 297-315, September.
    99. Madsen, Jakob B., 2002. "The share market boom and the recent disinflation in the OECD countries: the tax-effects, the inflation-illusion and the risk-aversion hypotheses reconsidered1," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(1), pages 115-141.
    100. Guglielmo D’Amico, 2013. "A semi-Markov approach to the stock valuation problem," Annals of Finance, Springer, vol. 9(4), pages 589-610, November.
    101. Lars Lochstoer & Harjoat S. Bhamra, 2009. "Return Predictability and Labor Market Frictions in a Real Business Cycle Model," 2009 Meeting Papers 1257, Society for Economic Dynamics.
    102. Qiuyun Wang & Lu Liu, 2022. "Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.
    103. Debdatta Pal & Subrata K. Mitra, 2017. "Diesel and soybean price relationship in the USA: evidence from a quantile autoregressive distributed lag model," Empirical Economics, Springer, vol. 52(4), pages 1609-1626, June.
    104. Sadzik, Tomasz & Woolnough, Chris, 2021. "Snowballing private information," Journal of Economic Theory, Elsevier, vol. 198(C).
    105. Bakshi, Gurdip & Skoulakis, Georgios, 2010. "Do subjective expectations explain asset pricing puzzles?," Journal of Financial Economics, Elsevier, vol. 98(3), pages 462-477, December.
    106. Jesus Gonzalo & Tae-Hwy Lee & Weiping Yang, 2008. "Permanent and transitory components of GDP and stock prices: further analysis," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, vol. 1(1), pages 105-120.
    107. Nathan S. Balke & Mark E. Wohar, 2006. "What Drives Stock Prices? Identifying the Determinants of Stock Price Movements," Southern Economic Journal, John Wiley & Sons, vol. 73(1), pages 55-78, July.
    108. Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887, Elsevier.
    109. Mark Kamstra, 2001. "Rational exuberance: The fundamentals of pricing firms, from blue chip to “dot com”," FRB Atlanta Working Paper 2001-21, Federal Reserve Bank of Atlanta.
    110. Iraola, Miguel A. & Santos, Manuel S., 2017. "Asset price volatility, price markups, and macroeconomic fluctuations," Journal of Monetary Economics, Elsevier, vol. 90(C), pages 84-98.
    111. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
    112. Branch, William A. & Evans, George W., 2013. "Bubbles, crashes and risk," Economics Letters, Elsevier, vol. 120(2), pages 254-258.
    113. Nikola Milosevic, 2016. "Equity forecast: Predicting long term stock price movement using machine learning," Papers 1603.00751, arXiv.org, revised Nov 2018.
    114. Hongye Guo & Jessica A. Wachter, 2019. ""Superstitious" Investors," NBER Working Papers 25603, National Bureau of Economic Research, Inc.
    115. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco.
    116. Guidolin, Massimo, 2003. "International asset prices and portfolio choices under Bayesian learning," Research in Economics, Elsevier, vol. 57(4), pages 383-437, December.
    117. Simon van Norden & Huntley Schaller & ), 1995. "Speculative Behaviour, Regime-Switching, and Stock Market Crashes," Econometrics 9502003, University Library of Munich, Germany.
    118. Mark Kamstra, 2003. "Pricing firms on the basis of fundamentals," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q1), pages 49-70.
    119. Binswanger, Mathias, 2000. "Stock market booms and real economic activity: Is this time different?," International Review of Economics & Finance, Elsevier, vol. 9(4), pages 387-415, October.
    120. Mangee, Nicholas, 2024. "Stock price swings and fundamentals: The role of Knightian uncertainty," International Review of Financial Analysis, Elsevier, vol. 91(C).
    121. Leland Bybee, 2023. "Surveying Generative AI's Economic Expectations," Papers 2305.02823, arXiv.org, revised May 2023.
    122. Bansal, Ravi & Lundblad, Christian, 2002. "Market efficiency, asset returns, and the size of the risk premium in global equity markets," Journal of Econometrics, Elsevier, vol. 109(2), pages 195-237, August.
    123. DeLong, J. Bradford & Magin, Konstantin, 2008. "The U.S. Equity Return Premium: Past, Present and Future," Department of Economics, Working Paper Series qt2827m1qc, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    124. Stefan Avdjiev & Nathan Balke, 2010. "Stochastic Volatility, Long Run Risks, and Aggregate Stock Market Fluctuations," BIS Working Papers 323, Bank for International Settlements.
    125. Patric H. Hendershott & Robert J. Hendershott & Charles R. W. Ward, 2003. "Corporate Equity and Commercial Property Market 'Bubbles'," Urban Studies, Urban Studies Journal Limited, vol. 40(5-6), pages 993-1009, May.
    126. Liang, Chao & Wang, Lu & Duong, Duy, 2024. "More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?," Journal of Economic Behavior & Organization, Elsevier, vol. 218(C), pages 1-19.
    127. Fourçans André & Warin Thierry & Evans John T. & Hens Luc & Saenen Bert & Abid Fathi & Mikhail Azmi D. & Salehizadeh Mehdi, 2000. "Global Economy Quarterly, Issue 3," Global Economy Journal, De Gruyter, vol. 1(3), pages 109-109, December.
    128. Massimo Guidolin, 2005. "Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle," Working Papers 2005-005, Federal Reserve Bank of St. Louis.
    129. Rhys M. Bidder & Ian Dew-Becker, 2014. "Long-Run Risk is the Worst-Case Scenario: Ambiguity Aversion and Non-Parametric Estimation of the Endowment Process," Working Paper Series 2014-16, Federal Reserve Bank of San Francisco.
    130. Timothy Cogley, 2005. "Changing Beliefs and the Term Structure of Interest Rates: Cross-Equation Restrictions with Drifting Parameters," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 8(2), pages 420-451, April.
    131. Pascal Kieren & Jan Müller-Dethard & Martin Weber, 2023. "Risk-Taking and Asymmetric Learning in Boom and Bust Markets," Review of Finance, European Finance Association, vol. 27(5), pages 1743-1779.
    132. Stefanescu, Razvan & Dumitriu, Ramona, 2015. "Conţinutul analizei seriilor de timp financiare [The Essentials of the Analysis of Financial Time Series]," MPRA Paper 67175, University Library of Munich, Germany.
    133. Geoffrey J. Warren, 2008. "Implications for Asset Pricing Puzzles of a Roll‐over Assumption for the Risk‐Free Asset," International Review of Finance, International Review of Finance Ltd., vol. 8(3‐4), pages 125-157, September.
    134. Bulkley, George & Taylor, Nick, 1996. "A cross-section test of the present value model," Journal of Empirical Finance, Elsevier, vol. 2(4), pages 295-306, February.
    135. Lopomo Beteto Wegner, Danilo, 2015. "Government insurance, information, and asset prices," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 165-183.
    136. DeLong, J. Bradford & Magin, Konstantin A., 2008. "The U.S. Equity Return Premium: Past, Present and Future," Department of Economics, Working Paper Series qt7vq683mh, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
    137. R. Glen Donaldson & Mark Kamstra, "undated". "Forecasting Fundamental Asset Return Distributions," Computing in Economics and Finance 1997 176, Society for Computational Economics.
    138. Hong Yan, 2009. "Estimation Uncertainty and the Equity Premium," International Review of Finance, International Review of Finance Ltd., vol. 9(3), pages 243-268, September.

  10. De Long, J.B. & Eichengreen, B., 1991. "The Marshall Plan as a Structure Adjustment Program," Harvard Institute of Economic Research Working Papers 1576, Harvard - Institute of Economic Research.

    Cited by:

    1. Kathryn M.E. Dominguez, 1993. "The Role of International Organizations in the Bretton Woods System," NBER Chapters, in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 357-404, National Bureau of Economic Research, Inc.
    2. Gregori Galofré-Vilà & Martin McKee & Christopher M. Meissner & David Stuckler, 2016. "The Economic Consequences of the 1953 London Debt Agreement," NBER Working Papers 22557, National Bureau of Economic Research, Inc.

  11. J. Bradford De Long & Barry Eichengreen, 1991. "The Marshall Plan: History's Most Successful Structural Adjustment Program," NBER Working Papers 3899, National Bureau of Economic Research, Inc.

    Cited by:

    1. Kathryn M.E. Dominguez, 1993. "The Role of International Organizations in the Bretton Woods System," NBER Chapters, in: A Retrospective on the Bretton Woods System: Lessons for International Monetary Reform, pages 357-404, National Bureau of Economic Research, Inc.
    2. Fèvre, Raphaël, 2021. "The Madman and the Economist(s): Georges Bataille and François Perroux as French Critiques of the Marshall Plan," OSF Preprints 6hnvk, Center for Open Science.
    3. Knack, Stephen & Rahman, Aminur, 2007. "Donor fragmentation and bureaucratic quality in aid recipients," Journal of Development Economics, Elsevier, vol. 83(1), pages 176-197, May.
    4. Claessens, Stijn & Oks, Danel & van Wijnbergen, Sweder, 1994. "Interest Rates, Growth and External Debt: The Macroeconomic Impact of Mexico's Brady Deal," CEPR Discussion Papers 904, C.E.P.R. Discussion Papers.
    5. Blum, Matthias & Greasley, David & Hanley, Nicholas & Kunnas, Jan & McLaughlin, Eoin & Oxley, Les & Warde, Paul, 2014. "Empirical testing of genuine savings as an indicator of weak sustainability: a three-country analysis of long run trends," Stirling Economics Discussion Papers 2014-03, University of Stirling, Division of Economics.
    6. Knack, Stephen, 2013. "Aid and donor trust in recipient country systems," Journal of Development Economics, Elsevier, vol. 101(C), pages 316-329.
    7. Rosés, Joan R. & Sanz Villarroya, Isabel, 2010. "Stabilization and growth under dictatorship: the experience of Franco's Spain," IFCS - Working Papers in Economic History.WH wp10-02, Universidad Carlos III de Madrid. Instituto Figuerola.
    8. Hu, Zhi-An & Li, Jinghong & Nie, Zhuo, 2023. "Long Live friendship? The long-term impact of Soviet aid on Sino-Russian trade," Journal of Development Economics, Elsevier, vol. 164(C).
    9. Barry Eichengreen, 1992. "Three Perspectives on the Bretton Woods System," NBER Working Papers 4141, National Bureau of Economic Research, Inc.
    10. J. Bradford De Long, 1991. "Productivity and Machinery Investment: A Long Run Look 1870-1980," NBER Working Papers 3903, National Bureau of Economic Research, Inc.
    11. Gregori Galofré-Vilà & Martin McKee & Christopher M. Meissner & David Stuckler, 2016. "The Economic Consequences of the 1953 London Debt Agreement," NBER Working Papers 22557, National Bureau of Economic Research, Inc.
    12. Arslanalp, Serkan & Henry, Peter B., 2003. "The World's Poorest Countries: Debt Relief or Aid?," Research Papers 1809, Stanford University, Graduate School of Business.
    13. Henry, Peter B. & Arslanalp, Serkan, 2003. "Helping the Poor to Help Themselves: Debt Relief or Aid?," Research Papers 1838, Stanford University, Graduate School of Business.
    14. Alonso-Carrera, Jaime & Bouché, Stéphane & de Miguel, Carlos, 2021. "Revisiting the process of aggregate growth recovery after a capital destruction," Journal of Macroeconomics, Elsevier, vol. 68(C).
    15. Dani Rodrik, 1993. "Trade and Industrial Policy Reform in Developing Countries: A Review of Recent Theory and Evidence," NBER Working Papers 4417, National Bureau of Economic Research, Inc.
    16. Mai, Nhat Chi, 2020. "Post-war Labour Market Reconstruction : The Case of the Democratic Republic of the Congo," OSF Preprints w87nc, Center for Open Science.
    17. Yano, M. & Nugent, J.B. & Lay, R.N., 1995. "Aid, Non-Traded Goods and the Transfer Paradox in Small Countries," Papers 9515, Southern California - Department of Economics.
    18. Michael D. Bordo & David C. Wheelock, 2006. "When do stock market booms occur? the macroeconomic and policy environments of 20th century booms," Working Papers 2006-051, Federal Reserve Bank of St. Louis.
    19. Robert B. Barsky & J. Bradford De Long, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(2), pages 291-311.
    20. Matthias Blum & Eoin McLaughlin & Nick Hanley, 2014. "Accounting for Sustainable Development over the Long-Run:Lessons from Germany," Discussion Papers in Environment and Development Economics 2014-10, University of St. Andrews, School of Geography and Sustainable Development.
    21. Greta Marianna & Lewandowski Krzysztof, 2015. "The Impact Of The Global Financial And Economic Crisis Convergence Process In OECD Countries," Comparative Economic Research, Sciendo, vol. 18(1), pages 81-96, March.
    22. Alesina, Alberto, 1992. "Political models of macroeconomic policy and fiscal reform," Policy Research Working Paper Series 970, The World Bank.
    23. Carl, Noah, 2019. "Prevention of Armed Conflict in Europe: Comparing the Role of the EU and the US/NATO," SocArXiv ds8px, Center for Open Science.
    24. Crafts, Nicholas & O’Rourke, Kevin Hjortshøj, 2014. "Twentieth Century Growth*This research has received funding from the European Research Council under the European Union’s Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 249546.," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 6, pages 263-346, Elsevier.
    25. J. Bradford DeLong & Lawrence H. Summers, 1992. "Macroeconomic policy and long-run growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 93-128.
    26. Rosés, Joan R. & Wolf, Nikolaus, 2008. "Prosperity and depression in the European economy and during interwar years (1913-1950) : an introduction," IFCS - Working Papers in Economic History.WH wp08-10, Universidad Carlos III de Madrid. Instituto Figuerola.
    27. Nasery, Jawid Ahmad, 2014. "The Economic Shock to Afghanistan Caused by Aid Reduction and Troops Withdrawal," IEE Working Papers 202, Ruhr University Bochum, Institute of Development Research and Development Policy (IEE).
    28. Poul F. Kjaer, 2019. "The Transnational Constitution of Europe's Social Market Economies: A Question of Constitutional Imbalances?," Journal of Common Market Studies, Wiley Blackwell, vol. 57(1), pages 143-158, January.
    29. Crafts, Nicholas & Toniolo, Gianni, 2008. "European Economic Growth, 1950-2005: An Overview," CEPR Discussion Papers 6863, C.E.P.R. Discussion Papers.
    30. Wright, Brian D., 2012. "Grand missions of agricultural innovation," Research Policy, Elsevier, vol. 41(10), pages 1716-1728.
    31. Jin, Zhangfeng, 2021. "The Legacies of the Soviet Influence in the 1950s: China's 156 Major Industrial Projects," GLO Discussion Paper Series 932, Global Labor Organization (GLO).
    32. Luigi Capoani & Gianluca Bortoletto & Samuele Fratini & Violetta Van Veen & Cristoforo Imbesi, 2022. "The Genesis and Evolution of the Blue Banana Region," HISTORY OF ECONOMIC THOUGHT AND POLICY, FrancoAngeli Editore, vol. 2022(2), pages 5-45.
    33. Alvarez-Cuadrado, Francisco & Pintea, Mihaela I., 2009. "A quantitative exploration of the Golden Age of European growth," Journal of Economic Dynamics and Control, Elsevier, vol. 33(7), pages 1437-1450, July.

  12. J. Bradford De Long & Lawrence H. Summers, 1990. "Equipment Investment and Economic Growth," NBER Working Papers 3515, National Bureau of Economic Research, Inc.

    Cited by:

    1. Doms, Mark E, 1996. "Estimating Capital Efficiency Schedules within Production Functions," Economic Inquiry, Western Economic Association International, vol. 34(1), pages 78-92, January.
    2. Jiro Kondo & Danielle Li & Dimitris Papanikolaou, 2021. "Trust, Collaboration, and Economic Growth," Management Science, INFORMS, vol. 67(3), pages 1825-1850, March.
    3. André Nassif & Carmem Feijó & Eliane Araujo, 2016. "What Determined Labour Productivity In The Brazilian Manufacturing Industries In The 2000s?," Anais do XLII Encontro Nacional de Economia [Proceedings of the 42nd Brazilian Economics Meeting] 071, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    4. David M. Gould & William C. Gruben, 1994. "The role of intellectual property rights in economic growth," Working Papers 9409, Federal Reserve Bank of Dallas.
    5. Jeffrey A. Frankel & David Romer & Teresa Cyrus, 1996. "Trade and Growth in East Asian Countries: Cause and Effect?," NBER Working Papers 5732, National Bureau of Economic Research, Inc.
    6. De Cian, Enrica, 2006. "International Technology Spillovers in Climate-Economy Models: Two Possible Approaches," Climate Change Modelling and Policy Working Papers 12040, Fondazione Eni Enrico Mattei (FEEM).
    7. Mdingi, Kholeka & Ho, Sin-Yu, 2023. "Income inequality and economic growth: An empirical investigation in South Africa," MPRA Paper 117733, University Library of Munich, Germany.
    8. Mr. Alvaro Piris Chavarri, 2010. "Investment by Large Firms in Argentina," IMF Working Papers 2010/003, International Monetary Fund.
    9. Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010. "Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries," Working Papers eco_2010_08, Deakin University, Department of Economics.
    10. Howard Pack, 1994. "Endogenous Growth Theory: Intellectual Appeal and Empirical Shortcomings," Journal of Economic Perspectives, American Economic Association, vol. 8(1), pages 55-72, Winter.
    11. Jakob B. Madsen, 2005. "A Century Of Economic Growth: The Social Returns To Investment In Equipment And Structures," Manchester School, University of Manchester, vol. 73(1), pages 101-122, January.
    12. Xavier Timbeau & Ofce Observatoire Français Des Conjonctures Économiques, 2014. "From austerity to stagnation how to avoid the deflation trap," SciencePo Working papers Main hal-03603164, HAL.
    13. Capolupo, Rosa, 2009. "The New Growth Theories and Their Empirics after Twenty Years," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 3, pages 1-72.
    14. Razzak, Weshah, 2005. "Explaining the gaps in labour productivity in some developed countries," MPRA Paper 1888, University Library of Munich, Germany, revised May 2006.
    15. Mr. Pablo Emilio Guidotti & Mr. Jose De Gregorio, 1992. "Financial Development and Economic Growth," IMF Working Papers 1992/101, International Monetary Fund.
    16. Viliam Druska & William C. Horrace, 2003. "Generalized Moments Estimation for Panel Data," NBER Technical Working Papers 0291, National Bureau of Economic Research, Inc.
    17. Raouf BOUCEKKINE & Fernando DEL RIO & Omar LICANDRO, 2002. "Obsolescence and Modernization in the Growth Process," LIDAM Discussion Papers IRES 2002043, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
    18. Klaus NEUSSER, 1992. "Dynamics of Total Factor Productivities," Vienna Economics Papers vie9206, University of Vienna, Department of Economics.
    19. Mª Jesús Delgado & Inmaculada Álvarez, 2004. "Technological catch-up in the 15 European Union member states: the role of public and educational capital," European Economy Group Working Papers 31, European Economy Group.
    20. Hasan,Iftekhar & Horvath,Roman & Mares,Jan, 2016. "What type of finance matters for growth ? Bayesian model averaging evidence," Policy Research Working Paper Series 7645, The World Bank.
    21. Jeffrey Cummings, 2003. "Knowledge Sharing : A Review of the Literature," World Bank Publications - Books, The World Bank Group, number 19060.
    22. Magnus, J.R. & Powell, O.R. & Prüfer, P., 2008. "A Comparison of Two Averaging Techniques with an Application to Growth Empirics," Discussion Paper 2008-39, Tilburg University, Center for Economic Research.
    23. Jacek Kulawik & Michał Soliwoda & Agnieszka Kurdyś-Kujawska & Justyna Herda-Kopańska & Cezary Klimkowski, 2023. "Cost of Energy Consumption and Return of Excise Tax on Motor Fuels vs. the Durability of Operations and Financial Sustainability in Polish Agriculture," Energies, MDPI, vol. 17(1), pages 1-22, December.
    24. Patrik Tingvall & Andreas Poldahl, 2012. "Determinants of Firm R&D: The Role of Relationship-Specific Interactions for R&D Spillovers," Journal of Industry, Competition and Trade, Springer, vol. 12(4), pages 395-411, December.
    25. Duranton, Gilles & Deo, Stephane, 1999. "Financing Productive Local Public Goods," Journal of Urban Economics, Elsevier, vol. 45(2), pages 264-286, March.
    26. Michael Danquah & Kunal Sen, 2020. "Informal institutions, transaction risk, and firm productivity in Myanmar," WIDER Working Paper Series wp-2020-54, World Institute for Development Economic Research (UNU-WIDER).
    27. Carroll, Christopher D. & Weil, David N., 1994. "Saving and growth: a reinterpretation," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 40(1), pages 133-192, June.
    28. Landon, Stuart & Smith, Constance E., 2006. "Exchange rates and investment good prices: A cross-industry comparison," Journal of International Money and Finance, Elsevier, vol. 25(2), pages 237-256, March.
    29. Thomas Karier, 1994. "Business Tax Incentives and Investments," Economics Working Paper Archive wp_103, Levy Economics Institute.
    30. Antoni Estevadeordal & Alan M. Taylor, 2008. "Is the Washington Consensus Dead? Growth, Openness, and the Great Liberalization, 1970s-2000s," NBER Working Papers 14264, National Bureau of Economic Research, Inc.
    31. Guisan, M.C. & Frias, I., 2002. "An Interregional Econometric Model for Market Services Employment in 120 EEC Regions," Economic Development 51, University of Santiago de Compostela. Faculty of Economics and Business. Econometrics..
    32. Marco Grazzi & Nadia Jacoby & Tania Treibich, 2013. "Dynamics of Investment and Firm Performance: Comparative evidence from manufacturing industries," LEM Papers Series 2013/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    33. Naqvi, Syed Nawab Haider, 1996. "The significance of development economics," World Development, Elsevier, vol. 24(6), pages 975-987, June.
    34. Bee Wah Tan & Chor Foon Tang, 2016. "Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 214-220.
    35. Atzeni, Gianfranco E. & Carboni, Oliviero A., 2008. "The effects of grant policy on technology investment in Italy," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 381-399.
    36. Derek Laing & Theodore Palivos & Ping Wang, 2001. "The Economics of "New Blood"," Vanderbilt University Department of Economics Working Papers 0132, Vanderbilt University Department of Economics.
    37. Shantayanan Devarajan & William R. Easterly & Howard Pack, 2002. "Low Investment is Not the Constraint on African Development," Working Papers 13, Center for Global Development.
    38. Taylor, Alan M., 1995. "Debt, dependence and the demographic Transition: Latin America in to the next century," World Development, Elsevier, vol. 23(5), pages 869-879, May.
    39. Jiao, Xiyu & Pretis, Felix & Schwarz, Moritz, 2024. "Testing for coefficient distortion due to outliers with an application to the economic impacts of climate change," Journal of Econometrics, Elsevier, vol. 239(1).
    40. Peixiao Qi & Associate Prof. Xiaoyan Hao & Jianwen Shi, 2010. "Analysis on Effect of Public Expenditure in Incentive to Enterprises¡¯ Innovation Independently in Inner Mongolia," Journal of Management and Strategy, Journal of Management and Strategy, Sciedu Press, vol. 1(1), pages 33-38, December.
    41. Patrick K. Asea & Enrique G. Mendoza & Gian Maria Milesi-Ferreti, 1995. "Do taxes matter for long-run growth?: Harberger's superneutrality conjecture," International Finance Discussion Papers 511, Board of Governors of the Federal Reserve System (U.S.).
    42. Bakari, Sayef & Mabrouki, Mohamed & elmakki, asma, 2017. "The Impact of Domestic Investment in the Industrial Sector on Economic Growth with Partial Openness: Evidence from Tunisia," MPRA Paper 81039, University Library of Munich, Germany.
    43. Cancelo, M.Teresa & Guisan, M.Carmen & Frias, Isidro, 2001. "Supply and Demand on Manufacturing Output in OECD countries: econometric models and specification test," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 1(2), pages 7-42.
    44. Żuk, Piotr & Savelin, Li, 2018. "Real convergence in central, eastern and south-eastern Europe," Occasional Paper Series 212, European Central Bank.
    45. Ofori, F., 2011. "Sources of International Economic Spillovers to Ghana's Economic Growth," MPRA Paper 30455, University Library of Munich, Germany.
    46. Guido Cazzavillan & Krzysztof Olszewski, 2009. "Interaction between foreign financial services and foreign direct investment in Transition Economies: An empirical analysis with focus on the manufacturing sector," Working Papers 2009_22, Department of Economics, University of Venice "Ca' Foscari".
    47. Gimenez, G. & Sanau, J., 2009. "Investment, Human Capital and Institutions: A Multi-equational Approach for the Study of Economic Growth, 1985-2000," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
    48. Edward E. Leamer, 2010. "What Have Changes to the Global Markets for Goods and Services Done to the Viability of the Swedish Welfare State?," NBER Chapters, in: Reforming the Welfare State: Recovery and Beyond in Sweden, pages 285-325, National Bureau of Economic Research, Inc.
    49. Levine, Ross & Renelt, David, 1991. "Cross-country studies of growth and policy : methodological, conceptual, and statistical problems," Policy Research Working Paper Series 608, The World Bank.
    50. Alberto Chong, 2006. "Does It Matter How People Speak?," Research Department Publications 4489, Inter-American Development Bank, Research Department.
    51. Rmalho, Rita & Ganser, Tim Christian & Shleifer, Andrei & McLiesh, Caralee & Djankov, Simeon, 2010. "The Effect of Corporate Taxes on Investment and Entrepreneurship," Scholarly Articles 8705900, Harvard University Department of Economics.
    52. Stefania Lionetti, 2010. "Tourism productivity: incentives and obstacles to fostering growth," Quaderni della facoltà di Scienze economiche dell'Università di Lugano 1009, USI Università della Svizzera italiana.
    53. Voxi Heinrich Amavilah, 2003. "Resource Inefficiency and Poor Aggregate Economic Performance in African Countries: The Case of Namibia, 1968-1992," Development and Comp Systems 0307005, University Library of Munich, Germany.
    54. Mara Faccio & Maria-Teresa Marchica & Roberto Mura, 2011. "Large Shareholder Diversification and Corporate Risk-Taking," The Review of Financial Studies, Society for Financial Studies, vol. 24(11), pages 3601-3641.
    55. Paus, Eva A. & Robinson, Michael D., 1997. "The implications of increasing economic openness for real wages in developing countries, 1973-1990," World Development, Elsevier, vol. 25(4), pages 537-547, January.
    56. Kelejian, Harry H. & Prucha, Ingmar R., 2004. "Estimation of simultaneous systems of spatially interrelated cross sectional equations," Journal of Econometrics, Elsevier, vol. 118(1-2), pages 27-50.
    57. Xiao-Bo Zhou & Wei Wei & Chyi-Lu Jang & Chun-Ping Chang, 2019. "The Impacts Of Government R&D Expenditure On Innovation In Chinese Provinces: What’S The Role Of Corruption," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(3), pages 409-430, January.
    58. Jonathan Temple & Hans-Joachim Voth, 1996. "Human capital, equipment investment, and industrialization," Economics Papers 22 & 116, Economics Group, Nuffield College, University of Oxford.
    59. Helmut Reisen, 1995. "Managing Temporary Capital Inflows: Lessons from Asia and Latin America," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 34(4), pages 395-427.
    60. Erol, Isil & Unal, Umut, 2015. "Role of Construction Sector in Economic Growth: New Evidence from Turkey," MPRA Paper 68263, University Library of Munich, Germany.
    61. Ellen R. McGrattan, 1998. "A defense of AK growth models," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 22(Fall), pages 13-27.
    62. Manuel S. Santos, 2002. "On some criteria for the formulation and testing of economic growth models," Spanish Economic Review, Springer;Spanish Economic Association, vol. 4(1), pages 1-18.
    63. Bardhan, Pranab & Priale, Rodrigo, 1996. "Endogenous Growth Theory in a Vintage Capital Model," Center for International and Development Economics Research, Working Paper Series qt1xf503b5, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
    64. Ludger Lindlar, 1995. "Internationale Wettbewerbsfähigkeit der südostasiatischen Schwellen- und Entwicklungsländer," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 64(2), pages 303-322.
    65. Chen, Hong & Wang, Xi & Singh, Baljeet, 2018. "Can private domestic investment lead Chinese technological progress?," Economic Modelling, Elsevier, vol. 70(C), pages 186-193.
    66. Redding, Stephen & Venables, Anthony J., 2004. "Economic geography and international inequality," Journal of International Economics, Elsevier, vol. 62(1), pages 53-82, January.
    67. Gregorio Jiménez & Jaime Sanaú, 2007. "The Desirability of Multi-equational Approaches for the Study of Economic Growth. An Empirical Evidence," Working Papers 02/07, Instituto Universitario de Análisis Económico y Social.
    68. Babacar NDIAYE, 2018. "The Role of Investment in Human Capital: Evolution Between Microeconomic and Macroeconomic Approach," Applied Economics and Finance, Redfame publishing, vol. 5(2), pages 111-116, March.
    69. Jeremy Grace & Charles Kenny & Christine Zhen-Wei Qiang & Jia Liu & Taylor Reynolds, 2003. "Information and Communication Technologies and Broad-Based Development : A Partial Review of the Evidence," World Bank Publications - Books, The World Bank Group, number 15053.
    70. Eduardo Cavallo & Barry Eichengreen & Ugo Panizza, 2018. "Can countries rely on foreign saving for investment and economic development?," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 154(2), pages 277-306, May.
    71. Miguez, Thiago & Willcox, Luiz Daniel & Daudt, Gabriel, 2015. "The capital goods industry: diagnosis of the 2000-2012 period and perspectives based on the Brazilian economic scenario," MPRA Paper 79365, University Library of Munich, Germany, revised May 2017.
    72. Olivier Damette & Mathilde Maurel & Michael A. Stemmer, 2016. "What does it take to grow out of recession? An error-correction approach towards growth convergence of European and transition countries," Documents de travail du Centre d'Economie de la Sorbonne 16041, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    73. Chua, Hak B., 1993. "Regional Spillovers and Economic Growth," Center Discussion Papers 321327, Yale University, Economic Growth Center.
    74. Manuel R. Agosin & Gustavo Crespi & Leonardo Letelier, 1997. "Análisis sobre el aumento del ahorro en Chile," Research Department Publications 3008, Inter-American Development Bank, Research Department.
    75. Chahir Zaki, 2008. "Does trade facilitation matter in bilateral trade?," Documents de travail du Centre d'Economie de la Sorbonne bla08100, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    76. Brückner, Markus, 2010. "Natural resource dependence, non-tradables, and economic growth," Journal of Comparative Economics, Elsevier, vol. 38(4), pages 461-471, December.
    77. Zattler, Jürgen K., 1998. "Endogene Wachstumstheorie und wirtschaftspolitische Implikaktionen für Entwicklungsländer: The missing link," Discussion Papers in Development Economics 27, Justus Liebig University Giessen, Institute for Development Economics.
    78. Francisco Rebelo & Ester Gomes da Silva, 2013. "Export variety, technological content and economic performance: The case of Portugal," FEP Working Papers 491, Universidade do Porto, Faculdade de Economia do Porto.
    79. Feld, Lars P. & Hirsch, Patrick F. & Köhler, Ekkehard A. & Wolfinger, Julia & Döhrn, Roland & Fuest, Angela & Micheli, Martin, 2017. "Auswirkungen der Rettungsprogramme auf die Wettbewerbsfähigkeit der Programmländer Portugal und Irland. Endbericht," RWI Projektberichte, RWI - Leibniz-Institut für Wirtschaftsforschung, number 177813, March.
    80. Jeremy Greenwood & Zvi Hercowitz & Per Krusell, 1992. "Macroeconomic implications of investment-specific technological change," Discussion Paper / Institute for Empirical Macroeconomics 76, Federal Reserve Bank of Minneapolis.
    81. Edgar A. Ghossoub & Robert R. Reed, 2015. "Banking Competition, Production Externalities, and the Effects of Monetary Policy," Working Papers 0167eco, College of Business, University of Texas at San Antonio.
    82. Henry, Peter B. & Sasson, Diego, 2008. "Capital Account Liberalization, Real Wages, and Productivity," Research Papers 1988, Stanford University, Graduate School of Business.
    83. Hendricks, Lutz A., 2000. "Equipment Investment and Growth In Developing Countries," Staff General Research Papers Archive 11932, Iowa State University, Department of Economics.
    84. Harry H. Kelejian & Ingmar R. Prucha, 1999. "On the Asymptotic Distribution of the Moran I Test Statistic with Applications," Electronic Working Papers 99-002, University of Maryland, Department of Economics.
    85. Madden, Gary G & Savage, Scott J, 2000. "R&D spillovers, information technology and telecommunications, and productivity in Asia and the OECD," MPRA Paper 11159, University Library of Munich, Germany.
    86. Christian Balcells, 2022. "Determinants of firm boundaries and organizational performance: an empirical investigation of the Chilean truck market," Journal of Evolutionary Economics, Springer, vol. 32(2), pages 423-461, April.
    87. Juan Manuel Larrosa, 2003. "A Compositional Statistical Analysis of Capital per Worker," Macroeconomics 0301006, University Library of Munich, Germany.
    88. David M. Gould & Roy J. Ruffin, 1993. "Human capital externalities, trade, and economic growth," Working Papers 9301, Federal Reserve Bank of Dallas.
    89. Madden, Gary G & Savage, Scott J, 1998. "Sources of Australian labour productivity change 1950-1994," MPRA Paper 11452, University Library of Munich, Germany.
    90. Miranda, Karen & Manjón Antolín, Miguel C. & Martínez Ibáñez, Oscar, 2018. "Growth, heterogeneous technological interdependence,and spatial externalities: Theory and Evidence," Working Papers 2072/307363, Universitat Rovira i Virgili, Department of Economics.
    91. Sarkar, Sudipto, 2011. "Optimal size, optimal timing and optimal financing of an investment," Journal of Macroeconomics, Elsevier, vol. 33(4), pages 681-689.
    92. A. Galetovic, 1996. "Finance and growth: a synthesis and interpretation of the evidence," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(196), pages 59-82.
    93. Kul B. Luintel & Mosahid Khan, 2017. "Ideas production and international knowledge spillovers: digging deeper into emerging countries," WIPO Economic Research Working Papers 35, World Intellectual Property Organization - Economics and Statistics Division.
    94. María Angélica Arbeláez Restrepo & Fabio Villegas & Natalia Salazar Ferro, 2004. "El leasing en Colombia: Diagnóstico e impacto sobre la inversión y el crecimiento," Cuadernos de Fedesarrollo 12728, Fedesarrollo.
    95. Rafael Di Tella & Juan Dubra, 2010. "Peronist Beliefs and Interventionist Policies," NBER Working Papers 16621, National Bureau of Economic Research, Inc.
    96. Cem Ertur & Julie Le Gallo & Catherine Baumont, 2006. "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," International Regional Science Review, , vol. 29(1), pages 3-34, January.
    97. Thomas Karier, "undated". "Investment Tax Credit Reconsidered, Business Tax Incentives and Investments ," Economics Public Policy Brief Archive 13, Levy Economics Institute.
    98. Karolin Kirschenmann & Tuomas Malinen & Henri Nyberg, 2014. "The risk of financial crises: Is it in real or financial factors?," Working Papers 336, ECINEQ, Society for the Study of Economic Inequality.
    99. J. Bradford De Long, 1991. "Productivity and Machinery Investment: A Long Run Look 1870-1980," NBER Working Papers 3903, National Bureau of Economic Research, Inc.
    100. Jonathan Eaton & Samuel Kortum, 2004. "Trade in Capital Goods," Levine's Working Paper Archive 228400000000000019, David K. Levine.
    101. Felipe Larraín & Rodrigo Vergara, 1992. "Distribución del Ingreso, Inversión y Crecimiento," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 207-228.
    102. A. Galetovic, 1996. "Finance and growth: a synthesis and interpretation of the evidence," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(196), pages 59-82.
    103. Landon, Stuart & Smith, Constance E., 2009. "Investment and the exchange rate: Short run and long run aggregate and sector-level estimates," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 813-835, September.
    104. Richard E. Baldwin & Elena Seghezza, 1996. "Testing for Trade-Induced Investment-Led Growth," NBER Working Papers 5416, National Bureau of Economic Research, Inc.
    105. Miketa, Asami, 2001. "Analysis of energy intensity developments in manufacturing sectors in industrialized and developing countries," Energy Policy, Elsevier, vol. 29(10), pages 769-775, August.
    106. Hahn, Jinsoo, 1995. "Do Koreans save optimally?," Journal of Development Economics, Elsevier, vol. 47(2), pages 429-442, August.
    107. Giovanni Trovato & Marco Alfó, 2006. "Credit rationing and the financial structure of Italian small and medium enterprises," Journal of Applied Economics, Universidad del CEMA, vol. 9, pages 167-184, May.
    108. Alberto Chong & Alejandro Micco, 2002. "Internet y la capacidad de innovar en América Latina," Research Department Publications 4292, Inter-American Development Bank, Research Department.
    109. Jeffrey Sachs & Andrew Warner, 1995. "Economic Reform and the Progress of Global Integration," Harvard Institute of Economic Research Working Papers 1733, Harvard - Institute of Economic Research.
    110. Eisgruber, Lasse, 2013. "The resource curse: Analysis of the applicability to the large-scale export of electricity from renewable resources," Energy Policy, Elsevier, vol. 57(C), pages 429-440.
    111. Ros, Jaime, 2001. "Industrial policy, comparative advantages and growth," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
    112. Berggren, Niclas & Jordahl, Henrik, 2003. "Does free trade really reduce growth? Further testing using the economic freedom index," Ratio Working Papers 25, The Ratio Institute.
    113. Ahmed, Sadiq & Ranjan, Priya, 1995. "Promoting growth in Sri Lanka : lessons from East Asia," Policy Research Working Paper Series 1478, The World Bank.
    114. Grosman, Anna & Leiponen, Aija, 2018. "Organizational transparency and power in firm ownership networks," Journal of Comparative Economics, Elsevier, vol. 46(4), pages 1158-1177.
    115. James A. Schmitz, 1993. "Early progress on the \\"problem of economic development\\"," Quarterly Review, Federal Reserve Bank of Minneapolis, vol. 17(Spr), pages 17-35.
    116. Qiang Liu & Ying Hao & Yong Du & Yuning Xing, 2020. "GDP competition and corporate investment: Evidence from China," Pacific Economic Review, Wiley Blackwell, vol. 25(3), pages 402-426, August.
    117. Andrew Sharpe & Ricardo de Avillez, 2012. "A Detailed Analysis of Nova Soctia;s Productivty Performance, 1997-2010," CSLS Research Reports 2012-05, Centre for the Study of Living Standards.
    118. Lewer, J.J. & Saenz, M., 2004. "Efectos de la liberalizacion financiera sobre el comercio exterior: Modelo gravitacional de Latinoamerica, 1995-99," Estudios Economicos de Desarrollo Internacional, Euro-American Association of Economic Development, vol. 4(2).
    119. Ramesh Ramsaran & Roger Hosein, 2006. "Growth, employment and the construction industry in Trinidad and Tobago," Construction Management and Economics, Taylor & Francis Journals, vol. 24(5), pages 465-474.
    120. Mr. Jean-Claude Nachega & Mr. Thomson Fontaine, 2006. "Economic Growth and Total Factor Productivity in Niger," IMF Working Papers 2006/208, International Monetary Fund.
    121. Azam Ghezelbash & Mitra Seyedzadeh & Vahid Khaligh & Jay Liu, 2023. "Impacts of Green Energy Expansion and Gas Import Reduction on South Korea’s Economic Growth: A System Dynamics Approach," Sustainability, MDPI, vol. 15(12), pages 1-18, June.
    122. Harb, Nasri, 2008. "Oil Exports, Non Oil GDP and Investment in the GCC Countries," MPRA Paper 15576, University Library of Munich, Germany.
    123. Dimitrios Varvarigos, 2017. "Economic Growth and the Cultural Transmission of Attitudes towards Education," Discussion Papers in Economics 17/06, Division of Economics, School of Business, University of Leicester.
    124. Syed Tehseen Jawaid, 2014. "Trade Openness and Economic Growth," Foreign Trade Review, , vol. 49(2), pages 193-212, May.
    125. Sandra Tavares Silva & Mário Rui Silva, 2000. "Crescimento Económico Nas Regiões Europeias: Uma Avaliação Sobre A Persistência Das Disparidades Regionais No Período 1980-95," FEP Working Papers 96, Universidade do Porto, Faculdade de Economia do Porto.
    126. Argentino Pessoa, 2014. "Agglomeration and regional growth policy: externalities versus comparative advantages," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 53(1), pages 1-27, August.
    127. García-Belenguer, Fernando & Santos, Manuel S., 2013. "Investment rates and the aggregate production function," European Economic Review, Elsevier, vol. 63(C), pages 150-169.
    128. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1997. "The poverty of nations: a quantitative exploration," Staff Report 204, Federal Reserve Bank of Minneapolis.
    129. Robert J. Barro, 2013. "Health and Economic Growth," Annals of Economics and Finance, Society for AEF, vol. 14(2), pages 329-366, November.
    130. James D Adams & Leo Sveikauskas, 1993. "Academic Science, Industrial R&D, and the Growth of Inputs," Working Papers 93-1, Center for Economic Studies, U.S. Census Bureau.
    131. S G Dastidar & N Apergis, 2022. "Do Remittances Promote Economic Growth? New Evidence from India," Economic Issues Journal Articles, Economic Issues, vol. 27(1), pages 11-37, March.
    132. Frank R. Lichtenberg, 1992. "R&D Investment and International Productivity Differences," NBER Working Papers 4161, National Bureau of Economic Research, Inc.
    133. Chris Ross, 2011. "A Detailed Analysis of the Productivity Performance of the Canadian Food Manufacturing Subsector," CSLS Research Reports 2011-07, Centre for the Study of Living Standards.
    134. Sheehey, Edmund J., 1996. "The growing gap between rich and poor countries: A proposed explanation," World Development, Elsevier, vol. 24(8), pages 1379-1384, August.
    135. de Meulemeester, Jean-Luc & Rochat, Denis, 1995. "A causality analysis of the link between higher education and economic development," Economics of Education Review, Elsevier, vol. 14(4), pages 351-361, December.
    136. Valeria Costantini & Paolo Liberati, 2011. "Technology transfer, institutions and development," Departmental Working Papers of Economics - University 'Roma Tre' 0135, Department of Economics - University Roma Tre.
    137. Nicholas Apergis & Christina Christou & Stephen M. Miller, 2011. "Convergence Patterns in Financial Development: Evidence from Club Convergence," Working Papers 1104, University of Nevada, Las Vegas , Department of Economics.
    138. Arusha Cooray & Antonio Paradiso, 2012. "The level and growth effects in empirical growth models for the Nordic countries: A knowledge economy approach," CAMA Working Papers 2012-36, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    139. Bloom, David & Khoury, Alexander & Kufenko, Vadim & Prettner, Klaus, 2021. "Spurring economic growth through human development: research results and guidance for policymakers," CEPR Discussion Papers 16643, C.E.P.R. Discussion Papers.
    140. Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli, 2004. "Capital Accumulation and Growth: A New Look at the Empirical Evidence," Economics Papers 2004-W08, Economics Group, Nuffield College, University of Oxford.
    141. Thibaut Dort & Pierre-Guillaume Méon & Khalid Sekkat, 2014. "Does Investment Spur Growth Everywhere? Not Where Institutions Are Weak," Kyklos, Wiley Blackwell, vol. 67(4), pages 482-505, November.
    142. der Beek, Karine van, 2010. "The effects of political fragmentation on investments: A case study of watermill construction in medieval Ponthieu, France," Explorations in Economic History, Elsevier, vol. 47(4), pages 369-380, October.
    143. Mr. Alberto Chong & Ms. Luisa Zanforlin, 2000. "Technological Adaptation, Trade, and Growth," IMF Working Papers 2000/161, International Monetary Fund.
    144. Gregory Mankiw, 1995. "The Growth of Nations," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(1, 25th A), pages 275-326.
    145. Pedro S. Amaral & Erwan Quintin, 2005. "Finance Matters," Macroeconomics 0502007, University Library of Munich, Germany.
    146. Voxi Heinrich S Amavilah & Richard T. Newcomb, 2004. "Economic Growth and the Financial Economics of Capital Accumulation under Shifting Technological Change," GE, Growth, Math methods 0404001, University Library of Munich, Germany.
    147. Burda, Michael C. & Profit, Stefan, 1996. "Matching across space: Evidence on mobility in the Czech Republic," Labour Economics, Elsevier, vol. 3(3), pages 255-278, October.
    148. Baldwin, Richard & Seghezza, Elena, 1996. "Trade-induced Investment-led Growth," CEPR Discussion Papers 1420, C.E.P.R. Discussion Papers.
    149. Mohammed B. Yusoff & Ruslee Nuh, 2015. "Foreign Direct Investment, Trade Openness and Economic Growth," Foreign Trade Review, , vol. 50(2), pages 73-84, May.
    150. Antonio Ciccone & Marek Jarocinski, 2010. "Determinants of Economic Growth: Will Data Tell?," Working Papers 1009, BBVA Bank, Economic Research Department.
    151. Cizek, P., 2010. "Reweighted Least Trimmed Squares : An Alternative to One-Step Estimators," Other publications TiSEM 850c8dcb-835b-4d68-ab98-6, Tilburg University, School of Economics and Management.
    152. Jong-Wha Lee, 1994. "Capital Goods Imports and Long-Run Growth," NBER Working Papers 4725, National Bureau of Economic Research, Inc.
    153. Aurora A.C. Teixeira & Natércia Fortuna, 2006. "Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," FEP Working Papers 226, Universidade do Porto, Faculdade de Economia do Porto.
    154. Easterly, William & DEC, 1994. "Explaining miracles : growth regressions meet the Gang of Four," Policy Research Working Paper Series 1250, The World Bank.
    155. Léonce Ndikumana, 2005. "Can Macroeconomic Policy Stimulate Private Investment in South Africa? New Insights from Aggregate and Manufacturing Sector-Level Evidence," Working Papers wp106, Political Economy Research Institute, University of Massachusetts at Amherst.
    156. Jiranyakul, Komain, 2011. "Are Thai Manufacturing Exports and Imports of Capital Goods Related?," MPRA Paper 45654, University Library of Munich, Germany.
    157. John F. Helliwell & Alan Chung, 1992. "Convergence and Growth Linkages Between North and South," NBER Working Papers 3948, National Bureau of Economic Research, Inc.
    158. Abdul Karim, Zulkefly & Abdul Karim, Bakri & Ahmad, Riayati, 2010. "Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia," MPRA Paper 27146, University Library of Munich, Germany.
    159. Luo, Guoliang & Liu, Yingxuan & Zhang, Liping & Xu, Xuan & Guo, Yiwei, 2021. "Do governmental subsidies improve the financial performance of China’s new energy power generation enterprises?," Energy, Elsevier, vol. 227(C).
    160. Komain Jiranyakul, 2013. "The Predictive Role of Stock Market Return for Real Activity in Thailand," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 3(3), pages 317-328.
    161. Asea, Patrick & Mendoza, Enrique G & Milesi-Ferretti, Gian Maria, 1996. "On the Ineffectiveness of Tax Policy in Altering Long- Run Growth: Harberger's Superneutrality Conjecture," CEPR Discussion Papers 1378, C.E.P.R. Discussion Papers.
    162. Robert J. Barro, 2003. "Determinants of Economic Growth in a Panel of Countries," CEMA Working Papers 505, China Economics and Management Academy, Central University of Finance and Economics.
    163. Holger Strulik, 2014. "Knowledge And Growth In The Very Long Run," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(2), pages 459-482, May.
    164. Del Monte, Alfredo & Papagni, Erasmo, 2001. "Public expenditure, corruption, and economic growth: the case of Italy," European Journal of Political Economy, Elsevier, vol. 17(1), pages 1-16, March.
    165. Los, Bart & Timmer, Marcel P., 2005. "The 'appropriate technology' explanation of productivity growth differentials: An empirical approach," Journal of Development Economics, Elsevier, vol. 77(2), pages 517-531, August.
    166. Nazrul Islam, 2003. "What have We Learnt from the Convergence Debate?," Journal of Economic Surveys, Wiley Blackwell, vol. 17(3), pages 309-362, July.
    167. Tostes Lamonica, Marcos & Feijó, Carmem Aparecida & Punzo, Lionello Franco, 2021. "The growth trajectories of Argentina, Brazil, Chile and Mexico: a comparative view through the framework space lens," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), August.
    168. Saure, Philip, 2007. "Revisiting the infant industry argument," Journal of Development Economics, Elsevier, vol. 84(1), pages 104-117, September.
    169. Wenli Cheng & Xiaonan Zhao, 2008. "Economic Performance Through Time: A General Equilibrium Model," Division of Labor & Transaction Costs (DLTC), World Scientific Publishing Co. Pte. Ltd., vol. 3(01), pages 7-16.
    170. Eberhardt, Markus & Teal, Francis, 2009. "Econometrics for Grumblers: A New Look at the Literature on Cross-Country Growth Empirics," MPRA Paper 15813, University Library of Munich, Germany.
    171. Tweneboah Senzu, Emmanuel & Ndebugri, Haruna, 2018. "The economic evidence in the relationship between corporate tax and private investment in Ghana," MPRA Paper 84729, University Library of Munich, Germany.
    172. Pinar Geylani & Spiro Stefanou, 2013. "Linking investment spikes and productivity growth," Empirical Economics, Springer, vol. 45(1), pages 157-178, August.
    173. Gosego Mothuti & Andrew Phiri, 2018. "Inflation-growth nexus in Botswana: Can lower inflation really spur growth in the country?," Working Papers 1824, Department of Economics, Nelson Mandela University.
    174. Schultz, T. Paul, 2004. "Demographic Determinants of Savings: Estimating and Interpreting the Aggregate Association in Asia," Center Discussion Papers 28409, Yale University, Economic Growth Center.
    175. Vonyo, Tamas & Klein, Alexander, 2016. "Why Did Socialism Fail? The Role of Factor Inputs Reconsidered," CAGE Online Working Paper Series 276, Competitive Advantage in the Global Economy (CAGE).
    176. Chong, Alberto & Micco, Alejandro, 2003. "The Internet and the ability to innovate in Latin America," Emerging Markets Review, Elsevier, vol. 4(1), pages 53-72, March.
    177. Saungweme, Talknice & Odhiambo, Nicholas M., 2020. "The Impact of Domestic and Foreign Public Debt on Economic Growth: Empirical Evidence from Zimbabwe," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(1), pages 77-106.
    178. Rafael Tella & Juan Dubra, 2018. "Some elements of Peronist beliefs and tastes," Latin American Economic Review, Springer;Centro de Investigaciòn y Docencia Económica (CIDE), vol. 27(1), pages 1-34, December.
    179. Lori L. Taylor, 1998. "Does the United States still overinvest in housing?," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q II, pages 10-18.
    180. Abdulrahman M. Jolo & Ibrahim Ari & Muammer Koç, 2022. "Driving Factors of Economic Diversification in Resource-Rich Countries via Panel Data Evidence," Sustainability, MDPI, vol. 14(5), pages 1-14, February.
    181. Laens, Silvia & Terra, María Inés, 2005. "MERCOSUR: Asymmetries and Strengthening of the Customs Union: Options for the Common External Tariff," IDB Publications (Working Papers) 2923, Inter-American Development Bank.
    182. Lee, Young & Gordon, Roger H., 2005. "Tax structure and economic growth," Journal of Public Economics, Elsevier, vol. 89(5-6), pages 1027-1043, June.
    183. Clague, Christopher & Keefer, Philip & Knack, Stephen & Olson, Mancur, 1999. "Contract Intensive Money," MPRA Paper 25717, University Library of Munich, Germany.
    184. Christian Westerlind Wigstrom, 2013. "A British Investment Bank: Why and How?," Global Policy, London School of Economics and Political Science, vol. 4, pages 22-29, July.
    185. Stefania Villa, 2005. "Determinants of growth in Italy. A time series analysis," Quaderni DSEMS 24-2005, Dipartimento di Scienze Economiche, Matematiche e Statistiche, Universita' di Foggia.
    186. Martin Feldstein, 1995. "The Effects of Tax-Based Saving Incentives on Government Revenue and National Saving," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 110(2), pages 475-494.
    187. Hsieh, Chang-Tai, 2001. "Endogenous growth and obsolescence," Journal of Development Economics, Elsevier, vol. 66(1), pages 153-171, October.
    188. Chang-Tai Hsieh & Peter J. Klenow, 2007. "Relative Prices and Relative Prosperity," American Economic Review, American Economic Association, vol. 97(3), pages 562-585, June.
    189. Carlos Esteban Posada & Jorge Andrés Tamayo, 2008. "La transición hacia una economía urbana y el aumento del producto per cápita: el caso colombiano del siglo XX desde la perspectiva de Lucas," Borradores de Economia 5111, Banco de la Republica.
    190. William Roy, 2004. "L'investissement public dans les infrastructures de transport est-il source de croissance endogène ?," Post-Print halshs-00103274, HAL.
    191. Mahmoud Abdelaziz Touny & Mohamed Abdelhameed Shehab, 2015. "Macroeconomic Determinants of Non-Performing Loans: An Empirical Study of Some Arab Countries," American Journal of Economics and Business Administration, Science Publications, vol. 7(1), pages 11-22, May.
    192. Guglielmo Maria Caporale & Stefano Di Colli & Juan Sergio Lopez, 2013. "Bank Lending Procyclicality and Credit Quality during Financial Crises," Discussion Papers of DIW Berlin 1309, DIW Berlin, German Institute for Economic Research.
    193. Lederman, Daniel & Maloney, William F., 2003. "Trade structure and growth," Policy Research Working Paper Series 3025, The World Bank.
    194. Tsiopoulos, Thomas & Mintz, Jack M, 1996. "Latin American taxation of foreign direct investment in a global economy," Sede de la CEPAL en Santiago (Estudios e Investigaciones) 34291, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL).
    195. Berndt, Ernst R. & Morrison, Catherine J., 1992. "High-tech capital formation and economic performance in U.S. manufacturing industries : an exploratory analysis," Working papers 3419-92., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    196. Edgar A. Ghossoub & Robert R. Reed, 2019. "Banking competition, production externalities, and the effects of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 91-154, February.
    197. Ranđelović Saša & Martinović Nikola, 2022. "National Competitiveness and Foreign Direct Investment in Emerging Europe," Economic Themes, Sciendo, vol. 60(1), pages 21-40, March.
    198. Apergis, Nicholas & Poufinas, Thomas, 2020. "The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries," The North American Journal of Economics and Finance, Elsevier, vol. 53(C).
    199. Robert J. Barro, 1994. "Democracy & Growth," NBER Working Papers 4909, National Bureau of Economic Research, Inc.
    200. Ueda, Atsuko, 2000. "A Growth Model of "Miracle" in Korea," Journal of Policy Modeling, Elsevier, vol. 22(1), pages 43-59, January.
    201. Hilary Steedman, 1996. "Measuring the Quality of Educational Outputs: A Note," CEP Discussion Papers dp0302, Centre for Economic Performance, LSE.
    202. Röller, Lars-Hendrik & Waverman, Leonard, 2000. "Telecommunications Infrastructure And Economic Development: A Simultaneous Approach," CEPR Discussion Papers 2399, C.E.P.R. Discussion Papers.
    203. Michael Ball & Tanya Morrison & Andrew Wood, 1996. "Structures Investment and Economic Growth: A Long-term International Comparison," Urban Studies, Urban Studies Journal Limited, vol. 33(9), pages 1687-1706, November.
    204. Ortigueira, Salvador, 2003. "Equipment prices, human capital and economic growth," Journal of Economic Dynamics and Control, Elsevier, vol. 28(2), pages 307-329, November.
    205. Teresa Sequeira & Francisco Diniz, 2013. "Planning Beyond Infrastructures: The Third Sector In Douro And Alto Trã S-Os-Montes," ERSA conference papers ersa13p43, European Regional Science Association.
    206. Laurence Ball & N. Gregory Mankiw, 1995. "What Do Budget Deficits Do?," NBER Working Papers 5263, National Bureau of Economic Research, Inc.
    207. Derek Headey, 2008. "The Principal Components of Growth in the Less Developed Countries," Kyklos, Wiley Blackwell, vol. 61(4), pages 568-598, November.
    208. Marc Audi & Amjad Ali, 2023. "Public Policy and Economic Misery Nexus: A Comparative Analysis of Developed and Developing World," International Journal of Economics and Financial Issues, Econjournals, vol. 13(3), pages 56-73, May.
    209. Rodrigo, G. Chris & Thorbecke, Erik, 1997. "Sources of growth: A reconsideration and general equilibrium application to Indonesia," World Development, Elsevier, vol. 25(10), pages 1609-1625, October.
    210. Andersen, Thomas Barnebeck & Barslund, Mikkel & Vanhuysse, Pieter, 2016. "Join to Prosper?," Discussion Papers on Economics 2/2016, University of Southern Denmark, Department of Economics.
    211. Kelejian, Harry H & Prucha, Ingmar R, 1999. "A Generalized Moments Estimator for the Autoregressive Parameter in a Spatial Model," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 40(2), pages 509-533, May.
    212. Sengupta, Jati K., 1998. "Economic fluctuations in a model of input and output growth in Japan (1965-90)," Economic Modelling, Elsevier, vol. 15(1), pages 135-149, January.
    213. Hafsa Hina, 2021. "Why Do We Have Less Investment Than China and India?," PIDE Knowledge Brief 2021:36, Pakistan Institute of Development Economics.
    214. Lynn E. Browne & Rebecca Hellerstein, 1997. "Are we investing too little?," New England Economic Review, Federal Reserve Bank of Boston, issue Nov, pages 29-50.
    215. Hwan-Joo Seo & Han Sung Kim & Joonil Kim, 2016. "Does Shareholder Value Orientation or Financial Market Liberalization Slow Down Korean Real Investment?," Review of Radical Political Economics, Union for Radical Political Economics, vol. 48(4), pages 633-660, December.
    216. Daniel Levy, 1994. "Output, Capital, and Labor in the Short, and Long-Run," Post-Print hal-02382783, HAL.
    217. César Calderón & Alberto Chong & Luisa Zanforlin, 2001. "On Non-Linearities Between Exports of Manufactures and Economic Growth," Journal of Applied Economics, Taylor & Francis Journals, vol. 4(2), pages 279-311, November.
    218. M. Herrerias & Vicente Orts, 2012. "Equipment investment, output and productivity in China," Empirical Economics, Springer, vol. 42(1), pages 181-207, February.
    219. Chou, Yen-Chun & Hao-Chun Chuang, Howard & Shao, Benjamin B.M., 2014. "The impacts of information technology on total factor productivity: A look at externalities and innovations," International Journal of Production Economics, Elsevier, vol. 158(C), pages 290-299.
    220. Kevin D. Hoover & Stephen J. Perez, 2004. "Truth and Robustness in Cross‐country Growth Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(5), pages 765-798, December.
    221. Shahbaz, Muhammad & Mutascu, Mihai & Tiwari, Aviral Kumar, 2012. "Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 97-120, September.
    222. Sebastian Edwards, 1996. "Public Sector Deficits and Macroeconomic Stability in Developing Countries," NBER Working Papers 5407, National Bureau of Economic Research, Inc.
    223. Mazumdar, Joy, 2001. "Imported machinery and growth in LDCs," Journal of Development Economics, Elsevier, vol. 65(1), pages 209-224, June.
    224. Aitken, Brian J., 1992. "Measuring trade policy intervention : a cross-country index of relative price dispersion," Policy Research Working Paper Series 838, The World Bank.
    225. Daniele Girardi & Antonio Mura, 2013. "Construction and economic development:empirical evidence for the period 2000-2011," Department of Economics University of Siena 684, Department of Economics, University of Siena.
    226. Grossman, Gene M. & Helpman, Elhanan, 1993. "Endogenous Innovation in the Theory of Growth," Foerder Institute for Economic Research Working Papers 275579, Tel-Aviv University > Foerder Institute for Economic Research.
    227. Abdulrahman M. Jolo & Muammer Koç, 2023. "The Impact of Capital Formation on Economic Diversification in GCC Countries—Empirical Analysis Based on the PVAR Model," Sustainability, MDPI, vol. 15(14), pages 1-11, July.
    228. Rui Castro & Gian Luca Clementi & Glenn Macdonald, 2009. "Legal Institutions, Sectoral Heterogeneity, and Economic Development," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 76(2), pages 529-561.
    229. David N. Weil, 1996. "Appropriate Technology and Growth," Working Papers 96-24, Brown University, Department of Economics.
    230. Gilbert Ahamer, 2018. "Applying Global Databases to Foresight for Energy and Land Use: The GCDB Method," Foresight and STI Governance (Foresight-Russia till No. 3/2015), National Research University Higher School of Economics, vol. 12(4), pages 46-61.
    231. Bar-Ilan, Avner & Strange, William C., 1999. "The Timing and Intensity of Investment," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 57-77, January.
    232. Tamás Vonyó & Alexander Klein, 2017. "Why did socialist economies fail? The role of factor inputs reconsidered," Studies in Economics 1708, School of Economics, University of Kent.
    233. Sebastian Eichfelder & Kerstin Schneider, 2014. "Tax Incentives and Business Investment: Evidence from German Bonus Depreciation," CESifo Working Paper Series 4805, CESifo.
    234. Martin Neil Baily, 1993. "Competition, Regulation, and Efficiency in Service Industries," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 24(2 Microec), pages 71-159.
    235. M. V. Kazakova, 2018. "Factors of Convergence and Divergence in the Global Economy: A Brief Review," Administrative Consulting, Russian Presidential Academy of National Economy and Public Administration. North-West Institute of Management., vol. 1(7).
    236. Paqué, Karl-Heinz, 1995. "Gibt es auf lange Sicht eine internationale Konvergenz der Pro-Kopf-Einkommen?," Kiel Working Papers 700, Kiel Institute for the World Economy (IfW Kiel).
    237. Diaz-Bautista, Alejandro, 2002. "The role of telecommunications infrastructure and human capital: Mexico´s economic growth and convergence," ERSA conference papers ersa02p102, European Regional Science Association.
    238. Emmanuel Apergis & Nicholas Apergis, 2018. "What is extracted from earth is gold: are rare earths telling a new tale to economic growth?," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 45(1), pages 177-192, January.
    239. Baltagi, Badi H. & Song, Seuck Heun & Koh, Won, 2003. "Testing panel data regression models with spatial error correlation," Journal of Econometrics, Elsevier, vol. 117(1), pages 123-150, November.
    240. Cem Ertur & Wilfried Koch, 2008. "A Contribution to the Schumpeterian Growth Theory and Empirics," Post-Print halshs-00327641, HAL.
    241. Jeffrey A. Edwards & Alfredo A. Romero & Zagros Madjd-Sadjadi, 2016. "Foreign direct investment, economic growth, and volatility: a useful model for policymakers," Empirical Economics, Springer, vol. 51(2), pages 681-705, September.
    242. Jeffrey A. Frankel, 2010. "The Natural Resource Curse: A Survey," NBER Working Papers 15836, National Bureau of Economic Research, Inc.
    243. Ronald MacDonald, 2000. "The role of the exchange rate in economic growth: a euro-zone perspective," Working Paper Research 09, National Bank of Belgium.
    244. Tim Besley, 2001. "From micro to macro: public policies and aggregate economic performance," Fiscal Studies, Institute for Fiscal Studies, vol. 22(3), pages 357-374, September.
    245. Lauchlin Currie & Roger Sandilands, 2013. "Implicaciones de una teoría del crecimiento endógeno en el concepto macroeconómico de rendimientos crecientes de Allyn Young," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 15(28), pages 95-126, January-J.
    246. Angel de la Fuente, 2003. "Human capital in a global and knowledge-based economy," UFAE and IAE Working Papers 576.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    247. Cem Ertur & Wilfried Koch, 2007. "Growth, technological interdependence and spatial externalities: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1033-1062.
    248. Fischer, Stanley, 1993. "The role of macroeconomic factors in growth," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 485-512, December.
    249. Sjoerd Beugelsdijk & Henri L.F. de Groot & Anton B.T.M. van Schaik, 2002. "Trust and Economic Growth," Tinbergen Institute Discussion Papers 02-049/3, Tinbergen Institute.
    250. Sun Sheng Han & George Ofori, 2001. "Construction industry in China's regional economy, 1990-1998," Construction Management and Economics, Taylor & Francis Journals, vol. 19(2), pages 189-205.
    251. Alan M. Taylor, 1997. "Argentina and the World Capital Market: Saving, Investment, and International Capital Mobility in the Twentieth Century," NBER Working Papers 6302, National Bureau of Economic Research, Inc.
    252. Jane Gravelle, 2010. "Economic Effects of Investment Subsidies," Chapters, in: Iris Claus & Norman Gemmell & Michelle Harding & David White (ed.), Tax Reform in Open Economies, chapter 3, Edward Elgar Publishing.
    253. James M. Poterba, 1990. "Comparing the cost of capital in the United States and Japan: a survey of methods," Quarterly Review, Federal Reserve Bank of New York, vol. 15(Win), pages 20-32.
    254. Hamilton, James D. & Monteagudo, Josefina, 1998. "The augmented Solow model and the productivity slowdown," Journal of Monetary Economics, Elsevier, vol. 42(3), pages 495-509, October.
    255. Gapinski, James H., 1996. "Heterogeneous capital, economic growth, and economic development," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 561-585.
    256. Carmen Fernandez & Eduardo Ley & Mark Steel, 1999. "Model uncertainty in cross-country growth regressions," Econometrics 9903003, University Library of Munich, Germany, revised 06 Oct 2001.
    257. Ullah, Sana & Usman, Ahmed & Imran, Muhammad, 2019. "The Past, Present, and Future of FDI: Towards a better Global Economics," Journal of Quantitative Methods, University of Management and Technology, Lahore, Pakistan, vol. 3(2), pages 28-44.
    258. Blaise Gnimassoun, 2019. "How to Boost the Impact of Intra-African Trade on Income in Africa ?," Post-Print hal-02515843, HAL.
    259. Stijns, Jean-Philippe C., 2001. "Natural Resource Abundance And Economic Growth Revisited," Berkeley Economics Dissertations-in-Progress Series 25127, University of California, Berkeley, Department of Agricultural and Resource Economics.
    260. Cem Ertur & Wilfried Koch, 2011. "A contribution to the theory and empirics of Schumpeterian growth with worldwide interactions," Journal of Economic Growth, Springer, vol. 16(3), pages 215-255, September.
    261. Pablo Acosta & Andrés Loza, 2005. "Short and long run determinants of private investment in Argentina," Journal of Applied Economics, Universidad del CEMA, vol. 8, pages 389-406, November.
    262. T. N. Srinivasan, 1995. "Long-Run Growth Theories and Empirics: Anything New?," NBER Chapters, in: Growth Theories in Light of the East Asian Experience, pages 37-70, National Bureau of Economic Research, Inc.
    263. Susan Helper, 1995. "Supplier Relations and Adoption of New Technology: Results of Survey Research in the U.S. Auto Industry," NBER Working Papers 5278, National Bureau of Economic Research, Inc.
    264. Hernandez, Gustavo Adolfo & Soto, Carolina & Prada, Sergio & Ramirez, Juan Mauricio, 2000. "Exenciones tributarias: Costo fiscal y análisis de incidencia [Tax exemptions: fiscal cost and incidence analysis]," MPRA Paper 14546, University Library of Munich, Germany.
    265. Uwaoma G. Nwaogu & Michael J. Ryan, 2015. "FDI, Foreign Aid, Remittance and Economic Growth in Developing Countries," Review of Development Economics, Wiley Blackwell, vol. 19(1), pages 100-115, February.
    266. Pemberton, James, 1999. "Social Security: National Policies with International Implications," Economic Journal, Royal Economic Society, vol. 109(457), pages 492-508, July.
    267. Huimin Peng & Yi Qiu, 2023. "Impact of Financial Agglomeration on Regional Economic Growth in China: A Spatial Correlation Perspective," SAGE Open, , vol. 13(3), pages 21582440231, September.
    268. Ms. Deniz O Igan & Ali Mirzaei, 2020. "Does Going Tough on Banks Make the Going Get Tough? Bank Liquidity Regulations, Capital Requirements, and Sectoral Activity," IMF Working Papers 2020/103, International Monetary Fund.
    269. Koren, Miklós & Csillag, Márton, 2011. "Machines and machinists: Capital-skill complementarity from an international trade perspective," CEPR Discussion Papers 8317, C.E.P.R. Discussion Papers.
    270. Rosa Capolupo, 2012. "Economic Transition and Regional Growth: The Case of Albania and Comparator SEECs," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(3), pages 529-549, March.
    271. Dani Rodrik, 1993. "Trade and Industrial Policy Reform in Developing Countries: A Review of Recent Theory and Evidence," NBER Working Papers 4417, National Bureau of Economic Research, Inc.
    272. Sinn, Stefan, 1991. "Fisherian and Ricardian trade," Kiel Working Papers 484, Kiel Institute for the World Economy (IfW Kiel).
    273. Echavarría Juan José & María Angélica Arbeláez & María Fernanda Rosales, 2006. "La productividad y sus determinantes:el caso de la industria colombiana," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, June.
    274. Gary Koop, 1998. "Carbon dioxide emissions and economic growth: A structural approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 25(4), pages 489-515.
    275. Peter Spencer & Peter Smith & Paulo Santos Monteiro, 2020. "How to better align the U.K.’s corporate tax structure with national objectives," Discussion Papers 20/02, Department of Economics, University of York.
    276. Alan M. Taylor, 2002. "Globalization, Trade, and Development: Some Lessons From History," NBER Working Papers 9326, National Bureau of Economic Research, Inc.
    277. Cohen, Daniel & Soto, Marcelo & Causa, Orsetta, 2006. "Lucas and Anti-Lucas Paradoxes," CEPR Discussion Papers 6013, C.E.P.R. Discussion Papers.
    278. Piyusha Mutreja, 2014. "Equipment And Structures Capital: Accounting For Income Differences," Economic Inquiry, Western Economic Association International, vol. 52(2), pages 713-731, April.
    279. Jessica Madariaga & Anton Bekkerman, 2020. "The Impact of Trade Openness on Relative Equipment Prices: Lessons from Latin America," Economica, London School of Economics and Political Science, vol. 87(348), pages 938-984, October.
    280. Kurt DeMaagd & Johannes M. Bauer, 2011. "Modeling the dynamic interactions of agents in the provision of network infrastructure," Information Systems Frontiers, Springer, vol. 13(5), pages 669-680, November.
    281. LE GALLO, Julie, 2001. "Space-time analysis of GDP disparities among European regions: A Markov chains approach," LATEC - Document de travail - Economie (1991-2003) 2001-06, LATEC, Laboratoire d'Analyse et des Techniques EConomiques, CNRS UMR 5118, Université de Bourgogne.
    282. Panagiotis Barkas & Mauro Pisu, 2018. "Boosting investment in Greece," OECD Economics Department Working Papers 1506, OECD Publishing.
    283. Madden, Gary & Savage, Scott J., 1998. "CEE telecommunications investment and economic growth," Information Economics and Policy, Elsevier, vol. 10(2), pages 173-195, June.
    284. Francesca Lotti & Enrico Santarelli, 2001. "Linking Knowledge to Productivity: A Germany-Italy Comparison Using the CIS Database," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 28(3), pages 293-317, September.
    285. Michael A. Clemens & Jeffrey G. Williamson, 2000. "Where did British Foreign Capital Go? Fundamentals, Failures and the Lucas Paradox: 1870-1913," NBER Working Papers 8028, National Bureau of Economic Research, Inc.
    286. Marcello Bofondi & Tiziano Ropele, 2011. "Macroeconomic determinants of bad loans: evidence from Italian banks," Questioni di Economia e Finanza (Occasional Papers) 89, Bank of Italy, Economic Research and International Relations Area.
    287. Unal Zenginobuz & Sumru Altug, 2009. "What has been the Role of Investment in Turkey's Growth Performance?," Working Papers 2009/02, Bogazici University, Department of Economics.
    288. Alfred Greiner, 2011. "Economic Growth, Public Debt and Welfare: Comparing Three Budgetary Rules," German Economic Review, Verein für Socialpolitik, vol. 12(2), pages 205-222, May.
    289. Rune Stenbacka & Mihkel Tombak, 2002. "Investment, Capital Structure, and Complementarities Between Debt and New Equity," Management Science, INFORMS, vol. 48(2), pages 257-272, February.
    290. Martellosio, Federico, 2008. "Testing for spatial autocorrelation: the regressors that make the power disappear," MPRA Paper 10542, University Library of Munich, Germany.
    291. Rajput, Sheraz & Tariq, Aziz, 2019. "Government Size and Economic Growth: A Panel Data Study Comparing OECD and Non-OECD Countries," Asian Journal of Applied Economics/ Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 26(2), pages 22-37, December.
    292. Magnus, Jan R. & Powell, Owen & Prüfer, Patricia, 2010. "A comparison of two model averaging techniques with an application to growth empirics," Journal of Econometrics, Elsevier, vol. 154(2), pages 139-153, February.
    293. Zandile Zezethu & Andrew Phiri, 2018. "FDI as a contributing factor to economic growth in Burkina Faso: How true is this?," Working Papers 1823, Department of Economics, Nelson Mandela University.
    294. Peter E. Robertson, 2010. "Investment Led Growth In India: Hindu Fact or Mythology?," Economics Discussion / Working Papers 10-08, The University of Western Australia, Department of Economics.
    295. Eichfelder, Sebastian & Schneider, Kerstin, 2018. "How do tax incentives affect business investment? Evidence from German bonus depreciation," arqus Discussion Papers in Quantitative Tax Research 231, arqus - Arbeitskreis Quantitative Steuerlehre.
    296. Renelt, David, 1991. "Economic growth : a review of the theoretical and empirical literature," Policy Research Working Paper Series 678, The World Bank.
    297. Kosec, Katrina, 2014. "Relying on the private sector: The income distribution and public investments in the poor," Journal of Development Economics, Elsevier, vol. 107(C), pages 320-342.
    298. Rudolfs Bems, 2008. "Aggregate Investment Expenditures on Tradable and Nontradable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 852-883, October.
    299. Kenneth Button, 2011. "The Economist’s Perspective on Regional Endogenous Development," Chapters, in: Robert Stimson & Roger R. Stough & Peter Nijkamp (ed.), Endogenous Regional Development, chapter 2, Edward Elgar Publishing.
    300. Anja, Breitwieser & Neil, Foster, 2012. "Intellectual property rights, innovation and technology transfer: a survey," MPRA Paper 36094, University Library of Munich, Germany.
    301. Rania S. Miniesy & Mariam AbdelKarim, 2021. "Generalized Trust and Economic Growth: The Nexus in MENA Countries," Economies, MDPI, vol. 9(1), pages 1-22, March.
    302. Elsadig Musa Ahmed, 2017. "ICT and Human Capital Spillover Effects in Achieving Sustainable East Asian Knowledge-Based Economies," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(3), pages 1086-1112, September.
    303. Martin Jacob & Kelly Wentland & Scott A. Wentland, 2022. "Real Effects of Tax Uncertainty: Evidence from Firm Capital Investments," Management Science, INFORMS, vol. 68(6), pages 4065-4089, June.
    304. Reinert, Erik S. & van de Schootbrugge, Egbert, 1999. "Regionale strategier i kunnskapssamfunnet [Regional strategies in the knowledge-based society]," MPRA Paper 48151, University Library of Munich, Germany.
    305. Broadberry, S. N., 1995. "Comparative productivity levels in manufacturing since the Industrial Revolution: Lessons from Britain, America, Germany and Japan," Structural Change and Economic Dynamics, Elsevier, vol. 6(1), pages 71-95, March.
    306. Mesquita Moreira, Mauricio, 2009. "Brazil's Trade Policy: Old and New Issues," IDB Publications (Working Papers) 2508, Inter-American Development Bank.
    307. Paweł Gajewski, 2007. "Ekonomiczne efekty polityki regionalnej," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 1-2, pages 59-81.
    308. Pritchett, Lant, 1996. "Where has all the education gone?," Policy Research Working Paper Series 1581, The World Bank.
    309. Mishra, Saurabh & Lundstrom, Susanna & Anand, Rahul, 2011. "Service export sophistication and economic growth," Policy Research Working Paper Series 5606, The World Bank.
    310. Xavier Sala-I-Martin & Gernot Doppelhofer & Ronald I. Miller, 2004. "Determinants of Long-Term Growth: A Bayesian Averaging of Classical Estimates (BACE) Approach," American Economic Review, American Economic Association, vol. 94(4), pages 813-835, September.
    311. Taoufik Rajhi & Patrick Villieu, 1993. "Accélération monétaire et croissance endogène," Post-Print halshs-00250783, HAL.
    312. Kaffine, Daniel T. & Davis, Graham A., 2017. "A multi-row deletion diagnostic for influential observations in small-sample regressions," Computational Statistics & Data Analysis, Elsevier, vol. 108(C), pages 133-145.
    313. Wong, Wei-Kang, 2004. "How good are trade and telephone call traffic in bridging income gaps and TFP gaps?," Journal of International Economics, Elsevier, vol. 64(2), pages 441-463, December.
    314. Feng, Guohua & Gao, Jiti & Peng, Bin, 2022. "An integrated panel data approach to modelling economic growth," Journal of Econometrics, Elsevier, vol. 228(2), pages 379-397.
    315. Tahir Mahmood & Eatzaz Ahmad, 2014. "Output growth and investment dynamics in Finland: a panel data analysis," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 41(4), pages 777-801, November.
    316. Alain de Crombrugghe & Barbara Fakin, 1995. "Soviet Union, Russia, Budget System, Economic Transition," CASE Network Studies and Analyses 0045, CASE-Center for Social and Economic Research.
    317. Pascal Petit & Luc Soete, 2002. "Is a Biased Technological Change Fuelling Dualism?," Chapters, in: Mark Setterfield (ed.), The Economics of Demand-Led Growth, chapter 15, Edward Elgar Publishing.
    318. Davis, E. Philip & Madsen, Jakob B., 2008. "Productivity and equity market fundamentals: 80 years of evidence for 11 OECD countries," Journal of International Money and Finance, Elsevier, vol. 27(8), pages 1261-1283, December.
    319. Di Tella, Rafael & MacCulloch, Robert, 2005. "The consequences of labor market flexibility: Panel evidence based on survey data," European Economic Review, Elsevier, vol. 49(5), pages 1225-1259, July.
    320. Carlos E. Schonerwald da Silva & Matías Vernengo, 2007. "Foreign Exchange, Interest and the Dynamics of Public Debt in Latin America," Working Paper Series, Department of Economics, University of Utah 2007_02, University of Utah, Department of Economics.
    321. Ester G. Silva & Aurora A. C. Teixeira, 2011. "Does structure influence growth? A panel data econometric assessment of "relatively less developed" countries, 1979--2003," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, vol. 20(2), pages 457-510, April.
    322. Alan M. Taylor, 1996. "On the Costs of Inward-Looking Development: Historical Perspectives on Price Distortions, Growth, and Divergence in Latin American from 1930s - 1980s," NBER Working Papers 5432, National Bureau of Economic Research, Inc.
    323. Cook, Paul & Uchida, Yuichiro, 2001. "Privatisation and Economic Growth in Developing Countries," Centre on Regulation and Competition (CRC) Working papers 30634, University of Manchester, Institute for Development Policy and Management (IDPM).
    324. Enrica De Cian, 2009. "Factor-Augmenting Technical Change: An Empirical Assessment," Working Papers 2009.18, Fondazione Eni Enrico Mattei.
    325. Christian Keuschnigg, 2001. "Business Formation and Aggregate Investment," German Economic Review, Verein für Socialpolitik, vol. 2(1), pages 31-55, February.
    326. Mr. Ludvig Söderling, 2002. "Escaping the Curse of Oil? The Case of Gabon," IMF Working Papers 2002/093, International Monetary Fund.
    327. Osang, Thomas & Turnovsky, Stephen J., 2000. "Differential tariffs, growth, and welfare in a small open economy," Journal of Development Economics, Elsevier, vol. 62(2), pages 315-342, August.
    328. Peter Howitt, 1999. "Steady Endogenous Growth with Population and R & D Inputs Growing," Journal of Political Economy, University of Chicago Press, vol. 107(4), pages 715-730, August.
    329. Enrique Moral-Benito, 2011. "Dynamic panels with predetermined regressors: likelihood-based estimation and Bayesian averaging with an application to cross-country growth," Working Papers 1109, Banco de España.
    330. Sergio Cesaratto, 2009. "Endogenous growth theory twenty years on: a critical assessment," Department of Economics University of Siena 559, Department of Economics, University of Siena.
    331. Christian Keuschnigg, 1998. "Investment Externalities and a Corrective Subsidy," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 5(4), pages 449-469, October.
    332. Greiner, Alfred & Semmler, Willi, 2001. "Externalities of investment and endogenous growth: theory and time series evidence," Structural Change and Economic Dynamics, Elsevier, vol. 12(3), pages 295-310, September.
    333. Maria Herrerias, 2010. "The causal relationship between equipment investment and infrastructures on economic growth in China," Frontiers of Economics in China, Springer;Higher Education Press, vol. 5(4), pages 509-526, December.
    334. Wang, Jie & Wang, Wanwan & Yuan, Fang, 2023. "Air pollution and corporate risk-taking: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 570-586.
    335. Gordon R. Richards, 1992. "Endogenous Technological Advance and Postwar Economic Growth: A Production Function Analysis," Eastern Economic Journal, Eastern Economic Association, vol. 18(3), pages 315-331, Summer.
    336. Viliam Druska & William C. Horrace, 2004. "Generalized Moments Estimation for Spatial Panel Data: Indonesian Rice Farming," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(1), pages 185-198.
    337. Bouché, Stéphane, 2017. "Learning by doing, endogenous discounting and economic development," Journal of Mathematical Economics, Elsevier, vol. 73(C), pages 34-43.
    338. Sandy Dall'erba & Julie Le Gallo, 2003. "Geographic Spillover Effects of Regional Funds and their Impact on the European Convergence Process over 1989-1999," ERSA conference papers ersa03p136, European Regional Science Association.
    339. Jeffrey G. Williamson, 2011. "Industrial Catching Up in the Poor Periphery 1870-1975," NBER Working Papers 16809, National Bureau of Economic Research, Inc.
    340. Liangshu Qi, 2007. "The Relationship Between Growth, Total Investment and Inward FDI: Evidence from Time Series Data," International Review of Applied Economics, Taylor & Francis Journals, vol. 21(1), pages 119-133.
    341. Hasan, Rana, 2002. "The impact of imported and domestic technologies on the productivity of firms: panel data evidence from Indian manufacturing firms," Journal of Development Economics, Elsevier, vol. 69(1), pages 23-49, October.
    342. Michael Danquah & Enrique Moral-Benito & Bazoumana Ouattara, 2014. "TFP growth and its determinants: a model averaging approach," Empirical Economics, Springer, vol. 47(1), pages 227-251, August.
    343. Sjögren, Anna, 1998. "Human Capital, R&D and Economic Growth," SSE/EFI Working Paper Series in Economics and Finance 238, Stockholm School of Economics.
    344. Konstantin A. Kholodilin & Alexei Oshchepkov & Boriss Siliverstovs, 2009. "The Russian regional convergence process," KOF Working papers 09-216, KOF Swiss Economic Institute, ETH Zurich.
    345. Wang, Chan, 2012. "A very preliminary survey on growth and development," MPRA Paper 39037, University Library of Munich, Germany.
    346. World Bank, 2008. "Republic of Kazakhstan Tax Strategy Paper : Volume 1. A Strategic Plan for Increasing the Neutrality of the Tax System in Non-Extractive Sectors," World Bank Publications - Reports 19486, The World Bank Group.
    347. Rao, B. Bhaskara & Cooray, Arusha, 2008. "How useful is the theoretical and empirical growth literature for policies in the developing countries?," MPRA Paper 11481, University Library of Munich, Germany.
    348. Kamalova Mariyakhan & Elyas Abdulahi Mohamued & Muhammad Asif Khan & József Popp & Judit Oláh, 2020. "Does the Level of Absorptive Capacity Matter for Carbon Intensity? Evidence from the USA and China," Energies, MDPI, vol. 13(2), pages 1-18, January.
    349. KHAZABI, Massoud & FALLAHI, F., 2008. "Knowledge-Based Labor Productivity Improvements: Canada Case Study, 1961-2004," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(1), pages 98-106.
    350. Ganghof, Steffen, 2006. "The politics of tax structure," MPIfG Working Paper 06/1, Max Planck Institute for the Study of Societies.
    351. Monika Lewandowska-Kalina & Lech Kalina, 2014. "Labor tax and relative cost of R&D," Applied Econometrics Papers, Department of Applied Econometrics, Warsaw School of Economics, vol. 1(1), pages 1-19.
    352. Gordon, Robert J., 2000. "Interpreting the 'One Big Wave' in US Long-Term Productivity Growth," CEPR Discussion Papers 2608, C.E.P.R. Discussion Papers.
    353. Stephen Knack & Philip Keefer, 1997. "Does Social Capital Have an Economic Payoff? A Cross-Country Investigation," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 112(4), pages 1251-1288.
    354. Bjarne S. Jensen, 2004. "Pareto Efficiency, Relative Prices, and Solutions to CGE Models," DEGIT Conference Papers c009_006, DEGIT, Dynamics, Economic Growth, and International Trade.
    355. Eirini C. Drakou & Nicholas I. Symeonidis, 2023. "Towards a Holistic Approach to Economic Development: Incorporating Institutional and Schumpeterian Economics into Development Dynamics," European Research Studies Journal, European Research Studies Journal, vol. 0(1), pages 132-158.
    356. Kusz, Dariusz & Zając, Stanisław & Dziekan, Ryszard, 2020. "Regional Diversification Of Investment Outlays And Labour Profitability In Agriculture In Poland," Roczniki (Annals), Polish Association of Agricultural Economists and Agribusiness - Stowarzyszenie Ekonomistow Rolnictwa e Agrobiznesu (SERiA), vol. 2020(4).
    357. Vito Tanzi & Howell H. Zee, 1997. "Fiscal Policy and Long-Run Growth," IMF Staff Papers, Palgrave Macmillan, vol. 44(2), pages 179-209, June.
    358. Stephanie Lo & Kenneth Rogoff, 2015. "Secular stagnation, debt overhang and other rationales for sluggish growth, six years on," BIS Working Papers 482, Bank for International Settlements.
    359. Devarajan, Shantayanan & Easterley, William R. & Pack, Howard, 2001. "Is investment in Africa too low or too high : macro and micro evidence," Policy Research Working Paper Series 2519, The World Bank.
    360. Wilson, Tetevi Bahun & Amavilah, Voxi Heinrich, 2007. "The Economic Value of Industrial Minerals and Rocks for Developing Countries: A Discussion of Key Issues," MPRA Paper 2214, University Library of Munich, Germany.
    361. Coutinho, Leonor, 2012. "Determinants of Growth and Inflation in Southern Mediterranean Countries," CEPS Papers 6736, Centre for European Policy Studies.
    362. Verspagen, Bart, 1995. "Convergence in the global economy. A broad historical viewpoint," Structural Change and Economic Dynamics, Elsevier, vol. 6(2), pages 143-165, June.
    363. Jeffrey G. Williamson, 2010. "When, Where, and Why? Early Industrialization in the Poor Periphery 1870-1940," NBER Working Papers 16344, National Bureau of Economic Research, Inc.
    364. Danko Tarabar & Louis J. Pantuosco, 2023. "Reform complementarities and growth: Evidence and mechanisms," Economics of Transition and Institutional Change, John Wiley & Sons, vol. 31(2), pages 271-294, April.
    365. Tran, Dang T., 2010. "Globalization and Growth of Developing Countries: An Empirical Investigation - Globalizzazione e crescita dei paesi in via di sviluppo: un’analisi empirica," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 63(2), pages 193-216.
    366. Rui Castro, 2006. "Economic Development Under Alternative Trade Regimes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 47(2), pages 611-649, May.
    367. William Easterly & Robert King & Ross Levine & Sergio Rebelo, 1994. "Policy, Technology Adoption, and Growth," NBER Working Papers 4681, National Bureau of Economic Research, Inc.
    368. Dung Ngo, Vi & Leonidou, Leonidas C. & Janssen, Frank & Christodoulides, Paul, 2024. "Export-specific investments, competitive advantage, and performance in Vietnamese SMEs: The moderating role of domestic market conditions," Journal of Business Research, Elsevier, vol. 170(C).
    369. Monisankar Bishnu & Chetan Ghate & Pawan Gopalakrishnan, 2013. "Factor income taxation, growth, and investment specific technological change," Discussion Papers 13-04, Indian Statistical Institute, Delhi.
    370. Evans, Paul, 1996. "Using cross-country variances to evaluate growth theories," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1027-1049.
    371. Groth, Christian & Wendner, Ronald, 2014. "Embodied learning by investing and speed of convergence," Journal of Macroeconomics, Elsevier, vol. 40(C), pages 245-269.
    372. David H. Romer & Jeffrey A. Frankel, 1999. "Does Trade Cause Growth?," American Economic Review, American Economic Association, vol. 89(3), pages 379-399, June.
    373. Robert J. Gordon, 2000. "Interpreting the "One Big Wave" in U.S. Long-Term Productivity Growth," NBER Working Papers 7752, National Bureau of Economic Research, Inc.
    374. Enowbi Batuo, Michael, 2008. "The Role of Telecommunication Infrastructure in the Regional Economic Growth of Africa," MPRA Paper 19133, University Library of Munich, Germany.
    375. Audra Bowlus & Haoming Liu & Chris Robinson, 2002. "Business Cycle Models, Aggregation, and Real Wage Cyclicality," Journal of Labor Economics, University of Chicago Press, vol. 20(2), pages 308-335, Part.
    376. Litwin, Carol, 1998. "Trade and Income Distribution in Developing Countries," Working Papers in Economics 9, University of Gothenburg, Department of Economics.
    377. Thuy T. Dang & Anh D. Pham & Diem N. Tran, 2020. "Impact of Monetary Policy on Private Investment: Evidence from Vietnam’s Provincial Data," Economies, MDPI, vol. 8(3), pages 1-15, September.
    378. Rudi Bratamanggala, 2017. "Implications of Tax Receivables and Retribution for the Economic Growth of Indonesia," European Research Studies Journal, European Research Studies Journal, vol. 0(3A), pages 570-579.
    379. Sadik, Jacques, 2008. "Technology adoption, convergence, and divergence," European Economic Review, Elsevier, vol. 52(2), pages 338-355, February.
    380. Bjarne S. Jensen, 2003. "Walrasian General Equilibrium Allocations and Dynamics in Two--Sector Growth Models," German Economic Review, Verein für Socialpolitik, vol. 4(1), pages 53-87, February.
    381. Surendra Gera & Kurt Mang, 1998. "The Knowledge-Based Economy: Shifts in Industrial Output," Canadian Public Policy, University of Toronto Press, vol. 24(2), pages 149-184, June.
    382. Field, Alexander J., 2007. "The equipment hypothesis and US economic growth," Explorations in Economic History, Elsevier, vol. 44(1), pages 43-58, January.
    383. Arusha Cooray & Marcella Lucchetta & Antonio Paradiso, 2013. "A knowledge economy approach in empirical growth models for the Nordic countries," Economics Working Papers wp13-06, School of Economics, University of Wollongong, NSW, Australia.
    384. John Janssen, 2002. "Long-term fiscal projections and their relationship with the intertemporal budget constraint: An application to New Zealand," Treasury Working Paper Series 02/05, New Zealand Treasury.
    385. Naito, Takumi, 2006. "Tariff and tax reform: Dynamic implications," Journal of International Economics, Elsevier, vol. 68(2), pages 504-517, March.
    386. Weicheng Lian & Natalija Novta & Evgenia Pugacheva & Mr. Yannick Timmer & Petia Topalova, 2019. "The Price of Capital Goods: A Driver of Investment Under Threat," IMF Working Papers 2019/134, International Monetary Fund.
    387. Bjarne S. Jensen & Mogens E. Larsen, 2005. "General Equilibrium Dynamics of Multi-Sector Growth Models," DEGIT Conference Papers c010_003, DEGIT, Dynamics, Economic Growth, and International Trade.
    388. Shishir Saxena, 2007. "Technology And Spillovers: Evidence From Indian Manufacturing Micro-Data," Monash Economics Working Papers 27-07, Monash University, Department of Economics.
    389. Simon Johnson & William Larson & Chris Papageorgiou & Arvind Subramanian, 2009. "Is Newer Better? Penn World Table Revisions and Their Impact on Growth Estimates," NBER Working Papers 15455, National Bureau of Economic Research, Inc.
    390. Driver, Ciaran, 2015. "Advertising’s Elusive Economic Rationale: is there a case for limiting tax relief?," MPRA Paper 68790, University Library of Munich, Germany.
    391. David Gould & Roy Ruffin, 1995. "Human capital, trade, and economic growth," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 131(3), pages 425-445, September.
    392. Julie Le Gallo & Sandy Dall'erba, 2003. "Spatial econometric analysis of the evolution of the European regional convergence process, 1980-1999," Urban/Regional 0311001, University Library of Munich, Germany, revised 21 May 2005.
    393. Michael J. Boskin & Lawrence J. Lau, 2000. "Generalized Solow-Neutral Technical Progress and Postwar Economic Growth," NBER Working Papers 8023, National Bureau of Economic Research, Inc.
    394. Jeffrey A. Frankel & Andrew K. Rose, 2000. "Estimating the Effect of Currency Unions on Trade and Output," NBER Working Papers 7857, National Bureau of Economic Research, Inc.
    395. Reinikka, Ritva & Svensson, Jakob, 1999. "Confronting competition - investment response and constraints in Uganda," Policy Research Working Paper Series 2242, The World Bank.
    396. Sang-Yong Tom Lee & Xiao Jia Guo, 2004. "Information and Communications Technology (ICT) and Spillover: A Panel Analysis," Econometric Society 2004 Far Eastern Meetings 722, Econometric Society.
    397. Kaštelan, Uršula & Konatar, Milena, 2022. "The Impact of Health Capital on Economic Growth in the Balkan Countries," Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference (2022), Hybrid Conference, Opatija, Croatia, in: Proceedings of the ENTRENOVA - ENTerprise REsearch InNOVAtion Conference, Hybrid Conference, Opatija, Croatia, 17-18 June 2022, pages 99-107, IRENET - Society for Advancing Innovation and Research in Economy, Zagreb.
    398. Dulleck, Uwe & Foster, Neil, 2008. "Imported Equipment, Human Capital and Economic Growth in Developing Countries," Economic Analysis and Policy, Elsevier, vol. 38(2), pages 233-250, September.
    399. Mustafa Koroglu & Yiguo Sun, 2016. "Functional-Coefficient Spatial Durbin Models with Nonparametric Spatial Weights: An Application to Economic Growth," Econometrics, MDPI, vol. 4(1), pages 1-16, February.
    400. Wolff, Edward N., 1995. "Technological change, capital accumulation, and changing trade patterns over the long term," Structural Change and Economic Dynamics, Elsevier, vol. 6(1), pages 43-70, March.
    401. Patrick Artus, 1993. "Croissance endogène : revue des modèles et tentatives de synthèse," Revue Économique, Programme National Persée, vol. 44(2), pages 189-228.
    402. Jiang, Jiaoliang & Chen, Yulin, 2021. "How does labor protection influence corporate risk-taking? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    403. Shiau, Allen & Kilpatrick, James & Matthews, Miriam, 2002. "Seven percent growth for Mexico?: A quantitative assessment of Mexico's investment requirements," Journal of Policy Modeling, Elsevier, vol. 24(7-8), pages 781-798, November.
    404. Diana Weinhold, 1996. "Tests de causalité sur données de panel : une application à l'étude de la causalité entre l'investissement et la croissance," Économie et Prévision, Programme National Persée, vol. 126(5), pages 163-175.
    405. Lach, Łukasz, 2010. "Fixed capital and long run economic growth: evidence from Poland," MPRA Paper 52280, University Library of Munich, Germany.
    406. Ghossoub, Edgar A., 2023. "Economic growth, inflation, and banking sector competition," Economic Modelling, Elsevier, vol. 129(C).
    407. Ramiro Parrado & Enrica De Cian, 2013. "Technology spillovers embodied in international trade: Intertemporal, regional and sectoral effects in a global CGE framework," EcoMod2013 5426, EcoMod.
    408. Di Giannatale, Sonia & Roa, María José, 2016. "Formal Saving in Developing Economies: Barriers, Interventions, and Effects," IDB Publications (Working Papers) 8107, Inter-American Development Bank.
    409. Saungweme, Talknice & Odhiambo, Nicholas M, 2020. "The impact of public debt service on economic growth:Empirical evidence from Zambia," Working Papers 26642, University of South Africa, Department of Economics.
    410. Arturo Galindo & Marcela Melendez, 2010. "Corporate Tax Stimulus and Investment in Colombia," Research Department Publications 4664, Inter-American Development Bank, Research Department.
    411. N Bose & M E Haque & D R Osborn, 2003. "Public Expenditure and Growth in Developing Countries: Education is the Key," Centre for Growth and Business Cycle Research Discussion Paper Series 30, Economics, The University of Manchester.
    412. Zaman, Asad & Rousseeuw, Peter J. & Orhan, Mehmet, 2000. "Econometric applications of high-breakdown robust regression techniques," MPRA Paper 41529, University Library of Munich, Germany.
    413. Barry Eichengreen, 2019. "Trade Policy and the Macroeconomy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 4-23, March.
    414. Marian Rizov & Jan Pokrivcak & Pavel Ciaian, 2013. "CAP Subsidies and Productivity of the EU Farms," Journal of Agricultural Economics, Wiley Blackwell, vol. 64(3), pages 537-557, September.
    415. Kim, Soohyung, 2023. "Dual-class share structure and firm risks," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    416. J. Bradford DeLong & Lawrence H. Summers, 1992. "Macroeconomic policy and long-run growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 93-128.
    417. Nurhan Yenturk & Burc Ulengin & Ahmet Cimenoglu, 2009. "An analysis of the interaction among savings, investments and growth in Turkey," Applied Economics, Taylor & Francis Journals, vol. 41(6), pages 739-751.
    418. de Menezes Barboza, Ricardo & Vasconcelos, Gabriel F.R., 2019. "Measuring the aggregate effects of the Brazilian Development Bank on investment," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 223-236.
    419. J. Bradford De Long, "undated". "Very Long-Run Economic Growth, ca. 1870-1990," J. Bradford De Long's Working Papers _110, University of California at Berkeley, Economics Department.
    420. Najeb Masoud & Glenn Hardaker, 2012. "The impact of financial development on economic growth," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 29(3), pages 148-173, July.
    421. Emmanuel Nkoa ONGO & Andrew Wujung VUKENKENG, 2014. "Does gross capital formation matter for economic growth in the CEMAC sub-region?," EuroEconomica, Danubius University of Galati, issue 2(33), pages 79-88, November.
    422. Artelaris, Panagiotis & Arvanitidis, Paschalis & Petrakos, George, 2006. "Theoretical and Methodological Study on Dynamic Growth Regions and Factors Explaining their Growth Performance," Papers DYNREG02, Economic and Social Research Institute (ESRI).
    423. de la Fuente, A., 1995. "The Empirics of Growth and Convergence: A Selective Review," UFAE and IAE Working Papers 294.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    424. John A. List & Haiwen Zhou, 2007. "Internal Increasing Returns to Scale and Economic Growth," NBER Working Papers 12999, National Bureau of Economic Research, Inc.
    425. Delgado Narro, Augusto Ricardo, 2020. "The Process of Convergence among the Japanese Prefectures: 1955 - 2012," MPRA Paper 100361, University Library of Munich, Germany.
    426. Desdoigts, Alain, 1999. "Patterns of Economic Development and the Formation of Clubs," Journal of Economic Growth, Springer, vol. 4(3), pages 305-330, September.
    427. Easterly, William, 1994. "Economic stagnation, fixed factors, and policy thresholds," Journal of Monetary Economics, Elsevier, vol. 33(3), pages 525-557, June.
    428. Huang, Liangxiong & Ma, Minghui & Wang, Xianbin, 2022. "Clan culture and risk-taking of Chinese enterprises," China Economic Review, Elsevier, vol. 72(C).
    429. Correa, Lisa, 2006. "The economic impact of telecommunications diffusion on UK productivity growth," Information Economics and Policy, Elsevier, vol. 18(4), pages 385-404, November.
    430. Elkhan Richard Sadik‐Zada, 2021. "Natural resources, technological progress, and economic modernization," Review of Development Economics, Wiley Blackwell, vol. 25(1), pages 381-404, February.
    431. Audi, Marc & Ali, Amjad, 2019. "The Advancement in Information and Communication Technologies (ICT) and Economic Development: A Panel Analysis," MPRA Paper 93476, University Library of Munich, Germany.
    432. Alfred Greiner, 2012. "Human capital formation, learning by doing and the government in the process of economic growth," Scottish Journal of Political Economy, Scottish Economic Society, vol. 59(1), pages 71-89, February.
    433. Jeffrey A. Frankel & David Romer, 1996. "Trade and Growth: An Empirical Investigation," NBER Working Papers 5476, National Bureau of Economic Research, Inc.
    434. Óscar Afonso, 2001. "The Impact of International Trade on Economic Growth," FEP Working Papers 106, Universidade do Porto, Faculdade de Economia do Porto.
    435. Liao, Hua & Peng, Ying & Wang, Fang-Zhi & Zhang, Tong, 2022. "Understanding energy use growth: The role of investment-GDP ratio," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 15-24.
    436. Meller, Patricio & O'ryan, Raul & Solimano, Andres, 1996. "Growth, equity, and the environment in Chile: Issues and evidence," World Development, Elsevier, vol. 24(2), pages 255-272, February.
    437. Flavio Vilela Vieira & Ana Paula Macedo De Avellar & Michele Polline Verissimo, 2014. "Indústria E Crescimento: Análise Depainel," Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting] 078, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    438. William Easterly & Stanley Fischer, 1994. "The Soviet Economic Decline: Historical and Republican Data," NBER Working Papers 4735, National Bureau of Economic Research, Inc.
    439. Carton, Christine, 2007. "Un modèle de croissance cumulative étendu á l’éducation: une validation empirique pour la région asiatique [A model of cumulative growth extended to education: an empirical assessment for the Asian," MPRA Paper 20549, University Library of Munich, Germany.
    440. Boyan Jovanovic & Rafael Rob, 1997. "Solow vs. Solow: Machine Prices and Development," NBER Working Papers 5871, National Bureau of Economic Research, Inc.
    441. Yi Wen, 2001. "Residential Investment and Economic Growth," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 437-444, November.
    442. Leonard Kukić, 2024. "Technical change and the postwar slowdown in Soviet economic growth in a long run perspective, 1885–2019," Economic History Review, Economic History Society, vol. 77(2), pages 644-674, May.
    443. Wacker, Konstantin M. & Großkurth, Philipp & Lakemann, Tabea, 2014. "Terms of Trade, Foreign Direct Investment, and Development: A Case of Intra-Asian “Kicking Away the Ladder”?," Working Papers on Regional Economic Integration 122, Asian Development Bank.
    444. Thomas A. Garrett & Gary A. Wagner & David C. Wheelock, 2005. "Regional disparities in the spatial correlation of state income growth," Working Papers 2005-061, Federal Reserve Bank of St. Louis.
    445. Sinan Erdogan & Ali Acaravci, 2022. "On the Nexus Between Institutions and Economic Development: An Empirical Analysis for Sub-Saharan African Countries," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 34(4), pages 1857-1892, August.
    446. Choi, Changkyu & Hoon Yi, Myung, 2009. "The effect of the Internet on economic growth: Evidence from cross-country panel data," Economics Letters, Elsevier, vol. 105(1), pages 39-41, October.
    447. Gundlach, Erich, 1996. "Openness and economic growth in developing countries," Kiel Working Papers 749, Kiel Institute for the World Economy (IfW Kiel).
    448. Lewe, Stefan, 2003. "Wachstumseffiziente Unternehmensbesteuerung," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 20042, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    449. Stefano Lucarelli & Daniela Palma & Roberto Romano, 2013. "Quando gli investimenti rappresentano un vincolo. Contributo alla discussione sulla crisi italiana nella crisi internazionale," Moneta e Credito, Economia civile, vol. 66(262), pages 167-203.
    450. Anusha Chari & Peter Blair Henry & Diego Sasson, 2009. "Capital Market Integration and Wages," NBER Working Papers 15204, National Bureau of Economic Research, Inc.
    451. Herrerias, M.J. & Orts, Vicente, 2013. "Capital goods imports and long-run growth: Is the Chinese experience relevant to developing countries?," Journal of Policy Modeling, Elsevier, vol. 35(5), pages 781-797.
    452. Shen, Xieyang & Yang, Sijie & Chen, Yulin & Zeng, Jianyu, 2022. "How does economic policy uncertainty influence managers' learning from peers' stock prices? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
    453. Deng, Hong & Li, You & Lin, Yongjia, 2023. "Green financial policy and corporate risk-taking: Evidence from China," Finance Research Letters, Elsevier, vol. 58(PB).
    454. Christou, Costas, 2001. "Differential Borrowing Constraints and Investment in Human Capital," Journal of Macroeconomics, Elsevier, vol. 23(2), pages 277-295, April.
    455. N. Gregory Mankiw & Matthew Weinzierl, 2004. "Dynamic Scoring: A Back-of-the-Envelope Guide," NBER Working Papers 11000, National Bureau of Economic Research, Inc.
    456. Landon, Stuart & Smith, Constance E., 2007. "The exchange rate and machinery and equipment imports: Identifying the impact of import source and export destination country currency valuation changes," The North American Journal of Economics and Finance, Elsevier, vol. 18(1), pages 3-21, February.
    457. Ye, Longfeng & Robertson, Peter E., 2019. "Hitting the Great Wall: Structural change and China's growth slowdown," China Economic Review, Elsevier, vol. 56(C), pages 1-1.
    458. Mehdi Senouci, 2014. "The endogenous direction of technological change in a discrete-time Ramsey model," Working Papers hal-01206029, HAL.
    459. Peterson, Willis L., 1998. "Monetary Instability And Economic Growth," Bulletins 12980, University of Minnesota, Economic Development Center.
    460. Bartolini, David & Ninka, Eniel & Santolini, Raffaella, 2017. "Tax Decentralisation, Labour productivity and Employment," MPRA Paper 81070, University Library of Munich, Germany.
    461. Farhadi, Minoo, 2015. "Transport infrastructure and long-run economic growth in OECD countries," Transportation Research Part A: Policy and Practice, Elsevier, vol. 74(C), pages 73-90.
    462. Alexandre Aspremont & Simon Ben Arous & Jean-Charles Bricongne & Benjamin Lietti & Baptiste Meunier, 2023. "Satellites Turn “Concrete”: Tracking Cement with Satellite Data and Neural Networks," Working papers 916, Banque de France.
    463. Łukasz Piętak, 2022. "Regional disparities, transmission channels and country's economic growth," Journal of Regional Science, Wiley Blackwell, vol. 62(1), pages 270-306, January.
    464. Adhikari, Tamanna & Whelan, Karl, 2023. "Did raising doing business scores boost GDP?," Journal of Comparative Economics, Elsevier, vol. 51(3), pages 1011-1030.
    465. R, Rekha & M, Suresh Babu, 2022. "Premature deindustrialisation and growth slowdowns in middle-income countries," Structural Change and Economic Dynamics, Elsevier, vol. 62(C), pages 377-389.
    466. Daniels, Peter L., 1996. "Technology investment and growth in economic welfare," World Development, Elsevier, vol. 24(7), pages 1243-1266, July.
    467. Konstantin M. Wacker & Philipp Grosskurth & Tabea Lakemann, 2016. "Foreign Direct Investment, Terms of Trade, and Quality Upgrading: What Is So Special about South Asia?," Asian Development Review, MIT Press, vol. 33(1), pages 28-55, March.
    468. Steven Bond‐Smith, 2019. "The Decades‐Long Dispute Over Scale Effects In The Theory Of Economic Growth," Journal of Economic Surveys, Wiley Blackwell, vol. 33(5), pages 1359-1388, December.
    469. Tamai, Toshiki, 2014. "Public capital, deficit financing, and economic growth in a stochastic economy," Journal of Macroeconomics, Elsevier, vol. 42(C), pages 14-26.
    470. James Ang, 2009. "Foreign direct investment and its impact on the Thai economy: the role of financial development," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 33(3), pages 316-323, July.
    471. Rajendra R. Vaidya, 2013. "India," Chapters, in: Hal Hill & Maria Socorro Gochoco-Bautista (ed.), Asia Rising, chapter 10, pages 285-312, Edward Elgar Publishing.
    472. Giovanni Bonifati, 2002. "Produzione, investimenti e produttivitˆ. Rendimenti crescenti e cambiamento strutturale nellÕindustria manifatturiera americana (1960-1994)," Moneta e Credito, Economia civile, vol. 55(217), pages 19-54.
    473. Gregory Clark & Robert Feenstra, 2001. "Technology in the Great Divergence," NBER Working Papers 8596, National Bureau of Economic Research, Inc.
    474. Dominick Bartelme & Andrei Levchenko & Ting Lan, 2019. "Specialization, Market Access and Medium-Term Growth," 2019 Meeting Papers 999, Society for Economic Dynamics.
    475. Clague, Christopher & Keefer, Philip & Knack, Stephen & Olson, Mancur, 1999. "Contract-Intensive Money: Contract Enforcement, Property Rights, and Economic Performance," Journal of Economic Growth, Springer, vol. 4(2), pages 185-211, June.
    476. Jakob B. Madsen & Antonio Minniti & Francesco Venturini, 2021. "The long-run investment effect of taxation in OECD countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 527, National Institute of Economic and Social Research.
    477. Tiago Neves Sequeira, 2002. "The "Iberian Tigers" versus The "Celtic Tiger": Economic Growth Paths in an Economic History perspective," Nova SBE Working Paper Series wp416, Universidade Nova de Lisboa, Nova School of Business and Economics.
    478. John F. Helliwell, 1992. "Trade and Technical Progress," NBER Working Papers 4226, National Bureau of Economic Research, Inc.
    479. Bjarne Jensen & Mogens Larsen, 2005. "General equilibrium dynamics of multi-sector growth models," Journal of Economics, Springer, vol. 86(1), pages 17-56, December.
    480. Liqian Cai & Tapabrata Maiti, 2020. "Variable selection and estimation for high‐dimensional spatial autoregressive models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(2), pages 587-607, June.
    481. Leonard Kukić, 2021. "The Nature Of Technological Failure: Patterns Of Biased Technical Change In Socialist Europe," Journal of Economic Surveys, Wiley Blackwell, vol. 35(3), pages 895-925, July.
    482. Jiang, Kangqi & Chen, Zhongfei & Rughoo, Aarti & Zhou, Mengling, 2022. "Internet finance and corporate investment: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
    483. Bjarne S. Jensen & Martin Richter, 2008. "Stochastic One-Sector and Two-Sector Growth Models in Continuous Time," DEGIT Conference Papers c013_035, DEGIT, Dynamics, Economic Growth, and International Trade.
    484. Bjarne Jensen & Mogens Larsen, 2005. "General equilibrium dynamics of multi-sector growth models," Journal of Economics, Springer, vol. 10(1), pages 17-56, December.
    485. Alfaro, Laura & Hammel, Eliza, 2007. "Capital flows and capital goods," Journal of International Economics, Elsevier, vol. 72(1), pages 128-150, May.
    486. Zhang, Jie & Zhang, Junsen & Lee, Ronald, 2003. "Rising longevity, education, savings, and growth," Journal of Development Economics, Elsevier, vol. 70(1), pages 83-101, February.
    487. Sharon J. Erenburg, "undated". "Linking Public Capital to Economic Performance, Public Capital: The Missing Link Between Investment and Economic Growth ," Economics Public Policy Brief Archive 14, Levy Economics Institute.
    488. Gilles Duranton, 1997. "La nouvelle économie géographique : agglomération et dispersion," Économie et Prévision, Programme National Persée, vol. 131(5), pages 1-24.
    489. Alan M. Taylor, 1999. "Latin America and Foreign Capital in the Twentieth Century: Economics, Politics, and Institutional Change," NBER Working Papers 7394, National Bureau of Economic Research, Inc.
    490. Butkus Mindaugas & Matuzevičiūtė Kristina, 2016. "Evaluation of Eu Cohesion Policy Impact on Regional Convergence: Do Culture Differences Matter?," Economics and Culture, Sciendo, vol. 13(1), pages 41-52, June.
    491. Singh, Prakarsh, 2011. "Impact of terrorism on investment decisions of farmers: evidence from the Punjab insurgency," MPRA Paper 33328, University Library of Munich, Germany.
    492. Brown, Craig O., 2020. "Economic leadership and growth," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 298-333.
    493. Sebastian George, ENE & Danut, CHILAREZ, 2015. "The Influence Of Government Spending, Financial, Monetary And Fiscal Policies On The Gdp. Comparative Analysis Romania – Lithuania," Management Strategies Journal, Constantin Brancoveanu University, vol. 29(3), pages 6-15.
    494. Gustavsson, Patrik & Poldahl, Andreas, 2003. "Determinants of Firm R&D: Evidence from Swedish Firm Level Data," Working Paper Series 190, Trade Union Institute for Economic Research.
    495. Naito, Takumi, 2006. "Growth, revenue, and welfare effects of tariff and tax reform: Win-win-win strategies," Journal of Public Economics, Elsevier, vol. 90(6-7), pages 1263-1280, August.
    496. A. Affuso, 2007. "Credit rationing and real assets: evidence from Italian panel data," Economics Department Working Papers 2007-EP09, Department of Economics, Parma University (Italy).
    497. Sanjeev Dewan & Kenneth L. Kraemer, 2000. "Information Technology and Productivity: Evidence from Country-Level Data," Management Science, INFORMS, vol. 46(4), pages 548-562, April.
    498. GC. Rodrigo, 2000. "East Asia's growth: technology or accumulation?," Contemporary Economic Policy, Western Economic Association International, vol. 18(2), pages 215-227, April.
    499. Dominika Kuberska & Mariola Grzybowska-Brzezinska & Agnieszka Brelik, 2020. "Shaping Competitiveness Through Policy: The Case of the Organic Food Market," European Research Studies Journal, European Research Studies Journal, vol. 0(4), pages 1334-1354.
    500. Kimlong Chheng, 2005. "How Do Economic Freedom and Investment Affect Economic Growth?," Macroeconomics 0509021, University Library of Munich, Germany.
    501. Mauricio Cárdenas & Adriana Pontón C., 1993. "Crecimiento del PIB departamental en Colombia: 1950 - 1989," Coyuntura Social 13245, Fedesarrollo.
    502. Samatas, Andreas & Makrominas, Michalis & Moro, Andrea, 2019. "Financial intermediation, capital composition and income stagnation: The case of Europe," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 273-289.
    503. Mountford, A.W., 1994. "Trade dynamics and endogenous growth : An overlapping generations model," Other publications TiSEM 5fb91b46-1016-49c0-884e-2, Tilburg University, School of Economics and Management.
    504. Pei Wang & Cong Dong & Nan Chen & Ming Qi & Shucheng Yang & Amuji Bridget Nnenna & Wenxin Li, 2021. "Environmental Regulation, Government Subsidies, and Green Technology Innovation—A Provincial Panel Data Analysis from China," IJERPH, MDPI, vol. 18(22), pages 1-19, November.
    505. Temple, Jonathan, 1998. "Initial Conditions, Social Capital and Growth in Africa," Journal of African Economies, Centre for the Study of African Economies, vol. 7(3), pages 309-347, October.
    506. Khanna, Rupika & Sharma, Chandan, 2021. "Do technological investments promote manufacturing productivity? A firm-level analysis for India," Economic Modelling, Elsevier, vol. 105(C).
    507. Sebastian Edwards, 1995. "Why are Saving Rates so Different Across Countries?: An International Comparative Analysis," NBER Working Papers 5097, National Bureau of Economic Research, Inc.
    508. Fisher, Eric O'N., 1995. "Growth, trade, and international transfers," Journal of International Economics, Elsevier, vol. 39(1-2), pages 143-158, August.
    509. Juan Ricardo Perilla Jimenez, 2019. "Mainstream and evolutionary views of technology, economic growth and catching up," Journal of Evolutionary Economics, Springer, vol. 29(3), pages 823-852, July.
    510. Sabri Boubaker & Pascal Nguyen & Wael Rouatbi, 2016. "Multiple Large Shareholders and Corporate Risk†taking: Evidence from French Family Firms," European Financial Management, European Financial Management Association, vol. 22(4), pages 697-745, September.
    511. Greiner, Alfred & Semmler, Willi, 2002. "Externalities of investment, education and economic growth," Economic Modelling, Elsevier, vol. 19(5), pages 709-724, November.
    512. Muhamadu Awal Kindzeka Wirajing & Tii N. Nchofoung & Felix Mejame Etape, 2023. "Revisiting the human capital–economic growth nexus in Africa," SN Business & Economics, Springer, vol. 3(7), pages 1-29, July.
    513. Osvaldo Lagares, 2016. "Capital, Economic Growth and Relative Income Differences in Latin America," Discussion Papers 16/03, Department of Economics, University of York.
    514. Hafsa Hina, 2021. "Why do We Have Less Investment than China and India?," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 60(2), pages 213-224.
    515. Mushtaq Ahmad Malik & Tariq Masood, 2022. "Dynamics of Output Growth and Convergence in the Middle East and North African Countries: Heterogeneous Panel ARDL Approach," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 13(2), pages 1444-1469, June.
    516. Bakari, Sayef, 2022. "The Nexus between Domestic Investment and Economic Growth in Developed Countries: Do Exports matter?," MPRA Paper 114394, University Library of Munich, Germany.
    517. Lindmark, Magnus & Andersson, Lars Fredrik, 2014. "Where Was the Wealth of the Nation? Measuring Swedish Capital for the 19th and 20th Centuries," CERE Working Papers 2014:1, CERE - the Center for Environmental and Resource Economics.
    518. Suto, Isao & James, John A., 1999. "Savings and early economic growth in the United States and Japan," Japan and the World Economy, Elsevier, vol. 11(2), pages 161-183, April.
    519. Biman Chand Prasad, 2008. "Institutions, good governance and economic growth in the Pacific Island countries," International Journal of Social Economics, Emerald Group Publishing Limited, vol. 35(12), pages 904-918, October.
    520. Thomas Karier, 1999. "Business Tax Incentives and Investment," Macroeconomics 9907001, University Library of Munich, Germany.
    521. Stanley Fischer, 1992. "Macroeconomic Stability and Growth," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 171-186.
    522. Thomas Garrett & Gary Wagner & David Wheelock, 2007. "Regional disparities in the spatial correlation of state income growth, 1977–2002," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(3), pages 601-618, September.
    523. Martin Falk & Fabian Unterlass, 2006. "Teilstudie 1: Determinanten des Wirtschaftswachstums im OECD-Raum," WIFO Studies, WIFO, number 27440.
    524. Horst Hanusch & Lekha Chakraborty & Swati Khurana, 2016. "Public Expenditures, Innovation and Economic Growth: Empirical Evidence from G20 Countries," Discussion Paper Series 329, Universitaet Augsburg, Institute for Economics.
    525. Arnab Bhattacharjee & Eduardo Castro & Chris Jensen-Butler, 2009. "Regional variation in productivity: a study of the Danish economy," Journal of Productivity Analysis, Springer, vol. 31(3), pages 195-212, June.
    526. Leonor Coutinho, 2012. "Determinants of Growth and Inflation in Southern Mediterranean Countries," CASE Network Studies and Analyses 436, CASE-Center for Social and Economic Research.
    527. Stuart John Barton, 2016. "Policy Signals and Market Responses," Palgrave Studies in the History of Finance, Palgrave Macmillan, number 978-1-137-39098-1.
    528. José Manuel González-Páramo & Diego Martínez López, "undated". "Public Investment and Convergence in the Spanish Regions," Studies on the Spanish Economy 112, FEDEA.
    529. Edward V. Regan, "undated". "Infrastructure Investment for Tomorrow, A Financing Plan to Eliminate the Deferred Maintenance on the Nation's Roads," Economics Public Policy Brief Archive ppb_16, Levy Economics Institute.
    530. Weatherspoon, Dave D. & Seale, James L., Jr. & Moss, Charles B., 2003. "Extending Theil's Inequality Index: Addressing Dynamic Convergence in the OECD," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(Supplemen), pages 1-12.
    531. Patricio Rojas & Vittorio Corbo, 1992. "Crecimiento Económico de América Latina," Latin American Journal of Economics-formerly Cuadernos de Economía, Instituto de Economía. Pontificia Universidad Católica de Chile., vol. 29(87), pages 265-294.
    532. Saungweme, Talknice & Odhiambo, Nicholas M, 2019. "Causality between public debt, public debt service and economic growth: Evidence from South Africa," Working Papers 25745, University of South Africa, Department of Economics.
    533. Peter Henry & Diego Sasson, "undated". "Capital Market Integration and Wages," Discussion Papers 08-028, Stanford Institute for Economic Policy Research.
    534. Rafael Di Tella & Alberto Ades, 1999. "Rents, Competition, and Corruption," American Economic Review, American Economic Association, vol. 89(4), pages 982-993, September.
    535. Ricardo de Avillez, 2011. "A Detailed Analysis of the Productivity Performance of the Canadian Primary Agriculture Sector," CSLS Research Reports 2011-06, Centre for the Study of Living Standards.
    536. Daniel Poon, 2014. "China’s Development Trajectory: A Strategic Opening for Industrial Policy in the South," UNCTAD Discussion Papers 218, United Nations Conference on Trade and Development.
    537. Sofronis Clerides, 2014. "The Collapse of the Cypriot Banking System: A Bird’s Eye View," Cyprus Economic Policy Review, University of Cyprus, Economics Research Centre, vol. 8(2), pages 3-35, December.
    538. Aweng Peter Majok Garang & Hatice Erkekoglu, 2021. "Convergence Triggers in Africa: Evidence from Convergence Clubs and Panel Models," South African Journal of Economics, Economic Society of South Africa, vol. 89(2), pages 218-245, June.
    539. Huggett, Mark & Ospina, Sandra, 2001. "Does productivity growth fall after the adoption of new technology?," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 173-195, August.
    540. King, Robert G. & Levine, Ross, 1992. "Financial indicators and growth in a cross section of countries," Policy Research Working Paper Series 819, The World Bank.
    541. Mohammed Dore & Roelof Makken & Erik Eastman, 2013. "The Monetary Transmission Mechanism, Non-residential Fixed Investment and Housing," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(3), pages 215-224, September.
    542. Mark Rogers, 2003. "A Survey of Economic Growth," The Economic Record, The Economic Society of Australia, vol. 79(244), pages 112-135, March.
    543. Petrakos, George & Dimitris, Kallioras & Ageliki, Anagnostou, 2007. "A Generalized Model of Regional Economic Growth in the European Union," Papers DYNREG12, Economic and Social Research Institute (ESRI).
    544. Kirschenmann, Karolin & Malinen, Tuomas & Nyberg, Henri, 2016. "The risk of financial crises: Is there a role for income inequality?," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 161-180.
    545. Rensman, Marieke, 1996. "Economic growth and technological change in the long run : a survey of theoretical and empirical literature," Research Report 96C10, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    546. Claude Diebolt & Tapas Mishra & Bazoumana Ouattara & Mamata Parhi, 2010. "Does democratic distance matter for cross-country growth interdependence?," Working Papers 10-12, Association Française de Cliométrie (AFC).
    547. Matthew T. Gustafson & Jason D. Kotter, 2023. "Higher Minimum Wages Reduce Capital Expenditures," Management Science, INFORMS, vol. 69(5), pages 2933-2953, May.
    548. Sophia P. Dimelis & Sotiris K. Papaioannou, 2011. "Technical Efficiency and the Role of ICT: A Comparison of Developed and Developing Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 40-53, July.
    549. Jones, Charles I, 1995. "R&D-Based Models of Economic Growth," Journal of Political Economy, University of Chicago Press, vol. 103(4), pages 759-784, August.
    550. Karvonen, Minna-Maari, 2001. "Natural versus manufactured capital: win-lose or win-win? A case study of the Finnish pulp and paper industry," Ecological Economics, Elsevier, vol. 37(1), pages 71-85, April.
    551. Stephen D. Oliner & Daniel E. Sichel, 1994. "Computers and Output Growth Revisited: How Big Is the Puzzle?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(2), pages 273-334.
    552. Maiju Perälä, 2003. "Persistence of Underdevelopment: Does the Type of Natural Resource Endowment Matter?," WIDER Working Paper Series DP2003-37, World Institute for Development Economic Research (UNU-WIDER).
    553. Irina-Elena GENTIMIR, 2015. "In The Globalization Era, Which Are The Determinants Of Growth?," CES Working Papers, Centre for European Studies, Alexandru Ioan Cuza University, vol. 7(1), pages 60-79, March.
    554. Matthew Higgins & Jeffrey G. Williamson, 1996. "Asian Demography and Foreign Capital Dependence," NBER Working Papers 5560, National Bureau of Economic Research, Inc.
    555. Sengupta, Jati K. & Okamura, Kumiko, 1996. "Learning by doing and openness in Japanese growth: A new approach," Japan and the World Economy, Elsevier, vol. 8(1), pages 43-64, March.
    556. Hong, Pingfan & Li, Hung-Yi, 2017. "Avoiding pitfalls in China’s transition of its growth model," Journal of Policy Modeling, Elsevier, vol. 39(4), pages 712-728.
    557. Thomas Edward Flores & Irfan Nooruddin, 2009. "Democracy under the Gun Understanding Postconflict Economic Recovery," Journal of Conflict Resolution, Peace Science Society (International), vol. 53(1), pages 3-29, February.
    558. Steven M. Sheffrin & Robert K. Triest, 1995. "A new approach to causality and economic growth," Working Papers 95-12, Federal Reserve Bank of Boston.
    559. Lucas Bretschger, 2001. "Labor Supply, Migration, and Long-Term Development," Open Economies Review, Springer, vol. 12(1), pages 5-27, January.
    560. Toh, Mun Heng & Ng, Wai Choong, 2002. "Efficiency of investments in Asian economies: has Singapore over-invested," Journal of Asian Economics, Elsevier, vol. 13(1), pages 52-71.
    561. Daniel Kaffine & Graham A. Davis, 2013. "A simple Monte Carlo approach to examine sample robustness in growth regressions," Working Papers 2013-04, Colorado School of Mines, Division of Economics and Business.
    562. Alan M. Taylor, 1995. "Growth and Convergence in the Asia-Pacific Region: On the Role of Openness, Trade and Migration," NBER Working Papers 5276, National Bureau of Economic Research, Inc.
    563. Sedgley, Norman & Elmslie, Bruce, 2010. "Reinterpreting the Jones critique: A time series approach to testing and understanding idea driven growth models with transitional dynamics," Journal of Macroeconomics, Elsevier, vol. 32(1), pages 103-117, March.
    564. Erenburg, S. J. & Wohar, Mark E., 1995. "Public and private investment: Are there causal linkages?," Journal of Macroeconomics, Elsevier, vol. 17(1), pages 1-30.
    565. Steve Dowrick, 2002. "G-20 Comparisons of Incomes and Prices: What can we Learn from the International Comparison Program?," RBA Annual Conference Volume (Discontinued), in: David Gruen & Terry O'Brien & Jeremy Lawson (ed.),Globalisation, Living Standards and Inequality: Recent Progress and Continuing Challenges, Reserve Bank of Australia.
    566. Juan José Echavarría & Mauricio Villamizar & colaboración Juanita González, 2006. "El Proceso Colombiano de Desindustrialización," Borradores de Economia 361, Banco de la Republica de Colombia.
    567. Edwards, Sebastian, 1996. "Why are Latin America's savings rates so low? An international comparative analysis," Journal of Development Economics, Elsevier, vol. 51(1), pages 5-44, October.
    568. J. Bradford De Long & Lawrence H. Summers, "undated". "Equipment Investment and Economic Growth: How Robust Is the Nexus?," J. Bradford De Long's Working Papers _114, University of California at Berkeley, Economics Department.
    569. Andrew Bernard & Márcio Gomes Pinto Garcia, 1997. "Public and private provision of infrastructure and economic development," Textos para discussão 375, Department of Economics PUC-Rio (Brazil).
    570. Laurence H. Meyer & Joel L. Prakken & Chris P. Varvares, 1993. "Policy Watch: Designing an Effective Investment Tax Credit," Journal of Economic Perspectives, American Economic Association, vol. 7(2), pages 189-196, Spring.
    571. Li, Hong, 2000. "Testing effects of openness in the process of China's economic growth during 1978-1995," Economics Discussion Papers 2000-1, School of Economics, Kingston University London.
    572. Keefer, Philip & Knack, Stephen, 2002. "Boondoogles and expropriation : rent-sseking and policy distortion when property rights are insecure," Policy Research Working Paper Series 2910, The World Bank.
    573. Hyeongtae Cho & SungMan Yoon, 2023. "Do Governmental Tax Reliefs for Investment Lead to Investment Efficiency and Sustainability for SMEs? Evidence From South Korea," SAGE Open, , vol. 13(1), pages 21582440231, February.
    574. Amer Bisat, 1997. "Growth, Investment, and Savings in the Arab Economies," IMF Working Papers 1997/085, International Monetary Fund.
    575. Richard, Patrick, 2019. "Residual bootstrap tests in linear models with many regressors," Journal of Econometrics, Elsevier, vol. 208(2), pages 367-394.
    576. Collard, Fabrice & Dellas, Harris, 1999. "Cyclical Risk, Sectoral Allocations and Growth," Journal of Macroeconomics, Elsevier, vol. 21(1), pages 125-134, January.
    577. Artelaris, Panagiotis & Arvanitidis, Paschalis & Petrakos, George, 2007. "Explaining Knowledge-Based Economic Dynamism in a Global Scale," Papers DYNREG05, Economic and Social Research Institute (ESRI).
    578. Papyrakis, Elissaios & Gerlagh, Reyer, 2007. "Resource abundance and economic growth in the United States," European Economic Review, Elsevier, vol. 51(4), pages 1011-1039, May.
    579. Kukic, Leonard, 2021. "Technical change and the postwar slowdown in Soviet economic growth," IFCS - Working Papers in Economic History.WH 33259, Universidad Carlos III de Madrid. Instituto Figuerola.
    580. Madsen, Jakob B., 2002. "The causality between investment and economic growth," Economics Letters, Elsevier, vol. 74(2), pages 157-163, January.
    581. Daria Ciriaci & Sandro Montresor & Daniela Palma, 2013. "Do KIBS make manufacturing more innovative? An empirical investigation for four European countries," JRC Working Papers on Corporate R&D and Innovation 2013-04, Joint Research Centre.
    582. Kulshreshtha, Mudit & Parikh, Jyoti K., 2001. "A study of productivity in the Indian coal sector," Energy Policy, Elsevier, vol. 29(9), pages 701-713, July.
    583. Min, Feng & Wen, Fenghua & Wang, Xiong, 2022. "Measuring the effects of monetary and fiscal policy shocks on domestic investment in China," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 395-412.

  13. J. Bradford De Long, 1990. ""Liquidation" Cycles: Old-Fashioned Real Business Cycle Theory and the Great Depression," NBER Working Papers 3546, National Bureau of Economic Research, Inc.

    Cited by:

    1. Caballero, R-J & Hammour, M-L, 1996. "The Macroeconomics of Specificity," Working papers 96-25, Massachusetts Institute of Technology (MIT), Department of Economics.
    2. Ricardo Caballero & Muhamad Hammour, 1999. "The Cost of Recessions Revisited: A Reverse-Liquidationist View," Working papers 99-22, Massachusetts Institute of Technology (MIT), Department of Economics.
    3. Mauro Boianovsky & Hans-Michael Trautwein, 2010. "Schumpeter on unemployment," Journal of Evolutionary Economics, Springer, vol. 20(2), pages 233-263, April.
    4. Matthew Rognlie & Andrei Shleifer & Alp Simsek, 2014. "Investment Hangover and the Great Recession," NBER Working Papers 20569, National Bureau of Economic Research, Inc.
    5. Piekkola, Hannu & Böckerman, Petri, 2002. "On Whom Falls the Burden of Restructuring? Evidence from Finland," Discussion Papers 714, The Research Institute of the Finnish Economy.
    6. Carlos Carreira & Paulino Teixeira, 2008. "Internal and external restructuring over the cycle: a firm-based analysis of gross flows and productivity growth in Portugal," Journal of Productivity Analysis, Springer, vol. 29(3), pages 211-220, June.
    7. Vipin P. Veetil, 2021. "The pausing view of unemployment," Evolutionary and Institutional Economics Review, Springer, vol. 18(2), pages 435-446, September.
    8. Daniel Kuehn, 2011. "A critique of Powell, Woods, and Murphy on the 1920–1921 depression," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 24(3), pages 273-291, September.
    9. Caballero, Ricardo J & Hammour, Mohamad L, 1994. "The Cleansing Effect of Recessions," American Economic Review, American Economic Association, vol. 84(5), pages 1350-1368, December.
    10. Marcello Estevão & Tiago Severo, 2014. "Shocks, financial dependence and efficiency: Evidence from U.S. and Canadian industries," Canadian Journal of Economics, Canadian Economics Association, vol. 47(2), pages 442-465, May.
    11. Barry Eichengreen, 2004. "Viewpoint: Understanding the Great Depression," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 37(1), pages 1-27, February.
    12. Eichengreen, Barry, 1991. "Designing a Central Bank for Europe: A Cautionary Tale from the Early Years of the Federal Reserve System," CEPR Discussion Papers 585, C.E.P.R. Discussion Papers.
    13. Free Huizinga & Peter Broer, 2004. "Wage moderation and labour productivity," CPB Discussion Paper 28, CPB Netherlands Bureau for Economic Policy Analysis.
    14. Huovinen, Pasi & Piekkola, Hannu, 2001. "Unemployment and Early Retirements of the Aged Workers in Finland," Discussion Papers 750, The Research Institute of the Finnish Economy.
    15. Ricardo J. Caballero & Mohamad L. Hammour, 2001. "Creative Destruction and Development : Institutions, Crises and Restructuring," DELTA Working Papers 2001-04, DELTA (Ecole normale supérieure).
    16. Ben S. Bernanke, 2013. "A Century of US Central Banking: Goals, Frameworks, Accountability," Journal of Economic Perspectives, American Economic Association, vol. 27(4), pages 3-16, Fall.
    17. Barry Eichengreen, 2002. "Still Fettered After All These Years," NBER Working Papers 9276, National Bureau of Economic Research, Inc.

  14. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc.

    Cited by:

    1. Randall Morck & Andrei Shleifer & Robert W. Vishny, 1990. "The Stock Market and Investment: Is the Market a Sideshow?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 21(2), pages 157-216.
    2. Georgakopoulos, Nicholas L., 1996. "Why should disclosure rules subsidize informed traders?," International Review of Law and Economics, Elsevier, vol. 16(4), pages 417-431, December.
    3. John Simon, 2003. "Three Australian Asset-price Bubbles," RBA Annual Conference Volume (Discontinued), in: Anthony Richards & Tim Robinson (ed.),Asset Prices and Monetary Policy, Reserve Bank of Australia.
    4. Morck, Randall & Shleifer, Andrei & Vishny, Robert W, 1990. "The Stock Market Investments: Is the Market a Sideshow?," Scholarly Articles 30747157, Harvard University Department of Economics.

  15. J. Bradford De Long, 1990. "Did J.P. Morgan's Men Add Value? A Historical Perspective on Financial Capitalism," NBER Working Papers 3426, National Bureau of Economic Research, Inc.

    Cited by:

    1. Giacinta Cestone, 1999. "Corporate Financing and Product Market Competition: An Overview," CSEF Working Papers 18, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
    2. Giacinta Cestone & Lucy White, "undated". "Anti-Competitive Financial Contracting: The Design Of Financial Claims," UFAE and IAE Working Papers 453.00, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    3. Jagannathan, Murali & Jiao, Wei & Krishnamurthy, Srinivasan, 2020. "Missing them yet? Investment banker directors in the 21st century," Journal of Corporate Finance, Elsevier, vol. 60(C).
    4. Marc Flandreau & Norbert Gaillard & Ugo Panizza, 2009. "Conflicts of Interest, Reputation and the Interwar Debt Crisis: Banksters or Bad Luck?," IHEID Working Papers 02-2010, Economics Section, The Graduate Institute of International Studies, revised Feb 2010.

  16. Robert B. Barsky & J. Bradford De Long, 1989. "Bull and Bear Markets in the Twentieth Century," NBER Working Papers 3171, National Bureau of Economic Research, Inc.

    Cited by:

    1. Ahmed, Ehsan & Koppl, Roger & Rosser, J. Jr. & White, Mark V., 1997. "Complex bubble persistence in closed-end country funds," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 19-37, January.
    2. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc.
    3. Farzan Soleymani & Eric Paquet, 2021. "Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket," Papers 2105.08664, arXiv.org.
    4. Mele, Antonio, 2004. "General properties of rational stock-market fluctuations," LSE Research Online Documents on Economics 24701, London School of Economics and Political Science, LSE Library.
    5. Richard Ablin, 1994. "Exchange Rate Systems, Incomes Policy and Stabilization Some Short and Long-Run Considerations," Bank of Israel Working Papers 1994.01, Bank of Israel.
    6. Filip Abraham & Hilde Leliaert, 1991. "Foreign dependence of individual stock prices: The role of aggregate product market developments," Open Economies Review, Springer, vol. 2(1), pages 1-26, February.
    7. J. Bradford De Long & Andrei Shleifer, "undated". "The Stock Market Bubble of 1929: Evidence from Closed-End Funds," J. Bradford De Long's Working Papers _120, University of California at Berkeley, Economics Department.
    8. J. Bradford De Long & Marco Becht, 1992. ""Excess Volatility" and the German Stock Market, 1876-1990," NBER Working Papers 4054, National Bureau of Economic Research, Inc.
    9. Robert B. Barsky & J. Bradford De Long, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(2), pages 291-311.
    10. Nathan S. Balke & Mark E. Wohar, 2000. "Low frequency movements in stock prices: a state space decomposition," Working Papers 0001, Federal Reserve Bank of Dallas.
    11. Romer, David, 1993. "Rational Asset-Price Movements without News," American Economic Review, American Economic Association, vol. 83(5), pages 1112-1130, December.
    12. J. Bradford De Long & Richard Grossman, 1992. "Excess Volatility on the London Stock Market, 1870-1990," J. Bradford De Long's Working Papers _133, University of California at Berkeley, Economics Department.
    13. Rappoport, Peter & White, Eugene N., 1993. "Was There a Bubble in the 1929 Stock Market?," The Journal of Economic History, Cambridge University Press, vol. 53(3), pages 549-574, September.
    14. Candelon, B. & Metiu, N., 2009. "Testing for exceptional bulls and bears: a non-parametric perspective," Research Memorandum 017, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
    15. J. Bradford De Long & Marco Becht, 1995. ""Excess Volatility" and the German Stock Market, 1870-1990," Economic History 9509002, University Library of Munich, Germany.
    16. Zeira, Joseph, 1993. "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers 823, C.E.P.R. Discussion Papers.
    17. De Long, J. Bradford & Shleifer, Andrei, 1991. "The stock market bubble of 1929: evidence from clsoed-end mutual funds," The Journal of Economic History, Cambridge University Press, vol. 51(3), pages 675-700, September.
    18. Michele Bagella & Rocco Ciciretti, 2009. "Financial markets and the post-crisis scenario," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 56(3), pages 215-225, September.
    19. Kaliva, Kasimir & Koskinen, Lasse, 2008. "Stock market bubbles, inflation and investment risk," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 592-603, June.

  17. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1989. "Positive Feedback Investment Strategies and Destabilizing Rational Speculation," NBER Working Papers 2880, National Bureau of Economic Research, Inc.

    Cited by:

    1. Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019. "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-26.
    2. Polk, Christopher & Lou, Dong & Huang, Shiyang, 2016. "The Booms and Busts of Beta Arbitrage," CEPR Discussion Papers 11531, C.E.P.R. Discussion Papers.
    3. Harrison Hong & Terence Lim & Jeremy C. Stein, 1998. "Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies," NBER Working Papers 6553, National Bureau of Economic Research, Inc.
    4. R. Andergassen, 2003. "Rational destabilising speculation and the riding of bubbles," Working Papers 475, Dipartimento Scienze Economiche, Universita' di Bologna.
    5. Shin'ichi Hirota & Shyam Sunder, 2002. "Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets," Yale School of Management Working Papers amz2616, Yale School of Management, revised 01 Feb 2007.
    6. Gunther Maier & Shanaka Herath, 2009. "Real Estate Market Efficiency: A Survey of Literature," SRE-Disc sre-disc-2009_07, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
    7. Onofrio Panzarino, 2023. "Investor behavior under market stress:evidence from the Italian sovereign bond market," Temi di discussione (Economic working papers) 33, Bank of Italy, Economic Research and International Relations Area.
    8. Fabrice Rousseau & Herve Boco & Laurent Germain, 2020. "When Overconfident Traders Meet Feedback Traders - Updated from 2016," Economics Department Working Paper Series n270-16.pdf, Department of Economics, National University of Ireland - Maynooth.
    9. Shang-Jin Wei & Jungshik Kim, 1997. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers 6256, National Bureau of Economic Research, Inc.
    10. Turan G. Bali & Andriy Bodnaruk & Anna Scherbina & Yi Tang, 2018. "Unusual News Flow and the Cross Section of Stock Returns," Management Science, INFORMS, vol. 64(9), pages 4137-4155, September.
    11. Dewandaru, Ginanjar & Masih, Rumi & Bacha, Obiyathulla Ismath & Masih, A. Mansur. M., 2015. "Developing trading strategies based on fractal finance: An application of MF-DFA in the context of Islamic equities," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 223-235.
    12. Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023. "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, vol. 83(C).
    13. Andreas Fuster & Benjamin Hebert & David Laibson, 2011. "Natural Expectations, Macroeconomic Dynamics, and Asset Pricing," NBER Working Papers 17301, National Bureau of Economic Research, Inc.
    14. Lakonishok, Josef & Shleifer, Andrei & Vishny, Robert W., 1992. "The impact of institutional trading on stock prices," Scholarly Articles 27692662, Harvard University Department of Economics.
    15. Byomakesh Debata & Jitendra Mahakud, 2018. "Economic policy uncertainty and stock market liquidity," Journal of Financial Economic Policy, Emerald Group Publishing Limited, vol. 10(1), pages 112-135, April.
    16. Dayong Zhang & David Dickinson & Marco R. Barassi, 2006. "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006 272100108, EcoMod.
    17. Solomon Y. Deku & Alper Kara & Artur Semeyutin, 2021. "The predictive strength of MBS yield spreads during asset bubbles," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 111-142, January.
    18. Adrian, Tobias, 2009. "Inference, arbitrage, and asset price volatility," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 49-64, January.
    19. Christopher L. Gilbert, 2010. "How to Understand High Food Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 61(2), pages 398-425, June.
    20. Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
    21. Guerdjikova, Ani, 2006. "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers 06-13, Cornell University, Center for Analytic Economics.
    22. Kaustia, Markku & Lehtoranta, Antti & Puttonen, Vesa, 2013. "Does sophistication affect long-term return expectations? Evidence from financial advisers' exam scores," SAFE Working Paper Series 3, Leibniz Institute for Financial Research SAFE.
    23. Alex Chinco, 2023. "The Ex Ante Likelihood of Bubbles," Management Science, INFORMS, vol. 69(2), pages 1222-1244, February.
    24. Hirshleifer, David & Li, Jun & Yu, Jianfeng, 2015. "Asset pricing in production economies with extrapolative expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 87-106.
    25. Hsin, Chin-Wen & Guo, Wen-Chung & Tseng, Seng-Su & Luo, Wen-Chih, 2003. "The impact of speculative trading on stock return volatility: the evidence from Taiwan," Global Finance Journal, Elsevier, vol. 14(3), pages 243-270, December.
    26. Tay, Nicholas S. P. & Linn, Scott C., 2001. "Fuzzy inductive reasoning, expectation formation and the behavior of security prices," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 321-361, March.
    27. Naik, Pramod Kumar & Padhi, Puja, 2014. "An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns," MPRA Paper 57723, University Library of Munich, Germany.
    28. Duffy, John & Rabanal, Jean Paul & Rud, Olga A., 2021. "The impact of ETFs in secondary asset markets: Experimental evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 674-696.
    29. Zhang, Jinhua & Mao, Rui & Wang, Jieyu & Xing, Mengying, 2021. "The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    30. Leonardo Becchetti & Massimo Ferrari, 2013. "The impact of the French Tobin tax," Econometica Working Papers wp47, Econometica.
    31. B. Craven & Sardar Islam, 2008. "A model for stock market returns: non-Gaussian fluctuations and financial factors," Review of Quantitative Finance and Accounting, Springer, vol. 30(4), pages 355-370, May.
    32. Roger M. Edelen & Jerold B. Warner, "undated". "Aggregate Prixe Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns," Rodney L. White Center for Financial Research Working Papers 26-99, Wharton School Rodney L. White Center for Financial Research.
    33. Hung, Weifeng & Lu, Chia-Chi & Lee, Cheng F., 2010. "Mutual fund herding its impact on stock returns: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 18(5), pages 477-493, November.
    34. Lin, Anchor Y. & Lin, Yueh-Neng, 2014. "Herding of institutional investors and margin traders on extreme market movements," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 186-198.
    35. Sophie Larribeau & Agnès Bénassy-Quéré & R. Macdonald, 2003. "Models of exchange rate expectations : how much heterogeneity ?," Post-Print halshs-00069655, HAL.
    36. Nöth, Markus & Weber, Martin, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Sonderforschungsbereich 504 Publications 00-34, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    37. de Bandt, Olivier & Hartmann, Philipp, 2000. "Systemic Risk: A Survey," CEPR Discussion Papers 2634, C.E.P.R. Discussion Papers.
    38. Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023. "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, vol. 89(C).
    39. Bahloul, Walid & Bouri, Abdelfettah, 2016. "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 89-102.
    40. Bahattin Büyükşahin & Jeffrey H. Harris, 2011. "Do Speculators Drive Crude Oil Futures Prices?," The Energy Journal, , vol. 32(2), pages 167-202, April.
    41. Rosser, J. Jr. & Ahmed, Ehsan & Hartmann, Georg C., 2003. "Volatility via social flaring," Journal of Economic Behavior & Organization, Elsevier, vol. 50(1), pages 77-87, January.
    42. Ameet Kumar Banerjee & H. K. Pradhan, 2020. "Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 767-782, December.
    43. Korkut Erturk, "undated". "A Note on the Tobin Tax," Working Paper Series, Department of Economics, University of Utah 2003_05, University of Utah, Department of Economics.
    44. Wang, Xinjie & Xiao, Yaqing & Yan, Hongjun & Zhang, Jinfan, 2021. "Under-reaction in the sovereign CDS market," Journal of Banking & Finance, Elsevier, vol. 130(C).
    45. Pramod Kumar Naik & Imlak Shaikh & Toan Luu Duc Huynh, 2022. "Institutional investment activities and stock market volatility amid COVID-19 in India," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 35(1), pages 1542-1560, December.
    46. Ranko Jelic & Richard Briston & Chris Mallin, 1999. "Gambling Banks and Firm Financing in Transition Economies," Multinational Finance Journal, Multinational Finance Journal, vol. 3(4), pages 253-282, December.
    47. Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
    48. Martin D. Evans & Karen K. Lewis, 1992. "Trends in Expected Returns in Currency and Bond Markets," NBER Working Papers 4116, National Bureau of Economic Research, Inc.
    49. Benjamin M. Friedman, 1995. "Economic Implications of Changing Share Ownership," NBER Working Papers 5141, National Bureau of Economic Research, Inc.
    50. Klein, A. & Urbig, D. & Kirn, S., 2008. "Who Drives the Market? Estimating a Heterogeneous Agent-based Financial Market Model Using a Neural Network Approach," MPRA Paper 14433, University Library of Munich, Germany.
    51. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    52. William N. Goetzmann & Massimo Massa, 2003. "Index Funds and Stock Market Growth," The Journal of Business, University of Chicago Press, vol. 76(1), pages 1-28, January.
    53. Chen, Cathy Yi-Hsuan & Hafner, Christian, 2019. "Sentiment-Induced Bubbles in the Cryptocurrency Market," LIDAM Reprints ISBA 2019053, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
    54. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
    55. Yamani, Ehab, 2019. "Diversification role of currency momentum for carry trade: Evidence from financial crises," Journal of Multinational Financial Management, Elsevier, vol. 49(C), pages 1-19.
    56. Mr. Gaston Gelos & Mr. Eduardo Borensztein, 2000. "A Panic-Prone Pack? the Behavior of Emerging Market Mutual Funds," IMF Working Papers 2000/198, International Monetary Fund.
    57. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
    58. Ahmed, Ehsan & Koppl, Roger & Rosser, J. Jr. & White, Mark V., 1997. "Complex bubble persistence in closed-end country funds," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 19-37, January.
    59. Stephan Schulmeister, 2014. "A General Financial Transactions Tax. Motives, Effects and Implementation According to the Proposal of the European Commission," WIFO Working Papers 461, WIFO.
    60. Brock Mendel & Andrei Shleifer, "undated". "Chasing Noise," Working Paper 19517, Harvard University OpenScholar.
    61. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    62. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    63. Ramkishen Rajan, 2010. "Sand in the Wheels of International Finance: Revisiting the Debate in Light of the East Asian Mayhem," Working Papers id:2686, eSocialSciences.
    64. Cifarelli, Giulio & Paladino, Giovanna, 2010. "Oil price dynamics and speculation: A multivariate financial approach," Energy Economics, Elsevier, vol. 32(2), pages 363-372, March.
    65. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
    66. Júlio Lobão, 2022. "Herding Behavior in the Market for Green Cryptocurrencies: Evidence from CSSD and CSAD Approaches," Sustainability, MDPI, vol. 14(19), pages 1-17, October.
    67. Algieri, Bernardina, 2013. "A Roller Coaster Ride: an empirical investigation of the main drivers of wheat price," Discussion Papers 145556, University of Bonn, Center for Development Research (ZEF).
    68. Olivier Mesly & Hareesh Mavoori & Nicolas Huck, 2023. "The Role of Financial Spinning, Learning, and Predation in Market Failure," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 14(1), pages 517-543, March.
    69. Zohrabyan, Tatevik & Leatham, David J. & Bessler, David A., 2008. "Cointegration Analysis of Regional House Prices in U.S," 2007 Agricultural and Rural Finance Markets in Transition, October 4-5, 2007, St. Louis, Missouri 48138, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
    70. Christian Beer & Janine Maniora & Christiane Pott, 2023. "COVID-19 pandemic and capital markets: the role of government responses," Journal of Business Economics, Springer, vol. 93(1), pages 11-57, January.
    71. Su, Liangjun & White, Halbert, 2014. "Testing conditional independence via empirical likelihood," Journal of Econometrics, Elsevier, vol. 182(1), pages 27-44.
    72. Haruvy, E. & Noussair, C.N. & Powell, O.R., 2012. "The Impact of Asset Repurchases and Issues in an Experimental Market," Discussion Paper 2012-092, Tilburg University, Center for Economic Research.
    73. Su, Chi-Wei & Wang, Kai-Hua & Chang, Hsu-Ling & Dumitrescu–Peculea, Adelina, 2017. "Do iron ore price bubbles occur?," Resources Policy, Elsevier, vol. 53(C), pages 340-346.
    74. Ming‐Hung Wu & Wan‐Ting Hu & Pei‐Shih Weng, 2023. "Herd behaviors in index futures trading: Driving factors and impact on market volatility," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(10), pages 1373-1392, October.
    75. Karen Croxson & J. James Reade, 2014. "Information and Efficiency: Goal Arrival in Soccer Betting," Economic Journal, Royal Economic Society, vol. 124(575), pages 62-91, March.
    76. Galvani, Valentina, 2022. "Country-Based Investing with Exchange Rate and Reserve Currency," Working Papers 2022-5, University of Alberta, Department of Economics.
    77. Chuang, Wen-I & Lee, Bong-Soo, 2006. "An empirical evaluation of the overconfidence hypothesis," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2489-2515, September.
    78. Xue, Wen-Jun & Zhang, Li-Wen, 2017. "Stock return autocorrelations and predictability in the Chinese stock market—Evidence from threshold quantile autoregressive models," Economic Modelling, Elsevier, vol. 60(C), pages 391-401.
    79. Seok, Sangik & Cho, Hoon & Ryu, Doojin, 2024. "Dual effects of investor sentiment and uncertainty in financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 95(C), pages 300-315.
    80. Cong Chen & Changsheng Hu & Hongxing Yao, 2022. "Noise Trader Risk and Wealth Effect: A Theoretical Framework," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
    81. PAOLO COLLA & MARC GERMAIN & VINCENT Van STEENBERGHE, 2012. "Environmental Policy and Speculation on Markets for Emission Permits," Economica, London School of Economics and Political Science, vol. 79(313), pages 152-182, January.
    82. Hélène Tordjman, 1997. "Spéculation, hétérogénéité des agents et apprentissage : un modèle de "marché des changes artificiel"," Revue Économique, Programme National Persée, vol. 48(4), pages 869-897.
    83. Carol Alexander & Anca Dimitriu, 2003. "Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency," ICMA Centre Discussion Papers in Finance icma-dp2003-02, Henley Business School, University of Reading.
    84. Deniz ikizlerli, 2020. "Institutional investors and stock market volatility. Evidence from Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 27(6), pages 473-476, March.
    85. Joseph Chen & Samuel Hanson & Harrison Hong & Jeremy C. Stein, 2008. "Do Hedge Funds Profit From Mutual-Fund Distress?," NBER Working Papers 13786, National Bureau of Economic Research, Inc.
    86. Lou, Dong & Polk, Christopher, 2022. "Comomentum: inferring arbitrage activity from return correlations," LSE Research Online Documents on Economics 109318, London School of Economics and Political Science, LSE Library.
    87. Cutler, David M & Poterba, James M & Summers, Lawrence H, 1990. "Speculative Dynamics and the Role of Feedback Traders," American Economic Review, American Economic Association, vol. 80(2), pages 63-68, May.
    88. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
    89. Andrade, Sandro C. & Chang, Charles & Seasholes, Mark S., 2008. "Trading imbalances, predictable reversals, and cross-stock price pressure," Journal of Financial Economics, Elsevier, vol. 88(2), pages 406-423, May.
    90. Jordi Caballe, 1991. "Expectativas racionales, competencia perfecta y comportamiento estratégico en los mercados financieros," Investigaciones Economicas, Fundación SEPI, vol. 15(1), pages 3-34, January.
    91. Geoffrey Heal & Howard Kunreuther, 2007. "Social Reinforcement: Cascades, Entrapment and Tipping," NBER Working Papers 13579, National Bureau of Economic Research, Inc.
    92. Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers 12657, C.E.P.R. Discussion Papers.
    93. José Miguel Melo, 2011. "Estratégia Militar e Gestão de Activos: Uma Visão Heurística," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    94. Yue Zhao & Difang Wan, 2018. "Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 243-270, February.
    95. Ramadorai, Tarun, 2013. "Capacity constraints, investor information, and hedge fund returns," Journal of Financial Economics, Elsevier, vol. 107(2), pages 401-416.
    96. John A. Doukas & Phillip J. McKnight, 2005. "European Momentum Strategies, Information Diffusion, and Investor Conservatism," European Financial Management, European Financial Management Association, vol. 11(3), pages 313-338, June.
    97. Eizo Akiyama & Nobuyuki Hanaki & Ryuichiro Ishikawa, 2013. "How Do Experienced Traders Respond to Inflows of Inexperienced Traders? An Experimental Analysis," AMSE Working Papers 1359, Aix-Marseille School of Economics, France, revised 18 Dec 2013.
    98. Chen, Chung & Wu, Chunchi, 1999. "The dynamics of dividends, earnings and prices: evidence and implications for dividend smoothing and signaling," Journal of Empirical Finance, Elsevier, vol. 6(1), pages 29-58, January.
    99. Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
    100. Imran Riaz MALIK* & Attaullah SHAH*, 2014. "Market Varying Conditional Risk-Return Relationship," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 24(2), pages 121-142.
    101. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, 2016. "Extrapolation and Bubbles," NBER Working Papers 21944, National Bureau of Economic Research, Inc.
    102. Lo, Andrew W. (Andrew Wen-Chuan) & MacKinlay, Archie Craig, 1955-., 1989. "When are contrarian profits due to stock market overreaction?," Working papers 3008-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
    103. Dungey, Mardi & Matei, Marius & Treepongkaruna, Sirimon, 2020. "Examining stress in Asian currencies: A perspective offered by high frequency financial market data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 67(C).
    104. Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
    105. Andrei Shleifer & Robert W. Vishny, 2001. "Stock Market Driven Acquisitions," NBER Working Papers 8439, National Bureau of Economic Research, Inc.
    106. Chen, Yu-Lun & Mo, Wan-Shin & Chang, Ya-Kai, 2022. "Investor sentiment spillover effect and market quality in crude oil futures," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 177-193.
    107. Patton, Andrew & Streatfield, Michael, 2012. "Change You Can Believe In? Hedge Fund Data Revisions," CEPR Discussion Papers 8898, C.E.P.R. Discussion Papers.
    108. Miller, Edward M., 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, Elsevier, vol. 9(1), pages 27-41.
    109. Fabio Della Rossa & Lorenzo Giannini & Pietro DeLellis, 2020. "Herding or wisdom of the crowd? Controlling efficiency in a partially rational financial market," PLOS ONE, Public Library of Science, vol. 15(9), pages 1-16, September.
    110. Yeh, Chia-Hsuan, 2008. "The effects of intelligence on price discovery and market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 613-625, December.
    111. Adam, Klaus & Beutel, Johannes & Marcet, Albert, 2014. "Stock price booms and expected capital gains," Working Papers 14-12, University of Mannheim, Department of Economics.
    112. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
    113. Chen, Yu-Lun & Yang, J. Jimmy, 2021. "Trader positions in VIX futures," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 1-17.
    114. Rajiv Sethi, 1995. "The Evolutionary Dynamics Of Financial Practices," Metroeconomica, Wiley Blackwell, vol. 46(3), pages 246-277, October.
    115. Tan, Senren & Jin, Zhuo & Wu, Fuke, 2015. "Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks," Economic Modelling, Elsevier, vol. 49(C), pages 331-343.
    116. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2019. "Who trades on momentum?," Journal of Financial Markets, Elsevier, vol. 42(C), pages 56-74.
    117. Andrikopoulos, Panagiotis & Cui, Yueting & Gad, Samar & Kallinterakis, Vasileios, 2020. "Feedback trading and the ramadan effect in frontier markets," Research in International Business and Finance, Elsevier, vol. 51(C).
    118. Sethi, Rajiv, 1996. "Endogenous regime switching in speculative markets," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 99-118, March.
    119. John Kambhu, 1997. "Interest rate options dealers' hedging in the US dollar fixed income market," Research Paper 9719, Federal Reserve Bank of New York.
    120. Taylor, Mark & Sarno, Lucio, 2001. "Official Intervention in the Foreign Exchange Market: Is It Effective, and, If So, How Does It Work?," CEPR Discussion Papers 2690, C.E.P.R. Discussion Papers.
    121. Eric Ghysels & Junghoon Seon, 2000. "The Asian Financial Crisis: The Role of Derivative Securities Trading and Foreign Investors," CIRANO Working Papers 2000s-11, CIRANO.
    122. Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
    123. Tsung-Hsun Lu & Yung-Ming Shiu, 2016. "Can 1-day candlestick patterns be profitable on the 30 component stocks of the DJIA?," Applied Economics, Taylor & Francis Journals, vol. 48(35), pages 3345-3354, July.
    124. Mark D. Flood & John C. Liechty & Thomas Piontek, 2015. "Systemwide Commonalities in Market Liquidity," Working Papers 15-11, Office of Financial Research, US Department of the Treasury.
    125. J. Daniel AromÍ, 2017. "Conventional Views and Asset Prices: What to Expect After Times of Extreme Opinions?," Journal of Applied Economics, Taylor & Francis Journals, vol. 20(1), pages 49-73, May.
    126. Robin Greenwood & Andrei Shleifer & Yang You, 2017. "Bubbles for Fama," NBER Working Papers 23191, National Bureau of Economic Research, Inc.
    127. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, "undated". "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper 86521, Harvard University OpenScholar.
    128. David G. Green, 2023. "Emergence in complex networks of simple agents," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 419-462, July.
    129. Hudson, Yawen & Yan, Meilan & Zhang, Dalu, 2020. "Herd behaviour & investor sentiment: Evidence from UK mutual funds," International Review of Financial Analysis, Elsevier, vol. 71(C).
    130. Huihui WU & Chunpeng YANG, 2022. "Investor Sentiment, Extrapolation and Asset Pricing," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 182-205, December.
    131. Lim, Kian-Ping & Kim, Jae H., 2011. "Trade openness and the informational efficiency of emerging stock markets," Economic Modelling, Elsevier, vol. 28(5), pages 2228-2238, September.
    132. Taisei KAIZOJI & Matthias LEISS & Alexander I. SAICHEV & Didier SORNETTE, 2015. "Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders," Swiss Finance Institute Research Paper Series 15-07, Swiss Finance Institute.
    133. George Evans & Cars Hommes & Bruce McGough & Isabelle Salle, 2019. "Are Long-Horizon Expectations (De-)Stabilizing? Theory and Experiments," Staff Working Papers 19-27, Bank of Canada.
    134. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics.
    135. Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
    136. Hitoshi Matsushima, 2010. "Financing Harmful Bubbles," CIRJE F-Series CIRJE-F-756, CIRJE, Faculty of Economics, University of Tokyo.
    137. Helder Sebastião, 2008. "The partial adjustment factors of FTSE 100 stock index and stock index futures: The informational impact of electronic trading systems," GEMF Working Papers 2008-07, GEMF, Faculty of Economics, University of Coimbra.
    138. Lubos Komarek & Ivana Kubicová, 2011. "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 34-48, January.
    139. Stephen Morris & Franklin Allen & Hyun Song Shin, 2004. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets," Yale School of Management Working Papers ysm346, Yale School of Management.
    140. Chen, Yu-Lun & Chang, Ya-Kai, 2015. "Investor structure and the informational efficiency of commodity futures prices," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 358-367.
    141. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, University Library of Munich, Germany.
    142. Baghestanian, Sascha & Walker, Todd B., 2015. "Anchoring in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 116(C), pages 15-25.
    143. Yang, Haijun & Qi, Shu & Zhang, Zhou & Koslowsky, David, 2021. "A model of information diffusion with asymmetry and confidence effects in financial markets," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    144. Arnold, Lutz G. & Brunner, Stephan, 2015. "The economics of rational speculation in the presence of positive feedback trading," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 161-174.
    145. Woochan Kim & Shang-Jin Wei, 1999. "Offshore Investment Funds: Monsters in Emerging Markets?," NBER Working Papers 7133, National Bureau of Economic Research, Inc.
    146. Agnès Bénassy-Quéré & Hélène Raymond, 1996. "Les erreurs de prévision de change ont-elles des caractéristiques hétérogènes ?," Économie et Prévision, Programme National Persée, vol. 125(4), pages 137-157.
    147. Owen A. Lamont & Richard H. Thaler, "undated". "Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs," CRSP working papers 528, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    148. Moustafa Abuelfadl, 2017. "Individual Foreign Exchange Investors, Return Predictability And Market Timing," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(01), pages 1-28, March.
    149. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
    150. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, July.
    151. Karolyi, G. Andrew, 2002. "Did the Asian financial crisis scare foreign investors out of Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 10(4), pages 411-442, September.
    152. Michael Bleaney & Zhiyong Li, 2016. "A new spread estimator," Review of Quantitative Finance and Accounting, Springer, vol. 47(1), pages 179-211, July.
    153. Craig Burnside & Bing Han & David Hirshleifer & Tracy Yue Wang, 2011. "Investor Overconfidence and the Forward Premium Puzzle," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 78(2), pages 523-558.
    154. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, January.
    155. Lillyn L. Teh & Werner F. M. de Bondt, 1997. "Herding Behavior and Stock Returns: An Exploratory Investigation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 293-324, June.
    156. Paul J. Healy & Sera Linardi & J. Richard Lowery & John O. Ledyard, 2010. "Prediction Markets: Alternative Mechanisms for Complex Environments with Few Traders," Management Science, INFORMS, vol. 56(11), pages 1977-1996, November.
    157. Bianchi, Milo & Jehiel, Philippe, 2019. "Bundlers Dilemmas in Financial Markets with Sampling Investors," TSE Working Papers 19-1042, Toulouse School of Economics (TSE).
    158. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010. "A behavioral model of bubbles and crashes," MPRA Paper 35655, University Library of Munich, Germany.
    159. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Market Volatility, Manipulation, and Regulatory Response: A Comparative Study of Bombay and Karachi Stock Markets," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(4), pages 1071-1083.
    160. Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
    161. David Hirshleifer, 2020. "Presidential Address: Social Transmission Bias in Economics and Finance," Journal of Finance, American Finance Association, vol. 75(4), pages 1779-1831, August.
    162. Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998. "A Model of Investor Sentiment," Scholarly Articles 30747159, Harvard University Department of Economics.
    163. Bover, Olympia, 2010. "Housing purchases and the dynamics of housing wealth," CEPR Discussion Papers 8128, C.E.P.R. Discussion Papers.
    164. Yao, Jing & Yang, Yiwen, 2023. "Risk-return tradeoff and serial correlation in the Chinese stock market: A bailout-driven crash feedback hypothesis," Economic Modelling, Elsevier, vol. 129(C).
    165. Hiroshi Takahashi & Takao Terano, 2003. "Agent-Based Approach to Investors? Behavior and Asset Price Fluctuation in Financial Markets," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 6(3), pages 1-3.
    166. John Kambhu, 1998. "Dealers' hedging of interest rate options in the U.S. dollar fixed-income market," Economic Policy Review, Federal Reserve Bank of New York, vol. 4(Jun), pages 35-58.
    167. Tariq Haque, 2009. "Switching Between the Banking and Metals and Mining Sectors of Australia," International Review of Finance, International Review of Finance Ltd., vol. 9(4), pages 387-403, December.
    168. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers 0909, Center for Quantitative Economics (CQE), University of Muenster.
    169. Jianfeng Yu, 2011. "A sentiment-based explanation of the forward premium puzzle," Globalization Institute Working Papers 90, Federal Reserve Bank of Dallas.
    170. Nauzer Balsara & Lin Zheng & Andrea Vidozzi & Luca Vidozzi, 2006. "Explaining momentum profits with an epidemic diffusion model," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 30(3), pages 407-422, September.
    171. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2002. "Expectations and Bubbles in Asset Pricing Experiments," CeNDEF Working Papers 02-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    172. Bekiros, Stelios & Jlassi, Mouna & Lucey, Brian & Naoui, Kamel & Uddin, Gazi Salah, 2017. "Herding behavior, market sentiment and volatility: Will the bubble resume?," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 107-131.
    173. Hitoshi Matsushima, 2008. "Effects of Reputation in Bubbles and Crashes," CIRJE F-Series CIRJE-F-560, CIRJE, Faculty of Economics, University of Tokyo.
    174. Miffre, Joëlle & Brooks, Chris, 2013. "Do long-short speculators destabilize commodity futures markets?," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 230-240.
    175. Koutmos, Dimitrios, 2012. "An intertemporal capital asset pricing model with heterogeneous expectations," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1176-1187.
    176. Audretsch, David B. & Stadtmann, Georg, 2005. "Biases in FX-forecasts: Evidence from panel data," Global Finance Journal, Elsevier, vol. 16(1), pages 99-111, August.
    177. Bianchi, Milo & Jehiel, Philippe, 2015. "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, vol. 157(C), pages 842-878.
    178. Yuriy Gorodnichenko & Xiao Yin, 2024. "Higher-Order Beliefs and Risky Asset Holdings," NBER Working Papers 32680, National Bureau of Economic Research, Inc.
    179. Amir Amel†Zadeh, 2011. "The Return of the Size Anomaly: Evidence from the German Stock Market," European Financial Management, European Financial Management Association, vol. 17(1), pages 145-182, January.
    180. Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022. "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, vol. 84(C).
    181. Kumari, Jyoti, 2019. "Investor sentiment and stock market liquidity: Evidence from an emerging economy," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 166-180.
    182. Salem Brahim & Kamel Naoui & Akrem brahim, 2014. "Testing Limited Arbitrage: The Case of the Tunisian Stock Market," International Journal of Empirical Finance, Research Academy of Social Sciences, vol. 2(2), pages 65-74.
    183. Lin, Cho-Min & Lee, Yen-Hsien & Chiu, Chien-Liang, 2009. "Structural changes in foreign investors' trading behavior and the corresponding impact on Taiwan's stock market," Research in International Business and Finance, Elsevier, vol. 23(1), pages 78-89, January.
    184. Sigl-Grüb, C. & Schiereck, D., 2010. "Speculation and Nonlinear Price Dynamics in Commodity Futures Markets," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 56603, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    185. Qiu, Jiayan & Huang, Wei & Jiang, Ying, 2023. "When do they trade? Heterogeneous investors in China," Finance Research Letters, Elsevier, vol. 54(C).
    186. Isabel Figuerola-Ferretti & Christopher L. Gilbert, 2001. "Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?," Working Papers 432, Queen Mary University of London, School of Economics and Finance.
    187. Jin Park & Tim Query, 2013. "Short-Term Equity Trading Practices Of Institutional Investors: Evidence From Property-Casualty Insurers In The United States," Economic Review: Journal of Economics and Business, University of Tuzla, Faculty of Economics, vol. 11(2), pages 3-13.
    188. Saade, Samer, 2015. "Investor sentiment and the underperformance of technology firms initial public offerings," Research in International Business and Finance, Elsevier, vol. 34(C), pages 205-232.
    189. S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla, 2023. "Effects of Daily News Sentiment on Stock Price Forecasting," Papers 2308.08549, arXiv.org.
    190. Chen, An-Sing & Hong, Bi-Shia, 2006. "Institutional ownership changes and returns around analysts' earnings forecast release events: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2471-2488, September.
    191. Thomas Oberlechner & Carol Osler, 2009. "Overconfidence in Currency Markets," Working Papers 02, Brandeis University, Department of Economics and International Business School.
    192. Bosch, David & Pradkhan, Elina, 2015. "The impact of speculation on precious metals futures markets," Resources Policy, Elsevier, vol. 44(C), pages 118-134.
    193. Angelidis, Dimitrios & Koulakiotis Athanasios & Kiohos Apostolos, 2018. "Feedback Trading Strategies: The Case of Greece and Cyprus," South East European Journal of Economics and Business, Sciendo, vol. 13(1), pages 93-99, June.
    194. Woochan Kim & Shang-Jin Wei, 1999. "Foreign Portfolio Investors before and during a Crisis," CID Working Papers 6, Center for International Development at Harvard University.
    195. Maria Aguirre & Reza Saidi, 1999. "Feedback trading in exchange-rate markets: Evidence from within and across economic blocks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 23(1), pages 1-14, March.
    196. Chuang, Wen-I & Susmel, Rauli, 2011. "Who is the more overconfident trader? Individual vs. institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1626-1644, July.
    197. Böhl, Gregor & Hommes, Cars H., 2021. "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series 156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    198. Victoria Saporta & Kamhon Kan, 1997. "The effects of Stamp Duty on the Level and Volatility of Equity Prices," Bank of England working papers 71, Bank of England.
    199. Cheng, Feiyang & Wang, Chunfeng & Cui, Xin & Wu, Ji & He, Feng, 2021. "Economic policy uncertainty exposure and stock price bubbles: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
    200. Chih‐Hsien Jerry Yu, 2008. "Institutional Trading and Price Momentum," International Review of Finance, International Review of Finance Ltd., vol. 8(1‐2), pages 81-102, March.
    201. Pedersen, Lasse Heje, 2022. "Game on: Social networks and markets," Journal of Financial Economics, Elsevier, vol. 146(3), pages 1097-1119.
    202. Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021. "Diagnostic bubbles," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1060-1077.
    203. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," Working Papers halshs-00586045, HAL.
    204. Sengmüller, Paul & Huberman, Gur & Dorn, Daniel, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers.
    205. Cueva, Carlos & Rustichini, Aldo, 2015. "Is financial instability male-driven? Gender and cognitive skills in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 119(C), pages 330-344.
    206. S.G. Badrinath & Sunil Wahal, 2002. "Momentum Trading by Institutions," Journal of Finance, American Finance Association, vol. 57(6), pages 2449-2478, December.
    207. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
    208. Martin D.D. Evans & Richard K. Lyons, 2017. "Order Flow and Exchange Rate Dynamics," World Scientific Book Chapters, in: Studies in Foreign Exchange Economics, chapter 6, pages 247-290, World Scientific Publishing Co. Pte. Ltd..
    209. Franklin Allen & Douglas Gale, 1998. "Bubbles and Crises The Economic Journal," Center for Financial Institutions Working Papers 98-01, Wharton School Center for Financial Institutions, University of Pennsylvania.
    210. Baillie, Richard T. & Chang, Sanders S., 2011. "Carry trades, momentum trading and the forward premium anomaly," Journal of Financial Markets, Elsevier, vol. 14(3), pages 441-464, August.
    211. Fang, Yi & Niu, Hui & Lin, Yuen, 2023. "Ex-ante Valuation based on Prospect Theory," MPRA Paper 116386, University Library of Munich, Germany.
    212. Andrey Kudryavtsev, 2019. "The Effect Of Trading Volumes On Stock Returns Following Large Price Moves," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 64(220), pages 85-116, January –.
    213. Yuming Fu & Wenlan Qian & Bernard Yeung, 2013. "Speculative Investors and Tobin's Tax in the Housing Market," NBER Working Papers 19400, National Bureau of Economic Research, Inc.
    214. Barucci, Emilio & Landi, Leonardo, 1996. "Speculative dynamics with bounded rationality learning," European Journal of Operational Research, Elsevier, vol. 91(2), pages 284-300, June.
    215. Jukka Ilomäki, 2018. "Animal Spirits and Risk in Financial Markets," Journal of Banking and Financial Economics, University of Warsaw, Faculty of Management, vol. 1(9), pages 52-59, May.
    216. Teo, Melvyn & Woo, Sung-Jun, 2004. "Style effects in the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 74(2), pages 367-398, November.
    217. Jaroslav Bukovina, 2015. "Sentiment of a society and large-cap stock liquidity," MENDELU Working Papers in Business and Economics 2015-56, Mendel University in Brno, Faculty of Business and Economics.
    218. Andre, Peter & Schirmer, Philipp & Wohlfart, Johannes, 2023. "Mental models of the stock market," SAFE Working Paper Series 406, Leibniz Institute for Financial Research SAFE.
    219. Andreas Fuster & David Laibson & Brock Mendel, 2010. "Natural Expectations and Macroeconomic Fluctuations," Journal of Economic Perspectives, American Economic Association, vol. 24(4), pages 67-84, Fall.
    220. Ben-David, Itzhak & Franzoni, Francesco A. & Kim, Byungwook & Moussawi, Rabih, 2021. "Competition for Attention in the ETF Space," Working Paper Series 2021-01, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    221. Hales, John William, 1994. "Forecasting live hog futures using technical analysis," ISU General Staff Papers 1994010108000017636, Iowa State University, Department of Economics.
    222. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
    223. Breaban, A.G., 2014. "Behavior and asset markets : Individual decisions, emotions and fundamental value trajectories," Other publications TiSEM a20e6a40-f15e-4331-83cb-c, Tilburg University, School of Economics and Management.
    224. Maxim S. Faizulin, 2024. "Sentiment and Herd Behavior of Private Investors: A Cluster Analysis of the Russian Stock Market," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 4, pages 95-113, August.
    225. Estrada, Fernando, 2011. "Financial crises, asymmetric information and argumentation," MPRA Paper 35080, University Library of Munich, Germany.
    226. Gonçalves, Walter & Eid, William, 2017. "Sophistication and price impact of foreign investors in the Brazilian stock market," Emerging Markets Review, Elsevier, vol. 33(C), pages 102-139.
    227. S. Elwood & Ehsan Ahmed & J. Rosser, 1999. "State-space estimation of rational bubbles in the Yen/Deutsche Mark exchange rate," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 135(2), pages 317-331, June.
    228. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners Trading and Price Effects Across Firms," CEPR Discussion Papers 3033, C.E.P.R. Discussion Papers.
    229. Erol Akçay & David Hirshleifer, 2021. "Social finance as cultural evolution, transmission bias, and market dynamics," Proceedings of the National Academy of Sciences, Proceedings of the National Academy of Sciences, vol. 118(26), pages 2015568118-, June.
    230. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
    231. J. Doyne Farmer & Shareen Joshi, 2000. "The price dynamics of common trading strategies," Papers cond-mat/0012419, arXiv.org.
    232. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles?," IMK Studies 43-2015, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    233. Camille Cornand & Maria Alejandra Erazo Diaz & Adam Zylbersztejn, 2023. "Trading and Cognition in Asset Markets: An Eye-tracking Experiment," Working Papers hal-04074298, HAL.
    234. Zhao, Wandi & Gao, Yang, 2023. "Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains," International Review of Financial Analysis, Elsevier, vol. 90(C).
    235. Jakub Steiner & Colin Stewart, 2012. "Price Distortions in High-Frequency Markets," Discussion Papers 1549, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    236. Muhammad Zia Ur Rehman & Zain ul Abidin & Faisal Rizwan & Zaheer Abbas & Sajjad Ahmad Baig, 2017. "How investor sentiments spillover from developed countries to developing countries?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1309096-130, January.
    237. Carol Osler, 2016. "Dealer Trading at the Fix," Working Papers 101, Brandeis University, Department of Economics and International Business School.
    238. Goetzmann, William N. & Massa, Massimo, 2002. "Daily Momentum and Contrarian Behavior of Index Fund Investors," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 37(3), pages 375-389, September.
    239. Amil Dasgupta & Andrea Prat, 2005. "Reputation and Asset Prices: A Theory of Information Cascades and Systematic Mispricing," Levine's Bibliography 784828000000000368, UCLA Department of Economics.
    240. Inoua, Sabiou M. & Smith, Vernon L., 2023. "A classical model of speculative asset price dynamics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    241. Russell, Bonita I. & Shapiro, Daniel & Vining, Aidan R., 2010. "The evolution of the Canadian mining industry: The role of regulatory punctuation," Resources Policy, Elsevier, vol. 35(2), pages 90-97, June.
    242. Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian, 2016. "Spoilt for choice: Order routing decisions in fragmented equity markets," SAFE Working Paper Series 143, Leibniz Institute for Financial Research SAFE.
    243. Alasdair Brown & James Reade & Leighton Vaughan Williams, 2018. "Prediction Markets and Poll Releases: When Are Prices Most Informative?," Economics Discussion Papers em-dp2018-02, Department of Economics, University of Reading.
    244. Lin, Chu-Bin & Chou, Robin K. & Wang, George H.K., 2018. "Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets," Journal of Banking & Finance, Elsevier, vol. 90(C), pages 17-31.
    245. Nardella, Michele, 2007. "Price efficiency and speculative trading in cocoa futures markets," 81st Annual Conference, April 2-4, 2007, Reading University, UK 7970, Agricultural Economics Society.
    246. Jaggia, Sanjiv & Thosar, Satish, 2004. "The medium-term aftermarket in high-tech IPOs: Patterns and implications," Journal of Banking & Finance, Elsevier, vol. 28(5), pages 931-950, May.
    247. Yan Li & Zhicheng Wang & Hongchuan Wang & Meiyu Wu & Lingling Xie, 2021. "Identifying price bubble periods in the Bitcoin market-based on GSADF model," Quality & Quantity: International Journal of Methodology, Springer, vol. 55(5), pages 1829-1844, October.
    248. Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti & Aris Kartsaklas, 2019. "Investors' Trading Behaviour and Stock Market Volatility during Crisis Periods: A Dual Long-Memory Model for the Korean Stock Exchange," CESifo Working Paper Series 7984, CESifo.
    249. Martin Mandel & Vladimír Tomšík, 2011. "Regulace bankovního sektoru z pohledu ekonomické teorie [Regulation of the Banking Sector From the Economic Theory´s Point of View]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(1), pages 58-81.
    250. Steven Tucker & Yilong Xu, 2024. "Motivations to speculate are the driving forces in experimental asset market bubbles," Working Papers in Economics 24/02, University of Waikato.
    251. David E. Rapach & Mark E. Wohar, 2005. "Valuation ratios and long‐horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344, March.
    252. Bohl, Martin T. & Pütz, Alexander & Sulewski, Christoph, 2021. "Speculation and the informational efficiency of commodity futures markets," Journal of Commodity Markets, Elsevier, vol. 23(C).
    253. Chuang, Wen-I & Liu, Hsiang-Hsi & Susmel, Rauli, 2012. "The bivariate GARCH approach to investigating the relation between stock returns, trading volume, and return volatility," Global Finance Journal, Elsevier, vol. 23(1), pages 1-15.
    254. Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
    255. Anthony A. DeFusco & Charles G. Nathanson & Eric Zwick, 2017. "Speculative Dynamics of Prices and Volume," NBER Working Papers 23449, National Bureau of Economic Research, Inc.
    256. Stephan Schulmeister, 2001. "Profitability and Price Effects of Technical Currency Trading," WIFO Working Papers 140, WIFO.
    257. Chelikani, Surya & Marks, Joseph M. & Nam, Kiseok, 2023. "Volatility feedback effect and risk-return tradeoff," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 49-65.
    258. Du, Yan & Liu, Qianqiu & Rhee, S. Ghon, 2006. "An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data," CEI Working Paper Series 2005-17, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
    259. Rebecca Westphal & Didier Sornette, 2020. "How market intervention can prevent bubbles and crashes," Swiss Finance Institute Research Paper Series 20-74, Swiss Finance Institute.
    260. Hommes, C.H., 2005. "Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006," CeNDEF Working Papers 05-03, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    261. Moskowitz, Tobias J. & Ooi, Yao Hua & Pedersen, Lasse Heje, 2012. "Time series momentum," Journal of Financial Economics, Elsevier, vol. 104(2), pages 228-250.
    262. Sobhesh Kumar Agarwalla & Sumit Saurav & Jayanth R. Varma, 2022. "Lottery and bubble stocks and the cross‐section of option‐implied tail risks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(2), pages 231-249, February.
    263. Zaremba, Adam & Szyszka, Adam & Karathanasopoulos, Andreas & Mikutowski, Mateusz, 2021. "Herding for profits: Market breadth and the cross-section of global equity returns," Economic Modelling, Elsevier, vol. 97(C), pages 348-364.
    264. Jonathan Huntley & Valentina Michelangeli & Felix Reichling, 2021. "What drives investors to chase returns?," Temi di discussione (Economic working papers) 1334, Bank of Italy, Economic Research and International Relations Area.
    265. Greenwood, Robin & Nagel, Stefan, 2009. "Inexperienced investors and bubbles," Journal of Financial Economics, Elsevier, vol. 93(2), pages 239-258, August.
    266. Fang, Hao & Shen, Chung-Hua & Lee, Yen-Hsien, 2017. "The dynamic and asymmetric herding behavior of US equity fund managers in the stock market," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 353-369.
    267. Lee, Yi-Tsung & Lin, Ji-Chai & Liu, Yu-Jane, 1999. "Trading patterns of big versus small players in an emerging market: An empirical analysis," Journal of Banking & Finance, Elsevier, vol. 23(5), pages 701-725, May.
    268. Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    269. J. Doyne Farmer & John Geanakoplos, 2008. "The Virtues and Vices of Equilibrium and the Future of Financial Economics," Cowles Foundation Discussion Papers 1647, Cowles Foundation for Research in Economics, Yale University.
    270. Jiang, Christine & Wang, Xianzhen, 2024. "Portfolio pumping and dumping among Chinese mutual fund companies," Journal of Banking & Finance, Elsevier, vol. 162(C).
    271. David Bicchetti & Nicolas Maystre, 2012. "The Synchronized And Long-Lasting Structural Change On Commodity Markets: Evidence From High Frequency Data," UNCTAD Discussion Papers 208, United Nations Conference on Trade and Development.
    272. Campbell, John Y & Schwartz, Allie, 2007. "Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements," CEPR Discussion Papers 6390, C.E.P.R. Discussion Papers.
    273. Seungwook Bahng, 2003. "Do Psychological Barriers Exist in the Stock Price Indices? Evidence from Asia's Emerging Markets," International Area Studies Review, Center for International Area Studies, Hankuk University of Foreign Studies, vol. 6(1), pages 35-52, March.
    274. Chau, Frankie & Deesomsak, Rataporn & Lau, Marco C.K., 2011. "Investor sentiment and feedback trading: Evidence from the exchange-traded fund markets," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 292-305.
    275. Lin, William & Sun, David & Tsai, Shih-Chuan, 2010. "Does trading remove or bring frictions?," MPRA Paper 37285, University Library of Munich, Germany, revised Jan 2011.
    276. Imad A. Moosa & Param Silvapulle & Mervyn Silvapulle, 2003. "Testing for Temporal Asymmetry in the Price‐Volume Relationship," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 373-389, October.
    277. Assem Safieddine & Ramana Sonti, 2007. "Momentum and industry growth," Review of Financial Economics, John Wiley & Sons, vol. 16(2), pages 203-215.
    278. Stein, Tobias, 2024. "Forecasting the equity premium with frequency-decomposed technical indicators," International Journal of Forecasting, Elsevier, vol. 40(1), pages 6-28.
    279. Stephan Schulmeister, 2005. "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers 264, WIFO.
    280. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
    281. Darolles, Serge & Fol, Gaëlle Le & Mero, Gulten, 2015. "Measuring the liquidity part of volume," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 92-105.
    282. Gustavo Adolfo HERNANDEZ DIAZ & Gabriel PIRAQUIVE GALEANO, 2014. "Evolución de los precios de la vivienda en Colombia," Archivos de Economía 11208, Departamento Nacional de Planeación.
    283. Christopher L. Gilbert & Simone Pfuderer, 2014. "The financialization of food commodity markets," Chapters, in: Raghbendra Jha & Raghav Gaiha & Anil B. Deolalikar (ed.), Handbook on Food, chapter 6, pages 122-148, Edward Elgar Publishing.
    284. Carol Alexandra, 2003. "The Present, Future and Imperfect of Financial Risk Management," ICMA Centre Discussion Papers in Finance icma-dp2003-12, Henley Business School, University of Reading, revised Feb 2004.
    285. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    286. Patrick Houlihan & Germán G. Creamer, 2017. "Can Sentiment Analysis and Options Volume Anticipate Future Returns?," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 669-685, December.
    287. Jared Egginton & Jungshik Hur & Vivek Singh, 2019. "The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 759-780, April.
    288. Daniel Heymann & Paulo Daniel Pascuini, 2018. "On The (In)Consistency of Re Modeling," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2018-28, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    289. Matthijs Lof, 2015. "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
    290. Liang Ye & Yeng-May Tan, 2021. "Noise Trader Risk-Evidence from China’s Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 59-72.
    291. Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024. "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 98-113.
    292. Wang, Xiao-Tian & Wu, Min & Zhou, Ze-Min & Jing, Wei-Shu, 2012. "Pricing European option with transaction costs under the fractional long memory stochastic volatility model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1469-1480.
    293. G. Caginalp & D. Balenovich, 1994. "Market oscillations induced by the competition between value-based and trend-based investment strategies," Applied Mathematical Finance, Taylor & Francis Journals, vol. 1(2), pages 129-164.
    294. Wang, Xiao-Tian, 2011. "Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black–Scholes model with transaction costs," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(9), pages 1623-1634.
    295. Evan Gatev & Stephen Ross, 2000. "Rebels, Conformists, Contrarians And Momentum Traders," Yale School of Management Working Papers ysm137, Yale School of Management, revised 01 Jan 2003.
    296. Dahlquist, Magnus & Robertsson, Göran, 2001. "Foreigners´ Trading and Price Effects Across Firms," SIFR Research Report Series 1, Institute for Financial Research.
    297. David M. Frankel, 2008. "Adaptive Expectations And Stock Market Crashes," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 49(2), pages 595-619, May.
    298. Chiarella, Carl & Ladley, Daniel, 2016. "Chasing trends at the micro-level: The effect of technical trading on order book dynamics," Journal of Banking & Finance, Elsevier, vol. 72(S), pages 119-131.
    299. Brière, Marie & Huynh, Karen & Laudy, Olav & Pouget, Sébastien, 2023. "What do we Learn from a Machine Understanding: News Content? Stock Market Reaction to News," TSE Working Papers 23-1401, Toulouse School of Economics (TSE).
    300. Liao, Jingchi & Peng, Cheng & Zhu, Ning, 2019. "Price and volume dynamics in bubbles," LSE Research Online Documents on Economics 102057, London School of Economics and Political Science, LSE Library.
    301. Fan, Yi & Gao, Yang, 2024. "Short selling, informational efficiency, and extreme stock price adjustment," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1009-1028.
    302. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
    303. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
    304. Eckhard Platen & Martin Schweizer, 1998. "On Feedback Effects from Hedging Derivatives," Mathematical Finance, Wiley Blackwell, vol. 8(1), pages 67-84, January.
    305. Alshammari, Saad & Goto, Shingo, 2022. "What factors drive Saudi stock markets? – Firm characteristics that attract retail trades," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 994-1011.
    306. Savaser, Tanseli, 2011. "Exchange rate response to macronews: Through the lens of microstructure," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(1), pages 107-126, February.
    307. Patton, Andrew, 2011. "On the High-Frequency Dynamics of Hedge Fund Risk Exposures," CEPR Discussion Papers 8479, C.E.P.R. Discussion Papers.
    308. Chen, Jing & Dong, Yizhe & Hou, Wenxuan & McMillan, David G., 2018. "Does feedback trading drive returns of cross-listed shares?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 53(C), pages 179-199.
    309. Jang, Jeewon & Kang, Jangkoo, 2019. "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 222-247.
    310. Kim, Hayoung, 2022. "Heterogeneous effects of information disclosure: Evidence from housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 195(C), pages 359-380.
    311. Beber, Alessandro & Fabbri, Daniela, 2012. "Who times the foreign exchange market? Corporate speculation and CEO characteristics," Journal of Corporate Finance, Elsevier, vol. 18(5), pages 1065-1087.
    312. K. Rouwenhorst, 1996. "International Momentum Strategies," Yale School of Management Working Papers ysm36, Yale School of Management, revised 01 Feb 2008.
    313. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    314. Bowe, Michael & Domuta, Daniela, 2004. "Investor herding during financial crisis: A clinical study of the Jakarta Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 12(4), pages 387-418, September.
    315. Li, Yan & Chevallier, Julien & Wei, Yigang & Li, Jing, 2020. "Identifying price bubbles in the US, European and Asian natural gas market: Evidence from a GSADF test approach," Energy Economics, Elsevier, vol. 87(C).
    316. Brunnermeier, Markus K. & Pederson, Lasse Heje, 2003. "Predatory trading," LSE Research Online Documents on Economics 24829, London School of Economics and Political Science, LSE Library.
    317. David Goldbaum, 2003. "Coordinated Investing with Feedback and Learning," Computing in Economics and Finance 2003 213, Society for Computational Economics.
    318. Fan, John Hua & Todorova, Neda, 2021. "A note on the behavior of Chinese commodity markets," Finance Research Letters, Elsevier, vol. 38(C).
    319. Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
    320. Albert Wang & Joon Chae, 2004. "Who makes markets? The Role of Dealers and Liquidity Provision," Econometric Society 2004 North American Summer Meetings 364, Econometric Society.
    321. Oberlechner, Thomas & Osler, Carol, 2012. "Survival of Overconfidence in Currency Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 91-113, February.
    322. Xing, Xuejing & Anderson, Randy, 2011. "Stock price synchronicity and public firm-specificinformation," Journal of Financial Markets, Elsevier, vol. 14(2), pages 259-276, May.
    323. Voth, Hans-Joachim & Giusti, Giovanni & Noussair, Charles, 2013. "Recreating the South Sea Bubble: Lessons from an Experiment in Financial History," CEPR Discussion Papers 9652, C.E.P.R. Discussion Papers.
    324. Arumugam, Devika & Prasanna, P. Krishna & Marathe, Rahul R., 2023. "Do algorithmic traders exploit volatility?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    325. Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
    326. Jullavut Kittiakaraskun & Yiuman Tse & George H.K. Wang, 2011. "The Impact of Trading Activity by Trader Types on Asymmetric Volatility in Nasdaq-100 Index Futures," Working Papers 0021, College of Business, University of Texas at San Antonio.
    327. Maximilian-Benedikt Herwarth Kohn & Pedro L. Valls Pereira, 2017. "Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1411453-141, January.
    328. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
    329. Tokic, Damir, 2011. "Rational destabilizing speculation, positive feedback trading, and the oil bubble of 2008," Energy Policy, Elsevier, vol. 39(4), pages 2051-2061, April.
    330. Yang, Chunpeng & Wu, Huihui, 2019. "Chasing investor sentiment in stock market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    331. Franke, Reiner & Sethi, Rajiv, 1998. "Cautious trend-seeking and complex asset price dynamics," Research in Economics, Elsevier, vol. 52(1), pages 61-79, March.
    332. Chen, Ping, 2002. "Microfoundations of macroeconomic fluctuations and the laws of probability theory: the principle of large numbers versus rational expectations arbitrage," Journal of Economic Behavior & Organization, Elsevier, vol. 49(3), pages 327-344, November.
    333. Jiang, Xiaoquan & Zaman, Mir A., 2010. "Aggregate insider trading: Contrarian beliefs or superior information?," Journal of Banking & Finance, Elsevier, vol. 34(6), pages 1225-1236, June.
    334. Guerdjikova, Ani, 2004. "Asset price in an overlapping generations model with case-based decision makers with short memory," Papers 04-44, Sonderforschungsbreich 504.
    335. Adriana Breaban & Charles N Noussair, 2018. "Emotional State and Market Behavior [Bubbling with excitement: en experiment]," Review of Finance, European Finance Association, vol. 22(1), pages 279-309.
    336. Yochi Cohen-Charash & Charles A Scherbaum & John D Kammeyer-Mueller & Barry M Staw, 2013. "Mood and the Market: Can Press Reports of Investors' Mood Predict Stock Prices?," PLOS ONE, Public Library of Science, vol. 8(8), pages 1-15, August.
    337. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
    338. Yuval Arbel & Danny Ben-Shahar & Eyal Sulganik, 2009. "Mean Reversion and Momentum: Another Look at the Price-Volume Correlation in the Real Estate Market," The Journal of Real Estate Finance and Economics, Springer, vol. 39(3), pages 316-335, October.
    339. Brandao-Marques, Luis & Gelos, Gaston & Ichiue, Hibiki & Oura, Hiroko, 2022. "Changes in the global investor base and the stability of portfolio flows to emerging markets," Journal of Banking & Finance, Elsevier, vol. 144(C).
    340. Mendes, Fernando Henrique de Paula e Silva & Caldeira, João Frois & Moura, Guilherme Valle, 2018. "Evidence of Bull and Bear Markets in the Bovespa index: An application of Markovian regime-switching Models with Duration Dependence," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 38(1), May.
    341. Joshua B. Miller & Adam Sanjurjo, 2014. "A Cold Shower for the Hot Hand Fallacy," Working Papers 518, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    342. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," American Economic Review, American Economic Association, vol. 101(6), pages 2723-2753, October.
    343. Hommes, Cars & in ’t Veld, Daan, 2017. "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
    344. H. F. Baklaci & O. Olgun & E. Can, 2011. "Noise traders: a new approach to understand the phantom of stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(11), pages 1035-1041.
    345. Eldad Yechiam & Amitay Kauffmann & Nathaniel J S Ashby & Gal Zahavi, 2017. "On the relation between economic bubbles and effort gaps between sellers and buyers: An experimental study," PLOS ONE, Public Library of Science, vol. 12(12), pages 1-15, December.
    346. Cui, Yueting & Gebka, Bartosz & Kallinterakis, Vasileios, 2019. "Do closed-end fund investors herd?," Journal of Banking & Finance, Elsevier, vol. 105(C), pages 194-206.
    347. Kremer, Stephanie, 2010. "Herding of institutional traders: New evidence from daily data," Discussion Papers 2010/23, Free University Berlin, School of Business & Economics.
    348. Bu, Hui, 2014. "Effect of inventory announcements on crude oil price volatility," Energy Economics, Elsevier, vol. 46(C), pages 485-494.
    349. Bühler, Wolfgang & Kempf, Alexander, 1994. "The value of the early unwind option in futures contracts with an endogenous basis," ZEW Discussion Papers 94-06, ZEW - Leibniz Centre for European Economic Research.
    350. Danny Yagan, 2014. "Riding the Bubble? Chasing Returns into Illiquid Assets," NBER Working Papers 20360, National Bureau of Economic Research, Inc.
    351. Choi, Jongmoo Jay & Kedar-Levy, Haim & Yoo, Sean Sehyun, 2015. "Are individual or institutional investors the agents of bubbles?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 1-22.
    352. Chayawadee Chai-Anant & Corinna Ho, 2008. "Understanding Asian equity flows, market returns and exchange rates," BIS Working Papers 245, Bank for International Settlements.
    353. Carol L. Osler, 2001. "Currency orders and exchange-rate dynamics: explaining the success of technical analysis," Staff Reports 125, Federal Reserve Bank of New York.
    354. Emiliano Pagnotta, 2016. "Chasing Private Information," 2016 Meeting Papers 1673, Society for Economic Dynamics.
    355. Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 991-1020, April.
    356. Piersanti, Giovanni, 2012. "The Macroeconomic Theory of Exchange Rate Crises," OUP Catalogue, Oxford University Press, number 9780199653126.
    357. Petkova, Ralitsa, 2023. "Extrapolative beliefs about Bitcoin returns," Finance Research Letters, Elsevier, vol. 56(C).
    358. Wan, Jer-Yuh & Kao, Chung-Wei, 2009. "Evidence on the contrarian trading in foreign exchange markets," Economic Modelling, Elsevier, vol. 26(6), pages 1420-1431, November.
    359. Joon Chae & Albert Wang, 2004. "Who makes market," Econometric Society 2004 Far Eastern Meetings 605, Econometric Society.
    360. Zoran Filipovic & Biljana Seistrajkova, 2023. "Dissecting IPO returns," Post-Print hal-04579888, HAL.
    361. Hon, Mark T. & Tonks, Ian, 2002. "Momentum in the UK stock market," LSE Research Online Documents on Economics 24909, London School of Economics and Political Science, LSE Library.
    362. Hribar, Paul & Melessa, Samuel J. & Small, R. Christopher & Wilde, Jaron H., 2017. "Does managerial sentiment affect accrual estimates? Evidence from the banking industry," Journal of Accounting and Economics, Elsevier, vol. 63(1), pages 26-50.
    363. Senarathne Chamil W., 2020. "Are Religious Believers Irrational: A Direct Test from an Efficient Market Hypothesis," Financial Sciences. Nauki o Finansach, Sciendo, vol. 25(1), pages 35-53, March.
    364. Gruen, D.W.R. & Gizycki, M.C., 1993. "Explaining Forward Discount Bias: Is It Anchoring?," Papers 164, Princeton, Woodrow Wilson School - Public and International Affairs.
    365. Kallinterakis, Vasileios & Liu, Fei & Pantelous, Athanasios A. & Shao, Jia, 2020. "Pricing inefficiencies and feedback trading: Evidence from country ETFs," International Review of Financial Analysis, Elsevier, vol. 70(C).
    366. Carlos J. Perez & Manuel Santos, 2017. "On the Dynamics of Speculation in a Model of Bubbles and Manias," Working Papers 2017-02, University of Miami, Department of Economics.
    367. Chiarella Carl & Semmler Willi & Mittnik Stefan & Zhu Peiyuan, 2002. "Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 6(1), pages 1-39, April.
    368. Lin, Yongjia & Wang, Yizhi & Fu, Xiaoqing (Maggie), 2022. "Margin purchases, short sales and stock return volatility in China: Evidence from the COVID-19 outbreak," Finance Research Letters, Elsevier, vol. 46(PA).
    369. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
    370. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
    371. Klein, Olga, 2020. "Trading aggressiveness and market efficiency," Journal of Financial Markets, Elsevier, vol. 47(C).
    372. Mark Grinblatt & Bing Han, 2001. "Prospect Theory, Mental Accounting, and Momentum," Yale School of Management Working Papers amz2533, Yale School of Management, revised 01 May 2007.
    373. Indars, Edgars Rihards & Savin, Aliaksei & Lublóy, Ágnes, 2019. "Herding behaviour in an emerging market: Evidence from the Moscow Exchange," Corvinus Economics Working Papers (CEWP) 2019/01, Corvinus University of Budapest.
    374. Zghal, Imen & Ben Hamad, Salah & Eleuch, Hichem & Nobanee, Haitham, 2020. "The effect of market sentiment and information asymmetry on option pricing," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    375. Rhee, S. Ghon & Wang, Chi-Jeng, 1997. "The bid-ask bounce effect and the spread size effect: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 5(2), pages 231-258, June.
    376. Sandrine Jacob Leal, 2013. "Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists," Economics Bulletin, AccessEcon, vol. 33(4), pages 3102-3116.
    377. Friedman, Daniel & Abraham, Ralph, 2008. "Bubblesandcrashes:Gradientdynamicsinfinancial markets," Santa Cruz Department of Economics, Working Paper Series qt3905j8kq, Department of Economics, UC Santa Cruz.
    378. Sascha Baghestanian & Paul Gortner & Baptiste Massenot, 2017. "Compensation schemes, liquidity provision, and asset prices: an experimental analysis," Experimental Economics, Springer;Economic Science Association, vol. 20(2), pages 481-505, June.
    379. Patrick Bayer & Kyle Mangum & James W. Roberts, 2021. "Speculative Fever: Investor Contagion in the Housing Bubble," American Economic Review, American Economic Association, vol. 111(2), pages 609-651, February.
    380. J. P. Bouchaud & S. Ciliberti & Y. Lemp'eri`ere & A. Majewski & P. Seager & K. Sin Ronia, 2017. "Black was right: Price is within a factor 2 of Value," Papers 1711.04717, arXiv.org, revised Nov 2017.
    381. Mizuta, Hideyuki & Steiglitz, Ken & Lirov, Erez, 2003. "Effects of price signal choices on market stability," Journal of Economic Behavior & Organization, Elsevier, vol. 52(2), pages 235-251, October.
    382. Honohan, Patrick, 1999. "A model of bank contagion through lending," International Review of Economics & Finance, Elsevier, vol. 8(2), pages 147-163, June.
    383. Wei, Jason, 2018. "Behavioral biases in the corporate bond market," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 34-55.
    384. Salmon, Mark & Gemmill, Gordon T & Hwang, Soosung, 2005. "Performance Measurement with Loss Aversion," CEPR Discussion Papers 5173, C.E.P.R. Discussion Papers.
    385. Bonsall, Samuel B. & Gillette, Jacquelyn R. & Pundrich, Gabriel & So, Eric, 2024. "Conflicts of interest in subscriber-paid credit ratings," Journal of Accounting and Economics, Elsevier, vol. 77(1).
    386. Alexandre Kohlhas, 2018. "Asymmetric Attention," 2018 Meeting Papers 1040, Society for Economic Dynamics.
    387. Sendhil Mullainathan & Andrei Shleifer, 2005. "The Market for News," American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September.
    388. Shinozawa, Yoshikatsu & Vivian, Andrew, 2015. "Determinants of money flows into investment trusts in Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 138-161.
    389. Bhamra, Harjoat S. & Shim, Kyung Hwan, 2017. "Stochastic idiosyncratic cash flow risk and real options: Implications for stock returns," Journal of Economic Theory, Elsevier, vol. 168(C), pages 400-431.
    390. Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
    391. Liu, Tengdong & Zheng, Dazhi & Zheng, Suyan & Lu, Yang, 2023. "Herding in Chinese stock markets: Evidence from the dual-investor-group," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    392. Chen, Yu-Lun & Mo, Wan-Shin, 2023. "Determinants and dynamic interactions of trader positions in the gold futures market," Journal of Commodity Markets, Elsevier, vol. 31(C).
    393. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
    394. Charteris, Ailie & Chau, Frankie & Gavriilidis, Konstantinos & Kallinterakis, Vasileios, 2014. "Premiums, discounts and feedback trading: Evidence from emerging markets' ETFs," International Review of Financial Analysis, Elsevier, vol. 35(C), pages 80-89.
    395. Huynh, Toan Luu Duc & Foglia, Matteo & Nasir, Muhammad Ali & Angelini, Eliana, 2021. "Feverish sentiment and global equity markets during the COVID-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1088-1108.
    396. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.
    397. Guerdjikova, Ani, 2004. "Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory," Sonderforschungsbereich 504 Publications 04-44, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    398. Edward M Miller, 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, John Wiley & Sons, vol. 9(1), pages 27-41, March.
    399. Cheol‐Ho Park & Scott H. Irwin, 2010. "A reality check on technical trading rule profits in the U.S. futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 633-659, July.
    400. Klaus, Jürgen & Koser, Christoph, 2021. "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, vol. 38(C).
    401. Alexakis, Christos & Niarchos, Nikitas & Patra, Theopfano & Poshakwale, Sunil, 2005. "The dynamics between stock returns and mutual fund flows: empirical evidence from the Greek market," International Review of Financial Analysis, Elsevier, vol. 14(5), pages 559-569.
    402. Frenkel, Michael & Rülke, Jan-Christoph & Stadtmann, Georg, 2009. "Two currencies, one model? Evidence from the Wall Street Journal forecast poll," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 19(4), pages 588-596, October.
    403. Josef Lakonishok & Andrei Shleifer & Robert W. Vishny, 1991. "Do Institutional Investors Destabilize Stock Prices? Evidence on Herding and Feedback Trading," NBER Working Papers 3846, National Bureau of Economic Research, Inc.
    404. Stephan Schulmeister, 2009. "Trading Practices and Price Dynamics in Commodity Markets and the Stabilising Effects of a Transaction Tax," WIFO Studies, WIFO, number 34919.
    405. Todea, Alexandru & Pleşoianu, Anita, 2013. "The influence of foreign portfolio investment on informational efficiency: Empirical evidence from Central and Eastern European stock markets," Economic Modelling, Elsevier, vol. 33(C), pages 34-41.
    406. Berna Kirkulak & Çagnur Kaytmaz Balsari, 2009. "Inflation Accounting and Stock Returns: Evidence From Istanbul Stock Exchange (ISE)," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 19-34.
    407. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia.
    408. Chen, Cathy Yi-Hsuan & Després, Roméo & Guo, Li & Renault, Thomas, 2019. "What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble," IRTG 1792 Discussion Papers 2019-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    409. Yamani, Ehab, 2023. "Return–volume nexus in financial markets: A survey of research," Research in International Business and Finance, Elsevier, vol. 65(C).
    410. Bank for International Settlements, 2003. "Incentive structures in institutional asset management and their implications for financial markets," CGFS Papers, Bank for International Settlements, number 21, december.
    411. Cohen, Randolph B. & Gompers, Paul A. & Vuolteenaho, Tuomo, 2002. "Who underreacts to cash-flow news? evidence from trading between individuals and institutions," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 409-462.
    412. Golec, Joseph, 1997. "Herding on Noise: The Case of Johnson Redbook's Weekly Retail Sales Data," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(3), pages 367-381, September.
    413. Kent Daniel & Sheridan Titman, 2003. "Market Reactions to Tangible and Intangible Information," NBER Working Papers 9743, National Bureau of Economic Research, Inc.
    414. Bertus, Mark & Godbey, Jonathan & Hinkelmann, Christoph & Mahar, James W., 2008. "Noise, equity prices, and hedging: A new approach," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 886-902, December.
    415. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
    416. Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2012. "Government intervention and institutional trading strategy: Evidence from a transition country," BOFIT Discussion Papers 9/2012, Bank of Finland Institute for Emerging Economies (BOFIT).
    417. Chung-Chih Liao, 2017. "Momentum Trading, Contrarian Trading and Smart Money Manipulation," International Business Research, Canadian Center of Science and Education, vol. 10(2), pages 53-62, February.
    418. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," Working Papers 1398, Princeton University, Department of Economics, Econometric Research Program..
    419. Steiner, Jakub & Stewart, Colin, 2015. "Price distortions under coarse reasoning with frequent trade," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 574-595.
    420. Kobana Abukari & Isaac Otchere, 2020. "Dominance of hybrid contratum strategies over momentum and contrarian strategies: half a century of evidence," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(4), pages 471-505, December.
    421. Xavier Vives, 2011. "A Large-Market Rational Expectations Equilibrium Model," CESifo Working Paper Series 3485, CESifo.
    422. Benjamin Chabot & Eric Ghysels & Ravi Jagannathan, 2014. "Momentum Trading, Return Chasing and Predictable Crashes," Working Paper Series WP-2014-27, Federal Reserve Bank of Chicago.
    423. Nuttathum Chutasripanich & James Yetman, 2015. "Foreign exchange intervention: strategies and effectiveness," BIS Working Papers 499, Bank for International Settlements.
    424. Zaremba, Adam, 2017. "Performance persistence of government bond factor premia," Finance Research Letters, Elsevier, vol. 22(C), pages 182-189.
    425. Bischi, Gian-Italo & Gallegati, Mauro & Gardini, Laura & Leombruni, Roberto & Palestrini, Antonio, 2006. "Herd Behavior And Nonfundamental Asset Price Fluctuations In Financial Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 10(4), pages 502-528, September.
    426. Halim, Edward & Riyanto, Yohanes Eko & Roy, Nilanjan, 2016. "Price Dynamics and Consumption Smoothing in Experimental Asset Markets," MPRA Paper 71631, University Library of Munich, Germany.
    427. Doron Avramov & Guy Kaplanski & Avanidhar Subrahmanyam, 2022. "Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective," Management Science, INFORMS, vol. 68(10), pages 7658-7681, October.
    428. Antonios Antoniou & Gregory Koutmos & Gioia Pescetto, 2011. "Testing for Long Memory in the Feedback Mechanism in the Futures Markets," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 3(2), pages 78-90, September.
    429. Bing, Tao & Ma, Hongkun, 2021. "COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market," Economic Analysis and Policy, Elsevier, vol. 71(C), pages 384-396.
    430. Li, Wei & Wang, Steven Shuye, 2010. "Daily institutional trades and stock price volatility in a retail investor dominated emerging market," Journal of Financial Markets, Elsevier, vol. 13(4), pages 448-474, November.
    431. Gebka, Bartosz & Serwa, Dobromil, 2007. "Intra- and inter-regional spillovers between emerging capital markets around the world," Research in International Business and Finance, Elsevier, vol. 21(2), pages 203-221, June.
    432. Emily J. Huang, 2015. "The role of institutional investors and individual investors in financial markets: Evidence from closed‐end funds," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 1-11, September.
    433. Hyuk Choe & Bong-Chan Kho & Rene M. Stulz, 1998. "Do Foreign Investors Destabilize Stock Markets? The Korean Experience in 1997," NBER Working Papers 6661, National Bureau of Economic Research, Inc.
    434. Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 85-104.
    435. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
    436. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.
    437. Marks, Joseph M. & Nam, Kiseok, 2018. "Intertemporal risk-return tradeoff in the short-run," Economics Letters, Elsevier, vol. 172(C), pages 81-84.
    438. Alanoud Al-Maadid & Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2018. "The Impact of Business and Political News on the GCC Stock Markets," CESifo Working Paper Series 7353, CESifo.
    439. Francesco Bianchi & Sydney C. Ludvigson & Sai Ma, 2022. "Belief Distortions and Macroeconomic Fluctuations," American Economic Review, American Economic Association, vol. 112(7), pages 2269-2315, July.
    440. Agapova, Anna & Kaprielyan, Margarita, 2020. "Stock volatility and trading," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    441. Thornton Matheson, 2014. "The Effect of a Low-Rate Transaction Tax on a Highly Liquid Market," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 70(4), pages 487-510, December.
    442. Ghysels, Eric & Seon, Junghoon, 2005. "The Asian financial crisis: The role of derivative securities trading and foreign investors in Korea," Journal of International Money and Finance, Elsevier, vol. 24(4), pages 607-630, June.
    443. Christopher Hansman & Harrison Hong & Wenxi Jiang & Yu-Jane Liu & Juan-Juan Meng, 2018. "Effects of Credit Expansions on Stock Market Booms and Busts," NBER Working Papers 24586, National Bureau of Economic Research, Inc.
    444. Roman Frydman & Edmund S. Phelps, 2013. "Which Way Forward for Macroeconomics and Policy Analysis? [Rethinking Expectations: The Way Forward for Macroeconomics]," Introductory Chapters,, Princeton University Press.
    445. Guo, Liang, 2016. "Are U.S. investors blindly chasing returns in foreign countries?," International Review of Economics & Finance, Elsevier, vol. 41(C), pages 309-334.
    446. David L. Dickinson & Ananish Chaudhuri & Ryan Greenaway-McGrevy, 2020. "Trading while sleepy? Circadian mismatch and mispricing in a global experimental asset market," Experimental Economics, Springer;Economic Science Association, vol. 23(2), pages 526-553, June.
    447. Gao, Zhenbin & Zhang, Jie, 2023. "The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
    448. Bose, Subir & Ladley, Daniel & Li, Xin, 2020. "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, vol. 67(C).
    449. Goetzmann, William N. & Huang, Simon, 2018. "Momentum in Imperial Russia," Journal of Financial Economics, Elsevier, vol. 130(3), pages 579-591.
    450. Qin, Jie, 2015. "A model of regret, investor behavior, and market turbulence," Journal of Economic Theory, Elsevier, vol. 160(C), pages 150-174.
    451. Masahiro Watanabe, 2002. "Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry," Yale School of Management Working Papers amz2636, Yale School of Management, revised 01 Jul 2002.
    452. Martin Gold, 2010. "Fiduciary Finance," Books, Edward Elgar Publishing, number 13813.
    453. Hasan F. Baklaci, 2009. "An Empirical Examination of Bilateral Interaction Between Foreign Investors’ Trading and Returns in Turkey," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 35-58.
    454. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2007. "Smart Money? The Forecasting Ability of CFTC Large Traders," 2007 Conference, April 16-17, 2007, Chicago, Illinois 37556, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    455. Thomas C. Chiang & Yuanqing Zhang, 2018. "An Empirical Investigation of Risk-Return Relations in Chinese Equity Markets: Evidence from Aggregate and Sectoral Data," IJFS, MDPI, vol. 6(2), pages 1-22, March.
    456. Agnès Bénassy-Quéré & Sophie Larribeau & Ronald MacDonald, 1999. "Models of Exchange Rate Expectations: Heterogeneous Evidence from Panel Data," Working Papers 1999-03, CEPII research center.
    457. Rüdiger Frey & Alexander Stremme, 1997. "Market Volatility and Feedback Effects from Dynamic Hedging," Mathematical Finance, Wiley Blackwell, vol. 7(4), pages 351-374, October.
    458. David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    459. Sandrine Jacob Leal, 2012. "Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists," Cahiers du CEREFIGE 1203, CEREFIGE (Centre Europeen de Recherche en Economie Financiere et Gestion des Entreprises), Universite de Lorraine, revised 2012.
    460. Richard K. Lyons, 2001. "Foreign exchange: macro puzzles, micro tools," Pacific Basin Working Paper Series 2001-10, Federal Reserve Bank of San Francisco.
    461. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    462. Bhootra, Ajay & Hur, Jungshik, 2012. "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1266-1275.
    463. Edward L. Glaeser & Charles G. Nathanson, 2014. "Housing Bubbles," NBER Working Papers 20426, National Bureau of Economic Research, Inc.
    464. Zaremba, Adam & Umutlu, Mehmet & Karathanasopoulos, Andreas, 2019. "Alpha momentum and alpha reversal in country and industry equity indexes," Journal of Empirical Finance, Elsevier, vol. 53(C), pages 144-161.
    465. Kim, Kyungkeun & Lee, Dongwon, 2020. "Equity market integration and portfolio rebalancing," Journal of Banking & Finance, Elsevier, vol. 113(C).
    466. Caroline Michere Ndei & Stephen Muchina & Kennedy Waweru, 2019. "Equity Unit Trust Funds Flow and Stock Market Returns: Evidence from Kenya," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 8(1), pages 21-36, January.
    467. Tracy Yue Wang & David Hirshleifer & Bing Han, 2010. "Investor Overconfidence and the Forward Discount Puzzle," 2010 Meeting Papers 1201, Society for Economic Dynamics.
    468. Ilomaki Jukka & Laurila Hannu, 2017. "Endogenous Real Risk-Free Rate, the Central Bank, and Stock Market," Working Papers 1713, Tampere University, Faculty of Management and Business, Economics.
    469. Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
    470. Wenwen Liu & Jinyu Yang & Jingrui Chen & Lei Xu, 2023. "How Social-Network Attention and Sentiment of Investors Affect Commodity Futures Market Returns: New Evidence From China," SAGE Open, , vol. 13(1), pages 21582440231, January.
    471. Blocher, Jesse, 2016. "Network externalities in mutual funds," Journal of Financial Markets, Elsevier, vol. 30(C), pages 1-26.
    472. Wen-Ling Lin & Robert F. Engle & Takatoshi Ito, 1991. "Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility as the World Turns," NBER Working Papers 3911, National Bureau of Economic Research, Inc.
    473. John Gallo & Chanwit Phengpis & Peggy Swanson, 2007. "Determinants of Equity Style," Journal of Financial Services Research, Springer;Western Finance Association, vol. 31(1), pages 33-51, February.
    474. Kian-Ping Lim & Muzafar Shah Habibullah & Melvin J. Hinich, 2009. "The Weak-form Efficiency of Chinese Stock Markets," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 8(2), pages 133-163, May.
    475. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, University Library of Munich, Germany.
    476. Shareen Joshi & Jeffrey Parker & Mark A. Bedau, 1998. "Technical Trading Creates a Prisoner's Dilemma: Results from an Agent-Based Model," Research in Economics 98-12-115e, Santa Fe Institute.
    477. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series 06-19, Swiss Finance Institute.
    478. Cars Hommes, 2005. "Heterogeneous Agent Models: Two Simple Case Studies," Tinbergen Institute Discussion Papers 05-055/1, Tinbergen Institute.
    479. Narayan, Paresh Kumar & Westerlund, Joakim, 2015. "Does cash flow predict returns?," Working Papers fe_2015_03, Deakin University, Department of Economics.
    480. Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex Business School.
    481. Lu, Tsung-Hsun, 2014. "The profitability of candlestick charting in the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 65-78.
    482. Rashid, Abdul, 2007. "Stock prices and trading volume: An assessment for linear and nonlinear Granger causality," Journal of Asian Economics, Elsevier, vol. 18(4), pages 595-612, August.
    483. Piccione, Michele & Spiegler, Ran, 2014. "Manipulating market sentiment," Economics Letters, Elsevier, vol. 122(2), pages 370-373.
    484. Chung, Huimin & Sheu, Her-Jiun & Hsu, Shufang, 2010. "Trading platform, market volatility and pricing efficiency in the floor-traded and E-mini index futures markets," International Review of Economics & Finance, Elsevier, vol. 19(4), pages 742-754, October.
    485. Rodrigo F. Aranda L. & Patricio Jaramillo G., 2010. "Non-linear Dynamics in the Chilean Stock Market: Evidence on Traded Volumes and Returns," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 13(3), pages 67-94, December.
    486. Bartosz Gębka, 2012. "The Dynamic Relation Between Returns, Trading Volume, And Volatility: Lessons From Spillovers Between Asia And The United States," Bulletin of Economic Research, Wiley Blackwell, vol. 64(1), pages 65-90, January.
    487. Weihong HUANG & Wanying Wang, 2012. "Price-Volume Relations in Financial Market," Economic Growth Centre Working Paper Series 1209, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
    488. Klishchuk, Bogdan, 2019. "Speculative Trade and Market Newcomers," Rationality and Competition Discussion Paper Series 175, CRC TRR 190 Rationality and Competition.
    489. Hommes, C.H., 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    490. José Gabriel Astaiza Gómez & Camilo Andrés Pérez Pacheco, 2022. "Equity Analyst Reports and Stock Prices," Apuntes del Cenes, Universidad Pedagógica y Tecnológica de Colombia, vol. 41(73), pages 43-62, February.
    491. Benjamin Cohen & Hyun Song Shin, 2002. "Positive feedback trading under stress: evidence from the US Treasury securities market," BIS Papers chapters, in: Bank for International Settlements (ed.), Market functioning and central bank policy, volume 12, pages 148-180, Bank for International Settlements.
    492. Adriana Breaban & Charles N. Noussair, 2014. "Fundamental value trajectories and trader characteristics in an asset market experiment," Working Papers 2014/08, Economics Department, Universitat Jaume I, Castellón (Spain).
    493. Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
    494. Hong, Harrison & Kubik, Jeffrey D. & Fishman, Tal, 2012. "Do arbitrageurs amplify economic shocks?," Journal of Financial Economics, Elsevier, vol. 103(3), pages 454-470.
    495. J. Rosser & Marina Rosser & Mauro Gallegati, 2012. "A Minsky-Kindleberger Perspective on the Financial Crisis," Journal of Economic Issues, Taylor & Francis Journals, vol. 46(2), pages 449-458.
    496. Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc.
    497. Diaz-Rainey, Ivan & Roberts, Helen & Lont, David H., 2017. "Crude inventory accounting and speculation in the physical oil market," Energy Economics, Elsevier, vol. 66(C), pages 508-522.
    498. Marcus Davidsson, 2012. "Constrained Momentum Investment," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 3(2), pages 69-77, April.
    499. Pitabas Mohanty & Supriti Mishra, 2021. "Assessing the impact of COVID-19 on the valuation of Indian companies using a financial model," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 18(9), pages 2133-2151, August.
    500. Si Chen, 2022. "Information and dynamic trading with the Gambler’s fallacy," Mathematics and Financial Economics, Springer, volume 16, number 1, March.
    501. Estrada, Fernando, 2010. "Theory of argumentation in financial markets," MPRA Paper 23932, University Library of Munich, Germany.
    502. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.
    503. Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 157-175.
    504. John Kambhu & Patricia C. Mosser, 2001. "The effect of interest rate options hedging on term-structure dynamics," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 51-70.
    505. Dyakov, Teodor & Verbeek, Marno, 2013. "Front-running of mutual fund fire-sales," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4931-4942.
    506. Binghui Wu & Tingting Duan & Jianmin He, 2018. "Dynamics Evolution of Trading Strategies of Investors in Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 743-760, April.
    507. Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi, 2008. "Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 370-388, September.
    508. Fernando Rubio, 2005. "Eficiencia De Mercado, Administracion De Carteras De Fondos Y Behavioural Finance," Finance 0503028, University Library of Munich, Germany, revised 23 Jul 2005.
    509. Shyh-Wei Chen, 2008. "Untangling the nexus of stock price and trading volume: evidence from the Chinese stock market," Economics Bulletin, AccessEcon, vol. 7(15), pages 1-16.
    510. Lambert, Jérôme & Bessière, Véronique & N’Goala, Gilles, 2012. "Does expertise influence the impact of overconfidence on judgment, valuation and investment decision?," Journal of Economic Psychology, Elsevier, vol. 33(6), pages 1115-1128.
    511. Harrison Hong & David A. Sraer, 2016. "Speculative Betas," Journal of Finance, American Finance Association, vol. 71(5), pages 2095-2144, October.
    512. Mao, Huina & Counts, Scott & Bollen, Johan, 2015. "Quantifying the effects of online bullishness on international financial markets," Statistics Paper Series 9, European Central Bank.
    513. Andreou, Christoforos K. & Lambertides, Neophytos & Panayides, Photis M., 2021. "Distress risk anomaly and misvaluation," The British Accounting Review, Elsevier, vol. 53(5).
    514. Aris Kartsaklas, 2018. "Trader Type Effects On The Volatility‐Volume Relationship Evidence From The Kospi 200 Index Futures Market," Bulletin of Economic Research, Wiley Blackwell, vol. 70(3), pages 226-250, July.
    515. Omar Esqueda & Yongli Luo & Dave Jackson, 2015. "The linkage between the U.S. “fear index” and ADR premiums under non-frictionless stock markets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 39(3), pages 541-556, July.
    516. André Orléan, 1990. "Le rôle des influences interpersonnelles dans la détermination des cours boursiers," Revue Économique, Programme National Persée, vol. 41(5), pages 839-868.
    517. Jukka Ilomäki & Hannu Laurila, 2021. "Leaning against the wind policy and animal spirits in a general equilibrium model," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2325-2334, April.
    518. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    519. Florian Steiger, 2010. "The Impact of Credit Risk and Implied Volatility on Stock Returns," Papers 1005.5538, arXiv.org.
    520. Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2013. "Government intervention and institutional trading strategy: Evidence from a transition country," Global Finance Journal, Elsevier, vol. 24(1), pages 44-68.
    521. Bohl Martin T., 2016. "Treiben Indexfonds Agrarrohstoffpreise? Nein!," Perspektiven der Wirtschaftspolitik, De Gruyter, vol. 17(2), pages 155-171, July.
    522. Alessio Brini & Jimmie Lenz, 2024. "A comparison of cryptocurrency volatility-benchmarking new and mature asset classes," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-38, December.
    523. Gaunersdorfer, Andrea, 2000. "Endogenous fluctuations in a simple asset pricing model with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 799-831, June.
    524. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
    525. Lin, Mei-Chen, 2023. "Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 85(C).
    526. José Renato Haas Ornelas & Pablo José Campos de Carvalho, 2015. "The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks," Working Papers Series 383, Central Bank of Brazil, Research Department.
    527. Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
    528. Alessio Brini & Jimmie Lenz, 2024. "A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes," Papers 2404.04962, arXiv.org.
    529. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024. "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1450-1484.
    530. Fung, Scott & Tsai, Shih-Chuan, 2021. "The price discovery role of day traders in futures market: Evidence from different types of day traders," Journal of Empirical Finance, Elsevier, vol. 64(C), pages 53-77.
    531. Gao, Bin & Liu, Xihua, 2020. "Intraday sentiment and market returns," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 48-62.
    532. Gilbert, Christopher L., 2012. "Speculative impacts on grains price volatility," 123rd Seminar, February 23-24, 2012, Dublin, Ireland 122540, European Association of Agricultural Economists.
    533. Michael Nofer & Oliver Hinz, 2015. "Using Twitter to Predict the Stock Market," Business & Information Systems Engineering: The International Journal of WIRTSCHAFTSINFORMATIK, Springer;Gesellschaft für Informatik e.V. (GI), vol. 57(4), pages 229-242, August.
    534. Semen Son-Turan, 2016. "The Impact of Investor Sentiment on the "Leverage Effect"," International Econometric Review (IER), Econometric Research Association, vol. 8(1), pages 4-18, April.
    535. Semra Karacaer & Yusuf Volkan Topuz, 2009. "The Effect of the Change in the Exchange Rate of US Dollars on the Market Index of Developing Countries: January 2001– November 2006 Period," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 11(42), pages 1-18.
    536. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    537. Milo Bianchi & Philippe Jehiel, 2019. "Bundling, Belief Dispersion, and Mispricing in Financial Markets," Working Papers halshs-02183306, HAL.
    538. Kothari, S.P. & Loutskina, E. & Nikolaev, V., 2006. "Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly," Discussion Paper 2006-103, Tilburg University, Center for Economic Research.
    539. Huan Xie & Jipeng Zhang, 2012. "Bubbles and Experience: An Experiment with a Steady Inflow of New Traders," CIRANO Working Papers 2012s-01, CIRANO.
    540. Giancarlo Costa & Marco Calzi, 1994. "Sulla vitalità di un mercato finanziario," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 17(2), pages 49-60, September.
    541. Ederer, Stefan & Heumesser, Christine & Staritz, Cornelia, 2013. "The role of fundamentals and financialisation in recent commodity price developments: An empirical analysis for wheat, coffee, cotton, and oil," Working Papers 42, Austrian Foundation for Development Research (ÖFSE).
    542. Ernst Maug & Narayan Naik, 2011. "Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 1(02), pages 265-292.
    543. Martin Boďa & Mária Kanderová, 2017. "Investment Style Preference and its Effect Upon Performance of Tracking Portfolios," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 65(6), pages 1851-1863.
    544. Brian Aitken, 1998. "Have Institutional Investors Destabilized Emerging Markets?," Contemporary Economic Policy, Western Economic Association International, vol. 16(2), pages 173-184, April.
    545. T. Kaizoji & M. Leiss & A. Saichev & D. Sornette, 2011. "Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders," Papers 1109.4726, arXiv.org, revised Mar 2014.
    546. Steib, Stefan & Mohan, Nancy, 1997. "The German reunification, changing capital market conditions, and the performance of German initial public offerings," The Quarterly Review of Economics and Finance, Elsevier, vol. 37(1), pages 115-137.
    547. Feldman, Todd, 2010. "Portfolio manager behavior and global financial crises," Journal of Economic Behavior & Organization, Elsevier, vol. 75(2), pages 192-202, August.
    548. Luis Armona & Andreas Fuster & Basit Zafar, 2016. "Home price expectations and behavior: evidence from a randomized information experiment," Staff Reports 798, Federal Reserve Bank of New York.
    549. Yu-Luen Ma & Yayuan Ren, 2018. "Is Catering Rewarded?: Evidence from the Insurance Industry," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 43(3), pages 539-559, July.
    550. Yangru Wu, 2004. "Momentum Trading, Mean Reveral and Overration in Chinese Stock Market," Working Papers 232004, Hong Kong Institute for Monetary Research.
    551. Padma Kadiyala, 2022. "Response of ETF flows and long-run returns to investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 489-531, December.
    552. J. Doyne Farmer, 2000. "A Simple Model For The Nonequilibrium Dynamics And Evolution Of A Financial Market," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 425-441.
    553. Mirza Faizan Ahmed, 2019. "Estimating proportion of noise traders and asset prices," Business Review, School of Economics and Social Sciences, IBA Karachi, vol. 14(2), pages 1-12, July-Dece.
    554. Gilbert, Christopher L., 2011. "Food Reserves in Developing Countries: Trade Policy Options for Improved Food Security," Price Volatility and Beyond 320199, International Centre for Trade and Sustainable Development (ICTSD).
    555. Awan, Obaid A., 2019. "Price discovery or noise: The role of arbitrage and speculation in explaining crude oil price behaviour," Journal of Commodity Markets, Elsevier, vol. 16(C).
    556. Delcoure, Natalya & Zhong, Maosen, 2007. "On the premiums of iShares," Journal of Empirical Finance, Elsevier, vol. 14(2), pages 168-195, March.
    557. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics.
    558. Bradford Cornell & Jakša Cvitanić & Levon Goukasian, 2010. "Beliefs regarding fundamental value and optimal investing," Annals of Finance, Springer, vol. 6(1), pages 83-105, January.
    559. Bange, Mary M. & Miller, Thomas Jr., 2004. "Return momentum and global portfolio allocations," Journal of Empirical Finance, Elsevier, vol. 11(4), pages 429-459, September.
    560. Kang Shi & Juanyi Xu, 2009. "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics, Canadian Economics Association, vol. 42(4), pages 1501-1526, November.
    561. Sébastien Duchêne & Eric Guerci & Nobuyuki Hanaki & Charles N. Noussair, 2018. "The effect of short selling and borrowing on market prices and traders’ behavior," Working Papers hal-01954924, HAL.
    562. Getu, Hailu & Weersink, Alfons, 2010. "Commodity Price Volatility: The Impact of Commodity Index Traders," Commissioned Papers 95803, Canadian Agricultural Trade Policy Research Network.
    563. Osler, C. L., 1995. "Exchange rate dynamics and speculator horizons," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 695-719, October.
    564. Hsieh, Shu-Fan & Chan, Chia-Ying & Wang, Ming-Chun, 2020. "Retail investor attention and herding behavior," Journal of Empirical Finance, Elsevier, vol. 59(C), pages 109-132.
    565. Massimo Massa & William Goetzmann, 2000. "Daily Momentum And Contrarian Behavior Of Index Fund Investors," Yale School of Management Working Papers ysm134, Yale School of Management, revised 01 Apr 2001.
    566. Dion Harmon & Marco Lagi & Marcus A M de Aguiar & David D Chinellato & Dan Braha & Irving R Epstein & Yaneer Bar-Yam, 2015. "Anticipating Economic Market Crises Using Measures of Collective Panic," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-27, July.
    567. Cronqvist, Henrik & Siegel, Stephan & Yu, Frank, 2015. "Value versus growth investing: Why do different investors have different styles?," Journal of Financial Economics, Elsevier, vol. 117(2), pages 333-349.
    568. Dang, Ha V. & Lin, Mi, 2016. "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 247-260.
    569. Chang, Charles, 2010. "Information footholds: Isolating local presence as a factor in analyst performance and trading," Journal of International Money and Finance, Elsevier, vol. 29(6), pages 1094-1107, October.
    570. Ki-Hong Choi & Seong-Min Yoon, 2020. "Investor Sentiment and Herding Behavior in the Korean Stock Market," IJFS, MDPI, vol. 8(2), pages 1-14, June.
    571. Berger, David & Turtle, Harry J., 2015. "Sentiment bubbles," Journal of Financial Markets, Elsevier, vol. 23(C), pages 59-74.
    572. Gurjeet Dhesi & Marcel Ausloos, 2016. "Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton," Papers 1601.01553, arXiv.org.
    573. Katsuhiro Oshima, 2021. "Heterogeneous beliefs, monetary policy, and stock price volatility," Annals of Finance, Springer, vol. 17(1), pages 79-125, March.
    574. Benes, Evangelos & Brugler, James & Hjalmarsson, Erik & Zikes, Filip, 2016. "Interactions among High-Frequency Traders," Working Papers in Economics 680, University of Gothenburg, Department of Economics.
    575. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
    576. Samarakoon, Lalith P., 2010. "Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market," Journal of Multinational Financial Management, Elsevier, vol. 20(2-3), pages 93-113, July.
    577. Bannigidadmath, Deepa & Narayan, Paresh Kumar, 2016. "Stock return predictability and determinants of predictability and profits," Emerging Markets Review, Elsevier, vol. 26(C), pages 153-173.
    578. Arjoon, Vaalmikki & Bhatnagar, Chandra Shekhar & Ramlakhan, Prakash, 2020. "Herding in the Singapore stock Exchange," Journal of Economics and Business, Elsevier, vol. 109(C).
    579. Michael Heinrich Baumann & Michaela Baumann & Lars Grüne & Bernhard Herz, 2023. "Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 855-890, October.
    580. Ming-Long Lee & Ming-Te Lee & Kevin Chiang, 2008. "Real Estate Risk Exposure of Equity Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 36(2), pages 165-181, February.
    581. Borgards, Oliver, 2021. "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    582. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
    583. Dong Lou & Christopher Polk, "undated". "Inferring Arbitrage Activity from Return Correlations," FMG Discussion Papers dp721, Financial Markets Group.
    584. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.
    585. Parizad Phiroze Dungore & Sarosh Hosi Patel, 2021. "Analysis of Volatility Volume and Open Interest for Nifty Index Futures Using GARCH Analysis and VAR Model," IJFS, MDPI, vol. 9(1), pages 1-11, January.
    586. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
    587. Graham Bird & Ramkishen S. Rajan, 2001. "Coping with, and cashing in on, international capital volatility," Journal of International Development, John Wiley & Sons, Ltd., vol. 13(1), pages 1-23.
    588. Estrada, Fernando, 2015. "As crises financeiras [Financial crises]," MPRA Paper 61418, University Library of Munich, Germany.
    589. Vo, Thi Thuy Anh & Mazur, Mieszko, 2023. "Institutional ownership and stock return volatility during the COVID-19 crisis: An international evidence," Finance Research Letters, Elsevier, vol. 58(PD).
    590. Sun, Zesheng & Wang, Yaoqing & Zhou, Xu & Yang, Lunan, 2019. "The roundabout from interest rates to commodity prices in China: The role of money flow," Resources Policy, Elsevier, vol. 61(C), pages 627-642.
    591. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 118887, London School of Economics and Political Science, LSE Library.
    592. Yung-Jang Wang & M. Walker, 2000. "An empirical test of individual and institutional trading patterns in Japan, Hong Kong, and Taiwan," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 24(2), pages 178-194, June.
    593. Semen Son Turan, 2014. "Internet Search Volume and Stock Return Volatility: The Case of Turkish Companies," Information Management and Business Review, AMH International, vol. 6(6), pages 317-328.
    594. Ai-ru (Meg) Cheng & Yin-Wong Cheung, 2008. "Return, Trading Volume, and Market Depth in Currency Futures Markets," Working Papers 202008, Hong Kong Institute for Monetary Research.
    595. Stan Miles, 2013. "Constant-collateral pyramiding trading strategies in futures markets," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 27(4), pages 381-396, December.
    596. Annina Kaltenbrunner & Machiko Nissanke, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility: The Empirical Study of Brazil," WIDER Working Paper Series RP2009-29, World Institute for Development Economic Research (UNU-WIDER).
    597. Danielsson, Jon & Love, Ryan, 2004. "Feedback trading," LSE Research Online Documents on Economics 24760, London School of Economics and Political Science, LSE Library.
    598. Liu, Yang & Han, Liyan & Yin, Libo, 2019. "News implied volatility and long-term foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 126-142.
    599. Kaihua Deng, 2016. "Price Momentum and Reversal: An Information Cascade Rationale," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 281-302, November.
    600. Wen-I Chuang & Bong-Soo Lee & Kai-Li Wang, 2014. "US and Domestic Market Gains and Asian Investors’ Overconfident Trading Behavior," Financial Management, Financial Management Association International, vol. 43(1), pages 113-148, March.
    601. Bohl, Martin T. & Klein, Arne C. & Siklos, Pierre L., 2013. "Are short sellers positive feedback traders? Evidence from the global financial crisis," Journal of Financial Stability, Elsevier, vol. 9(3), pages 337-346.
    602. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
    603. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
    604. Michael Wong, 1995. "Market reactions to several popular trend-chasing technical signals," Applied Economics Letters, Taylor & Francis Journals, vol. 2(11), pages 449-456.
    605. G. Bird & R. Rajan, 2001. "Would International Currency Taxation and Currency Stabilisation in Developing Countries?," Journal of Development Studies, Taylor & Francis Journals, vol. 37(3), pages 21-38.
    606. Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 41-59, May.
    607. Stephan Schulmeister, 2009. "Technical Trading and Trends in the Dollar-Euro Exchange Rate," WIFO Studies, WIFO, number 37582.
    608. Martin T. Bohl & Pierre Siklos, 2004. "Empirical Evidence on Feedback Trading in Mature and Emerging Stock Markets," Research Paper Series 137, Quantitative Finance Research Centre, University of Technology, Sydney.
    609. Sornette, Didier & Woodard, Ryan & Yan, Wanfeng & Zhou, Wei-Xing, 2013. "Clarifications to questions and criticisms on the Johansen–Ledoit–Sornette financial bubble model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4417-4428.
    610. Katsuhiro Oshima, 2019. "Subjective Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1012, Kyoto University, Institute of Economic Research.
    611. Y. Lemp'eri`ere & C. Deremble & P. Seager & M. Potters & J. P. Bouchaud, 2014. "Two centuries of trend following," Papers 1404.3274, arXiv.org.
    612. Bernardina Algieri, 2014. "A roller coaster ride: an empirical investigation of the main drivers of the international wheat price," Agricultural Economics, International Association of Agricultural Economists, vol. 45(4), pages 459-475, July.
    613. Chunsheng Zhou & Chang Qing, 2000. "A State-Space Model Of Short- And Long-Horizon Stock Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 23(4), pages 523-544, December.
    614. Wing-Keung Wong & Boon-Kiat Chew & Douglas Sikorsk, 2001. "Can the Forecasts Generated from E/P Ratio and Bond Yield be Used to Beat Stock Markets?," Multinational Finance Journal, Multinational Finance Journal, vol. 5(1), pages 59-86, March.
    615. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2022. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 110514, London School of Economics and Political Science, LSE Library.
    616. Gebka, Bartosz, 2006. "Leaders and Laggards: International Evidence on Spillovers in Returns, Variance, and Trading Volume," Working Paper Series 2006,1, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    617. Thorsten Lehnert, 2020. "Fear and stock price bubbles," PLOS ONE, Public Library of Science, vol. 15(5), pages 1-17, May.
    618. Ms. Thornton Matheson, 2011. "Taxing Financial Transactions: Issues and Evidence," IMF Working Papers 2011/054, International Monetary Fund.
    619. Dahlquist, Magnus & Robertsson, Goran, 2004. "A note on foreigners' trading and price effects across firms," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 615-632, March.
    620. Paramita Mukherjee & Rajashri Chatterjee, 2024. "Feedback Trading and Its Implications for Return Autocorrelations in India During COVID," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(2), pages 246-270, June.
    621. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006. "R2 and Price Inefficiency," Working Paper Series 2006-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    622. Chin‐Ho Chen, 2021. "Investor sentiment, misreaction, and the skewness‐return relationship," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1427-1455, September.
    623. Fang, Yi & Zhou, Xin & Wen, Yi-Feng & Ou, Qi-Lang, 2024. "Volume and stock returns in the Chinese market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    624. Milo Bianchi & Philippe Jehiel, 2012. "Financial reporting and market e¢ ciency with extrapolative investors," Levine's Working Paper Archive 786969000000000451, David K. Levine.
    625. Louis K. C. Chan & Narasimhan Jegadeesh & Josef Lakonishok, 1995. "Momentum Strategies," NBER Working Papers 5375, National Bureau of Economic Research, Inc.
    626. Economou, Fotini & Gavriilidis, Konstantinos & Goyal, Abhinav & Kallinterakis, Vasileios, 2015. "Herding dynamics in exchange groups: Evidence from Euronext," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 228-244.
    627. Zhou, Hang, 2022. "Informed speculation with k-level reasoning," Journal of Economic Theory, Elsevier, vol. 200(C).
    628. Brian Du, 2019. "Relative option liquidity and price efficiency," Review of Quantitative Finance and Accounting, Springer, vol. 52(4), pages 1119-1135, May.
    629. David L. Haugh, 2008. "Monetary Policy under Uncertainty about the Nature of Asset-Price Shocks," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 39-83, December.
    630. Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
    631. Marina Fiedler, 2011. "Experience and Confidence in an Internet‐Based Asset Market Experiment," Southern Economic Journal, John Wiley & Sons, vol. 78(1), pages 30-52, July.
    632. Stephan Schulmeister, 2012. "Technical Trading and Commodity Price Fluctuations," WIFO Studies, WIFO, number 45238.
    633. Nam, Jouahn & Wang, Jun & Zhang, Ge, 2008. "Strategic trading against retail investors with loss-aversion," International Review of Economics & Finance, Elsevier, vol. 17(1), pages 45-55.
    634. Economou, Fotini & Kostakis, Alexandros & Philippas, Nikolaos, 2011. "Cross-country effects in herding behaviour: Evidence from four south European markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(3), pages 443-460, July.
    635. Hsin, Chin-Wen & Tseng, Po-Wen, 2012. "Stock price synchronicities and speculative trading in emerging markets," Journal of Multinational Financial Management, Elsevier, vol. 22(3), pages 82-109.
    636. Sofiane Aboura, 2016. "Individual investors and stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 17(7), pages 477-485, December.
    637. Jukka Ilomäki, 2016. "Risk-Free Rates And Animal Spirits In Financial Markets," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 11(03), pages 1-18, September.
    638. Zuzana Rakovska, 2020. "Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices," Working Papers 2020/13, Czech National Bank.
    639. Li, Kai, 2021. "Nonlinear effect of sentiment on momentum," Journal of Economic Dynamics and Control, Elsevier, vol. 133(C).
    640. Immonen, Eero, 2017. "Simple agent-based dynamical system models for efficient financial markets: Theory and examples," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 38-53.
    641. Enders, Zeno & Hakenes, Hendrik Hakenes, 2014. "On the Existence and Prevention of Speculative Bubbles," Working Papers 0567, University of Heidelberg, Department of Economics.
    642. Chen, Yi-Wen & Chou, Robin K. & Lin, Chu-Bin, 2019. "Investor sentiment, SEO market timing, and stock price performance," Journal of Empirical Finance, Elsevier, vol. 51(C), pages 28-43.
    643. Siklos, Pierre L. & Bohl, Martin T., 2005. "Trading Behavior During Stock Market Downturns: The Dow, 1915 - 2004," Working Paper Series 2005,7, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
    644. Uğurlu-Yıldırım, Ecenur & Şendeniz-Yüncü, İlkay, 2021. "Additional factor in asset-pricing: Institutional ownership," Finance Research Letters, Elsevier, vol. 40(C).
    645. Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    646. Zaremba, Adam, 2016. "Strategies Based on Momentum and Term Structure in Financialized Commodity Markets," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 7(1), pages 31-46, January.
    647. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    648. Willi Semmler, 2006. "Asset Prices, Booms and Recessions," Springer Books, Springer, edition 0, number 978-3-540-24696-1, January.
    649. Dean Johnson & Patrick Joyce, 2012. "Bubbles and Crashes Revisited," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 29-42, August.
    650. Chang, Charles, 2010. "Herding and the role of foreign institutions in emerging equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 18(2), pages 175-185, April.
    651. Yoshihiro Ohashi, 2022. "A Model of Financial Market Control," Papers 2205.01260, arXiv.org.
    652. Cathy Yi†Hsuan Chen & Thomas C. Chiang, 2016. "Empirical Analysis of the Intertemporal Relationship between Downside Risk and Expected Returns: Evidence from Time†varying Transition Probability Models," European Financial Management, European Financial Management Association, vol. 22(5), pages 749-796, November.
    653. Günster, N.K. & Kole, H.J.W.G. & Jacobsen, B., 2009. "Riding Bubbles," ERIM Report Series Research in Management ERS-2009-058-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    654. Guo, Ming & Li, Zhan & Tu, Zhiyong, 2012. "A unique “T+1 trading rule” in China: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 575-583.
    655. Yong Chen & Bing Han & Jing Pan, 2021. "Sentiment Trading and Hedge Fund Returns," Journal of Finance, American Finance Association, vol. 76(4), pages 2001-2033, August.
    656. Robin Greenwood & Andrei Shleifer, 2014. "Expectations of Returns and Expected Returns," The Review of Financial Studies, Society for Financial Studies, vol. 27(3), pages 714-746.
    657. Chan, Wesley S. & Frankel, Richard & Kothari, S.P., 2004. "Testing behavioral finance theories using trends and consistency in financial performance," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 3-50, December.
    658. Angelo Antoci, 1995. "Stock market dynamics with institutional trading," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 18(2), pages 143-151, September.
    659. Krauss, Christopher & Beerstecher, Daniel & Krüger, Tom, 2015. "Feasible earnings momentum in the U.S. stock market: An investor's perspective," FAU Discussion Papers in Economics 12/2015, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    660. Liu, Tie-Ying & Lin, Ye, 2024. "Who has mastered exchange rate ups and downs: China or the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    661. Douglas R. Emery, 2022. "Negative bubbles and the market for “dreams”: “Lemons” in the looking glass," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(1), pages 5-16, March.
    662. Tokic, Damir, 2015. "The 2014 oil bust: Causes and consequences," Energy Policy, Elsevier, vol. 85(C), pages 162-169.
    663. Tedeschi, Gabriele & Recchioni, Maria Cristina & Berardi, Simone, 2019. "An approach to identifying micro behavior: How banks’ strategies influence financial cycles," Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 329-346.
    664. Liang, Woan-lih, 2016. "Sensitivity to investor sentiment and stock performance of open market share repurchases," Journal of Banking & Finance, Elsevier, vol. 71(C), pages 75-94.
    665. Jungshik Hur & Mahesh Pritamani & Vivek Sharma, 2010. "Momentum and the Disposition Effect: The Role of Individual Investors," Financial Management, Financial Management Association International, vol. 39(3), pages 1155-1176, September.
    666. Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016. "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 221-232.
    667. Salm, Christian A. & Schuppli, Michael, 2010. "Positive feedback trading in stock index futures: International evidence," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 313-322, December.
    668. Allen, Franklin & Carletti, Elena, 2013. "New theories to underpin financial reform," Journal of Financial Stability, Elsevier, vol. 9(2), pages 242-249.
    669. Jyri Kinnunen & Minna Martikainen, 2017. "Dynamic Autocorrelation and International Portfolio Allocation," Multinational Finance Journal, Multinational Finance Journal, vol. 21(1), pages 21-48, March.
    670. Wang, Kai-Hua & Su, Chi-Wei & Lobonţ, Oana-Ramona & Moldovan, Nicoleta-Claudia, 2020. "Chinese renewable energy industries’ boom and recession: Evidence from bubble detection procedure," Energy Policy, Elsevier, vol. 138(C).
    671. Titman, Sheridan & Wei, Chishen & Zhao, Bin, 2022. "Corporate actions and the manipulation of retail investors in China: An analysis of stock splits," Journal of Financial Economics, Elsevier, vol. 145(3), pages 762-787.
    672. Huang, Emily J., 2015. "The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds," Review of Financial Economics, Elsevier, vol. 26(C), pages 1-11.
    673. Ahmed, Walid M.A., 2021. "Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    674. Paul Kofman & James T. Moser, 1993. "Stock margins and the conditional probability of price reversals," Working Paper Series, Issues in Financial Regulation 93-5, Federal Reserve Bank of Chicago.
    675. Haase, Marco & Seiler Zimmermann, Yvonne & Zimmermann, Heinz, 2016. "The impact of speculation on commodity futures markets – A review of the findings of 100 empirical studies," Journal of Commodity Markets, Elsevier, vol. 3(1), pages 1-15.
    676. Alvarez-Ramirez, Jose & Suarez, Rodolfo & Ibarra-Valdez, Carlos, 2003. "Trading strategies, feedback control and market dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 220-226.
    677. Michael Fung, 2013. "A trade-off between non-fundamental risk and incentives," Review of Quantitative Finance and Accounting, Springer, vol. 41(1), pages 29-51, July.
    678. Christos Alexakis, 2011. "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-18.
    679. Wen-Jun Xue & Li-Wen Zhang, 2016. "Stock Return Autocorrelations and Predictability in the Chinese Stock Market: Evidence from Threshold Quantile Autoregressive Models," Working Papers 1605, Florida International University, Department of Economics.
    680. Hung, Chiayu & Lai, Hung-Neng, 2022. "Information asymmetry and the profitability of technical analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
    681. David Goldbaum, 2013. "Learning and Adaptation as a Source of Market Failure," Working Paper Series 14, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    682. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers 072, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    683. Adlai Fisher, 1999. "Multivariate Stock Returns Around Extreme Events: A Reassessment of Economic Fundamentals and the 1987 Market Crash," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-071, New York University, Leonard N. Stern School of Business-.
    684. Ichkitidze, Yuri, 2018. "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 103-117.
    685. Schuler, Tobias & Corrado, Luisa, 2019. "Financial cycles, credit bubbles and stabilization policies," Working Paper Series 2336, European Central Bank.
    686. Haim Kedar-Levy, 2004. "Learning the CAPM through Bubbles," Econometric Society 2004 Far Eastern Meetings 775, Econometric Society.
    687. Gene Amromin & Steven A. Sharpe, 2014. "From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return," Management Science, INFORMS, vol. 60(4), pages 845-866, April.
    688. Sushant Acharya & Keshav Dogra & Sanjay R. Singh, 2021. "The financial origins of non-fundamental risk," Working Papers 345, University of California, Davis, Department of Economics.
    689. Safieddine, Assem & Sonti, Ramana, 2007. "Momentum and industry growth," Review of Financial Economics, Elsevier, vol. 16(2), pages 203-215.
    690. Charlie X. Cai & Robert Faff & Yongcheol Shin, 2018. "Noise Momentum Around the World," Abacus, Accounting Foundation, University of Sydney, vol. 54(1), pages 79-104, March.
    691. Pierdzioch, Christian & Schäfer, Dirk & Stadtmann, Georg, 2010. "Fly with the eagles or scratch with the chickens? Zum Herdenverhalten von Wechselkursprognostikern," Discussion Papers 287, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    692. Li, Ying & Lu, Miao & Lo, Y. Ling, 2019. "The impact of analyst coverage on partial acquisitions: Evidence from M&A premium and firm performance in China," International Review of Economics & Finance, Elsevier, vol. 63(C), pages 37-60.
    693. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.
    694. Schröder, Michael & Borell, Mariela & Gropp, Reint E. & Iliewa, Zwetelina & Jaroszek, Lena & Lang, Gunnar & Schmidt, Sandra & Trela, Karl, 2012. "The role of investment banking for the German economy: Final report for Deutsche Bank AG, Frankfurt/Main," ZEW Dokumentationen 12-01, ZEW - Leibniz Centre for European Economic Research.
    695. Wang, Haijun & Jiao, Shuaipeng & Ge, Chen & Sun, Guanglin, 2024. "Corporate ESG rating divergence and excess stock returns," Energy Economics, Elsevier, vol. 129(C).
    696. Naeem, Muhammad Abubakr & Mbarki, Imen & Shahzad, Syed Jawad Hussain, 2021. "Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 496-514.
    697. Girard, J. & Gruber, H., 1995. "The repeated choice model and the feedback mechanism," Omega, Elsevier, vol. 23(2), pages 187-195, April.
    698. Nicolas Petit & Thibault Schrepel, 2023. "Complexity-minded antitrust," Journal of Evolutionary Economics, Springer, vol. 33(2), pages 541-570, April.
    699. Baur, Robert Frederick, 1992. "Overreaction in futures markets," ISU General Staff Papers 1992010108000010973, Iowa State University, Department of Economics.
    700. Koutmos, Dimitrios & Song, Wei, 2014. "Speculative dynamics and price behavior in the Shanghai Stock Exchange," Research in International Business and Finance, Elsevier, vol. 31(C), pages 74-86.
    701. Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015. "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 239-259.
    702. Efsun Kürüm & Gerhard-Wilhelm Weber & Cem Iyigun, 2018. "Early warning on stock market bubbles via methods of optimization, clustering and inverse problems," Annals of Operations Research, Springer, vol. 260(1), pages 293-320, January.
    703. Tokic, Damir, 2010. "The 2008 oil bubble: Causes and consequences," Energy Policy, Elsevier, vol. 38(10), pages 6009-6015, October.
    704. Bohl, Martin T. & Sulewski, Christoph, 2019. "The impact of long-short speculators on the volatility of agricultural commodity futures prices," Journal of Commodity Markets, Elsevier, vol. 16(C).
    705. Kaniel, Ron & Alt, Aydogan & Yoeli, Uzi, 2012. "Why Do Institutional Investors Chase Return Trends?," CEPR Discussion Papers 8773, C.E.P.R. Discussion Papers.
    706. Rubin, Amir & Smith, Daniel R., 2009. "Institutional ownership, volatility and dividends," Journal of Banking & Finance, Elsevier, vol. 33(4), pages 627-639, April.
    707. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
    708. Franklin Allen & Elena Carletti, 2013. "Systemic risk from real estate and macro-prudential regulation," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 5(1/2), pages 28-48.
    709. Oliver Boguth & Murray Carlson & Adlai Fisher & Mikhail Simutin, 2023. "The Term Structure of Equity Risk Premia: Levered Noise and New Estimates," Review of Finance, European Finance Association, vol. 27(4), pages 1155-1182.
    710. Neely, Christopher J. & Weller, Paul A. & Ulrich, Joshua M., 2009. "The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(2), pages 467-488, April.
    711. Irene Cherono & Tobias Olweny & Tabitha Nasieku, 2019. "Investor Behavior Biases and Stock Market Reaction in Kenya," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 9(1), pages 1-6.
    712. Chiao, Chaoshin & Hung, Ken & Lee, Cheng F., 2004. "The price adjustment and lead-lag relations between stock returns: microstructure evidence from the Taiwan stock market," Journal of Empirical Finance, Elsevier, vol. 11(5), pages 709-731, December.
    713. Hasan F. Baklaci, 2007. "Do Foreign Investors chase or Impact Returns in Turkey?," Papers of the Annual IUE-SUNY Cortland Conference in Economics, in: Oguz Esen & Ayla Ogus (ed.), Proceedings of the Conference on Globalization and Its Discontents, pages 22-39, Izmir University of Economics.
    714. KIMURA Yosuke, 2017. "Heterogeneous Investor Behaviors and Market Volatility in the Tokyo Stock Exchange," Discussion papers 17003, Research Institute of Economy, Trade and Industry (RIETI).
    715. Steven Tucker & Yilong Xu, 2020. "Nonspeculative Bubbles Revisited: Speculation Does Matter," Working Papers in Economics 20/09, University of Waikato.
    716. Shu-Ling Lin & Jun Lu, 2020. "Did Institutional Investors’ Behavior Affect U.S.-China Equity Market Sentiment? Evidence from the U.S.-China Trade Turbulence," Mathematics, MDPI, vol. 8(6), pages 1-17, June.
    717. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    718. Tsai, Li-Ju & Shu, Pei-Gi & Chiang, Sue-Jane, 2019. "Foreign investors’ trading behavior and market conditions: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 52.
    719. K. Rouwenhorst, 1996. "International Momentum Strategies," Yale School of Management Working Papers ysm36, Yale School of Management, revised 01 Feb 2008.
    720. Min Bai & Xiao-Ming Li & Yafeng Qin, 2016. "Short-selling constraints and stock-valuation pattern: a regime–event analysis," Applied Economics, Taylor & Francis Journals, vol. 48(56), pages 5462-5484, December.
    721. Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023. "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
    722. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
    723. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis.
    724. Cormac O’ Keeffe & Liam A. Gallagher, 2017. "The winner-loser anomaly: recent evidence from Greece," Applied Economics, Taylor & Francis Journals, vol. 49(47), pages 4718-4728, October.
    725. Yiuman Tse & Michael Williams, 2011. "Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index ," Working Papers 0007, College of Business, University of Texas at San Antonio.
    726. Behrendt, Simon & Schmidt, Alexander, 2021. "Nonlinearity matters: The stock price – trading volume relation revisited," Economic Modelling, Elsevier, vol. 98(C), pages 371-385.
    727. Minye Zhang & Yongheng Deng, 2010. "Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?," The Journal of Real Estate Finance and Economics, Springer, vol. 40(4), pages 497-543, May.
    728. Yu, Jianfeng, 2013. "A sentiment-based explanation of the forward premium puzzle," Journal of Monetary Economics, Elsevier, vol. 60(4), pages 474-491.
    729. Ruelke, Jan C. & Frenkel, Michael R. & Stadtmann, Georg, 2010. "Expectations on the yen/dollar exchange rate - Evidence from the Wall Street Journal forecast poll," Journal of the Japanese and International Economies, Elsevier, vol. 24(3), pages 355-368, September.
    730. Tey, Kian Siong & Schaerer, Michael & Madan, Nikhil & Swaab, Roderick I., 2021. "The Impact of Concession Patterns on Negotiations: When and Why Decreasing Concessions Lead to a Distributive Disadvantage," Organizational Behavior and Human Decision Processes, Elsevier, vol. 165(C), pages 153-166.
    731. Fong, Wai Mun & Yong, Lawrence H. M., 2005. "Chasing trends: recursive moving average trading rules and internet stocks," Journal of Empirical Finance, Elsevier, vol. 12(1), pages 43-76, January.
    732. Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
    733. Nikolaos Antonakakis & Johann Scharler, 2009. "Volatility, Information and Stock Market Crashes," Economics working papers 2009-18, Department of Economics, Johannes Kepler University Linz, Austria.
    734. Li, Mei & Qiu, Junfeng, 2013. "Speculative capital inflows, adaptive expectations, and the optimal renminbi appreciation policy," China Economic Review, Elsevier, vol. 25(C), pages 117-138.
    735. Yafeng Qin & Min Bai, 2014. "Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 237-261, June.
    736. Edmans, Alex & Jayaraman, Sudarshan & Schneemeier, Jan, 2017. "The source of information in prices and investment-price sensitivity," Journal of Financial Economics, Elsevier, vol. 126(1), pages 74-96.
    737. Alberto Madrid & Luis A. Hierro, 2015. "Burbujas especulativas: el estado de una cuestión poco estudiada," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 38(108), pages 123-138, Septiembr.
    738. Stephen Foerster, 2011. "Double then Nothing: Why Stock Investments Relying on Simple Heuristics May Disappoint," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 3(2), pages 115-140, September.
    739. Rebecca Westphal & Didier Sornette, 2019. "Market Impact and Performance of Arbitrageurs of Financial Bubbles in An Agent-Based Model," Swiss Finance Institute Research Paper Series 19-29, Swiss Finance Institute.
    740. Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas, 2005. "Index futures and positive feedback trading: evidence from major stock exchanges," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 219-238, March.
    741. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
    742. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics.
    743. Ausloos, Marcel, 2016. "Modelling and measuring the irrational behaviour of agents in financial markets: Discovering the psychological solitonAuthor-Name: Dhesi, Gurjeet," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 119-125.
    744. Yiuman Tse & Michael R. Williams, 2013. "Does Index Speculation Impact Commodity Prices? An Intraday Analysis," The Financial Review, Eastern Finance Association, vol. 48(3), pages 365-383, August.
    745. Che, Limei, 2018. "Investor types and stock return volatility," Journal of Empirical Finance, Elsevier, vol. 47(C), pages 139-161.
    746. Glaeser, Edward L. & Nathanson, Charles G., 2015. "Housing Bubbles," Handbook of Regional and Urban Economics, in: Gilles Duranton & J. V. Henderson & William C. Strange (ed.), Handbook of Regional and Urban Economics, edition 1, volume 5, chapter 0, pages 701-751, Elsevier.
    747. Theobald, Michael & Yallup, Peter, 2005. "Intradaily volatility and adjustment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 407-424, December.
    748. Luboš Komárek & Ivana Kubicová, 2011. "Možnosti identifikace bublin cen aktiv v české ekonomice [Methods of Identification Asset Price Bubbles In the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 164-183.
    749. Sanders, Dwight R. & Boris, Keith & Manfredo, Mark, 2004. "Hedgers, funds, and small speculators in the energy futures markets: an analysis of the CFTC's Commitments of Traders reports," Energy Economics, Elsevier, vol. 26(3), pages 425-445, May.
    750. Jin, Lawrence J. & Sui, Pengfei, 2022. "Asset pricing with return extrapolation," Journal of Financial Economics, Elsevier, vol. 145(2), pages 273-295.
    751. Tokic, Damir, 2012. "Speculation and the 2008 oil bubble: The DCOT Report analysis," Energy Policy, Elsevier, vol. 45(C), pages 541-550.
    752. Sanders, Dwight R. & Boris, Keith, 2000. "Does The Cftc Commitments Of Traders Report Contain Useful Information?," 2000 Conference, April 17-18 2000, Chicago, Illinois 18929, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    753. Soumya Mukhopadhyay, 2018. "Opinion mining in management research: the state of the art and the way forward," OPSEARCH, Springer;Operational Research Society of India, vol. 55(2), pages 221-250, June.
    754. Bergant, Katharina, 2017. "Quantitative Easing and Portfolio Rebalancing: Micro Evidence from Irish Resident Banks," Economic Letters 07/EL/17, Central Bank of Ireland.
    755. Sun, Xiaojin & Tsang, Kwok Ping, 2019. "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.
    756. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding," BERG Working Paper Series 177, Bamberg University, Bamberg Economic Research Group.
    757. Noussair, C.N. & Tucker, S., 2013. "Experimental Research On Asset Pricing," Other publications TiSEM d5f4235c-17a8-407b-800b-2, Tilburg University, School of Economics and Management.
    758. Francesca Biagini & Thomas Reitsam, 2019. "Asset Price Bubbles in market models with proportional transaction costs," Papers 1911.10149, arXiv.org, revised Dec 2020.
    759. Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
    760. Lesmond, David A. & Schill, Michael J. & Zhou, Chunsheng, 2004. "The illusory nature of momentum profits," Journal of Financial Economics, Elsevier, vol. 71(2), pages 349-380, February.
    761. Hurst, Gareth & Docherty, Paul, 2015. "Trend salience, investor behaviours and momentum profitability," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 471-484.
    762. Thomas Chiang & Lin Tan & Jiandong Li & Edward Nelling, 2013. "Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications," Multinational Finance Journal, Multinational Finance Journal, vol. 17(3-4), pages 165-200, September.
    763. Vivien Lespagnol & Juliette Rouchier, 2018. "Trading Volume and Price Distortion: An Agent-Based Model with Heterogenous Knowledge of Fundamentals," Post-Print hal-02084910, HAL.
    764. Chen, Ting & Gao, Zhenyu & He, Jibao & Jiang, Wenxi & Xiong, Wei, 2019. "Daily price limits and destructive market behavior," Journal of Econometrics, Elsevier, vol. 208(1), pages 249-264.
    765. Eleni Thanou & Dikaios Tserkezos, 2008. "Nonlinear Diachronic Effects Between Stock Returns and Mutual Fund Flows: Additional Empirical Evidence from the Athens Stocks Exchange," Working Papers 0826, University of Crete, Department of Economics.
    766. Chen, Hsuan-Chi & Lai, Christine W., 2010. "Reputation stretching in mutual fund starts," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 193-207, January.
    767. Jukka Ilomäki & Hannu Laurila, 2018. "The Noise Trader Effect In A Walrasian Financial Market," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 405-419, December.
    768. Dick, Christian D. & Menkhoff, Lukas, 2012. "Exchange rate expectations of chartists and fundamentalists," ZEW Discussion Papers 12-026, ZEW - Leibniz Centre for European Economic Research.
    769. Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo, 2008. "How markets slowly digest changes in supply and demand," Papers 0809.0822, arXiv.org.
    770. M.V. Lakshman & Sankarshan Basu & R. Vaidyanathan, 2013. "Market-wide Herding and the Impact of Institutional Investors in the Indian Capital Market," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 12(2), pages 197-237, August.
    771. Lusheng Shao & Derui Wang & Xiaole Wu, 2022. "Competitive trading in forward and spot markets under yield uncertainty," Production and Operations Management, Production and Operations Management Society, vol. 31(9), pages 3400-3418, September.
    772. Aihua Li, 2021. "Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading," Papers 2111.12564, arXiv.org.
    773. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "Smart Money: The Forecasting Ability of CFTC Large Traders in Agricultural Futures Markets," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 34(2), pages 1-21, August.
    774. Paramita Mukherjee & Sweta Tiwari, 2022. "Trading Behaviour of Foreign Institutional Investors: Evidence from Indian Stock Markets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 605-629, December.
    775. Gerlach, Jeffrey R. & Yook, Youngsuk, 2016. "Political conflict and foreign portfolio investment: Evidence from North Korean attacks," Pacific-Basin Finance Journal, Elsevier, vol. 39(C), pages 178-196.
    776. Georgakopoulos, Nicholas L., 1996. "Why should disclosure rules subsidize informed traders?," International Review of Law and Economics, Elsevier, vol. 16(4), pages 417-431, December.
    777. Nose, Yoshiaki & Miyagawa, Hisao & Ito, Akitoshi, 2021. "How do firms attract the attention of individual investors? Shareholder perks and financial visibility," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    778. Oludamola Durodola & Deepika Chotee, 2019. "Cannabis Stock Behavior and Investor’s Expectations on the TSX: A Mixed Method Approach," Proceedings of the 14th International RAIS Conference, August 19-20, 2019 018OD, Research Association for Interdisciplinary Studies.
    779. Chen, Jun & Tian, Gaoliang & Yang, Fan, 2020. "Individual investors' propensity to speculate and A-share premiums in China's A-shares and H-shares," Emerging Markets Review, Elsevier, vol. 43(C).
    780. Yi-Mien Lin & Yun-Sheng Hsu & Shieh-Liang Chen, 2009. "Cash-flow news, market liquidity and liquidity risk," Applied Economics, Taylor & Francis Journals, vol. 41(9), pages 1137-1156.
    781. Kothari, S.P. & Loutskina, E. & Nikolaev, V., 2006. "Agency Theory of Overvalued Equity as an Explanation for the Accrual Anomaly," Other publications TiSEM 3f380fcf-b0ca-4198-86f8-9, Tilburg University, School of Economics and Management.
    782. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
    783. Huang, Xing, 2019. "Mark Twain’s Cat: Investment experience, categorical thinking, and stock selection," Journal of Financial Economics, Elsevier, vol. 131(2), pages 404-432.
    784. Liu, Xufeng & Wan, Die, 2022. "Asymmetric positive feedback trading and stock pricing in China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    785. Jiarui Gao & Tongshui Xia, 2024. "Can Green Credit Policies Promote Fund Investment? Evidence from China," Sustainability, MDPI, vol. 16(17), pages 1-21, August.
    786. Chau, Frankie & Kuo, Jing-Ming & Shi, Yukun, 2015. "Arbitrage opportunities and feedback trading in emissions and energy markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 130-147.
    787. C. Y. Yiu & K. F. Man & S. K. Wong, 2008. "Trading Volume and Price Dispersion in Housing Markets," Journal of Property Research, Taylor & Francis Journals, vol. 25(3), pages 203-219, December.
    788. Edelen, Roger M. & Warner, Jerold B., 2001. "Aggregate price effects of institutional trading: a study of mutual fund flow and market returns," Journal of Financial Economics, Elsevier, vol. 59(2), pages 195-220, February.
    789. A. Malliaris & Mary Malliaris, 2014. "N-tuple S&P patterns across decades, 1950–2011," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 22(2), pages 339-353, June.
    790. Katsuhiro Oshima, 2019. "Heterogeneous Beliefs, Monetary Policy, and Stock Price Volatility," KIER Working Papers 1013, Kyoto University, Institute of Economic Research.
    791. Piyapas Tharavanij & Vasan Siraprapasiri & Kittichai Rajchamaha, 2017. "Profitability of Candlestick Charting Patterns in the Stock Exchange of Thailand," SAGE Open, , vol. 7(4), pages 21582440177, October.
    792. Menkhoff, L., 1998. "The noise trading approach -- questionnaire evidence from foreign exchange," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 547-564, June.
    793. Jukka Ilomäki, 2017. "Animal spirits, beauty contests and expected returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 474-486, July.
    794. Chiyachantana, Chiraphol N. & Jain, Pankaj K. & Jiang, Christine & Wood, Robert A., 2006. "Volatility effects of institutional trading in foreign stocks," Journal of Banking & Finance, Elsevier, vol. 30(8), pages 2199-2214, August.
    795. Kramer, Charles, 1999. "Noise trading, transaction costs, and the relationship of stock returns and trading volume," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 343-362, November.
    796. Assaf, Ata, 2018. "Testing for bubbles in the art markets: An empirical investigation," Economic Modelling, Elsevier, vol. 68(C), pages 340-355.
    797. Osman Kilic & Joseph M. Marks & Kiseok Nam, 2022. "Predictable asset price dynamics, risk-return tradeoff, and investor behavior," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 749-791, August.
    798. Bahloul, Walid & Bouri, Abdelfettah, 2016. "Profitability of return and sentiment-based investment strategies in US futures markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 254-270.
    799. Balvers, Ronald J. & Wu, Yangru, 2006. "Momentum and mean reversion across national equity markets," Journal of Empirical Finance, Elsevier, vol. 13(1), pages 24-48, January.
    800. Xiong, Wei, 2001. "Convergence trading with wealth effects: an amplification mechanism in financial markets," Journal of Financial Economics, Elsevier, vol. 62(2), pages 247-292, November.
    801. Hung, Weifeng, 2014. "Institutional trading and attention bias," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 71-91.
    802. Coskun, Esra Alp & Lau, Chi Keung Marco & Kahyaoglu, Hakan, 2020. "Uncertainty and herding behavior: evidence from cryptocurrencies," Research in International Business and Finance, Elsevier, vol. 54(C).
    803. Alhaj-Yaseen, Yaseen S. & Rao, Xi & Jin, Yinghua, 2017. "Market liberalization and the extent of informed trading: Evidence from China’s equity markets," Journal of Multinational Financial Management, Elsevier, vol. 39(C), pages 78-99.
    804. Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
    805. Julius Probst, 2019. "Lawrence Summers Deserves a Nobel Prize for Reviving the Theory of Secular Stagnation," Econ Journal Watch, Econ Journal Watch, vol. 16(2), pages 342–373-3, September.
    806. Frank H. Westerhoff, 2005. "Heterogeneous traders, price-volume signals, and complex asset price dynamics," Discrete Dynamics in Nature and Society, Hindawi, vol. 2005, pages 1-11, January.
    807. Lutz G. Arnold & David Russ, 2020. "Listening to the Noise in Financial Markets," Working Papers 203, Bavarian Graduate Program in Economics (BGPE).
    808. Cifarelli, Giulio & Paladino, Giovanna, 2015. "A dynamic model of hedging and speculation in the commodity futures markets," Journal of Financial Markets, Elsevier, vol. 25(C), pages 1-15.
    809. Xue, Yi & Gençay, Ramazan, 2012. "Hierarchical information and the rate of information diffusion," Journal of Economic Dynamics and Control, Elsevier, vol. 36(9), pages 1372-1401.
    810. Chaoshin Chiao & Ken Hung & Gladson Nwanna, 2004. "Beta Instability of Firms: The Case of the Taiwan Stock Market During Its Financial Development," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(1), pages 37-61, January.
    811. Kim, Donghan & Kim, Hyun-Dong & Joe, Denis Yongmin & Oh, Ji Yeol Jimmy, 2021. "Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration," Journal of Financial Markets, Elsevier, vol. 54(C).
    812. Andrey Kudryavtsev, 2017. "The Effect of Stock Return Sequences on Trading Volumes," IJFS, MDPI, vol. 5(4), pages 1-15, October.
    813. Keunbae Ahn, 2021. "Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2021, January-A.
    814. Erdős, Péter & Li, Youwei & Liu, Ruipeng & Mende, Alexander, 2021. "Same same but different – Stylized facts of CTA sub strategies," International Review of Financial Analysis, Elsevier, vol. 74(C).
    815. Grinblatt, Mark & Han, Bing, 2005. "Prospect theory, mental accounting, and momentum," Journal of Financial Economics, Elsevier, vol. 78(2), pages 311-339, November.
    816. Zuzana Gric & Josef Bajzik & Ondrej Badura, 2021. "Does Sentiment Affect Stock Returns? A Meta-analysis Across Survey-based Measures," Working Papers 2021/10, Czech National Bank.
    817. Natividad Blasco & Pilar Corredor & Sandra Ferreruela, 2012. "Does herding affect volatility? Implications for the Spanish stock market," Quantitative Finance, Taylor & Francis Journals, vol. 12(2), pages 311-327, July.
    818. Kapil Choudhary & Parminder Singh & Amit Soni, 2022. "Relationship Between FIIs’ Herding and Returns in the Indian Equity Market: Further Empirical Evidence," Global Business Review, International Management Institute, vol. 23(1), pages 137-155, February.
    819. Martin T. Bohl & Christoph Sulewski, 2018. "The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices," CQE Working Papers 7718, Center for Quantitative Economics (CQE), University of Muenster.
    820. Ms. Anna Scherbina, 2013. "Asset Price Bubbles: A Selective Survey," IMF Working Papers 2013/045, International Monetary Fund.
    821. Shanker, Latha, 2017. "New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 18-35.
    822. Su, Chi-Wei & Li, Zheng-Zheng & Chang, Hsu-Ling & Lobonţ, Oana-Ramona, 2017. "When Will Occur the Crude Oil Bubbles?," Energy Policy, Elsevier, vol. 102(C), pages 1-6.
    823. Rudiger, Jesper & Vigier, Adrien, 2013. "Financial Experts, Asset Prices and Reputation," MPRA Paper 51784, University Library of Munich, Germany.
    824. Zhao, Lu-Tao & Xing, Yue-Yue & Zhao, Qiu-Rong & Chen, Xue-Hui, 2023. "Dynamic impacts of online investor sentiment on international crude oil prices," Resources Policy, Elsevier, vol. 82(C).
    825. Antler, Yair, 2018. "Multilevel Marketing: Pyramid-Shaped Schemes or Exploitative Scams?," CEPR Discussion Papers 13054, C.E.P.R. Discussion Papers.
    826. Fernando Rubio, 2005. "Estrategias Cuantitativas De Valor Y Retornos Por Accion De Largo," Finance 0503029, University Library of Munich, Germany.
    827. Brozynski, Torsten & Menkhoff, Lukas & Schmidt, Ulrich, 2003. "The Use of Momentum, Contrarian and Buy-&-Hold Strategies: Survey Evidence from Fund Managers," Hannover Economic Papers (HEP) dp-290, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    828. Timmer, Yannick, 2016. "Cyclical investment behavior across financial institutions," Discussion Papers 08/2016, Deutsche Bundesbank.
    829. Rob Kim Marjerison & Chungil Chae & Shitong Li, 2021. "Investor Activity in Chinese Financial Institutions: A Precursor to Economic Sustainability," Sustainability, MDPI, vol. 13(21), pages 1-17, November.
    830. Mesly, Olivier, 2023. "Irrational exuberance and deception — Why markets spin out of control," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    831. Dimitrios Koutmos, 2012. "Time-Varying Behavior of Stock Prices, Volatility Dynamics and Beta Risk in Industry Sector Indices of the Shanghai Stock Exchange," Accounting and Finance Research, Sciedu Press, vol. 1(2), pages 109-109, November.
    832. Efremidze, Levan & Stanley, Darrol J. & Kownatzki, Clemens, 2021. "Entropy trading strategies reveal inefficiencies in Japanese stock market," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 464-477.
    833. Recchioni, Maria Cristina & Tedeschi, Gabriele & Berardi, Simone, 2014. "Bank's strategies during the financial crisis," FinMaP-Working Papers 25, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    834. Bhandari, Avishek, 2020. "Long memory and fractality among global equity markets: A multivariate wavelet approach," MPRA Paper 99653, University Library of Munich, Germany.
    835. Sun, Hang & Bos, Jaap.W.B. & Rodrigues, Paulo, 2023. "Destabilizing or passive? The impact of commodity index traders on equilibrium prices," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 271-285.
    836. Yun Wang & Renhai Hua & Zongcheng Zhang, 2011. "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 388-407, September.
    837. Webb, Robert I., 1995. "Futures trading in less 'noisy' markets," Japan and the World Economy, Elsevier, vol. 7(2), pages 155-173, July.
    838. Yao, Jing & Zheng, Zexin, 2021. "Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
    839. Alvarez-Ramirez, Jose & Ibarra-Valdez, Carlos, 2001. "Modeling stock market dynamics based on conservation principles," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 301(1), pages 493-511.
    840. Zhou, Xiaoguang & Cui, Yadi & Wu, Shihwei & Wang, Weiqing, 2019. "The influence of cultural distance on the volatility of the international stock market," Economic Modelling, Elsevier, vol. 77(C), pages 289-300.
    841. Kyubin Yim & Gabjin Oh & Seunghwan Kim, 2016. "Understanding Financial Market States Using an Artificial Double Auction Market," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-15, March.
    842. Paul Brockman & David Michayluk, 1998. "Individual versus institutional investors and the weekend effect," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 22(1), pages 71-85, March.
    843. Daske, Stefan, 2002. "Winner-Loser-Effekte am deutschen Aktienmarkt," SFB 373 Discussion Papers 2002,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    844. Robert DiSario & Hakan Saraoglu & Joseph McCarthy & H. Li, 2008. "An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(2), pages 136-147, April.
    845. Breckenfelder, Johannes, 2013. "Competition between high-frequency traders, and market quality," MPRA Paper 66715, University Library of Munich, Germany, revised Dec 2013.
    846. Batista Soares, David & Borocco, Etienne, 2022. "Rational destabilization in commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
    847. Westphal, Rebecca & Sornette, Didier, 2020. "Market impact and performance of arbitrageurs of financial bubbles in an agent-based model," Journal of Economic Behavior & Organization, Elsevier, vol. 171(C), pages 1-23.
    848. Mariem Talbi & Amel Ben Halima, 2019. "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 163-174.
    849. Kremer, Stephanie & Nautz, Dieter, 2013. "Causes and consequences of short-term institutional herding," Journal of Banking & Finance, Elsevier, vol. 37(5), pages 1676-1686.
    850. Silvapulle, Param & Choi, Jong-Seo, 1999. "Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 59-76.
    851. Florian Peters & Simas Kucinskas, 2018. "Measuring Biases in Expectation Formation," Tinbergen Institute Discussion Papers 18-058/IV, Tinbergen Institute.
    852. Khwaja, Asim Ijaz & Mian, Atif, 2005. "Unchecked intermediaries: Price manipulation in an emerging stock market," Journal of Financial Economics, Elsevier, vol. 78(1), pages 203-241, October.
    853. Franklin Allen & Stephen Morris & Hyun Song Shin, 2003. "Beauty Contests, Bubbles and Iterated Expectations in Asset Markets Capital Adequacy Regulation: In Search of a Rationale," Center for Financial Institutions Working Papers 03-06, Wharton School Center for Financial Institutions, University of Pennsylvania.
    854. Ehsan Ahmed & Honggang Li & J. Barkley Rosser, 2006. "Nonlinear bubbles in Chinese Stock Markets in the 1990s," Eastern Economic Journal, Eastern Economic Association, vol. 32(1), pages 1-18, Winter.
    855. Damir Tokic, 2012. "The passive investor puzzle," Journal of Asset Management, Palgrave Macmillan, vol. 13(2), pages 141-154, April.
    856. Wael DAMMAK, 2024. "Assessing Effect of Market Sentiment on Pricing of European Currency Options ‎," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(6), pages 1224-1244, June.
    857. Radalj, Kim F. & McAleer, Michael, 2005. "Speculation and destabilisation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 69(1), pages 151-161.
    858. Sendhil Mullainathan & Andrei Shleifer, 2005. "Persuasion in Finance," NBER Working Papers 11838, National Bureau of Economic Research, Inc.
    859. Kallinterakis, Vasileios & Karaa, Rabaa, 2023. "From dusk till dawn (and vice versa): Overnight-versus-daytime reversals and feedback trading," International Review of Financial Analysis, Elsevier, vol. 85(C).
    860. David Batista Soares & Etienne Borocco, 2022. "Rational destabilization in commodity markets [Déstabilisation rationnelle des marchés de matières premières]," Post-Print hal-03256534, HAL.
    861. Hu, Yuwei, 2012. "Growth of Asian Pension Assets: Implications for Financial and Capital Markets," ADBI Working Papers 360, Asian Development Bank Institute.
    862. Lee, Charles M. C., 2001. "Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 233-253, September.
    863. Michael Andersen & Robert Subbaraman, 1996. "Share Prices and Investment," RBA Research Discussion Papers rdp9610, Reserve Bank of Australia.
    864. Jeffrey R. Gerlach & Youngsuk Yook, 2016. "Political Conflict and Foreign Portfolio Investment : Evidence from North Korean Attacks," Finance and Economics Discussion Series 2016-037, Board of Governors of the Federal Reserve System (U.S.).
    865. Kwangwon Ahn & Hanwool Jang & Jinu Kim & Inug Ryu, 2024. "COVID-19 and REITs Crash: Predictability and Market Conditions," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1159-1172, March.
    866. Luz, Valentin & Schauer, Victor & Viehweger, Martin, 2024. "Beyond preferences: Beliefs in sustainable investing," Journal of Economic Behavior & Organization, Elsevier, vol. 220(C), pages 584-607.
    867. Jón Daníelsson & Ryan Love, 2006. "Feedback trading This paper is also available at www.riskresearch.org," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 11(1), pages 35-53.
    868. Rahman, Abdurrahman Arum, 2022. "A Decentralized Central Bank Digital Currency," MPRA Paper 111361, University Library of Munich, Germany.
    869. Allen, Franklin & Gale, Douglas, 2000. "Bubbles and Crises," Economic Journal, Royal Economic Society, vol. 110(460), pages 236-255, January.
    870. Massimo Massa & William Goetzmann & K. Rouwenhorst, 2000. "Behavioral Factors in Mutual Fund Flows," Yale School of Management Working Papers ysm8, Yale School of Management, revised 01 Jan 2001.
    871. Bradley Jones, 2015. "Asset Bubbles: Re-thinking Policy for the Age of Asset Management," IMF Working Papers 2015/027, International Monetary Fund.
    872. Narasimhan Jegadeesh & Sheridan Titman, 1999. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations," NBER Working Papers 7159, National Bureau of Economic Research, Inc.
    873. Gallegati, Mauro & Palestrini, Antonio & Rosser, J. Barkley, 2011. "The Period Of Financial Distress In Speculative Markets: Interacting Heterogeneous Agents And Financial Constraints," Macroeconomic Dynamics, Cambridge University Press, vol. 15(1), pages 60-79, February.
    874. Yang, Jack J. W., 2002. "The information spillover between stock returns and institutional investors' trading behavior in Taiwan," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 533-547.
    875. Xi Chen & Michael Funke, 2013. "Renewed Momentum in the German Housing Market: Boom or Bubble?," CESifo Working Paper Series 4287, CESifo.
    876. Stephan Schulmeister & Margit Schratzenstaller & Oliver Picek, 2008. "A General Financial Transaction Tax. Motives, Revenues, Feasibility and Effects," WIFO Studies, WIFO, number 31819.
    877. Fabio Tramontana, 2013. "The role of cognitively biased imitators in a small scale agent-based financial market," DEM Working Papers Series 029, University of Pavia, Department of Economics and Management.
    878. Patrick J. Dennis & Deon Strickland, 2002. "Who Blinks in Volatile Markets, Individuals or Institutions?," Journal of Finance, American Finance Association, vol. 57(5), pages 1923-1949, October.
    879. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc.
    880. Soon Ryoo, 2013. "Minsky cycles in Keynesian models of growth and distribution," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(1), pages 37-60, January.
    881. Titman, Sheridan & John Wei, K. C., 1999. "Understanding stock market volatility: The case of Korea and Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 7(1), pages 41-66, February.
    882. Korkut Erturk, 2002. "Why the Tobin Tax Can Be Stabilizing," Economics Working Paper Archive wp_366, Levy Economics Institute.
    883. Schuppli, Michael & Bohl, Martin T., 2010. "Do foreign institutional investors destabilize China's A-share markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 36-50, February.
    884. Allen, Franklin & Rogoff, Kenneth, 2011. "Asset Prices, Financial Stability and Monetary Policy," Working Papers 11-39, University of Pennsylvania, Wharton School, Weiss Center.
    885. Heike Joebges & Sebastian Dullien & Alejandro Márquez-Velázquez, 2015. "What causes housing bubbles? A theoretical and empirical inquiry," Competence Centre on Money, Trade, Finance and Development 1501, Hochschule fuer Technik und Wirtschaft, Berlin.
    886. Gao, Ya & Guo, Bin & Xiong, Xiong, 2021. "Signed momentum in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    887. Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.
    888. Bhar, Ramaprasad & Hamori, Shigeyuki, 2005. "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, vol. 27(3), pages 527-539, May.
    889. Goodell, John W. & Kumar, Satish & Rao, Purnima & Verma, Shubhangi, 2023. "Emotions and stock market anomalies: A systematic review," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    890. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
    891. Khanna, Naveen & Sonti, Ramana, 2004. "Value creating stock manipulation: feedback effect of stock prices on firm value," Journal of Financial Markets, Elsevier, vol. 7(3), pages 237-270, June.
    892. Estrada, Fernando, 2012. "Asymmetric information and financial markets," MPRA Paper 39025, University Library of Munich, Germany.
    893. Damir Tokic, 2014. "Legitimate speculation versus excessive speculation," Journal of Asset Management, Palgrave Macmillan, vol. 15(6), pages 378-391, December.
    894. Friedman, Daniel & Abraham, Ralph, 2009. "Bubbles and crashes: Gradient dynamics in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 33(4), pages 922-937, April.
    895. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, University Library of Munich, Germany.
    896. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio [Structural break or financial speculation in commodity markets? A multivar," MPRA Paper 9910, University Library of Munich, Germany.
    897. Cong Chen & Changsheng Hu & Liang Wu, 2023. "Feedback Trading, Investor Sentiment and the Volatility Puzzle: An Infinite Theoretical Framework," Mathematics, MDPI, vol. 11(14), pages 1-15, July.
    898. Anna Scherbina & Bernd Schlusche, 2012. "Asset Bubbles: an Application to Residential Real Estate," European Financial Management, European Financial Management Association, vol. 18(3), pages 464-491, June.
    899. Chakrabarti, Rajesh & Roll, Richard, 1999. "Learning from others, reacting, and market quality1," Journal of Financial Markets, Elsevier, vol. 2(2), pages 153-178, May.
    900. Machiko Nissanke, 2003. "Revenue Potential of the Currency Transaction Tax for Development Finance: A Critical Appraisal," WIDER Working Paper Series DP2003-81, World Institute for Development Economic Research (UNU-WIDER).
    901. Brown, Alasdair & Reade, J. James & Vaughan Williams, Leighton, 2019. "When are prediction market prices most informative?," International Journal of Forecasting, Elsevier, vol. 35(1), pages 420-428.
    902. Algirdas Justinas Staugaitis & Bernardas Vaznonis, 2022. "Financial Speculation Impact on Agricultural and Other Commodity Return Volatility: Implications for Sustainable Development and Food Security," Agriculture, MDPI, vol. 12(11), pages 1-27, November.
    903. SeungHan Ro & Paul Gallimore, 2014. "Real Estate Mutual Funds: Herding, Momentum Trading and Performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(1), pages 190-222, March.
    904. Udomsak Wongchoti & Chong Soo Pyun, 2005. "Risk‐Adjusted Long‐Term Contrarian Profits: Evidence from Non‐S&P 500 High‐Volume Stocks," The Financial Review, Eastern Finance Association, vol. 40(3), pages 335-359, August.
    905. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," IIE, Working Papers 072, IIE, Universidad Nacional de La Plata.
    906. Daxue Wang, 2006. "Cross-Autocorrelation of Dual-Listed Stock Portfolio Returns: Evidence from the Chinese Stock Market," Computing in Economics and Finance 2006 182, Society for Computational Economics.
    907. Yin Hong, 2011. "Positive feedback trading, institutional investors and securities price fluctuation," China Finance Review International, Emerald Group Publishing Limited, vol. 1(2), pages 120-132, January.
    908. Bernile, Gennaro & Sulaeman, Johan & Wang, Qin, 2015. "Institutional trading during a wave of corporate scandals: “Perfect Payday”?," Journal of Corporate Finance, Elsevier, vol. 34(C), pages 191-209.
    909. André Orléan, 1994. "Analyse des phénomènes d'influence : de la psychologie sociale et cognitive à l'économie financière," Revue Économique, Programme National Persée, vol. 45(3), pages 657-672.
    910. Makarov, Igor & Rytchkov, Oleg, 2012. "Forecasting the forecasts of others: Implications for asset pricing," Journal of Economic Theory, Elsevier, vol. 147(3), pages 941-966.
    911. Kedar-Levy, Haim, 2020. "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, vol. 48(C).

  18. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc.

    Cited by:

    1. Diego Romero-Ávila, 2012. "Multiple trend shifts and unit roots in US state income levels: implications for long-run growth," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 48(3), pages 641-661, June.
    2. M. Matilla-Garcia & P. Perez & B. Sanz, 2006. "Testing for parameter stability: the Spanish consumption function," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 445-448.

  19. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1988. "The Survival of Noise Traders in Financial Markets," NBER Working Papers 2715, National Bureau of Economic Research, Inc.

    Cited by:

    1. Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014. "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 299-316.
    2. Markus M. Mobius & Muriel Niederle & Paul Niehaus & Tanya S. Rosenblat, 2011. "Managing Self-Confidence: Theory and Experimental Evidence," NBER Working Papers 17014, National Bureau of Economic Research, Inc.
    3. Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.
    4. Ahmed, Bouteska, 2020. "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    5. Shwu-Jane Shieh, 2006. "Evolution of momentum and popularity," Journal of Evolutionary Economics, Springer, vol. 16(4), pages 419-433, October.
    6. Dorota Skała, 2008. "Overconfidence in Psychology and Finance – an Interdisciplinary Literature Review," Bank i Kredyt, Narodowy Bank Polski, vol. 39(4), pages 33-50.
    7. Xi Chen & Robert Kohn, 2011. "Asset price bubbles from heterogeneous beliefs about mean reversion rates," Finance and Stochastics, Springer, vol. 15(2), pages 221-241, June.
    8. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    9. LeBaron, Blake, 2012. "Wealth dynamics and a bias toward momentum trading," Finance Research Letters, Elsevier, vol. 9(1), pages 21-28.
    10. Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
    11. Ananth Madhavan & David Porter & Daniel Weaver, 2001. "Pre-Trade Transparency," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(17), pages 23-46.
    12. Ahmed, Ehsan & Koppl, Roger & Rosser, J. Jr. & White, Mark V., 1997. "Complex bubble persistence in closed-end country funds," Journal of Economic Behavior & Organization, Elsevier, vol. 32(1), pages 19-37, January.
    13. Oliver Gloede & Lukas Menkhoff, 2014. "Financial Professionals' Overconfidence: Is It Experience, Function, or Attitude?," European Financial Management, European Financial Management Association, vol. 20(2), pages 236-269, March.
    14. Mikhail Anufriev, 2008. "Wealth-driven competition in a speculative financial market: examples with maximizing agents," Quantitative Finance, Taylor & Francis Journals, vol. 8(4), pages 363-380.
    15. Guo, Jing & He, Xue Dong, 2017. "Equilibrium asset pricing with Epstein-Zin and loss-averse investors," Journal of Economic Dynamics and Control, Elsevier, vol. 76(C), pages 86-108.
    16. Chuang, Wen-I & Lee, Bong-Soo, 2006. "An empirical evaluation of the overconfidence hypothesis," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2489-2515, September.
    17. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2013, January-A.
    18. Berg, Nathan & Biele, Guido & Gigerenzer, Gerd, 2010. "Does Consistency Predict Accuracy of Beliefs?: Economists Surveyed About PSA," MPRA Paper 24976, University Library of Munich, Germany.
    19. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February.
    20. Stephen Ross & Mark Westerfield & Jiang Wang & Leonid Kogan, 2009. "Market Selection," 2009 Meeting Papers 274, Society for Economic Dynamics.
    21. Massari, Filippo, 2019. "Market selection in large economies: a matter of luck," Theoretical Economics, Econometric Society, vol. 14(2), May.
    22. José Miguel Melo, 2011. "Estratégia Militar e Gestão de Activos: Uma Visão Heurística," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
    23. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 241-253, April.
    24. Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
    25. Miller, Edward M., 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, Elsevier, vol. 9(1), pages 27-41.
    26. Yeh, Chia-Hsuan, 2008. "The effects of intelligence on price discovery and market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 613-625, December.
    27. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
    28. Felipe Zurita, 2004. "Essays on Speculation," Levine's Working Paper Archive 618897000000000849, David K. Levine.
    29. Antonio E. Bernardo & Ivo Welch, 2001. "On the Evolution of Overconfidence and Entrepreneurs," Journal of Economics & Management Strategy, Wiley Blackwell, vol. 10(3), pages 301-330, September.
    30. Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    31. Berg, Nathan & Lein, Donald, 2005. "Does society benefit from investor overconfidence in the ability of financial market experts?," Journal of Economic Behavior & Organization, Elsevier, vol. 58(1), pages 95-116, September.
    32. Mikhail Anufriev & Giulio Bottazzi, 2006. "Behavioral Consistent Market Equilibria under Procedural Rationality," Computing in Economics and Finance 2006 225, Society for Computational Economics.
    33. Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
    34. Lin, Anchor Y. & Swanson, Peggy E., 2008. "U.S. investors and global equity markets," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 83-107.
    35. Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020. "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Working Papers hal-03389173, HAL.
    36. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, University Library of Munich, Germany.
    37. Eberlein, Marion & Przemeck, Judith, 2008. "Whom will you choose? - Collaborator Selection and Selector’s Self-Prediction," Bonn Econ Discussion Papers 12/2008, University of Bonn, Bonn Graduate School of Economics (BGSE).
    38. Birol Yildiz, 2001. "Prediction of Financial Failure With Artificial Neural Network Technology and an Empirical Application on Publicly Held Companies," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(17), pages 47-62.
    39. Madhavan, Ananth, 2000. "Market microstructure: A survey," Journal of Financial Markets, Elsevier, vol. 3(3), pages 205-258, August.
    40. Xing Gao & Daniel Ladley, 2022. "Noise trading and market stability," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1283-1301, October.
    41. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, July.
    42. Andrey Kudryavtsev, 2015. "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2015(1), pages 5-17.
    43. Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    44. Thomas J. Brennan & Andrew W. Lo & Ruixun Zhang, 2018. "Variety Is the Spice of Life: Irrational Behavior as Adaptation to Stochastic Environments," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-39, September.
    45. Michailova, Julija & Katter, Joana K. Q., 2013. "Thoughts on quantifying overconfidence in economic experiments," MPRA Paper 44399, University Library of Munich, Germany.
    46. Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
    47. Cesarini, David & Sandewall, Orjan & Johannesson, Magnus, 2006. "Confidence interval estimation tasks and the economics of overconfidence," Journal of Economic Behavior & Organization, Elsevier, vol. 61(3), pages 453-470, November.
    48. Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
    49. David V. Budescu & Boris Maciejovsky, "undated". "Reasoning and Institutions: Do Markets Facilitate Logical Reasoning in the Wason Selection Task?," Papers on Strategic Interaction 2003-04, Max Planck Institute of Economics, Strategic Interaction Group.
    50. Bloomfield, Robert & Libby, Robert & Nelson, Mark W., 2000. "Underreactions, overreactions and moderated confidence," Journal of Financial Markets, Elsevier, vol. 3(2), pages 113-137, May.
    51. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
    52. Gao, Xing & Ladley, Daniel, 2022. "Statistical arbitrage and risk contagion," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
    53. Kumari, Jyoti, 2019. "Investor sentiment and stock market liquidity: Evidence from an emerging economy," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 166-180.
    54. Sacco, Pier Luigi, 1996. "Subjective metaphysics and learning from experience: The causal psychology of rational choice," Journal of Economic Psychology, Elsevier, vol. 17(2), pages 221-244, April.
    55. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
    56. Chuang, Wen-I & Susmel, Rauli, 2011. "Who is the more overconfident trader? Individual vs. institutional investors," Journal of Banking & Finance, Elsevier, vol. 35(7), pages 1626-1644, July.
    57. Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, Department of Economics, Mathematics & Statistics.
    58. Welch, Ivo, 2000. "Herding among security analysts," Journal of Financial Economics, Elsevier, vol. 58(3), pages 369-396, December.
    59. Emilios C. C Galariotis & Spyros I. Spyrou & Wu Rong, 2015. "Herding on fundamental information: A comparative study," Post-Print hal-01092519, HAL.
    60. Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
    61. Ehsan Ahmed & J. Barkley Rosser, Jr. & Jamshed Y. Uppal, 2016. "A Raging Bull or a Long-term Speculative Bubble? The Puzzling Case of the Karachi Stock Exchange," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 55(2), pages 79-93.
    62. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    63. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    64. Roger J. Bowden, 1990. "Predictive Disequilibria and the Short Run Dynamics of Asset Prices," Australian Journal of Management, Australian School of Business, vol. 15(1), pages 65-87, June.
    65. Chen, I-Ju & Hsu, Po-Hsuan & Officer, Micah S. & Wang, Yanzhi, 2020. "The Oscar goes to…: High-tech firms’ acquisitions in response to rivals’ technology breakthroughs," Research Policy, Elsevier, vol. 49(7).
    66. LeBaron, Blake, 2012. "Heterogeneous gain learning and the dynamics of asset prices," Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 424-445.
    67. Caliendo, Frank & Huang, Kevin X.D., 2008. "Overconfidence and consumption over the life cycle," Journal of Macroeconomics, Elsevier, vol. 30(4), pages 1347-1369, December.
    68. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc.
    69. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge.
    70. Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
    71. Michailova, Julija & Schmidt, Ulrich, 2011. "Overconfidence and bubbles in experimental asset markets," MPRA Paper 63823, University Library of Munich, Germany, revised Oct 2014.
    72. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Bridge from Monty Hall to the Hot Hand: Restricted Choice, Selection Bias, and Empirical Practice," OSF Preprints dmgtp, Center for Open Science.
    73. Anufriev, M. & Bottazzi, G., 2006. "Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders," CeNDEF Working Papers 06-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    74. Lei Shi, 2010. "Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2010, January-A.
    75. Miller, M. & Weller, P. & Williamson, J., 1989. "The Stabilizing Properties Of Target Zones," The Warwick Economics Research Paper Series (TWERPS) 318, University of Warwick, Department of Economics.
    76. Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018. "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 74-87, January.
    77. Frank O. Kwabi & Agyenim Boateng, 2021. "The effect of insider trading laws and enforcement on stock market transaction cost," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 939-964, April.
    78. Dai, Darong, 2011. "Wealth Martingale and Neighborhood Turnpike Property in Dynamically Complete Market with Heterogeneous Investors," MPRA Paper 46416, University Library of Munich, Germany.
    79. J. P. Krahnen & C. Rieck & E. Theissen, 1999. "Insider trading and portfolio structure in experimental asset markets with a long-lived asset," The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
    80. Joshua B. Miller & Adam Sanjurjo, 2015. "Surprised by the Gambler’s and Hot Hand Fallacies? A Truth in the Law of Small Numbers," Working Papers 552, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    81. LeBaron, Blake, 2000. "Agent-based computational finance: Suggested readings and early research," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 679-702, June.
    82. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics Discussion Papers 2012-20, Kiel Institute for the World Economy (IfW Kiel).
    83. Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
    84. Ferguson, Colin & Finn, Frank & Hall, Jason & Pinnuck, Matt, 2010. "Speculation and e-commerce: The long and the short of IT," International Journal of Accounting Information Systems, Elsevier, vol. 11(2), pages 79-104.
    85. Oberlechner, Thomas & Osler, Carol, 2012. "Survival of Overconfidence in Currency Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 47(1), pages 91-113, February.
    86. Alison Tarditi & Gordon Menzies, 1991. "Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter," RBA Research Discussion Papers rdp9111, Reserve Bank of Australia.
    87. Joshua B. Miller & Adam Sanjurjo, 2019. "Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers," Papers 1902.01265, arXiv.org.
    88. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.
    89. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Papers 0908.4580, arXiv.org.
    90. Sidika Gulfem Bayram, 2017. "Rational–Irrational Investor Sentiments and Emerging Stock Market Returns: A Comparison from Turkey," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 16(3), pages 219-245, December.
    91. Kanzari, Dalel & Nakhli, Mohamed Sahbi & Gaies, Brahim & Sahut, Jean-Michel, 2023. "Predicting macro-financial instability – How relevant is sentiment? Evidence from long short-term memory networks," Research in International Business and Finance, Elsevier, vol. 65(C).
    92. Verma, Rahul & Soydemir, Gökçe, 2009. "The impact of individual and institutional investor sentiment on the market price of risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1129-1145, August.
    93. Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia.
    94. Matthew Rabin & Richard H. Thaler, 2013. "Anomalies: Risk aversion," World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 27, pages 467-480, World Scientific Publishing Co. Pte. Ltd..
    95. Choo, Lawrence & Zhou, Xiaoyu, 2022. "Can market selection reduce anomalous behaviour in games?," European Economic Review, Elsevier, vol. 141(C).
    96. Ernst Fehr & Steinar Holden & Christian Schultz, 2004. "Editors’ Preface," Scandinavian Journal of Economics, Wiley Blackwell, vol. 106(3), pages 391-392, October.
    97. Bruce A. Weinberg, 2009. "A Model Of Overconfidence," Pacific Economic Review, Wiley Blackwell, vol. 14(4), pages 502-515, October.
    98. Wei Zhang & Yongjie Zhang & Xiong Xiong & Xi Jin, 2006. "Bsv Investors Versus Rational Investors: An Agent-Based Computational Finance Model," International Journal of Information Technology & Decision Making (IJITDM), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 455-466.
    99. Gruen, D.W.R. & Gizycki, M.C., 1993. "Explaining Forward Discount Bias: Is It Anchoring?," Papers 164, Princeton, Woodrow Wilson School - Public and International Affairs.
    100. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
    101. Benos, Alexandros V., 1998. "Aggressiveness and survival of overconfident traders," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 353-383, September.
    102. Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers 41, The German University in Cairo, Faculty of Management Technology.
    103. Hua, Wei & Wei, Peihwang, 2017. "National culture, population age, and other country factors in volume–price volatility relationship," Global Finance Journal, Elsevier, vol. 32(C), pages 83-96.
    104. Sergio Da Silva & Bruno Moreira & Newton Da Costa Jr, 2015. "Handedness and digit ratio predict overconfidence in cognitive and motor skill tasks in a sample of preschoolers," Economics Bulletin, AccessEcon, vol. 35(2), pages 1087-1097.
    105. Luo, Guo Ying, 2012. "Conservative traders, natural selection and market efficiency," Journal of Economic Theory, Elsevier, vol. 147(1), pages 310-335.
    106. Emilio Barucci & Marco Casna, 2014. "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 101-126, June.
    107. Yao, Jing & Li, Duan, 2013. "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 18-31.
    108. Parkhurst, Gregory M. & Nowell, Clifford, 2014. "The Role of Confidence in Truthful Revelation of Private Values," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 0, pages 1-16.
    109. Edward M Miller, 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, John Wiley & Sons, vol. 9(1), pages 27-41, March.
    110. Cheol‐Ho Park & Scott H. Irwin, 2010. "A reality check on technical trading rule profits in the U.S. futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 30(7), pages 633-659, July.
    111. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia.
    112. Sandroni, Alvaro, 2005. "Market selection when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 91-104, February.
    113. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
    114. Campos-Vazquez, Raymundo M. & Cuilty, Emilio, 2014. "The role of emotions on risk aversion: A Prospect Theory experiment," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 50(C), pages 1-9.
    115. Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
    116. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
    117. Ali Shaddady & Mohammed Alsaggaf, 2020. "Issues that Matter When Behavioral Finance Factors Drive the Largest Initial Public Offering in the Saudi Financial Market," International Journal of Economics and Financial Issues, Econjournals, vol. 10(6), pages 106-117.
    118. Li, Wei & Wang, Steven Shuye, 2010. "Daily institutional trades and stock price volatility in a retail investor dominated emerging market," Journal of Financial Markets, Elsevier, vol. 13(4), pages 448-474, November.
    119. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
    120. Li, Zhuolei & Diao, Xundi & Wu, Chongfeng, 2022. "The influence of mobile trading on return dispersion and herding behavior," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    121. Murphy Jun Jie Lee, 2013. "The Microstructure of Trading Processes on the Singapore Exchange," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 2-2013, January-A.
    122. Sihvonen, Markus, 2019. "Market selection with idiosyncratic uncertainty," Journal of Economic Theory, Elsevier, vol. 182(C), pages 143-160.
    123. Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
    124. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, University Library of Munich, Germany.
    125. Michailova, Julija, 2010. "Development of the overconfidence measurement instrument for the economic experiment," MPRA Paper 34799, University Library of Munich, Germany, revised Nov 2011.
    126. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series 06-19, Swiss Finance Institute.
    127. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, University Library of Munich, Germany.
    128. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does it Work?," Yale School of Management Working Papers amz2648, Yale School of Management, revised 01 May 2008.
    129. David Paton & Leighton Vaughan Williams, 2005. "Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 139-154.
    130. Botzen, W.J. Wouter & Marey, Philip S., 2010. "Did the ECB respond to the stock market before the crisis?," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 303-322, May.
    131. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    132. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.
    133. Ying Luo, Guo, 2013. "Can representativeness heuristic traders survive in a competitive securities market?," Journal of Financial Markets, Elsevier, vol. 16(1), pages 152-164.
    134. Guerdjikova, Ani, 2004. "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications 04-49, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    135. Lux, Thomas, 1995. "Herd Behaviour, Bubbles and Crashes," Economic Journal, Royal Economic Society, vol. 105(431), pages 881-896, July.
    136. Terrance Odean, 1999. "Do Investors Trade Too Much?," American Economic Review, American Economic Association, vol. 89(5), pages 1279-1298, December.
    137. Christoph Gort & Mei Wang, 2010. "Overconfidence and Active Management," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 12, Edward Elgar Publishing.
    138. Schneider, Julian & Oehler, Andreas, 2021. "Competition for visibility: When do (FX) signal providers employ lotteries?," International Review of Financial Analysis, Elsevier, vol. 78(C).
    139. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania.
    140. Gianluca Mattarocci, 2009. "Market Characteristics and Chaos Dynamics in Stock Markets: an International Comparison," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 6, pages 89-106, Palgrave Macmillan.
    141. Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
    142. Eric Tymoigne, 2012. "Financial fragility," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 14, pages i-ii, Edward Elgar Publishing.
    143. Guidolin, Massimo & Ricci, Andrea, 2020. "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 1-11.
    144. Yosef Bonaparte & Russell Cooper, 2010. "Rationalizing Trading Frequency and Returns," Economics Working Papers ECO2010/25, European University Institute.
    145. Peter A. F. Fraser‐Mackenzie & Tiejun Ma & Ming‐Chien Sung & Johnnie E. V. Johnson, 2019. "Let's Call it Quits: Break‐Even Effects in the Decision to Stop Taking Risks," Risk Analysis, John Wiley & Sons, vol. 39(7), pages 1560-1581, July.
    146. Xue-Zhong He & Lei Shi, 2016. "A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs," Published Paper Series 2016-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    147. Cincotti, Silvano & M. Focardi, Sergio & Marchesi, Michele & Raberto, Marco, 2003. "Who wins? Study of long-run trader survival in an artificial stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 324(1), pages 227-233.
    148. Zhenxi Chen & Cuntong Wang, 2020. "Speculative trading in Chinese housing market: a panel regression method," Applied Economics, Taylor & Francis Journals, vol. 52(38), pages 4186-4195, July.
    149. Mr. Christiane Nickel & Mr. Günter Schmidt & Mr. Georg Stadtmann & Mr. Michael Frenkel, 2001. "The Effects of Capital Controls on Exchange Rate Volatility and Output," IMF Working Papers 2001/187, International Monetary Fund.
    150. Stoffman, Noah, 2014. "Who trades with whom? Individuals, institutions, and returns," Journal of Financial Markets, Elsevier, vol. 21(C), pages 50-75.
    151. Li, Jinfang, 2022. "The sentiment pricing dynamics with short-term and long-term learning," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    152. Dan Vu Cao, 2010. "Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs," 2010 Meeting Papers 1233, Society for Economic Dynamics.
    153. Kenneth Yung & Yen-Chih Liu, 2009. "Implications of futures trading volume: Hedgers versus speculators," Journal of Asset Management, Palgrave Macmillan, vol. 10(5), pages 318-337, December.
    154. Miller, Joshua B. & Sanjurjo, Adam, 2021. "Is it a fallacy to believe in the hot hand in the NBA three-point contest?," European Economic Review, Elsevier, vol. 138(C).
    155. Massimo Egidi, 2014. "The economics of wishful thinking and the adventures of rationality," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 13(1), pages 9-27, June.
    156. Daniel Andrei & Bruce Carlin & Michael Hasler, 2019. "Asset Pricing with Disagreement and Uncertainty About the Length of Business Cycles," Management Science, INFORMS, vol. 67(6), pages 2900-2923, June.
    157. Li, Jinfang, 2020. "The momentum and reversal effects of investor sentiment on stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    158. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2022. "Extreme sentiment and herding: Evidence from the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 63(C).
    159. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
    160. Joshua B. Miller & Adam Sanjurjo, 2015. "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," Working Papers 548, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    161. Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
    162. Wang, Xinru & Kim, Maria H. & Suardi, Sandy, 2022. "Herding and China's market-wide circuit breaker," Journal of Banking & Finance, Elsevier, vol. 141(C).
    163. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
    164. Uri M. Possen & Mikko Puhakka, 1994. "Rationality of limited rationality : some aggregate implications," Finnish Economic Papers, Finnish Economic Association, vol. 7(2), pages 83-93, Autumn.
    165. Ackert, Lucy F. & Church, Bryan K. & Schneider, Arnold, 2008. "Provision of non-audit services and individuals’ investment decisions: Experimental evidence," Research in Accounting Regulation, Elsevier, vol. 20(C), pages 177-185.
    166. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    167. Devenow, Andrea & Welch, Ivo, 1996. "Rational herding in financial economics," European Economic Review, Elsevier, vol. 40(3-5), pages 603-615, April.
    168. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    169. Numan Ulku, 2001. "Behavioral Finance Theories and the Price Behavior of the ISE Around the Start of the Disinflation Programme," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(17), pages 93-124.
    170. Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
    171. Chin‐Ho Chen, 2021. "Investor sentiment, misreaction, and the skewness‐return relationship," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1427-1455, September.
    172. Michailova, Julija, 2010. "Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets," MPRA Paper 26390, University Library of Munich, Germany.
    173. M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002. "The Effects of Capital Controls on Exchange Rate Volatility and Output," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 27-51.
    174. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
    175. Todd Feldman & Gabriele Lepori, 2016. "Asset price formation and behavioral biases," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(2), pages 137-155, November.
    176. Nekat, Kai & Nippel, Peter, 2007. "The impact of a firm's payout policy on stock prices and shareholders' wealth in an inefficient market," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 619, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    177. Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 2004-12, Center for Research in Economics and Statistics.
    178. Lux, Thomas, 1997. "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 1-38, November.
    179. Bronka Rzepkowski, 2001. "Heterogeneous Expectations, Currency Options and the Euro / Dollar Exchange Rate," Working Papers 2001-03, CEPII research center.
    180. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Visible (Hot) Hand? Expert Players Bet on the Hot Hand and Win," OSF Preprints sd32u, Center for Open Science.
    181. Leif Brandes & Katja Rost, 2009. "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Sep 2009.
    182. Libby, Robert & Bloomfield, Robert & Nelson, Mark W., 2002. "Experimental research in financial accounting," Accounting, Organizations and Society, Elsevier, vol. 27(8), pages 775-810, November.
    183. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "A Cold Shower for the Hot Hand Fallacy: Robust Evidence that Belief in the Hot Hand is Justified," OSF Preprints pj79r, Center for Open Science.
    184. Carsten K. Nielsen, 2009. "Optimal economic institutions under rational overconfidence, with applications to the choice of exchange rate regime," International Journal of Economic Theory, The International Society for Economic Theory, vol. 5(4), pages 375-407, December.
    185. Kent Daniel & Sheridan Titman, 2000. "Market Efficiency in an Irrational World," NBER Working Papers 7489, National Bureau of Economic Research, Inc.
    186. Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016. "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 221-232.
    187. Liang, Hanchao & Yang, Chunpeng & Zhang, Rengui & Cai, Chuangqun, 2017. "Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 85-102.
    188. Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024. "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 135-169, January.
    189. Cabrales, Antonio & Hoshi, Takeo, 1996. "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1073-1100.
    190. Ahmed, Ehsan & Barkley Rosser, J. Jr. & Uppal, Jamshed Y., 1999. "Evidence of nonlinear speculative bubbles in pacific-rim stock markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 39(1), pages 21-36.
    191. Carl H. Korkpoe & Peterson Owusu Junior, 2018. "Behaviour of Johannesburg Stock Exchange All Share Index Returns - An Asymmetric GARCH and News Impact Effects Approach," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 68(1), pages 26-42, January-M.
    192. Choo, Lawrence & Zhou, Xiaoyu, 2019. "Can market competition reduce anomalous behaviours," FAU Discussion Papers in Economics 08/2019, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.
    193. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
    194. Pablo Calafiore & Gökçe Soydemir & Rahul Verma, 2010. "The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 18, Edward Elgar Publishing.
    195. Mark Armstrong & Steffen Huck, 2010. "Behavioral Economics as Applied to Firms: A Primer," CESifo Working Paper Series 2937, CESifo.
    196. F. Chiaromonte & G. Dosi, 1998. "Modeling a Decentralized Asset Market: An Introduction the Financial "Toy Room"," Working Papers ir98115, International Institute for Applied Systems Analysis.
    197. Pacces, Alessio M., 2000. "Financial intermediation in the securities markets law and economics of conduct of business regulation," International Review of Law and Economics, Elsevier, vol. 20(4), pages 479-510, December.
    198. Ayben Koy, 2022. "Regime Switching Mechanism during Energy Futures Price Bubbles," International Journal of Energy Economics and Policy, Econjournals, vol. 12(1), pages 373-382.
    199. Hisham Farag, 2015. "Long-term Overreaction, Regulatory Policies and Stock Market Anomalies: Evidence from Egypt," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 112-139, August.
    200. Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "Iluzii financiare, Partea întâi [Financial Illusions, Part 1]," MPRA Paper 101201, University Library of Munich, Germany, revised 17 Jun 2020.
    201. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
    202. David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print hal-04583804, HAL.
    203. Bernardo, Antonio E. & Judd, Kenneth L., 2000. "Asset market equilibrium with general tastes, returns, and informational asymmetries," Journal of Financial Markets, Elsevier, vol. 3(1), pages 17-43, February.
    204. Fei Jiang & Lawrence Leger, 2009. "The Impact on IPO Performance of Reforming IPO Allocation Regulations: An Event Study of Shanghai Stock Exchange A-Shares," Discussion Paper Series 2009_04, Department of Economics, Loughborough University, revised Feb 2009.
    205. Yeh, Chia-Hsuan & Yang, Chun-Yi, 2010. "Examining the effectiveness of price limits in an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 34(10), pages 2089-2108, October.
    206. Yosef Bonaparte & Russell Cooper & Mengli Sha, 2019. "Rationalizing Trading Frequency and Returns: Maybe Trading is Good for You," NBER Working Papers 25838, National Bureau of Economic Research, Inc.
    207. Greg Durham & Tod Perry, 2008. "The Impact of Sentiment on Point Spreads in the College Football Wagering Market," Journal of Prediction Markets, University of Buckingham Press, vol. 2(1), pages 1-27, May.
    208. Bottazzi, Giulio & Dosi, Giovanni & Rebesco, Igor, 2005. "Institutional architectures and behavioral ecologies in the dynamics of financial markets," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 197-228, February.
    209. Jung, Jay Heon & Kumar, Alok & Lim, Sonya S. & Yoo, Choong-Yuel, 2019. "An analyst by any other surname: Surname favorability and market reaction to analyst forecasts," Journal of Accounting and Economics, Elsevier, vol. 67(2), pages 306-335.
    210. Georgakopoulos, Nicholas L., 1996. "Why should disclosure rules subsidize informed traders?," International Review of Law and Economics, Elsevier, vol. 16(4), pages 417-431, December.
    211. Miller, Joshua Benjamin & Sanjurjo, Adam, 2018. "Is it a Fallacy to Believe in the Hot Hand in the NBA Three-Point Contest?," OSF Preprints dmksp, Center for Open Science.
    212. Witte, Björn-Christopher, 2012. "Fund managers - Why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 6, pages 1-29.
    213. David Masclet & Emmanuel Peterle & Sophie Larribeau, 2012. "Gender Differences in Competitive and Non Competitive Environments: An Experimental Evidence," Economics Working Paper Archive (University of Rennes & University of Caen) 201236, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
    214. Menkhoff, L., 1998. "The noise trading approach -- questionnaire evidence from foreign exchange," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 547-564, June.
    215. Jacques Peeperkorn, 2014. "A Proposed Model to Behaviourally Pricing Risk," Journal of Economics and Behavioral Studies, AMH International, vol. 6(6), pages 477-487.
    216. Chung, San-Lin & Hung, Mao-Wei & Wei, Tzu-Wen & Yeh, Chung-Ying, 2024. "Strategic asset allocation with distorted beliefs," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 804-831.
    217. Andreas Oehler & Julian Schneider, 2023. "Social trading: do signal providers trigger gambling?," Review of Managerial Science, Springer, vol. 17(4), pages 1269-1331, May.
    218. Soemarso Slamet Rahardjo, 2015. "The Role of Speculative Factor in the Indonesian Stock Price Determination," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 61, pages 69-82, August.
    219. Wang, F. Albert, 2001. "Overconfidence, Investor Sentiment, and Evolution," Journal of Financial Intermediation, Elsevier, vol. 10(2), pages 138-170, April.
    220. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
    221. Humayun Kabir, M. & Shakur, Shamim, 2018. "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 60-78.
    222. Hoon Cho & Brian Ciochetti & James Shilling, 2013. "Are Commercial Mortgage Defaults Affected by Tax Considerations?," The Journal of Real Estate Finance and Economics, Springer, vol. 46(1), pages 1-23, January.
    223. Verma, Rahul & Verma, Priti, 2008. "Are survey forecasts of individual and institutional investor sentiments rational?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1139-1155, December.
    224. Harless, David W. & Peterson, Steven P., 1998. "Investor behavior and the persistence of poorly-performing mutual funds," Journal of Economic Behavior & Organization, Elsevier, vol. 37(3), pages 257-276, November.
    225. Wouter Botzen, W.J. & Marey, Philip S., 2006. "Does the ECB respond to the stock market?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    226. Kendall, Chad & Oprea, Ryan, 2018. "Are biased beliefs fit to survive? An experimental test of the market selection hypothesis," Journal of Economic Theory, Elsevier, vol. 176(C), pages 342-371.
    227. Li, Jinfang, 2014. "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 118-130.
    228. Tamer Korkmaz, 2001. "The Investment of Emerging Capital Markets and the Role of Derivative Securities," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(17), pages 63-92.
    229. Chen, Wen, 2021. "Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses," Journal of Financial Markets, Elsevier, vol. 55(C).
    230. Hackbarth, Dirk, 2009. "Determinants of corporate borrowing: A behavioral perspective," Journal of Corporate Finance, Elsevier, vol. 15(4), pages 389-411, September.
    231. Yang, Chunpeng & Li, Jinfang, 2014. "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, vol. 36(C), pages 1-7.
    232. Lokman Gunduz & Mohammed Omran, 2001. "Stochastic Trends and Stock Prices in Emerging Markets: The Case of Middle East and North Africa Region," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 5(17), pages 1-22.
    233. Choo, Lawrence, 2016. "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper 73408, University Library of Munich, Germany.
    234. Rakowski, David & Wang, Xiaoxin, 2009. "The dynamics of short-term mutual fund flows and returns: A time-series and cross-sectional investigation," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2102-2109, November.
    235. Darong Dai, 2013. "Wealth Martingale and Neighborhood Turnpike Property In Dynamically Complete Market With Heterogeneous Investors," Economic Research Guardian, Weissberg Publishing, vol. 3(2), pages 86-110, December.
    236. Ehsan Ahmed & J. Rosser & Jamshed Uppal, 2014. "Are there nonlinear speculative bubbles in commodities prices?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 36(3), pages 415-438.
    237. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc.
    238. Li JIN & Stewart C. MYERS, 2004. "R2 Around the World: New Theory and New Tests," FAME Research Paper Series rp158, International Center for Financial Asset Management and Engineering.
    239. Tihana Škrinjarić, 2018. "Revisiting Herding Investment Behavior on the Zagreb Stock Exchange: A Quantile Regression Approach," Econometric Research in Finance, SGH Warsaw School of Economics, Collegium of Economic Analysis, vol. 3(2), pages 119-162, December.
    240. Zhu, Zhen, 1996. "Persistent exchange-rate misalignment, noneconomic fundamentals and exchange-rate target zones," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 1-19.
    241. Felipe Zurita, 2001. "Speculation in Financial Markets: A Survey," Documentos de Trabajo 197, Instituto de Economia. Pontificia Universidad Católica de Chile..
    242. Witte, Björn-Christopher, 2011. "Fund managers - why the best might be the worst: On the evolutionary vigor of risk-seeking behavior," BERG Working Paper Series 81, Bamberg University, Bamberg Economic Research Group.
    243. Lipe, M. G., 1998. "Individual investors' risk judgments and investment decisions: The impact of accounting and market data," Accounting, Organizations and Society, Elsevier, vol. 23(7), pages 625-640, October.
    244. Guanqing Liu, 2019. "Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 669-704, August.
    245. Avery, Christopher & Chevalier, Judith, 1999. "Identifying Investor Sentiment from Price Paths: The Case of Football Betting," The Journal of Business, University of Chicago Press, vol. 72(4), pages 493-521, October.
    246. Mikhail Anufriev & Giulio Bottazzi, 2005. "Price and Wealth Dynamics in a Speculative Market with an Arbitrary Number of Generic Technical Traders," LEM Papers Series 2005/06, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    247. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, University Library of Munich, Germany.
    248. Stracca, Livio, 2004. "Behavioral finance and asset prices: Where do we stand?," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 373-405, June.
    249. Ehsan Ahmed & J. Barkley Rosser Jr. & Jamshed Y. Uppal, 2010. "Emerging Markets and Stock Market Bubbles: Nonlinear Speculation?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 46(4), pages 23-40, January.

  20. J. Bradford De Long, 1987. "Have Productivity Levels Converged? Productivity Growth, Convergence, and Welfare in the Very Long Run," NBER Working Papers 2419, National Bureau of Economic Research, Inc.

    Cited by:

    1. McCorriston, Steve, 1992. "An Overview of the U.S. Competitiveness Debate," Occasional Papers 233090, Regional Research Project NC-194: Organization and Performance of World Food Systems.
    2. Salomón Kalmanovitz, 2007. "Colombia en las dos fases de globalización," Revista de Economía Institucional, Universidad Externado de Colombia - Facultad de Economía, vol. 9(17), pages 43-74, July-Dece.
    3. Helliwell, John F., 1988. "Pour une vision à long terme de la coopération économique internationale," L'Actualité Economique, Société Canadienne de Science Economique, vol. 64(3), pages 313-335, septembre.
    4. John F. Helliwell, 1989. "From Now till Then: Globalization and Economic Co-operation," Canadian Public Policy, University of Toronto Press, vol. 15(s1), pages 71-77, February.

  21. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1987. "The Economic Consequences of Noise Traders," NBER Working Papers 2395, National Bureau of Economic Research, Inc.

    Cited by:

    1. Mervyn A. King & Jonathan I. Leape, 1987. "Asset Accumulation, Information, and the Life Cycle," NBER Working Papers 2392, National Bureau of Economic Research, Inc.
    2. Froot, Kenneth A. & Ito, Takatoshi, 1989. "On the consistency of short-run and long-run exchange rate expectations," Journal of International Money and Finance, Elsevier, vol. 8(4), pages 487-510, December.
    3. Roland Gillet & Ariane Szafarz, 2004. "Marchés financiers et anticipations rationnelles," Reflets et perspectives de la vie économique, De Boeck Université, vol. 0(2), pages 7-17.
    4. Jeffrey Frankel and Kenneth Froot., 1991. "Exchange Rate Forecasting Techniques, Survey Data, and Implications for the Foreign Exchange Market," Economics Working Papers 91-158, University of California at Berkeley.
    5. Lui, Yu-Hon & Mole, David, 1998. "The use of fundamental and technical analyses by foreign exchange dealers: Hong Kong evidence," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 535-545, June.
    6. David Peel & Alan Speight, 1994. "Testing for non-linear dependence in inter-war exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 130(2), pages 391-417, June.
    7. Andreas Röthig, 2009. "Microeconomic Risk Management and Macroeconomic Stability," Lecture Notes in Economics and Mathematical Systems, Springer, number 978-3-642-01565-6, July.
    8. Kenneth A. Froot & Maurice Obstfeld, 1989. "Intrinsic Bubbles: The Case of Stock Prices," NBER Working Papers 3091, National Bureau of Economic Research, Inc.
    9. Patricia Fraser & Martin Hoesli & Lynn Mc Alevey, 2006. "House Prices and Bubbles in New Zealand," Swiss Finance Institute Research Paper Series 06-20, Swiss Finance Institute.
    10. Miller, M. & Weller, P. & Williamson, J., 1989. "The Stabilizing Properties Of Target Zones," The Warwick Economics Research Paper Series (TWERPS) 318, University of Warwick, Department of Economics.
    11. Patricia Fraser & Ronald MacDonald, 1993. "The Efficiency of CAC Stock Price Forecasts : a Survey Based Perspective," Revue Économique, Programme National Persée, vol. 44(5), pages 991-1000.
    12. Razvan Stefanescu & Ramona Dumitriu, 2016. "Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks," Risk in Contemporary Economy, "Dunarea de Jos" University of Galati, Faculty of Economics and Business Administration, pages 378-384.
    13. Michel Habib & Narayan Naik, 1996. "Models of information aggregation in financial markets: a review," Applied Mathematical Finance, Taylor & Francis Journals, vol. 3(2), pages 159-166.
    14. Froot, Kenneth A & Scharftstein, David S & Stein, Jeremy C, 1992. "Herd on the Street: Informational Inefficiencies in a Market with Short-Term Speculation," Journal of Finance, American Finance Association, vol. 47(4), pages 1461-1484, September.
    15. Michael D. Bordo & Barry Eichengreen & Jongwoo Kim, 1998. "Was There Really an Earlier Period of International Financial Integration Comparable to Today?," NBER Working Papers 6738, National Bureau of Economic Research, Inc.
    16. Jeffrey M. Lacker & John A. Weinberg, 1990. "Takeovers and stock price volatility," Economic Review, Federal Reserve Bank of Richmond, vol. 76(Mar), pages 29-44.
    17. Rudiger Dornbusch & Jeffrey A. Frankel, 1987. "The Flexible Exchange Rate System: Experience and Alternatives," NBER Working Papers 2464, National Bureau of Economic Research, Inc.
    18. Fischer Black, 1988. "An Equilibrium Model of the Crash," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 269-276, National Bureau of Economic Research, Inc.
    19. Miller, Marcus & Weller, Paul, 1988. "Exchange Rate Bands And Realignments In A Stationary Stochastic Setting," Economic Research Papers 268344, University of Warwick - Department of Economics.
    20. Costola, Michele & Hinz, Oliver & Nofer, Michael & Pelizzon, Loriana, 2023. "Machine learning sentiment analysis, COVID-19 news and stock market reactions," Research in International Business and Finance, Elsevier, vol. 64(C).
    21. Shawn Fremstad, 2008. "Measuring Poverty and Economic Inclusion: The Current Poverty Measure, the NAS Alternative, and the Case for a Truly New Approach," CEPR Reports and Issue Briefs 2008-36, Center for Economic and Policy Research (CEPR).
    22. Takatoshi Ito & V. Vance Roley, 1988. "Intraday yen/dollar exchange rate movements: news or noise?," Research Working Paper 88-07, Federal Reserve Bank of Kansas City.
    23. Christopher K. Ma, 1990. "Mean Reversions in GNMA Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 18(2), pages 207-226, June.
    24. Guy V. G. Stevens, 1989. "Developments and Prospects in Macroeconometric Modeling: A Comment," Eastern Economic Journal, Eastern Economic Association, vol. 15(4), pages 305-308, Oct-Dec.
    25. Pacces, Alessio M., 2000. "Financial intermediation in the securities markets law and economics of conduct of business regulation," International Review of Law and Economics, Elsevier, vol. 20(4), pages 479-510, December.
    26. Xiong Xiong & Ya Gao & Xu Feng, 2017. "Successive short‐selling ban lifts and gradual price efficiency: evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1557-1604, December.
    27. Mishra, Chandra S., 2022. "Does institutional ownership discourage investment in corporate R&D?," Technological Forecasting and Social Change, Elsevier, vol. 182(C).
    28. Naik, Narayan Y., 1997. "On aggregation of information in competitive markets: The dynamic case," Journal of Economic Dynamics and Control, Elsevier, vol. 21(7), pages 1199-1227, June.
    29. Zhu, Zhen, 1996. "Persistent exchange-rate misalignment, noneconomic fundamentals and exchange-rate target zones," International Review of Economics & Finance, Elsevier, vol. 5(1), pages 1-19.

  22. J. Bradford De Long & Lawrence H. Summers, 1985. "Is Increased Price Flexibility Stabilizing?," NBER Working Papers 1686, National Bureau of Economic Research, Inc.

    Cited by:

    1. Leon W. Berkelmans, 2008. "Imperfect information and monetary models: multiple shocks and their consequences," Finance and Economics Discussion Series 2008-58, Board of Governors of the Federal Reserve System (U.S.).
    2. Mendieta-Muñoz, Ivan, 2017. "On The Interaction Between Economic Growth And Business Cycles," Macroeconomic Dynamics, Cambridge University Press, vol. 21(4), pages 982-1022, June.
    3. Hansjorg Klausinger, 2002. "A Note on the Stability of Full Employment," Review of Political Economy, Taylor & Francis Journals, vol. 14(2), pages 211-225.
    4. Marini, G. & Scaramozzino, P., 1989. "Monopolistic competition, expected inflation and contract length," Other publications TiSEM 20b0b441-03ed-47d2-a059-8, Tilburg University, School of Economics and Management.
    5. Sau, Lino, 2006. "Non-stabilizing Flexibility:From the Contributions By Keynes and Kalecki Towards a Post-Keynesian Approach," MPRA Paper 3391, University Library of Munich, Germany.
    6. Francois R. Velde, 2006. "Chronicles of a deflation unforetold," Working Paper Series WP-06-12, Federal Reserve Bank of Chicago.
    7. Oliver Landmann, 2009. "EMU@10: Coping with Rotating Slumps," Discussion Paper Series 9, Department of International Economic Policy, University of Freiburg, revised Jul 2009.
    8. Klausinger, Hansjörg, 1999. "The stability of full employment. A reconstruction of chapter 19-Keynesianism," Department of Economics Working Paper Series 63, WU Vienna University of Economics and Business.
    9. Malik, Hamza & Scarth, William, 2005. "Is Price Flexibility De-Stabilizing? A Reconsideration," MPRA Paper 457, University Library of Munich, Germany, revised Apr 2006.
    10. Gauti B. Eggertsson, 2006. "Was the New Deal contractionary?," Staff Reports 264, Federal Reserve Bank of New York.
    11. Adolfson, Malin, 2001. "Monetary Policy with Incomplete Exchange Rate Pass-Through," Working Paper Series 127, Sveriges Riksbank (Central Bank of Sweden).
    12. Gurbachan Singh, 2018. "A Macroeconomic Model with Price Flexibility," South Asian Journal of Macroeconomics and Public Finance, , vol. 7(1), pages 37-59, June.
    13. Evan F. Koenig, 1993. "Rethinking the IS in IS-LM: adapting Keynesian tools to non-Keynesian economies Part 2," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Dec, pages 17-35.
    14. Jordi Galí & Tommaso Monacelli, 2015. "Understanding the Gains from Wage Flexibility: The Exchange Rate Connection," Working Papers 746, Barcelona School of Economics.
    15. Magda Kandil, 2002. "Asymmetry In Economic Fluctuations In The Us Economy: The Pre-War And The 1946-1991 Periods Compared," International Economic Journal, Taylor & Francis Journals, vol. 16(1), pages 21-42.
    16. ambler, s. & cardia, e. & phaneuf, l., 1991. "contracts de salaire, croissance endogene et fluctuations," Cahiers de recherche 9124, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
    17. Ray C. Fair & John B. Taylor, 1989. "Full Information Estimation and Stochastic Simulation of Models with Rational Expectations," Cowles Foundation Discussion Papers 921, Cowles Foundation for Research in Economics, Yale University.
    18. Balvers, Ronald J. & Mitchell, Douglas W., 2007. "Reducing the dimensionality of linear quadratic control problems," Journal of Economic Dynamics and Control, Elsevier, vol. 31(1), pages 141-159, January.
    19. Jesús Fernández-Villaverde & Pablo A. Guerrón-Quintana & Juan Rubio-Ramírez, 2011. "Supply-Side Policies and the Zero Lower Bound," NBER Working Papers 17543, National Bureau of Economic Research, Inc.
    20. Paul Krugman & Gauti B. Eggertsson, 2011. "Debt, Deleveraging and the Liquidity Trap," 2011 Meeting Papers 1166, Society for Economic Dynamics.
    21. James Tobin, 1992. "An Old Keynesian Counterattacks," Eastern Economic Journal, Eastern Economic Association, vol. 18(4), pages 387-400, Fall.
    22. Victor Zarnowitz, 1997. "Business Cycles Observed and Assessed: Why and How They Matter," NBER Working Papers 6230, National Bureau of Economic Research, Inc.
    23. Emmanuel Farhi & Isabel Correia & Juan Pablo Nicolini & Pedro Teles, "undated". "Unconventional Fiscal Policy at the Zero Bound," Working Paper 20945, Harvard University OpenScholar.
    24. Ibrahim, Muazu & Alagidede, Paul, 2017. "Financial sector development, economic volatility and shocks in sub-Saharan Africa," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 484(C), pages 66-81.
    25. Peter Howitt, 2006. "The Microfoundations of the Keynesian Multiplier Process," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 33-44, May.
    26. Gauti B. Eggertsson, 2005. "Great expectations and the end of the depression," Staff Reports 234, Federal Reserve Bank of New York.
    27. Javier Andrés & Óscar Arce & Samuel Hurtado & Jesús Fernández-Villaverde, 2020. "Deciphering the macroeconomic effects of internal devaluations in a monetary union," Working Papers 2016, Banco de España.
    28. Christina D. Romer & David H. Romer, 1994. "What Ends Recessions?," NBER Working Papers 4765, National Bureau of Economic Research, Inc.
    29. Robert W. Dimand, 2005. "Fisher, Keynes, and the Corridor of Stability," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 185-199, January.
    30. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Causes and Effects of OBserved Changes (SEE ALSO WP3131-Send out together)," NBER Working Papers 3132, National Bureau of Economic Research, Inc.
    31. Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 77-95.
    32. Braun, R Anton & Koerber, Lena & Waki, Yuichiro, 2015. "Some Unpleasant Properties of Loglinearized Solutions When the Nominal Rate is Zero," Bank of England working papers 553, Bank of England.
    33. Jesús Fernández-Villaverde & Joël Marbet & Galo Nuño Barrau & Omar Rachedi, 2024. "Inequality and the zero lower bound," BIS Working Papers 1160, Bank for International Settlements.
    34. Billi, Roberto M., 2022. "Inflation Targeting or Fiscal Activism?," Working Paper Series 412, Sveriges Riksbank (Central Bank of Sweden).
    35. Philip Arestis & Malcolm Sawyer, 2003. "Reinventing Fiscal Policy," Economics Working Paper Archive wp_381, Levy Economics Institute.
    36. Thomas I. Palley, 2008. "Keynesian Models of Deflation and Depression Revisited: Inside Debt and Price Flexibility," Working Papers wp169, Political Economy Research Institute, University of Massachusetts at Amherst.
    37. Ichiro Takahashi, 2021. "An Artificial Wicksell—Keynes Macroeconomy," Springer Books, Springer, number 978-981-16-6839-5, January.
    38. Roberto M. Billi & Jordi Galí, 2018. "Gains from Wage Flexibility and the Zero Lower Bound," Working Papers 1066, Barcelona School of Economics.
    39. Chioneso S. Marange & Yongsong Qin & Raymond T. Chiruka & Jesca M. Batidzirai, 2023. "A Blockwise Empirical Likelihood Test for Gaussianity in Stationary Autoregressive Processes," Mathematics, MDPI, vol. 11(4), pages 1-20, February.
    40. Ou, Shengliang & Zhang, Donghai & Zhang, Renbin, 2021. "Information frictions, monetary policy, and the paradox of price flexibility," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 70-82.
    41. Peter Howitt, 2002. "Looking Inside the Labor Market: A Review Article," Journal of Economic Literature, American Economic Association, vol. 40(1), pages 125-138, March.
    42. Raphael Schoenle & Gauti Eggertsson & Saroj Bhattarai, 2012. "Is Increased Price Flexibility Stabilizing? Redux," 2012 Meeting Papers 487, Society for Economic Dynamics.
    43. John B. Taylor, 1998. "Staggered Price and Wage Setting in Macroeconomics," NBER Working Papers 6754, National Bureau of Economic Research, Inc.
    44. Laurence Ball & David Romer, 1989. "Are Prices Too Sticky?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(3), pages 507-524.
    45. Keating, John W. & Nye, John V., 1999. "The Dynamic Effects of Aggregate Demand and Supply Disturbances in the G7 Countries," Journal of Macroeconomics, Elsevier, vol. 21(2), pages 263-278, April.
    46. Jitender Singh & Arup Mitra, 2016. "Cyclical asymmetries and short-run relation between employment and output: the case of organised manufacturing in India," The Indian Journal of Labour Economics, Springer;The Indian Society of Labour Economics (ISLE), vol. 59(2), pages 203-216, June.
    47. Christopher D. Carroll & Lawrence H. Summers, 1991. "Consumption Growth Parallels Income Growth: Some New Evidence," NBER Chapters, in: National Saving and Economic Performance, pages 305-348, National Bureau of Economic Research, Inc.
    48. Christian Groth, 1993. "Some unfamiliar dynamics of a familiar macro model a note," Journal of Economics, Springer, vol. 58(3), pages 293-305, October.
    49. Peter Flaschel & Reiner Franke, 2000. "An Old-Keynesian Note on Destabilizing Price Flexibility," Review of Political Economy, Taylor & Francis Journals, vol. 12(3), pages 273-283.
    50. Peter J. Stemp & William M. Scarth, "undated". "Zero Inflation Targets: Central Bank Commitment and Fiscal Policy Outcomes," Computing in Economics and Finance 1996 _055, Society for Computational Economics.
    51. Palley, Thomas I., 2008. "Keynesian models of deflation and depression revisited," Journal of Economic Behavior & Organization, Elsevier, vol. 68(1), pages 167-177, October.
    52. Pierre Fortin, 2003. "Keynes resurrected," Cahiers de recherche du Département des sciences économiques, UQAM 20-21, Université du Québec à Montréal, Département des sciences économiques.
    53. Berkelmans, Leon, 2011. "Imperfect information, multiple shocks, and policy's signaling role," Journal of Monetary Economics, Elsevier, vol. 58(4), pages 373-386.
    54. Steven M. Fazzari & Piero Ferri & Edward Greenberg, 1999. "Aggregate Demand and Micro Behavior: A New Perspective on Keynesian Macroeconomics," Macroeconomics 9902005, University Library of Munich, Germany.
    55. Michau, Jean-Baptiste, 2018. "Secular stagnation: Theory and remedies," Journal of Economic Theory, Elsevier, vol. 176(C), pages 552-618.
    56. Murakami, Hiroki, 2015. "Wage flexibility and economic stability in a non-Walrasian model of economic growth," Structural Change and Economic Dynamics, Elsevier, vol. 32(C), pages 25-41.
    57. John Keating, 2004. "Interpreting Permanent and Transitory Shocks to Output When Aggregate Demand May Not Be Neutral in the Long-run," Econometric Society 2004 North American Summer Meetings 608, Econometric Society.
    58. Barry Eichengreen, 2016. "The Great Depression in a Modern Mirror," De Economist, Springer, vol. 164(1), pages 1-17, March.
    59. Ichiro Takahashi, 2021. "Market Mechanism: Stabilizing or Destabilizing?," Springer Books, in: An Artificial Wicksell—Keynes Macroeconomy, chapter 0, pages 1-20, Springer.
    60. Lux, Thomas, 1997. "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 1-38, November.
    61. West, Kenneth D, 1988. "On the Interpretation of Near Random-walk Behavior in GNP," American Economic Review, American Economic Association, vol. 78(1), pages 202-209, March.
    62. Goetz von Peter, 2005. "Debt-Deflation: Concepts, and a Stylised Model," Macroeconomics 0505001, University Library of Munich, Germany.
    63. Robert E. Hall, 2013. "The routes into and out of the zero lower bound," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 1-35.
    64. Sajid Anwar & S. Zahid Ali, 2007. "Exogenous Shocks and Exchange Rate Management in Developing Countries," Finance Working Papers 22245, East Asian Bureau of Economic Research.
    65. Robert A. Margo, 1992. "Employment and Unemployment in the 1930s," NBER Working Papers 4174, National Bureau of Economic Research, Inc.
    66. Goetz von Peter, 2005. "Debt-deflation: concepts and a stylised model," BIS Working Papers 176, Bank for International Settlements.
    67. Kandil, Magda, 1996. "Price flexibility and output variability: What do we learn from disaggregate data?," Journal of Economics and Business, Elsevier, vol. 48(2), pages 117-139, May.
    68. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
    69. Adam Elbourne & Debby Lanser & Bert Smid & Martin Vromans, 2008. "Macroeconomic resilience in a DSGE model," CPB Discussion Paper 96, CPB Netherlands Bureau for Economic Policy Analysis.
    70. J. Scott Davis, 2015. "The asymmetric effects of deflation on consumption spending: evidence from the Great Depression," Globalization Institute Working Papers 226, Federal Reserve Bank of Dallas.
    71. Christina D. Romer, 1993. "The Nation in Depression," Journal of Economic Perspectives, American Economic Association, vol. 7(2), pages 19-39, Spring.
    72. Lawrence H. Summers, 2015. "Demand Side Secular Stagnation," American Economic Review, American Economic Association, vol. 105(5), pages 60-65, May.
    73. Steven M. Fazzari & Pietro E. Ferri & Edward G. Greenberg & Anna Maria Variato, 2013. "Aggregate demand, instability, and growth," Review of Keynesian Economics, Edward Elgar Publishing, vol. 1(1), pages 1-21, January.
    74. Pierre Fortin, 2003. "Issues and Commentaries Issues et commentaires Keynes Resurrected," Canadian Public Policy, University of Toronto Press, vol. 29(2), pages 253-265, June.
    75. Jenny Chan, 2020. "Monetary Policy and Sentiment-Driven Fluctuations," Discussion Papers 2020, Centre for Macroeconomics (CFM).
    76. Thomas I. Palley, 2009. "Inside Debt and Economic Growth: A Cambridge - Kaleckian Analysis," IMK Working Paper 02-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    77. Mills, Terence C. & Wang, Ping, 2006. "Modelling regime shift behaviour in Asian real interest rates," Economic Modelling, Elsevier, vol. 23(6), pages 952-966, December.
    78. Keating, John W., 2013. "What do we learn from Blanchard and Quah decompositions of output if aggregate demand may not be long-run neutral?," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 203-217.

  23. J. Bradford De Long & Lawrence H. Summers, 1984. "The Changing Cyclical Variability of Economic Activity in the United States," NBER Working Papers 1450, National Bureau of Economic Research, Inc.

    Cited by:

    1. Francis X. Diebold & Glenn D. Rudebusch, 1991. "Have postwar economic fluctuations been stabilized?," Working Paper Series / Economic Activity Section 116, Board of Governors of the Federal Reserve System (U.S.).
    2. Marini, G. & Scaramozzino, P., 1989. "Monopolistic competition, expected inflation and contract length," Other publications TiSEM 20b0b441-03ed-47d2-a059-8, Tilburg University, School of Economics and Management.
    3. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2016. "The U.S. business cycle, 1867–2006: a dynamic factor approach," LSE Research Online Documents on Economics 67420, London School of Economics and Political Science, LSE Library.
    4. Filardo, Andrew & Lombardi, Marco & Raczko, Marek, 2019. "Measuring financial cycle time," Bank of England working papers 776, Bank of England.
    5. Aghion, Philippe & Kharroubi, Enisse & Hémous, David, 2009. "Credit Constraints, Cyclical Fiscal Policy and Industry Growth," CEPR Discussion Papers 7359, C.E.P.R. Discussion Papers.
    6. Ritschl, Albrecht & Sarferaz, Samad & Uebele, Martin, 2008. "The U.S. business cycle, 1867-1995: Dynamic factor analysis vs. reconstructed national accounts," SFB 649 Discussion Papers 2008-066, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
    7. Charles W. Calomiris & Christopher Hanes, 1994. "Historical Macroeconomics and American Macroeconomic History," NBER Working Papers 4935, National Bureau of Economic Research, Inc.
    8. Joseph H. Haimowitz, 1998. "The longevity of expansions," Economic Review, Federal Reserve Bank of Kansas City, vol. 83(Q IV), pages 13-34.
    9. J. Bradford DeLong, 1998. "Fiscal Policy in the Shadow of the Great Depression," NBER Chapters, in: The Defining Moment: The Great Depression and the American Economy in the Twentieth Century, pages 67, National Bureau of Economic Research, Inc.
    10. Young Lee & Changyong Rhee & Taeyoon Sung, 2006. "Fiscal policy in Korea: Before and after the financial crisis," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 13(4), pages 509-531, August.
    11. Brownlees, Christian & Chabot, Ben & Ghysels, Eric & Kurz, Christopher, 2020. "Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression," Journal of Banking & Finance, Elsevier, vol. 113(C).
    12. Amy Y. Guisinger & Ruben Hernandez-Murillo & Michael T. Owyang & Tara M. Sinclair, 2015. "A State-Level Analysis of Okun's Law," Working Papers 2015-29, Federal Reserve Bank of St. Louis.
    13. Harrison, Sharon G. & Weder, Mark, 2002. "Did sunspot cause the Great Depression?," SFB 373 Discussion Papers 2002,35, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    14. J. Bradford De Long, 1996. "Keynesianism, Pennsylvania Avenue Style: Some Economic Consequences of the Employment Act of 1946," NBER Working Papers 5611, National Bureau of Economic Research, Inc.
    15. Weber, Christian E., 2002. "Intertemporal non-separability and "rule of thumb" consumption," Journal of Monetary Economics, Elsevier, vol. 49(2), pages 293-308, March.
    16. Yudong Yao & Yan Wang, 2007. "Measuring downside risk and severity for global output," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(1), pages 23-32.
    17. Hogan, Thomas L., 2015. "Has the Fed improved U.S. economic performance?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 257-266.
    18. Harald Uhlig & Martin Lettau, 1999. "Rules of Thumb versus Dynamic Programming," American Economic Review, American Economic Association, vol. 89(1), pages 148-174, March.
    19. Omar, Ayman M.A. & Lambe, Brendan J & Wisniewski, Tomasz Piotr, 2021. "Perceptions of the threat to national security and the stock market," Journal of Economic Behavior & Organization, Elsevier, vol. 186(C), pages 504-522.
    20. Peter Temin, 1998. "Causes of American business cycles: an essay in economic historiography," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 37-64.
    21. Tanin, Tauhidul Islam & Sarker, Ashutosh & Hammoudeh, Shawkat & Shahbaz, Muhammad, 2021. "Do volatility indices diminish gold's appeal as a safe haven to investors before and during the COVID-19 pandemic?," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 214-235.
    22. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say “Probably Not”," Working Papers IES 2016/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
    23. Ellis, Christopher J. & Holden, Steinar, 1997. "Optimal contract length in a reputational model of monetary policy," European Economic Review, Elsevier, vol. 41(2), pages 227-243, February.
    24. Luis Carranza & José E. Galdón-Sánchez, 2002. "Financial Intermediation, Variability and the Development Process," Faculty Working Papers 04/02, School of Economics and Business Administration, University of Navarra.
    25. Deleersnyder, B. & Dekimpe, M.G. & Sarvary, M. & Parker, P.M., 2003. "Weathering Tight Economic Times: The Sales Evolution Of Consumer Durables Over The Business Cycle," ERIM Report Series Research in Management ERS-2003-046-MKT, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
    26. Canton, E.J.F., 1997. "Fiscal Policy in a Stochastic Model of Endogenous Growth," Discussion Paper 1997-63, Tilburg University, Center for Economic Research.
    27. Neville Francis & Valerie A. Ramey, 2006. "The Source of Historical Economic Fluctuations: An Analysis Using Long-Run Restrictions," NBER Chapters, in: NBER International Seminar on Macroeconomics 2004, pages 17-73, National Bureau of Economic Research, Inc.
    28. Adrian Blundell-Wignall & Frank Browne & Stefano Cavaglia & Alison Tarditi, 1992. "Financial Liberalisation and Consumption Behaviour," RBA Research Discussion Papers rdp9209, Reserve Bank of Australia.
    29. Christina D. Romer, 1987. "Changes in the Cyclical Behavior of Individual Production Series," NBER Working Papers 2440, National Bureau of Economic Research, Inc.
    30. Mark W. Watson, 1992. "Business cycle durations and postwar stabilization of the U.S. economy," Working Paper Series, Macroeconomic Issues 92-6, Federal Reserve Bank of Chicago.
    31. Victor Zarnowitz, 1989. "Cost and Price Movements in Business Cycle Theories and Experience: Causes and Effects of OBserved Changes (SEE ALSO WP3131-Send out together)," NBER Working Papers 3132, National Bureau of Economic Research, Inc.
    32. Wesselbaum, D., 2013. "Procyclical Debt as Automatic Stabilizer," Working papers 444, Banque de France.
    33. Canton, E.J.F., 1997. "Economic growth and business cycles," Other publications TiSEM 7b903e18-d700-44d6-a7c0-6, Tilburg University, School of Economics and Management.
    34. Morris Altman, 1992. "Business Cycle Volatility in Developed Market Economies, 1870-1986: Revisions and Conjectures," Eastern Economic Journal, Eastern Economic Association, vol. 18(3), pages 259-275, Summer.
    35. Steven G. Allen, 1991. "Changes in the Cyclical Sensitivity of Wages in the United States, 1891-1987," NBER Working Papers 3854, National Bureau of Economic Research, Inc.
    36. Christina D. Romer, 1999. "Changes in Business Cycles: Evidence and Explanations," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 23-44, Spring.
    37. Laurence Ball & David Romer, 1989. "Are Prices Too Sticky?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 104(3), pages 507-524.
    38. Ritschl, Albrecht & Uebele, Martin & Sarferaz, Samad, 2008. "The U.S. Business Cycle, 1867-1995: A Dynamic Factor Approach," CEPR Discussion Papers 7069, C.E.P.R. Discussion Papers.
    39. Margaret M. McConnell & Gabriel Perez-Quiros, 1998. "Output fluctuations in the United States: what has changed since the early 1980s?," Staff Reports 41, Federal Reserve Bank of New York.
    40. Canton, E.J.F., 1997. "Fiscal Policy in a Stochastic Model of Endogenous Growth," Other publications TiSEM 3c1fffeb-2496-4f9b-9bf3-7, Tilburg University, School of Economics and Management.
    41. Patrick Artus, 1992. "Taux d'intérêt réels élevés et financement de l'économie," Revue Économique, Programme National Persée, vol. 43(4), pages 671-684.
    42. Sonia de Lucas Santos & M. Jesús Delgado Rodríguez & Inmaculada Álvarez Ayuso & José Luis Cendejas Bueno, 2011. "Los ciclos económicos internacionales: antecedentes y revisión de la literatura," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, vol. 34(95), pages 73-84, Agosto.
    43. Karras, Georgios & Lee, Jin Man & Stokes, Houston, 2006. "Why are postwar cycles smoother? Impulses or propagation?," Journal of Economics and Business, Elsevier, vol. 58(5-6), pages 392-406.
    44. U. Michael Bergman & Michael D. Bordo & Lars Jonung, 1998. "Historical evidence on business cycles: the international experience," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 42(Jun), pages 65-119.
    45. Carranza, Luis & Galdón Sánchez, José E., 1997. "Multiple equilibrium, variability and the development process," UC3M Working papers. Economics 6059, Universidad Carlos III de Madrid. Departamento de Economía.
    46. Hanes, Christopher & Rhode, Paul W., 2013. "Harvests and Financial Crises in Gold Standard America," The Journal of Economic History, Cambridge University Press, vol. 73(1), pages 201-246, March.
    47. Christina D. Romer, 1986. "The Prewar Business Cycle Reconsidered: New Estimates of Gross NationalProduct, 1869-1918," NBER Working Papers 1969, National Bureau of Economic Research, Inc.
    48. Charles W. Calomiris & R. Glenn Hubbard, 1987. "International Adjustment Under the Classical Gold Standard: Evidence for the U.S. and Britain, 1879-1914," NBER Working Papers 2206, National Bureau of Economic Research, Inc.
    49. Kevin X.D. Huang & Zheng Liu & Louis Phaneuf, 2004. "Why Does the Cyclical Behavior of Real Wages Change Over Time?," American Economic Review, American Economic Association, vol. 94(4), pages 836-856, September.
    50. M. Scattaglia, 1994. "Politiche per l'occupazione e Microfondamenti "Keynesiani" dell'economia del lavoro," Working Papers 196, Dipartimento Scienze Economiche, Universita' di Bologna.
    51. Kin-Yip Ho & Albert K. Tsui & Zhaoyong Zhang, 2009. "Volatility Dynamics of the UK Business Cycle: a Multivariate Asymmetric Garch Approach," Economie Internationale, CEPII research center, issue 117, pages 31-46.
    52. Rustam Jamilov & Tobias König & Karsten Müller & Farzad Saidi, 2024. "Two Centuries of Systemic Bank Runs," CRC TR 224 Discussion Paper Series crctr224_2024_589, University of Bonn and University of Mannheim, Germany.
    53. Weder, Mark, 2001. "The great demand depression," SFB 373 Discussion Papers 2001,53, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    54. John Simon, 2001. "The Decline in Australian Output Volatility," RBA Research Discussion Papers rdp2001-01, Reserve Bank of Australia.
    55. Selgin, George & Lastrapes, William D. & White, Lawrence H., 2012. "Has the Fed been a failure?," Journal of Macroeconomics, Elsevier, vol. 34(3), pages 569-596.
    56. Cassim, Lucius, 2020. "A Residual-based Test For Multicointegration In Models With Structural Breaks And Threshold Adjustment To Steady State," MPRA Paper 101453, University Library of Munich, Germany.
    57. Pierre-Yves Hénin, 1997. "Soutenabilité des déficits et ajustements budgétaires," Revue Économique, Programme National Persée, vol. 48(3), pages 371-395.
    58. Harrison, Sharon G. & Weder, Mark, 2006. "Did sunspot forces cause the Great Depression?," Journal of Monetary Economics, Elsevier, vol. 53(7), pages 1327-1339, October.
    59. J. Bradford De Long, "undated". "Keynesianism, Pennsylvania-Avenue Style: Some Economic Consequences of the 1946 Employment Act," J. Bradford De Long's Working Papers _105, University of California at Berkeley, Economics Department.
    60. J. Bradford DeLong, 2002. "Do We Have a "New" Macroeconomy?," NBER Chapters, in: Innovation Policy and the Economy, Volume 2, pages 163-184, National Bureau of Economic Research, Inc.
    61. Karras, Georgios & Song, Frank, 1996. "Sources of business-cycle volatility: An exploratory study on a sample of OECD countries," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 621-637.
    62. Charles W. Calomiris & R. Glenn Hubbard, 1985. "Price Flexibility, Credit Rationing, and Economic Fluctuations: Evidence from the U.S., 1879-1914," NBER Working Papers 1767, National Bureau of Economic Research, Inc.
    63. Thomas L. Hogan & Daniel J. Smith, 2022. "War, money & economy: Inflation and production in the Fed and pre-Fed periods," The Review of Austrian Economics, Springer;Society for the Development of Austrian Economics, vol. 35(1), pages 15-37, March.
    64. Giuseppe Schlitzer, 1995. "Have economic fluctuations been dampened? New empirical evidence from Italy," Open Economies Review, Springer, vol. 6(4), pages 387-397, October.
    65. Joseph E. Gagnon & Garry J. Schinasi, 1989. "Savings rates and output variability in industrial countries," International Finance Discussion Papers 363, Board of Governors of the Federal Reserve System (U.S.).
    66. J. Bradford De Long & Lawrence H. Summers, 1988. "On the Existence and Interpretation of the "Unit Root" in U.S. GNP," NBER Working Papers 2716, National Bureau of Economic Research, Inc.
    67. J. Bradford De Long, 1999. "Introduction to the Symposium on Business Cycles," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 19-22, Spring.
    68. Bernhard Felderer, 2001. "Warum unterscheiden sich die langfristigen Wachstums- und Produktivitätstrends Europas und der USA?," ifo Schnelldienst, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 54(01), pages 15-23, March.
    69. Fumio Hayashi, 1985. "Tests for Liquidity Constraints: A Critical Survey," NBER Working Papers 1720, National Bureau of Economic Research, Inc.
    70. Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert & Do, Hung Xuan, 2022. "Does oil impact gold during COVID-19 and three other recent crises?," Energy Economics, Elsevier, vol. 108(C).
    71. R. Glenn Hubbard & Kenneth L. Judd, 1987. "Finite Lifetimes, Borrowing Constraints, and Short-Run Fiscal Policy," NBER Working Papers 2158, National Bureau of Economic Research, Inc.
    72. Nathan S. Balke & Robert J. Gordon, 1988. "The Estimation of Prewar GNP: Methodology and New Evidence," NBER Working Papers 2674, National Bureau of Economic Research, Inc.
    73. Canton, Erik, 2001. "Fiscal policy in a stochastic model of endogenous growth," Economic Modelling, Elsevier, vol. 18(1), pages 19-47, January.

  24. J. Bradford De Long & Lawrence H. Summers, 1984. "Are Business Cycles Symmetric?," NBER Working Papers 1444, National Bureau of Economic Research, Inc.

    Cited by:

    1. Francesco D’Amuri & Juri Marcucci, 2010. "“Google it!”Forecasting the US Unemployment Rate with a Google Job Search index," Working Papers 2010.31, Fondazione Eni Enrico Mattei.
    2. Chang-Kon Choi, 1998. "Asymmetric Fluctuations and the Third Moments in the Real Business Cycle Theory," International Economic Journal, Taylor & Francis Journals, vol. 12(2), pages 35-53.
    3. Filippo Altissimo & Giovanni L. Violante, 2001. "The non-linear dynamics of output and unemployment in the U.S," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(4), pages 461-486.
    4. Peat, Maurice & Stevenson, Max, 1996. "Asymmetry in the business cycle: Evidence from the Australian labour market," Journal of Economic Behavior & Organization, Elsevier, vol. 30(3), pages 353-368, September.
    5. Nicholas Bloom & Fatih Guvenen & Sergio Salgado, 2016. "Skewed Business Cycles," 2016 Meeting Papers 1621, Society for Economic Dynamics.
    6. Victor Zarnowitz, 1987. "The Regularity of Business Cycles," NBER Working Papers 2381, National Bureau of Economic Research, Inc.
    7. David G. McMillan, 2009. "Non-linear interest rate dynamics and forecasting: evidence for US and Australian interest rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 139-155.
    8. Mr. Bankim Chadha & Daniel Tsiddon, 1996. "Inflation, Nominal Interest Rates, and the Variability of Output," IMF Working Papers 1996/109, International Monetary Fund.
    9. Allan D. Brunner, 1994. "On the dynamic properties of asymmetric models of real GNP," International Finance Discussion Papers 489, Board of Governors of the Federal Reserve System (U.S.).
    10. Zacharias Psaradakis & Martin Sola, 2003. "On detrending and cyclical asymmetry," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(3), pages 271-289.
    11. Alicia Pérez Alonso, 2006. "A Bootstrap Approach To Test The Conditional Symmetry In Time Series Models," Working Papers. Serie AD 2006-18, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    12. D. Jones & Maurice Peat & Max Stevenson, 1996. "Does the Process of Spatial Aggregation of U.K. Unemplyment Rate Series Serve to Induce or Remove Evidence of Asymmetry in the Business Cycle," Working Paper Series 67, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    13. Randal J. Verbrugge, 1998. "A cross-country investigation of macroeconomic asymmetries," Macroeconomics 9809017, University Library of Munich, Germany, revised 30 Sep 1998.
    14. Amado Peiro, 2004. "Are business cycles asymmetric? Some European evidence," Applied Economics, Taylor & Francis Journals, vol. 36(4), pages 335-342.
    15. Proietti, Tommaso, 2003. "Forecasting the US unemployment rate," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 451-476, March.
    16. Jushan Bai & Serena Ng, 2005. "Tests for Skewness, Kurtosis, and Normality for Time Series Data," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 49-60, January.
    17. Gerard A. Pfann, 1991. "Employment and business cycle asymmetries: a data based study," Discussion Paper / Institute for Empirical Macroeconomics 39, Federal Reserve Bank of Minneapolis.
    18. Luke Hartigan, 2016. "Testing for Symmetry in Weakly Dependent Time Series," Discussion Papers 2016-18, School of Economics, The University of New South Wales.
    19. Randal J. Verbrugge, 1998. "Cross-Sectional and Longitudinal Inflation Asymmetries," Macroeconomics 9809018, University Library of Munich, Germany.
    20. Khurshid Kiani, 2005. "Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 65-89, August.
    21. Emilio Zanetti Chini, 2018. "Forecasting dynamically asymmetric fluctuations of the U.S. business cycle," CREATES Research Papers 2018-13, Department of Economics and Business Economics, Aarhus University.
    22. Frédéric Karamé, 2015. "Asymmetries and Markov-switching structural VAR," Post-Print hal-02296101, HAL.
    23. Daniel M. Chin & John Geweke & Preston J. Miller, 2000. "Predicting turning points," Staff Report 267, Federal Reserve Bank of Minneapolis.
    24. You, Kefei & Raju Chinthalapati, V.L. & Mishra, Tapas & Patra, Ramakanta, 2024. "International trade network and stock market connectedness: Evidence from eleven major economies," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    25. Massimo Guidolin & Stuart Hyde & David McMillan & Sadayuki Ono, 2010. "Does the macroeconomy predict U.K. asset returns in a nonlinear fashion? comprehensive out-of-sample evidence," Working Papers 2010-039, Federal Reserve Bank of St. Louis.
    26. Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013. "Disentangling economic recessions and depressions," Discussion Papers 43/2013, Deutsche Bundesbank.
    27. Peter A. Tinsley & Reva Krieger, "undated". "Asymmetric Adjustments of Price and Output," Computing in Economics and Finance 1996 _059, Society for Computational Economics.
    28. James D. Hamilton, 2005. "What's Real About the Business Cycle?," NBER Working Papers 11161, National Bureau of Economic Research, Inc.
    29. Jushan Bai & Serena Ng, 1998. "A Test for Conditional Symmetry in Time Series Models," Boston College Working Papers in Economics 410, Boston College Department of Economics.
    30. McKay, Alisdair, 2006. "The Brevity and Violence of Contractions and Expansions," CEPR Discussion Papers 5756, C.E.P.R. Discussion Papers.
    31. Gregory D. Hess & Shigeru Iwata, 1997. "Asymmetric persistence in GDP? A deeper look at depth," Research Working Paper 97-02, Federal Reserve Bank of Kansas City.
    32. Frédérick Demers & Ryan Macdonald, 2007. "The Canadian Business Cycle: A Comparison of Models," Staff Working Papers 07-38, Bank of Canada.
    33. Fatás, Antonio & Mihov, Ilian, 2013. "Recoveries," CEPR Discussion Papers 9551, C.E.P.R. Discussion Papers.
    34. Silva Lopes, Artur C. & Florin Zsurkis, Gabriel, 2015. "Revisiting non-linearities in business cycles around the world," MPRA Paper 65668, University Library of Munich, Germany.
    35. Danny Quah, 1987. "What Do We Learn from Unit Roots in Macroeconomic Time Series?," NBER Working Papers 2450, National Bureau of Economic Research, Inc.
    36. Rodriguez Gabriel, 2007. "Application of Three Alternative Approaches to Identify Business Cycles in Peru," Working Papers 2007-007, Banco Central de Reserva del Perú.
    37. Hinich , Melvin J. & Rothman, Philip, 1998. "Frequency-Domain Test Of Time Reversibility," Macroeconomic Dynamics, Cambridge University Press, vol. 2(1), pages 72-88, March.
    38. Claudio Lupi & Patrizia Ordine, 2001. "Testing for asymmetry in economic time series using bootstrap methods," Economics Bulletin, AccessEcon, vol. 3(8), pages 1-12.
    39. Pfann, Gerard A., 1996. "Factor demand models with nonlinear short-run fluctuations," Journal of Economic Dynamics and Control, Elsevier, vol. 20(1-3), pages 315-331.
    40. W.A. Razzak, 2001. "Business Cycle Asymmetries: International Evidence," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 4(1), pages 230-243, January.
    41. W A Razzak, 1998. "Business cycle asymmetries and the nominal exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G98/4, Reserve Bank of New Zealand.
    42. John Hassler & Petter Lundvik & Torsten Persson & Paul Soderlind, 1992. "The Swedish business cycle: stylized facts over 130 years," Discussion Paper / Institute for Empirical Macroeconomics 63, Federal Reserve Bank of Minneapolis.
    43. Ulrich Woitek, 2004. "Real Wages and Business Cycle Asymmetries," CESifo Working Paper Series 1206, CESifo.

  25. J. Bradford De Long & Lawrence H. Summers, "undated". "Macroeconomic Policy and Long-Run Growth," J. Bradford De Long's Working Papers _113, University of California at Berkeley, Economics Department.

    Cited by:

    1. Andres, Javier & Domenech, Rafael & Molinas, Cesar, 1996. "Macroeconomic performance and convergence in OECD countries," European Economic Review, Elsevier, vol. 40(9), pages 1683-1704, December.
    2. Cukierman, A., 1996. "The Economics of Central Banking," Discussion Paper 1996-31, Tilburg University, Center for Economic Research.
    3. Daniel L. Thornton, 1996. "The costs and benefits of price stability: an assessment of Howitt's rule," Review, Federal Reserve Bank of St. Louis, vol. 78(Mar), pages 23-38.
    4. Eijffinger, S.C.W. & Schaling, E. & Hoeberichts, M.M., 1997. "Central Bank independence : A sensitivity analysis," Other publications TiSEM 4bd0c7cd-5e22-41ff-8074-b, Tilburg University, School of Economics and Management.
    5. J. Bradford DeLong, 1999. "Should We Fear Deflation?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 30(1), pages 225-252.
    6. Shah, Said Zamin & Baharumshah, Ahmad Zubaidi & Hook, Law Siong & Habibullah, Muzafar Shah, 2017. "Nominal uncertainty, real uncertainty and macroeconomic performance in a time-varying asymmetric framework: Implications for monetary policy," Research in International Business and Finance, Elsevier, vol. 42(C), pages 75-93.
    7. World Bank, 2007. "Uganda - Moving Beyond Recovery : Investment and Behavior Change, For Growth, Volume 1. Summary and Recommendations," World Bank Publications - Reports 7576, The World Bank Group.
    8. Gapinski, James H., 1996. "Heterogeneous capital, economic growth, and economic development," Journal of Macroeconomics, Elsevier, vol. 18(4), pages 561-585.
    9. Samantha Johnson, 1993. "The costs of inflation revisited," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 56, March.
    10. Dan Ben-David & David H. Papell, 1997. "Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries," NBER Working Papers 6266, National Bureau of Economic Research, Inc.
    11. V A Muscatelli., 1995. "Flexibility, Structural Change and the Global Economy," Working Papers 9601, Business School - Economics, University of Glasgow, revised Jan 1996.
    12. World Bank, 2007. "Uganda - Moving Beyond Recovery, Investment and Behavior Change, For Growth, Volume 2, Overview," World Bank Publications - Reports 7574, The World Bank Group.
    13. Athina Zervoyianni & Athanasios Anastasiou & Andreas Anastasiou, 2014. "Does central bank independence really matter? Re-assessing the role of the independence of monetary policy-makers in macroeconomic outcomes," International Journal of Economics and Business Research, Inderscience Enterprises Ltd, vol. 8(4), pages 427-473.
    14. Robert S. Chirinko, 2000. "Investment Tax Credits," CESifo Working Paper Series 243, CESifo.
    15. Chiquiar Daniel & Ibarra-Ramírez Raúl, 2019. "Central Bank Independence and Inflation: An Empirical Analysis," Working Papers 2019-18, Banco de México.
    16. Jose Manuel Gonzalez-Paramo, 1995. "Infraestructuras, productividad y bienestar," Investigaciones Economicas, Fundación SEPI, vol. 19(1), pages 155-168, January.
    17. Dan Ben-David & Michael B. Loewy, 1997. "Free Trade, Growth, and Convergence," NBER Working Papers 6095, National Bureau of Economic Research, Inc.
    18. Khanna, Rupika & Sharma, Chandan, 2021. "Do technological investments promote manufacturing productivity? A firm-level analysis for India," Economic Modelling, Elsevier, vol. 105(C).
    19. Dieter Proske, 1995. "Zentralbankunabhängigkeit -Diskussion auf falschen Wegen," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 21(4), pages 533-554.
    20. David C. Wheelock, 1999. "National monetary policy by regional design: the evolving role of the Federal Reserve banks in Federal Reserve System policy," Working Papers 1998-010, Federal Reserve Bank of St. Louis.

  26. J. Bradford De Long & Lawrence H. Summers, "undated". "How Does Macroeconomic Policy Matter?," J. Bradford De Long's Working Papers _130, University of California at Berkeley, Economics Department.

    Cited by:

    1. Satyajit Chatterjee & Dean Corbae, 1999. "A welfare comparison of pre- and post-WWII business cycles: some implications for the role of postwar macroeconomic policies," Working Papers 99-2, Federal Reserve Bank of Philadelphia.
    2. S. Fabiani & M. Druant & I. Hernando & C. Kwapil & B. Landau & C. Loupias & F. Martins & T. Mathä & R. Sabbatini & H. Stahl & A. Stokman, 2005. "The pricing behaviour of firms in the euro area : new survey evidence," Working Paper Research 76, National Bank of Belgium.
    3. Munehisa Kasuya, 2005. "Regime-switching approach to monetary policy effects," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 307-326.
    4. Hashem Dezhbakhsh & Daniel Levy, 2005. "Periodic Properties of Interpolated Time Series," Econometrics 0505004, University Library of Munich, Germany.
    5. Christina D. Romer & David H. Romer, 1997. "Institutions for Monetary Stability," NBER Chapters, in: Reducing Inflation: Motivation and Strategy, pages 307-334, National Bureau of Economic Research, Inc.
    6. Chang-Jin Kim & Jeremy Piger, 2000. "Common Stochastic Trends, Common Cycles, and Asymmetry in Economic Fluctuations," Discussion Papers in Economics at the University of Washington 0021, Department of Economics at the University of Washington.
    7. Troy Davig & Eric M. Leeper, 2006. "Endogenous monetary policy regime change," Research Working Paper RWP 06-11, Federal Reserve Bank of Kansas City.
    8. Gadi Barlevy, 2004. "The Cost of Business Cycles and the Benefits of Stabilization: A Survey," NBER Working Papers 10926, National Bureau of Economic Research, Inc.
    9. Simon Hall & Anthony Yates, 1998. "Are there downward nominal rigidities in product markets?," Bank of England working papers 80, Bank of England.
    10. Randall E. Parker & Phillip Rothman & Original: August 2000. This version: June 2003., "undated". "An Examination of the Asymmetric Effects of Money Supply Shocks in the Pre-World War I and Interwar Periods," Working Papers 0011, East Carolina University, Department of Economics.
    11. N. Gregory Mankiw & Jeffrey A. Miron, 1990. "Should The Fed Smooth Interest Rates? The Case of Seasonal Monetary Policy," NBER Working Papers 3388, National Bureau of Economic Research, Inc.
    12. Anna Florio, 2005. "Asymmetric monetary policy: empirical evidence for Italy," Applied Economics, Taylor & Francis Journals, vol. 37(7), pages 751-764.
    13. Price V. Fishback & William C. Horrace & Shawn Kantor, 2001. "The Impact of New Deal Expenditures on Local Economic Activity: An Examination of Retail Sales, 1929-1939," NBER Working Papers 8108, National Bureau of Economic Research, Inc.
    14. George Athanasopoulos & Heather M. Anderson & Farshid Vahid, 2007. "Nonlinear autoregressive leading indicator models of output in G-7 countries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(1), pages 63-87.
    15. Luis Eduardo Arango & Luis Fernando Melo, 2001. "Expansions and Contractions in Some Latin American Countries: A View Throught Non- Linear Models," Borradores de Economia 2691, Banco de la Republica.
    16. Silvia Fabiani & Martine Druant & Ignacio Hernando & Claudia Kwapil & Bettina Landau & Claire Loupias & Fernando Martins & Thomas Mathä & Roberto Sabbatini & Harald Stahl & Ad Stokman, 2006. "What Firms' Surveys Tell Us about Price-Setting Behavior in the Euro Area," International Journal of Central Banking, International Journal of Central Banking, vol. 2(3), September.
    17. Lo, Ming Chien & Piger, Jeremy, 2005. "Is the Response of Output to Monetary Policy Asymmetric? Evidence from a Regime-Switching Coefficients Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(5), pages 865-886, October.
    18. Darrel Cohen, 2000. "A quantitative defense of stabilization policy," Finance and Economics Discussion Series 2000-34, Board of Governors of the Federal Reserve System (U.S.).
    19. Ball, L. & Mankiw, N.G., 1992. "Asymmetric Price Adjustment and Economic Fluctuations," Harvard Institute of Economic Research Working Papers 1602, Harvard - Institute of Economic Research.
    20. Joseph Dziwura & Irene Pedraza & Eli M. Remolona, 1995. "The short end of the forward convergence curve and asymmetric cat's tail convergence," Research Paper 9523, Federal Reserve Bank of New York.
    21. Chol-Won Li, 1998. "Growth and Output Fluctuations," Working Papers 9810, Business School - Economics, University of Glasgow.
    22. Lise Pichette, 1998. "La politique monétaire a-t-elle des effets asymétriques sur l'emploi?," Staff Working Papers 98-17, Bank of Canada.
    23. Saki Bigio & Jorge Salas, 2006. "Non-Linear Effects of Monetary Policy and Real Exchange Rate Shocks in Partially Dollarized Economies: An Empirical Study for Peru," Working Papers 2006-008, Banco Central de Reserva del Perú.
    24. Evan F. Koenig, 1996. "Capacity utilization as a real-time predictor of manufacturing output," Economic and Financial Policy Review, Federal Reserve Bank of Dallas, issue Q III, pages 16-23.
    25. Fehr, Ernst & Tyran, Jean-Robert, 2000. "Does Money Illusion Matter? An Experimental Approach," IZA Discussion Papers 174, Institute of Labor Economics (IZA).
    26. Chatterjee, Satyajit & Corbae, Dean, 2007. "On the aggregate welfare cost of Great Depression unemployment," Journal of Monetary Economics, Elsevier, vol. 54(6), pages 1529-1544, September.
    27. Gadi Barlevy, 2005. "The cost of business cycles and the benefits of stabilization," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 29(Q I), pages 32-49.
    28. Andrew Atkeson & Christopher Phelan, 1994. "Reconsidering the Costs of Business Cycles with Incomplete Markets," NBER Chapters, in: NBER Macroeconomics Annual 1994, Volume 9, pages 187-218, National Bureau of Economic Research, Inc.
    29. Tiff Macklem & Alain Paquet & Louis Phaneuf, 1996. "Asymmetric Effects of Monetary Policy: Evidence from the Yield Curve," Cahiers de recherche CREFE / CREFE Working Papers 42, CREFE, Université du Québec à Montréal.
    30. Simon Hall & Mark Walsh & Anthony Yates, 1997. "How do UK companies set prices?," Bank of England working papers 67, Bank of England.
    31. Satyajit Chatterjee & Dean Corbae, 2003. "On the welfare gains of eliminating a small likelihood of economic crises: A case for stabilization policies?," Working Papers 03-20, Federal Reserve Bank of Philadelphia.
    32. Mark W. French, 2001. "Estimating changes in trend growth of total factor productivity: Kalman and H-P filters versus a Markov-switching framework," Finance and Economics Discussion Series 2001-44, Board of Governors of the Federal Reserve System (U.S.).
    33. Phil Bodman, "undated". "Are the Effects of Monetary Policy Asymmetric in Australia?," MRG Discussion Paper Series 0406, School of Economics, University of Queensland, Australia.

  27. J. Bradford De Long & Marco Becht, "undated". "`Excess Volatility' in the German Stock Market, 1876-1990," J. Bradford De Long's Working Papers _134, University of California at Berkeley, Economics Department.

    Cited by:

    1. Thorsten Lübbers, 2009. "Is Cartelisation Profitable? A Case Study of the Rhenish Westphalian Coal Syndicate, 1893-1913," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2009_09, Max Planck Institute for Research on Collective Goods.

  28. J. Bradford De Long & Lawrence H. Summers, "undated". "How Strongly Do Developing Countries Benefit from Equipment Investment?," J. Bradford De Long's Working Papers _108, University of California at Berkeley, Economics Department.

    Cited by:

    1. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
    2. Röller, Lars-Hendrik & Waverman, Leonard, 2000. "Telecommunications Infrastructure And Economic Development: A Simultaneous Approach," CEPR Discussion Papers 2399, C.E.P.R. Discussion Papers.

  29. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.

    Cited by:

    1. Wolpert David & Jamison Julian & Newth David & Harre Michael, 2011. "Strategic Choice of Preferences: the Persona Model," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 11(1), pages 1-39, August.
    2. Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019. "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 13, pages 1-26.
    3. Christiane Goodfellow & Dirk Schiereck & Steffen Wippler, 2013. "Are behavioural finance equity funds a superior investment? A note on fund performance and market efficiency," Journal of Asset Management, Palgrave Macmillan, vol. 14(2), pages 111-119, April.
    4. Syed Jawad Hussain Shahzad & Elie Bouri & Naveed Raza & David Roubaud, 2019. "Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment," Review of Quantitative Finance and Accounting, Springer, vol. 52(3), pages 901-921, April.
    5. K. Cuthbertson & D. Nitzsche & S. Hyde, 2007. "Monetary Policy And Behavioural Finance," Journal of Economic Surveys, Wiley Blackwell, vol. 21(5), pages 935-969, December.
    6. Ana Babus & Cecilia Parlatore, 2021. "Strategic Fragmented Markets," NBER Working Papers 28729, National Bureau of Economic Research, Inc.
    7. Xu, Shen & Yin, Bichao & Lou, Chunjie, 2022. "Minority shareholder activism and corporate social responsibility," Economic Modelling, Elsevier, vol. 116(C).
    8. Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2018. "A Measure of Risk Appetite for the Macroeconomy," NBER Working Papers 24529, National Bureau of Economic Research, Inc.
    9. Shin'ichi Hirota & Shyam Sunder, 2002. "Price Bubbles Sans Dividend Anchors: Evidence from Laboratory Stock Markets," Yale School of Management Working Papers amz2616, Yale School of Management, revised 01 Feb 2007.
    10. Paul De Grauwe & Marianna Grimaldi, 2003. "Intervention in the Foreign Exchange Market in a Model with Noise Traders," Working Papers 162003, Hong Kong Institute for Monetary Research.
    11. Jördis Hengelbrock & Erik Theissen & Christian Westheide, 2013. "Market Response to Investor Sentiment," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(7-8), pages 901-917, September.
    12. Gadi Barlevy, 2011. "A leverage-based model of speculative bubbles," Working Paper Series WP-2011-07, Federal Reserve Bank of Chicago.
    13. Li, Yuan & Ran, Jimmy, 2020. "Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China," Journal of Multinational Financial Management, Elsevier, vol. 57.
    14. Manahov, Viktor & Hudson, Robert & Linsley, Philip, 2014. "New evidence about the profitability of small and large stocks and the role of volume obtained using Strongly Typed Genetic Programming," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 299-316.
    15. Chi, Tsung-Li & Liu, Hung-Tsen & Chang, Chia-Chien, 2023. "Hedging performance using google Trends–Evidence from the indian forex options market," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 107-123.
    16. Ebenezer Bennet & Lydia Obenewaa Amoako & Ricky Okine Charles & Asumadu Edward & Joseph Asante Darkwah, 2012. "The Impact of Investors¡¯ Sentiment on the Equity Market: Evidence from Ghanaian Stock Market," International Journal of Business Administration, International Journal of Business Administration, Sciedu Press, vol. 3(5), pages 99-109, September.
    17. Matteo Maggiori & Brent Neiman & Jesse Schreger, 2020. "International Currencies and Capital Allocation," Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2019-2066.
    18. Shang-Jin Wei & Jungshik Kim, 1997. "The Big Players in the Foreign Exchange Market: Do They Trade on Information or Noise?," NBER Working Papers 6256, National Bureau of Economic Research, Inc.
    19. Jeffrey A. Frankel & Giampaolo Galli & Alberto Giovannini, 1996. "Introduction to "The Microstructure of Foreign Exchange Markets"," NBER Chapters, in: The Microstructure of Foreign Exchange Markets, pages 1-18, National Bureau of Economic Research, Inc.
    20. Pierre-Charles Pradier & Arnaud Chneiweiss, 2017. "The Evolution of Insurance Regulation in the EU Since 2005," Post-Print hal-03265038, HAL.
    21. Howden, David, 2010. "Knowledge Shifts and the Business Cycle: When Boom Turns to Bust," MPRA Paper 79591, University Library of Munich, Germany.
    22. Matthew O. Jackson & James Peck, 1997. "Asymmetric Information in a Competitive Market Game: Reexamining the Implications of Rational Expectations," Microeconomics 9711004, University Library of Munich, Germany.
    23. Alasdair Brown & Fuyu Yang, 2014. "The Role of Speculative Trade in Market Efficiency: Evidence from a Betting Exchange," University of East Anglia Applied and Financial Economics Working Paper Series 068, School of Economics, University of East Anglia, Norwich, UK..
    24. Dayong Zhang & David Dickinson & Marco R. Barassi, 2006. "Structural Breaks, Cointegration and the B Share Discount in Chinese Stock Market," EcoMod2006 272100108, EcoMod.
    25. S. Chaouachi & G. Dufrenot & V.Mignon, 2003. "Modelling the misalignement of the Dollar-Sterling real exchange rate: A nonlinear cointegration perspective," THEMA Working Papers 2003-03, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    26. Charles Van Marrewijk, 2005. "Basic Exchange Rate Theories," Centre for International Economic Studies Working Papers 2005-01, University of Adelaide, Centre for International Economic Studies.
    27. Guo, Yawei & Li, Jianping & Li, Yehua & You, Wanhai, 2021. "The roles of political risk and crude oil in stock market based on quantile cointegration approach: A comparative study in China and US," Energy Economics, Elsevier, vol. 97(C).
    28. Bormann, Sven-Kristjan, 2013. "Sentiment indices on financial markets: What do they measure?," Economics Discussion Papers 2013-58, Kiel Institute for the World Economy (IfW Kiel).
    29. Brunnermeier, Markus K. & Julliard, Christian, 2006. "Money illusion and housing frenzies," LSE Research Online Documents on Economics 4806, London School of Economics and Political Science, LSE Library.
    30. R. Gaston Gelos & Shang-Jin Wei, 2002. "Transparency and International Investor Behavior," NBER Working Papers 9260, National Bureau of Economic Research, Inc.
    31. Jim Clayton & David Ling & Andy Naranjo, 2009. "Commercial Real Estate Valuation: Fundamentals Versus Investor Sentiment," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 5-37, January.
    32. Nicola Gennaioli & Yueran Ma & Andrei Shleifer, 2016. "Expectations and Investment," Working Paper 250941, Harvard University OpenScholar.
    33. Mordecai Kurz & Maurizio Motolese, "undated". "Endogenous Uncertainty and Market Volatility," Working Papers 99005, Stanford University, Department of Economics.
    34. Christopher J. Neely, 1998. "Technical analysis and the profitability of U.S. foreign exchange intervention," Review, Federal Reserve Bank of St. Louis, issue Jul, pages 3-17.
    35. Adrian, Tobias, 2009. "Inference, arbitrage, and asset price volatility," Journal of Financial Intermediation, Elsevier, vol. 18(1), pages 49-64, January.
    36. Bertrand Maillet & Thierry Michel, 2000. "Further Insights on the Puzzle of Technical Analysis Profitability," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-00308986, HAL.
    37. Timmer, Yannick, 2017. "Cyclical Investment Behaviour across Financial Institutions," ECMI Papers 12747, Centre for European Policy Studies.
    38. Honkapohja, Seppo, 1995. "Bounded rationality in macroeconomics A review essay," Journal of Monetary Economics, Elsevier, vol. 35(3), pages 509-518, June.
    39. Cho, Guedae & Kim, MinKyoung & Koo, Won W., 2003. "Relative Agricultural Price Changes In Different Time Horizons," 2003 Annual meeting, July 27-30, Montreal, Canada 22249, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    40. Pattanaporn Chatjuthamard & Pavitra Jindahra & Pattarake Sarajoti & Sirimon Treepongkaruna, 2021. "The effect of COVID‐19 on the global stock market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4923-4953, September.
    41. Augusto de la Torre & Eduardo Levy Yeyati & Sergio L. Schmukler, 2002. "Financial globalization: Unequal blessings," Business School Working Papers veintinueve, Universidad Torcuato Di Tella.
    42. Muhammad A. Cheema & Gilbert V. Nartea, 2017. "Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect," Working Papers in Economics 17/13, University of Canterbury, Department of Economics and Finance.
    43. Guerdjikova, Ani, 2006. "Portfolio Choice and Asset Prices in an Economy Populated by Case-Based Decision Makers," Working Papers 06-13, Cornell University, Center for Analytic Economics.
    44. Wu, Qinin & Lu, Jing, 2020. "Air pollution, individual investors, and stock pricing in China," International Review of Economics & Finance, Elsevier, vol. 67(C), pages 267-287.
    45. Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014. "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers 19974, National Bureau of Economic Research, Inc.
    46. Paul De Grauwe, 2008. "Animal Spirits and Monetary Policy," CESifo Working Paper Series 2418, CESifo.
    47. Peter Van Tassel, 2020. "The Law of One Price in Equity Volatility Markets," Staff Reports 953, Federal Reserve Bank of New York.
    48. Hirshleifer, David & Li, Jun & Yu, Jianfeng, 2015. "Asset pricing in production economies with extrapolative expectations," Journal of Monetary Economics, Elsevier, vol. 76(C), pages 87-106.
    49. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic & Wong, Wing-Keung, 2023. "Are Islamic stocks immune from financial crises? Evidence from contagion tests," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 919-948.
    50. Giorgio Fagiolo & Sandrine Jacob Leal & Mauro Napoletano & Andrea Roventini, 2015. "Rock around the Clock: An Agent-Based Model of Low- and High-Frequency Trading," Post-Print hal-03411703, HAL.
    51. Andrea Carriero, 2006. "Explaining US–UK Interest Rate Differentials: A Reassessment of the Uncovered Interest Rate Parity in a Bayesian Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 879-899, December.
    52. Evrensel, Ayse Y. & Kutan, Ali M., 2006. "Creditor moral hazard in stock markets: Empirical evidence from Indonesia and Korea," Journal of International Money and Finance, Elsevier, vol. 25(4), pages 640-654, June.
    53. Christopher J. Neely, 2001. "The practice of central bank intervention: looking under the hood," Review, Federal Reserve Bank of St. Louis, vol. 83(May), pages 1-10.
    54. Ardia, David & Bluteau, Keven & Boudt, Kris, 2022. "Media abnormal tone, earnings announcements, and the stock market," Journal of Financial Markets, Elsevier, vol. 61(C).
    55. Ganggang Guo & Yulei Rao & Feida Zhu & Fang Xu, 2020. "Innovative deep matching algorithm for stock portfolio selection using deep stock profiles," PLOS ONE, Public Library of Science, vol. 15(11), pages 1-31, November.
    56. Paolo Pasquariello & Clara Vega, 2015. "Strategic Cross-Trading in the U.S. Stock Market," Review of Finance, European Finance Association, vol. 19(1), pages 229-282.
    57. Jiao, Menglei & Xia, Xinping & Li, Antai, 2024. "MSCI index inclusion and price efficiency evidence from China," International Review of Financial Analysis, Elsevier, vol. 94(C).
    58. Ding, Zhihua & Liu, Zhenhua & Zhang, Yuejun & Long, Ruyin, 2017. "The contagion effect of international crude oil price fluctuations on Chinese stock market investor sentiment," Applied Energy, Elsevier, vol. 187(C), pages 27-36.
    59. Philipp Kellerhals, B. & Schobel, Rainer, 2002. "The dynamic behavior of closed-end funds and its implication for pricing, forecasting, and trading," Journal of Banking & Finance, Elsevier, vol. 26(8), pages 1615-1643, August.
    60. Cars H. Hommes, 2001. "Financial Markets as Nonlinear Adaptive Evolutionary Systems," Tinbergen Institute Discussion Papers 01-014/1, Tinbergen Institute.
    61. Kourtidis, Dimitrios & Šević, Željko & Chatzoglou, Prodromos, 2011. "Investors’ trading activity: A behavioural perspective and empirical results," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 40(5), pages 548-557.
    62. Hirshleifer, David & Luo, Guo Ying, 2001. "On the survival of overconfident traders in a competitive securities market," Journal of Financial Markets, Elsevier, vol. 4(1), pages 73-84, January.
    63. Zvonko Kostanjcar & Stjepan Begusic & H. E. Stanley & Boris Podobnik, 2015. "Estimating Tipping Points in Feedback-Driven Financial Networks," Papers 1509.04952, arXiv.org.
    64. Paul De Grauwe & Marianna Grimaldi, 2014. "Exchange Rate Puzzles: A Tale of Switching Attractors," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 3, pages 71-117, World Scientific Publishing Co. Pte. Ltd..
    65. Ilhyock Shim & Goetz von Peter, 2007. "Distress selling and asset market feedback," BIS Working Papers 229, Bank for International Settlements.
    66. Bask, Mikael & Selander, Carina, 2007. "Robust Taylor rules in an open economy with heterogeneous expectations and least squares learnig," Bank of Finland Research Discussion Papers 6/2007, Bank of Finland.
    67. Hwang, Byoung-Hyoun, 2011. "Country-specific sentiment and security prices," Journal of Financial Economics, Elsevier, vol. 100(2), pages 382-401, May.
    68. Goddard, John & Kita, Arben & Wang, Qingwei, 2015. "Investor attention and FX market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 38(C), pages 79-96.
    69. Leonardo Becchetti & Massimo Ferrari, 2013. "The impact of the French Tobin tax," Econometica Working Papers wp47, Econometica.
    70. Ruenzi, Stefan & Weigert, Florian, 2018. "Momentum and crash sensitivity," Economics Letters, Elsevier, vol. 165(C), pages 77-81.
    71. Eugen Kovac, 2005. "Speculation and Survival in Financial Markets," CERGE-EI Working Papers wp276, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
    72. Albagli, Elias, 2015. "Investment horizons and asset prices under asymmetric information," Journal of Economic Theory, Elsevier, vol. 158(PB), pages 787-837.
    73. Yang, Chunpeng & Yan, Wei & Zhang, Rengui, 2013. "Sentiment approach to negative expected return in the stock market," Economic Modelling, Elsevier, vol. 35(C), pages 30-34.
    74. Shleifer, Andrei & Vishny, Robert W., 1997. "A Survey of Corporate Governance," Scholarly Articles 30728046, Harvard University Department of Economics.
    75. Ahmed, Bouteska, 2020. "Understanding the impact of investor sentiment on the price formation process: A review of the conduct of American stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 22(C).
    76. Nöth, Markus & Weber, Martin, 2000. "Information Aggregation with Random Ordering: Cascades and Overconfidence," Sonderforschungsbereich 504 Publications 00-34, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    77. Jin, Li & Myers, Stewart C., 2006. "R2 around the world: New theory and new tests," Journal of Financial Economics, Elsevier, vol. 79(2), pages 257-292, February.
    78. Yihao Zhang & Yu Jiang & Yongji Guo, 2017. "The effects of haze pollution on stock performances: evidence from China," Applied Economics, Taylor & Francis Journals, vol. 49(23), pages 2226-2237, May.
    79. Malcolm Baker & Jeremy C. Stein, 2002. "Market Liquidity as a Sentiment Indicator," NBER Working Papers 8816, National Bureau of Economic Research, Inc.
    80. Byun, Suk-Joon & Goh, Jihoon & Kim, Da-Hea, 2020. "The role of psychological barriers in lottery-related anomalies," Journal of Banking & Finance, Elsevier, vol. 114(C).
    81. Gric, Zuzana & Bajzík, Josef & Badura, Ondřej, 2023. "Does sentiment affect stock returns? A meta-analysis across survey-based measures," International Review of Financial Analysis, Elsevier, vol. 89(C).
    82. Bahloul, Walid & Bouri, Abdelfettah, 2016. "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 89-102.
    83. Christian Wolff & Ron Jongen & Willem F.C. Verschoor & Remco C.J. Zwinkels, 2009. "Dispersion of Beliefs in the Foreign Exchange Market," LSF Research Working Paper Series 09-01, Luxembourg School of Finance, University of Luxembourg.
    84. Ameet Kumar Banerjee & H. K. Pradhan, 2020. "Order Flows, Investor Sentiments and Feedback Trade in Index Futures Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 18(4), pages 767-782, December.
    85. Kelly, Morgan, 1997. "Do Noise Traders Influence Stock Prices?," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(3), pages 351-363, August.
    86. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
    87. Westerhoff Frank H. & Reitz Stefan, 2003. "Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 7(4), pages 1-15, December.
    88. Dorota Skała, 2008. "Overconfidence in Psychology and Finance – an Interdisciplinary Literature Review," Bank i Kredyt, Narodowy Bank Polski, vol. 39(4), pages 33-50.
    89. Grant, S. & Quiggin, J., 2001. "Noise Trader Risk and the Political Economy of Privatization," Discussion Paper 2001-104, Tilburg University, Center for Economic Research.
    90. Zhen Cao & Jiancheng Shen & Xinbei Wei & Qunzi Zhang, 2023. "Anger in predicting the index futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 437-454, April.
    91. Bianconi, Marcelo & Yoshino, Joe A., 2012. "Firm Market Performance and Volatility in a National Real Estate Sector," International Review of Economics & Finance, Elsevier, vol. 22(1), pages 230-253.
    92. Larrain, Borja & Muñoz, Daniel & Tessada, José, 2017. "Asset fire sales in equity markets: Evidence from a quasi-natural experiment," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 71-85.
    93. Costola, Michele & Iacopini, Matteo & Santagiustina, Carlo R.M.A., 2021. "On the “mementum” of meme stocks," Economics Letters, Elsevier, vol. 207(C).
    94. Drobyshevsky Sergey & Narkevich Sergey & E. Pikulina & D. Polevoy, 2009. "Analysis Of a Possible Bubble On the Russian Real Estate Market," Research Paper Series, Gaidar Institute for Economic Policy, issue 128.
    95. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2013. "Asset Price Dynamics with Heterogeneous Beliefs and Local Network Interactions," Discussion Papers 2013-18, School of Economics, The University of New South Wales.
    96. John A. Carlson & Carol L. Osler, 1996. "Rational speculators and exchange rate volatility," Staff Reports 13, Federal Reserve Bank of New York.
    97. David Ho & Kwame Addae-Dapaah & John Glascock, 2015. "International Direct Real Estate Risk Premiums in a Multi-Factor Estimation Model," The Journal of Real Estate Finance and Economics, Springer, vol. 51(1), pages 52-85, July.
    98. Edmonds, Christopher T. & Edmonds, Jennifer E. & Fu, Richard & Jenkins, David S., 2018. "Price momentum and the premium for meeting or beating analysts' forecasts of earnings," Advances in accounting, Elsevier, vol. 42(C), pages 34-47.
    99. Breuer, Janice Boucher & McDermott, John, 2012. "Culture, caution, and trust," Journal of Development Economics, Elsevier, vol. 97(1), pages 15-23.
    100. Kuttu, Saint, 2018. "Modelling long memory in volatility in sub-Saharan African equity markets," Research in International Business and Finance, Elsevier, vol. 44(C), pages 176-185.
    101. Jeff Madura & Thanh Ngo, 2008. "Pricing behavior of exchange traded funds," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 32(1), pages 1-23, January.
    102. Sushant Chari & Purva Hegde Desai & Nilesh Borde & Babu George, 2023. "Aggregate News Sentiment and Stock Market Returns in India," JRFM, MDPI, vol. 16(8), pages 1-18, August.
    103. Lutz Kilian & Mark P. Taylor, 2001. "Why Is It So Difficult to Beat the Random Walk Forecast of Exchange Rates?," Working Papers 464, Research Seminar in International Economics, University of Michigan.
    104. Palczewski, Jan & Schenk-Hoppé, Klaus Reiner & Wang, Tongya, 2016. "Itchy feet vs cool heads: Flow of funds in an agent-based financial market," Journal of Economic Dynamics and Control, Elsevier, vol. 63(C), pages 53-68.
    105. Ellen, Saskia ter & Zwinkels, Remco C.J., 2010. "Oil price dynamics: A behavioral finance approach with heterogeneous agents," Energy Economics, Elsevier, vol. 32(6), pages 1427-1434, November.
    106. Han, Chunmao & Shi, Yongdong, 2022. "Chinese stock anomalies and investor sentiment," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
    107. Tristan Roger & Patrick Roger & Marc Willinger, 2022. "Number sense, trading decisions and mispricing: An experiment," Post-Print hal-03518593, HAL.
    108. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, New Economic School (NES).
    109. Lee, Kangsan & Jeong, Daeyoung, 2023. "Too much is too bad: The effect of media coverage on the price volatility of cryptocurrencies," Journal of International Money and Finance, Elsevier, vol. 133(C).
    110. Ding Du & Ou Hu, 2018. "The sentiment premium and macroeconomic announcements," Review of Quantitative Finance and Accounting, Springer, vol. 50(1), pages 207-237, January.
    111. Gikas A. Hardouvelis & Rafael La Porta & Thierry A. Wizman, 1993. "What moves the discount on country equity funds?," Research Paper 9324, Federal Reserve Bank of New York.
    112. Cheol‐Ho Park & Scott H. Irwin, 2007. "What Do We Know About The Profitability Of Technical Analysis?," Journal of Economic Surveys, Wiley Blackwell, vol. 21(4), pages 786-826, September.
    113. Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2022. "Investor Sentiment and Paradigm Shifts in Equity Return Forecasting," Management Science, INFORMS, vol. 68(6), pages 4301-4325, June.
    114. Zhi Da & Borja Larrain & Clemens Sialm & José Tessada, 2016. "Coordinated Noise Trading: Evidence from Pension Fund Reallocations," NBER Working Papers 22161, National Bureau of Economic Research, Inc.
    115. Ronald MacDonald, 2000. "Expectations Formation and Risk in Three Financial Markets: Surveying What the Surveys Say," Journal of Economic Surveys, Wiley Blackwell, vol. 14(1), pages 69-100, February.
    116. Jordi Caballe & Jozsef Sakovics, 2000. "Speculating against an overconfident market," Edinburgh School of Economics Discussion Paper Series 62, Edinburgh School of Economics, University of Edinburgh.
    117. Go, You-How & Lau, Wee-Yeap, 2020. "The impact of global financial crisis on informational efficiency: Evidence from price-volume relation in crude palm oil futures market," Journal of Commodity Markets, Elsevier, vol. 17(C).
    118. Chordia, Tarun, 1996. "The structure of mutual fund charges," Journal of Financial Economics, Elsevier, vol. 41(1), pages 3-39, May.
    119. Leonid Kogan & Stephan Ross & Jiang Wang & Mark Westerfield, 2004. "Price Impact and Survival of Irrational Traders," FAME Research Paper Series rp116, International Center for Financial Asset Management and Engineering.
    120. Camara, Omar, 2017. "Industry herd behaviour in financing decision making," Journal of Economics and Business, Elsevier, vol. 94(C), pages 32-42.
    121. Yi Huang & Wei Zhu & Duan Li & Shushang Zhu & Shikun Wang, 2023. "Integrating Different Informations for Portfolio Selection," Papers 2305.17881, arXiv.org.
    122. Zhang, Dayong & Wang, Tiantian & Shi, Xunpeng & Liu, Jia, 2018. "Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test," Energy Economics, Elsevier, vol. 76(C), pages 495-503.
    123. Antonio Diez de los Rios & Enrique Sentana, 2011. "Testing Uncovered Interest Parity: A Continuous‐Time Approach," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 52(4), pages 1215-1251, November.
    124. Huntley Schaller & Robert Chirinko, 1993. "Bubbles, Fundamentals, and Investment: A Multiple Equation Testing Strategy," Carleton Economic Papers 93-08, Carleton University, Department of Economics, revised Aug 1996.
    125. Raquel Almeida Ramos & Federico Bassi & Dany Lang, 2020. "Bet against the trend and cash in profits," Working Papers halshs-02956879, HAL.
    126. Stephan Schulmeister, 2014. "A General Financial Transactions Tax. Motives, Effects and Implementation According to the Proposal of the European Commission," WIFO Working Papers 461, WIFO.
    127. Brock Mendel & Andrei Shleifer, "undated". "Chasing Noise," Working Paper 19517, Harvard University OpenScholar.
    128. Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022. "Volatility forecasting with machine learning and intraday commonality," Papers 2202.08962, arXiv.org, revised Feb 2023.
    129. Michael McAleer & Kim Radalj, 2013. "Herding, Information Cascades and Volatility Spillovers in Futures Markets," Documentos de Trabajo del ICAE 2013-25, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    130. Sarantis Tsiaplias, 2009. "Examining Feedback, Momentum and Overreaction in National Equity Markets," Melbourne Institute Working Paper Series wp2009n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    131. Edmans, Alex & Goldstein, Itay & Jiang, Wei, 2011. "Feedback Effects and the Limits to Arbitrage," Working Papers 11-67, University of Pennsylvania, Wharton School, Weiss Center.
    132. Al-Nasseri, Alya & Menla Ali, Faek & Tucker, Allan, 2021. "Investor sentiment and the dispersion of stock returns: Evidence based on the social network of investors," International Review of Financial Analysis, Elsevier, vol. 78(C).
    133. Meng, Rujing & Wong, Kit Pong, 2010. "Multinationals and futures hedging: An optimal stopping approach," Global Finance Journal, Elsevier, vol. 21(1), pages 13-25.
    134. Recep Bildik & Güzhan Gülay, 2007. "Profitability of Contrarian Strategies: Evidence from the Istanbul Stock Exchange," International Review of Finance, International Review of Finance Ltd., vol. 7(1‐2), pages 61-87, March.
    135. Joëts, Marc, 2014. "Energy price transmissions during extreme movements," Economic Modelling, Elsevier, vol. 40(C), pages 392-399.
    136. Ding, Cherng G. & Wang, Hung-Jui & Lee, Meng-Che & Hung, Wen-Chi & Jane, Ten-Der, 2021. "Assessing the reversal of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    137. Art Durnev & Kan Li & Randall Mørck & Bernard Yeung, 2004. "Capital markets and capital allocation: Implications for economies in transition," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 593-634, December.
    138. Torben M. Andersen, 1992. "Differential information and excessive volatility in financial markets," Finnish Economic Papers, Finnish Economic Association, vol. 5(1), pages 3-11, Spring.
    139. Fotini Economou & Konstantinos Gavriilidis & Bartosz Gebka & Vasileios Kallinterakis, 2022. "Feedback trading: a review of theory and empirical evidence," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 15(4), pages 429-476, February.
    140. Power, Gabriel J. & Eaves, James & Turvey, Calum & Vedenov, Dmitry, 2017. "Catching the curl: Wavelet thresholding improves forward curve modelling," Economic Modelling, Elsevier, vol. 64(C), pages 312-321.
    141. Doncho Donev, 2016. "Applying the stock evaluation models on the Bulgarian stock market," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 109-124.
    142. Frijns, Bart & Zwinkels, Remco C.J., 2020. "Absence of speculation in the European sovereign debt markets," Journal of Economic Behavior & Organization, Elsevier, vol. 169(C), pages 245-265.
    143. Wang, Steven Shuye & Jiang, Li, 2004. "Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1273-1297, June.
    144. Samuel Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, "undated". "Banks as patient fixed-income investors," Working Paper 238646, Harvard University OpenScholar.
    145. Chan, Marc K. & Kwok, Simon, 2018. "Connecting the markets? Recent evidence on China’s capital account liberalization," Economic Modelling, Elsevier, vol. 70(C), pages 417-428.
    146. Singal, Vijay & Xu, Zhaojin, 2011. "Selling winners, holding losers: Effect on fund flows and survival of disposition-prone mutual funds," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2704-2718, October.
    147. Mikhail Zhitlukhin, 2021. "Asymptotically optimal strategies in a diffusion approximation of a repeated betting game," Papers 2108.11998, arXiv.org.
    148. Meifen Qian & Bin Yu & Qianyu Zhu, 2018. "Noise traders, firm-specific uncertainty and technical trading effectiveness," Applied Economics Letters, Taylor & Francis Journals, vol. 25(13), pages 918-923, July.
    149. David McMillan & Angela Black, 2001. "Nonlinear error correction in spot and forward exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 137(4), pages 737-750, December.
    150. Tihana Škrinjarić, 2019. "Time Varying Spillovers between the Online Search Volume and Stock Returns: Case of CESEE Markets," IJFS, MDPI, vol. 7(4), pages 1-30, October.
    151. Renault, Thomas, 2017. "Intraday online investor sentiment and return patterns in the U.S. stock market," Journal of Banking & Finance, Elsevier, vol. 84(C), pages 25-40.
    152. Kiran Thapa, 2013. "Stock Message Board Recommendations and Share Trading Activity," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 3-2013, January-A.
    153. James Dow & Gary Gorton, 1993. "Arbitrage Chains," CEPR Financial Markets Paper 0035, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 33 Great Sutton Street, London EC1V 0DX..
    154. Malcolm Baker & Jeffrey Wurgler, 2007. "Investor Sentiment in the Stock Market," Journal of Economic Perspectives, American Economic Association, vol. 21(2), pages 129-152, Spring.
    155. Bennett, Donyetta & Mekelburg, Erik & Williams, T.H., 2023. "BeFi meets DeFi: A behavioral finance approach to decentralized finance asset pricing," Research in International Business and Finance, Elsevier, vol. 65(C).
    156. Martin Hoesli & Reka Kustrim, 2013. "Contagion Channels between Real Estate and Financial Markets," Swiss Finance Institute Research Paper Series 13-12, Swiss Finance Institute.
    157. Pasca Lucian, 2015. "A Critical Review of the Main Approaches on Financial Market Dynamics Modelling," Journal of Heterodox Economics, Sciendo, vol. 2(2), pages 151-167, December.
    158. Pearce II, John A. & Robinson, Richard Jr., 2004. "Hostile takeover defenses that maximize shareholder wealth," Business Horizons, Elsevier, vol. 47(5), pages 15-24.
    159. Avramov, Doron & Li, Minwen & Wang, Hao, 2021. "Predicting corporate policies using downside risk: A machine learning approach," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 1-26.
    160. Lam, F.Y. Eric C. & Wei, K.C. John, 2011. "Limits-to-arbitrage, investment frictions, and the asset growth anomaly," Journal of Financial Economics, Elsevier, vol. 102(1), pages 127-149, October.
    161. David Johnstone, 2007. "Economic Darwinism: Who has the Best Probabilities?," Theory and Decision, Springer, vol. 62(1), pages 47-96, February.
    162. Cong Chen & Changsheng Hu & Hongxing Yao, 2022. "Noise Trader Risk and Wealth Effect: A Theoretical Framework," Mathematics, MDPI, vol. 10(20), pages 1-18, October.
    163. Chiarella, Carl & He, Xue-Zhong, 2002. "Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model," Computational Economics, Springer;Society for Computational Economics, vol. 19(1), pages 95-132, February.
    164. Wang, Yudong & Liu, Li & Wu, Chongfeng, 2020. "Forecasting commodity prices out-of-sample: Can technical indicators help?," International Journal of Forecasting, Elsevier, vol. 36(2), pages 666-683.
    165. Dara Akbarian & Guy V. G. Stevens, 1994. "On risk, rational expectations, and efficient asset markets," International Finance Discussion Papers 478, Board of Governors of the Federal Reserve System (U.S.).
    166. Paul de Grauwe & Roberto Dieci & Marianna Grimaldi & Paul De Grauwe, 2005. "Fundamental and Non-Fundamental Equilibria in the Foreign Exchange Market. A Behavioural Finance Framework," CESifo Working Paper Series 1431, CESifo.
    167. Kutan, Ali M. & Shi, Yukun & Wei, Mingzhe & Zhao, Yang, 2018. "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets," International Review of Economics & Finance, Elsevier, vol. 57(C), pages 183-197.
    168. Ruan, Qingsong & Yang, Haiquan & Lv, Dayong & Zhang, Shuhua, 2018. "Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 243-256.
    169. Palomino, Frédéric & Sadrieh, Abdolkarim, 2004. "Overconfidence and Delegated Portfolio Management," CEPR Discussion Papers 4231, C.E.P.R. Discussion Papers.
    170. Zhang, Wei & Li, Xiao & Shen, Dehua & Teglio, Andrea, 2016. "Daily happiness and stock returns: Some international evidence," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 460(C), pages 201-209.
    171. Datar, Vinay, 2001. "Impact of liquidity on premia/discounts in closed-end funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(1), pages 119-135.
    172. Cedric Mbanga & Ali F. Darrat & Jung Chul Park, 2019. "Investor sentiment and aggregate stock returns: the role of investor attention," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 397-428, August.
    173. Marco Pagano & Fabio Panetta & Luigi Zingales, "undated". "Why Do Companies Go Public? An Empirical Analysis," CRSP working papers 330, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    174. Deniz ikizlerli, 2020. "Institutional investors and stock market volatility. Evidence from Korea," Applied Economics Letters, Taylor & Francis Journals, vol. 27(6), pages 473-476, March.
    175. Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016. "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 515-526.
    176. Dash, Saumya Ranjan & Maitra, Debasish, 2018. "Does sentiment matter for stock returns? Evidence from Indian stock market using wavelet approach," Finance Research Letters, Elsevier, vol. 26(C), pages 32-39.
    177. Wang, Bo & Xiao, Yang, 2024. "Measuring spatial impacts and tracking cross-border risk," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 50-84.
    178. Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
    179. Seongman Moon & Carlos Velasco, 2011. "The Forward Discount Puzzle: Identi cation of Economic Assumptions," Working Papers 1112, Nam Duck-Woo Economic Research Institute, Sogang University (Former Research Institute for Market Economy).
    180. Lee, Charles M C & Shleifer, Andrei & Thaler, Richard H, 1991. "Investor Sentiment and the Closed-End Fund Puzzle," Journal of Finance, American Finance Association, vol. 46(1), pages 75-109, March.
    181. Koutmos, Gregory, 1997. "Feedback trading and the autocorrelation pattern of stock returns: further empirical evidence," Journal of International Money and Finance, Elsevier, vol. 16(4), pages 625-636, August.
    182. Shi, Yongdong & Wang, Haomiao & Xia, Yu & Zhen, Hongxian, 2023. "Mispricing and anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    183. Hüsler, A. & Sornette, D. & Hommes, C.H., 2013. "Super-exponential bubbles in lab experiments: Evidence for anchoring over-optimistic expectations on price," Journal of Economic Behavior & Organization, Elsevier, vol. 92(C), pages 304-316.
    184. Andrade, Sandro C. & Chang, Charles & Seasholes, Mark S., 2008. "Trading imbalances, predictable reversals, and cross-stock price pressure," Journal of Financial Economics, Elsevier, vol. 88(2), pages 406-423, May.
    185. Yingying Xu & Jichang Zhao, 2022. "Can sentiments on macroeconomic news explain stock returns? Evidence form social network data," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2073-2088, April.
    186. Chiu, Ching-Wai (Jeremy) & Harris, Richard & Stoja, Evarist & Chin, Michael, 2016. "Financial market volatility, macroeconomic fundamentals and investor sentiment," Bank of England working papers 608, Bank of England.
    187. Demirer, Rıza & Kutan, Ali M. & Zhang, Huacheng, 2014. "Do ADR investors herd?: Evidence from advanced and emerging markets," International Review of Economics & Finance, Elsevier, vol. 30(C), pages 138-148.
    188. Giovanni Cespa & Xavier Vives, 2012. "Dynamic Trading and Asset Prices: Keynes vs. Hayek," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(2), pages 539-580.
    189. Florian Meier, 2020. "The Age of Cheap Money and Passive Investing: Are Pro Forma Earnings Value Relevant?," Journal of Finance and Investment Analysis, SCIENPRESS Ltd, vol. 9(2), pages 1-1.
    190. Wang, Lu & Ma, Feng & Niu, Tianjiao & Liang, Chao, 2021. "The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market," Energy Economics, Elsevier, vol. 99(C).
    191. Jun Liu, 2004. "Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities," The Review of Financial Studies, Society for Financial Studies, vol. 17(3), pages 611-641.
    192. Wagner, Alexander F. & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Paths to Convergence: Stock Price Behavior After Donald Trump's Election," CEPR Discussion Papers 12657, C.E.P.R. Discussion Papers.
    193. Gao, Bin & Xie, Jun & Jia, Yun, 2019. "A futures pricing model with long-term and short-term traders," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 9-28.
    194. Lenkey, Stephen L., 2015. "The closed-end fund puzzle: Management fees and private information," Journal of Financial Intermediation, Elsevier, vol. 24(1), pages 112-129.
    195. Yue Zhao & Difang Wan, 2018. "Institutional high frequency trading and price discovery: Evidence from an emerging commodity futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(2), pages 243-270, February.
    196. Cheng, Teng Yuan & Lee, Chun I. & Lin, Chao Hsien, 2020. "The effect of risk-taking behavior on profitability: Evidence from futures market," Economic Modelling, Elsevier, vol. 86(C), pages 19-38.
    197. Dayong Lv & Wenfeng Wu, 2020. "Margin trading and price efficiency: information content or price‐adjustment speed?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2889-2918, September.
    198. Banerjee, Snehal & Green, Brett, 2015. "Signal or noise? Uncertainty and learning about whether other traders are informed," Journal of Financial Economics, Elsevier, vol. 117(2), pages 398-423.
    199. Jeffrey A. Frankel, 1996. "How Well do Foreign Exchange Markets Function: Might a Tobin Tax Help?," NBER Working Papers 5422, National Bureau of Economic Research, Inc.
    200. Christian Bauer & Paul De Grauwe & Stefan Reitz, 2007. "Exchange Rates Dynamics in a Target Zone – A Heterogeneous Expectations Approach," CESifo Working Paper Series 2080, CESifo.
    201. Makarov, Igor & Schoar, Antoinette, 2018. "Trading and Arbitrage in Cryptocurrency Markets," LSE Research Online Documents on Economics 118909, London School of Economics and Political Science, LSE Library.
    202. Li, Jinfang, 2019. "Sentiment trading, informed trading and dynamic asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 210-222.
    203. Grinblatt, Mark & Han, Bing, 2001. "The Disposition Effect and Momentum," University of California at Los Angeles, Anderson Graduate School of Management qt6qg5d62p, Anderson Graduate School of Management, UCLA.
    204. Arzu Uluc, 2018. "Stabilising House Prices: the Role of Housing Futures Trading," The Journal of Real Estate Finance and Economics, Springer, vol. 56(4), pages 587-621, May.
    205. Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 01 edited by Dr. Yisheng Huang, May.
    206. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 241-253, April.
    207. Imran Riaz MALIK* & Attaullah SHAH*, 2014. "Market Varying Conditional Risk-Return Relationship," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 24(2), pages 121-142.
    208. Danielsson, Jon & Taylor, Ashley & Zigrand, Jean-Pierre, 2005. "Highwaymen or heroes: Should hedge funds be regulated?: A survey," Journal of Financial Stability, Elsevier, vol. 1(4), pages 522-543, October.
    209. Hirshleifer, David & Teoh, Siew Hong, 2003. "Limited attention, information disclosure, and financial reporting," Journal of Accounting and Economics, Elsevier, vol. 36(1-3), pages 337-386, December.
    210. Serrano-Padial, Ricardo, 2012. "Naive traders and mispricing in prediction markets," Journal of Economic Theory, Elsevier, vol. 147(5), pages 1882-1912.
    211. Frankel, Jeffrey A & Schmukler, Sergio L, 2000. "Country Funds and Asymmetric Information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 5(3), pages 177-195, July.
    212. Andrei Shleifer & Robert W. Vishny, 2001. "Stock Market Driven Acquisitions," NBER Working Papers 8439, National Bureau of Economic Research, Inc.
    213. Michael Harre & Julian Jamison & David Newth & David H. Wolpert, 2010. "Strategic choice of preferences: the persona model," Working Papers 10-10, Federal Reserve Bank of Boston.
    214. Manfredo, Mark R. & Sanders, Dwight R., 2008. "Price discovery in a private cash forward market for lumber," Journal of Forest Economics, Elsevier, vol. 14(1), pages 73-89, January.
    215. Hammoudeh, Shawkat & Choi, Kyongwook, 2007. "Characteristics of permanent and transitory returns in oil-sensitive emerging stock markets: The case of GCC countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(3), pages 231-245, July.
    216. Nicolás Magner & Nicolás Hardy, 2022. "Cryptocurrency Forecasting: More Evidence of the Meese-Rogoff Puzzle," Mathematics, MDPI, vol. 10(13), pages 1-27, July.
    217. Rancière, Romain & Fraiberger, Samuel & , & Puy, Damien, 2018. "Media Sentiment and International Asset Prices," CEPR Discussion Papers 13366, C.E.P.R. Discussion Papers.
    218. Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013. "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4172-4182.
    219. Chandar, Nandini & Patro, Dilip Kumar, 2000. "Why do closed-end country funds trade at enormous premiums during currency crises?," Pacific-Basin Finance Journal, Elsevier, vol. 8(2), pages 217-248, May.
    220. Ngoc Bao Vuong & Yoshihisa Suzuki, 2022. "The Moderating Effect of Market-Specific Factors on the Return Predictability of Investor Sentiment," SAGE Open, , vol. 12(3), pages 21582440221, July.
    221. Miller, Edward M., 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, Elsevier, vol. 9(1), pages 27-41.
    222. Ouyang, Zisheng & Chen, Shili & Lai, Yongzeng & Yang, Xite, 2022. "The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
    223. Chia-Wei Chen & Christos Pantzalis & Jung Chul Park, 2013. "Press Coverage And Stock Price Deviation From Fundamental Value," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 36(2), pages 175-214, June.
    224. Ahmad, Mahyudin, 2012. "Duration dependence test for rational speculative bubble: the strength and weakness," MPRA Paper 42156, University Library of Munich, Germany.
    225. Daniel H. Cooper & Geoffrey Woglom, 2002. "The S&P 500 effect: not such good news in the long run," Finance and Economics Discussion Series 2002-48, Board of Governors of the Federal Reserve System (U.S.).
    226. Yeh, Chia-Hsuan, 2008. "The effects of intelligence on price discovery and market efficiency," Journal of Economic Behavior & Organization, Elsevier, vol. 68(3-4), pages 613-625, December.
    227. Zhou, Chunsheng, 1998. "Dynamic portfolio choice and asset pricing with differential information," Journal of Economic Dynamics and Control, Elsevier, vol. 22(7), pages 1027-1051, May.
    228. Kempa, Bernd & Nelles, Michael, 1999. "Nonfundamental FX trading and excess volatility in credible target zones Theory and empirical evidence," International Review of Economics & Finance, Elsevier, vol. 8(1), pages 55-70, January.
    229. J. Bradford De Long & Andrei Shleifer, 1990. "The Bubble of 1929: Evidence from Closed-End Funds," NBER Working Papers 3523, National Bureau of Economic Research, Inc.
    230. Bask, Mikael & Madeira, João, 2011. "The Increased Importance of Asset Price Misalignments for Business Cycle Dynamics," Working Paper Series 2011:12, Uppsala University, Department of Economics.
    231. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2007. "Equilibrium Portfolio Strategies in the Presence of Sentiment Risk and Excess Volatility," NBER Working Papers 13401, National Bureau of Economic Research, Inc.
    232. Gizelis, Demetrios & Chowdhury, Shah, 2016. "Investor Sentiment and Stock Returns: Evidence from the Athens Stock Exchange," MPRA Paper 71243, University Library of Munich, Germany.
    233. Rajiv Sethi, 1995. "The Evolutionary Dynamics Of Financial Practices," Metroeconomica, Wiley Blackwell, vol. 46(3), pages 246-277, October.
    234. Tan, Senren & Jin, Zhuo & Wu, Fuke, 2015. "Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks," Economic Modelling, Elsevier, vol. 49(C), pages 331-343.
    235. Vayanos, Dimitri & Wang, Jiang, 2013. "Market Liquidity—Theory and Empirical Evidence ," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1289-1361, Elsevier.
    236. Challet, Damien & Marsili, Matteo & Zhang, Yi-Cheng, 2000. "Modeling market mechanism with minority game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 276(1), pages 284-315.
    237. Marks, Joseph & Yezegel, Ari, 2018. "Do aggregate analyst recommendations predict market returns in international markets?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 234-254.
    238. Sergey Kovbasyuk & Marco Pagano, 2020. "Advertising Arbitrage," Working Papers w0277, New Economic School (NES).
    239. Massimo Guidolin & Andrea Ricci, 2018. "Arbitrage Risk and Investor Sentiment as Causes of Persistent Mispricing: the European Evidence," BAFFI CAREFIN Working Papers 1889, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    240. Liu, Hong & Qi, Lina & Li, Zaili, 2019. "Insider trading, representativeness heuristic insider, and market regulation," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 48-64.
    241. Neal, Robert & Wheatley, Simon M., 1998. "Adverse selection and bid-ask spreads: Evidence from closed-end funds," Journal of Financial Markets, Elsevier, vol. 1(1), pages 121-149, April.
    242. Sethi, Rajiv, 1996. "Endogenous regime switching in speculative markets," Structural Change and Economic Dynamics, Elsevier, vol. 7(1), pages 99-118, March.
    243. Siddiqi, Hammad, 2009. "Is the lure of choice reflected in market prices? Experimental evidence based on the 4-door Monty Hall problem," Journal of Economic Psychology, Elsevier, vol. 30(2), pages 203-215, April.
    244. Oliver Merz & Raphael Flepp & Egon Franck, 2019. "Does sentiment harm market efficiency? An empirical analysis using a betting exchange setting," Working Papers 381, University of Zurich, Department of Business Administration (IBW).
    245. Hailiang Huang & Yanhong Li & Yingying Zhang, 2018. "Investors’ attention and overpricing of IPO: an empirical study on China’s growth enterprise market," Information Systems and e-Business Management, Springer, vol. 16(4), pages 761-774, November.
    246. Jakob B Madsen, 2011. "A Repayment Model of House Prices," Monash Economics Working Papers 09-11, Monash University, Department of Economics.
    247. Urban J. Jermann & Bin Wei & Vivian Z. Yue, 2019. "The Two-Pillar Policy for the RMB," FRB Atlanta Working Paper 2019-8, Federal Reserve Bank of Atlanta.
    248. Gilles DUFRENOT & Laurent MATHIEU & Val=E9rie MIGNON & Anne PEGUIN-FEISSOLE, 2003. "Persistent misalignments of the European exchanges rates: some evidence from nonlinear cointegration," International Finance 0309003, University Library of Munich, Germany.
    249. Nam, Kiseok & Pyun, Chong Soo & Kim, Sei-Wan, 2003. "Is asymmetric mean-reverting pattern in stock returns systematic? Evidence from Pacific-basin markets in the short-horizon," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(5), pages 481-502, December.
    250. Bernardo, Antonio E. & Welch, Ivo, 2002. "Financial Market Runs," University of California at Los Angeles, Anderson Graduate School of Management qt0zd313hf, Anderson Graduate School of Management, UCLA.
    251. Rangan Gupta, 2018. "Manager Sentiment and Stock Market Volatility," Working Papers 201853, University of Pretoria, Department of Economics.
    252. Lily Qiu & Ivo Welch, 2004. "Investor Sentiment Measures," NBER Working Papers 10794, National Bureau of Economic Research, Inc.
    253. Gallant, A Ronald & Rossi, Peter E & Tauchen, George, 1993. "Nonlinear Dynamic Structures," Econometrica, Econometric Society, vol. 61(4), pages 871-907, July.
    254. Sanning, Lee W. & Skiba, Alexandre & Skiba, Hilla, 2013. "Short sale restrictions, differences of opinion, and single-country, closed-end fund discount," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 44-50.
    255. J. Bradford DeLong & Barry Eichengreen, 2001. "Between Meltdown and Moral Hazard: The International Monetary and Financial Policies of the Clinton Administration," NBER Working Papers 8443, National Bureau of Economic Research, Inc.
    256. Mordecai Kurz, 2011. "Symposium: on the role of market belief in economic dynamics, an introduction," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 189-204, June.
    257. Kim, Doseong & Kim, Yura & Song, Kyojik Roy, 2013. "Payout policies on U.S. closed-end funds," International Review of Economics & Finance, Elsevier, vol. 27(C), pages 345-356.
    258. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, "undated". "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper 86521, Harvard University OpenScholar.
    259. Bronka Rzepkowski, 2002. "Heterogeneous expectations, currency options and the euro/dollar," Quantitative Finance, Taylor & Francis Journals, vol. 2(2), pages 147-157.
    260. Goetzmann, William & Massa, Massimo, 2004. "Dispersion of Opinion and Stock Returns," CEPR Discussion Papers 4819, C.E.P.R. Discussion Papers.
    261. Severn, Alan K., 1998. "Closed-end funds and sentiment risk," Review of Financial Economics, Elsevier, vol. 7(1), pages 103-119.
    262. Wang, Changyun & Yu, Min, 2004. "Trading activity and price reversals in futures markets," Journal of Banking & Finance, Elsevier, vol. 28(6), pages 1337-1361, June.
    263. Korkut A. Erturk, 2006. "On the Minskyan Business Cycle," Economics Working Paper Archive wp_474, Levy Economics Institute.
    264. Sandrine Jacob Leal & Mauro Napoletano, 2019. "Market stability vs. market resilience: Regulatory policies experiments in an agent-based model with low- and high-frequency trading," SciencePo Working papers Main hal-03403589, HAL.
    265. Larrain, Borja & Urzúa I., Francisco, 2013. "Controlling shareholders and market timing in share issuance," Journal of Financial Economics, Elsevier, vol. 109(3), pages 661-681.
    266. Atmaz, Adem & Cassella, Stefano & Gulen, H. & Ruan, Fangcheng, 2024. "Contrarians, extrapolators, and stock market momentum and reversal," Other publications TiSEM 03234c35-3504-48b5-ba41-4, Tilburg University, School of Economics and Management.
    267. Wang, Ningli & You, Wanhai, 2023. "New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach," Economic Systems, Elsevier, vol. 47(2).
    268. Hiremath, Gourishankar S. & Kattuman, Paul, 2017. "Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?," Research in International Business and Finance, Elsevier, vol. 42(C), pages 544-558.
    269. Jammazi, Rania & Lahiani, Amine & Nguyen, Duc Khuong, 2015. "A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 173-187.
    270. Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
    271. Aldrighi, Dante Mendes, 2003. "The Mechanisms of Corporate Governance in the United States: an Assessment," Revista Brasileira de Economia - RBE, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), vol. 57(3), July.
    272. Cheung, Yin-Wong & Chinn, Menzie David & Marsh, Ian W, 1999. "How Do UK-Based Foreign Exchange Dealers Think Their Market Operates?," CEPR Discussion Papers 2230, C.E.P.R. Discussion Papers.
    273. Douch, Mohamed & Farooq, Omar & Bouaddi, Mohammed, 2015. "Stock price synchronicity and tails of return distribution," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 37(C), pages 1-11.
    274. Nader Mahmoudi & Łukasz P. Olech & Paul Docherty, 2022. "A comprehensive study of domain-specific emoji meanings in sentiment classification," Computational Management Science, Springer, vol. 19(2), pages 159-197, June.
    275. Turki Rashed Alshammari & Jean-Noël Ory, 2023. "The Impact of Religious Announcements on Stock Prices and Investment Decisions on the Saudi Stock Exchange," Post-Print hal-04105704, HAL.
    276. Ding Du & Ronald J Gunderson & Xiaobing Zhao, 2016. "Investor sentiment and oil prices," Journal of Asset Management, Palgrave Macmillan, vol. 17(2), pages 73-88, March.
    277. Zhou Lu & Te Bao & Xiaohua Yu, 2021. "Gender and Bubbles in Experimental Markets with Positive and Negative Expectation Feedback," Computational Economics, Springer;Society for Computational Economics, vol. 57(4), pages 1307-1326, April.
    278. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics.
    279. Min Zheng & Duo Wang & Xue-Zhong He, 2009. "Asymmetry of technical analysis and market price volatility," Published Paper Series 2009-6, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    280. Hirshleifer, David, 2001. "Investor Psychology and Asset Pricing," MPRA Paper 5300, University Library of Munich, Germany.
    281. Oh, Ji Yeol Jimmy, 2014. "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, vol. 18(C), pages 49-76.
    282. Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis, 2016. "Liquidity induced asset bubbles via flows of ELMMs," Papers 1611.01440, arXiv.org, revised Nov 2016.
    283. KENT D. DANIEL & David Hirshleifer & AVANIDHAR SUBRAHMANYAM, 2004. "A Theory of Overconfidence, Self-Attribution, and Security Market Under- and Over-reactions," Finance 0412006, University Library of Munich, Germany.
    284. Ryans Bartens & Shakill Hassan, 2009. "Value, Size and Momentum Portfolios in Real Time: The Cross-Section of South African Stocks," Working Papers 154, Economic Research Southern Africa.
    285. Lubos Komarek & Ivana Kubicová, 2011. "The Classification and Identification of Asset Price Bubbles," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 61(1), pages 34-48, January.
    286. Wang, Hailong & Hu, Duni, 2022. "Heterogenous beliefs with sentiments and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    287. Martin D. Evans & Karen K. Lewis, 1992. "Peso Problems and Heterogeneous Trading: Evidence from Excess Returns in Foreign Exchange and Euromarkets," Working Papers 92-13, New York University, Leonard N. Stern School of Business, Department of Economics.
    288. Demirer, Riza & Gabauer, David & Gupta, Rangan & Nielsen, Joshua, 2024. "Gold, platinum and the predictability of bubbles in global stock markets," Resources Policy, Elsevier, vol. 90(C).
    289. Tut, DANIEL, 2024. "Bitcoin, speculative sentiments and crypto-assets valuation," MPRA Paper 120866, University Library of Munich, Germany.
    290. Richard W. Sias, 1997. "Price Pressure And The Role Of Institutional Investors In Closed-End Funds," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 211-229, June.
    291. Gagnon, Gregory, 2004. "Exchange rate fluctuations in an economy with noise traders," Journal of Macroeconomics, Elsevier, vol. 26(1), pages 45-63, March.
    292. Quoc-Anh Do & Roberto Galbiati & Benjamin Marx & Miguel Ortiz Serrano, 2020. "J'Accuse! Antisemitism and Financial Markets in the Time of the Dreyfus Affair," Working Papers hal-03389173, HAL.
    293. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, University Library of Munich, Germany.
    294. Béatrice Boulu-Reshef & Catherine Bruneau & Maxime Nicolas & Thomas Renault, 2023. "An Experimental Analysis of Investor Sentiment," Post-Print hal-04222561, HAL.
    295. Luo, Guo Ying, 2003. "Evolution, efficiency and noise traders in a one-sided auction market," Journal of Financial Markets, Elsevier, vol. 6(2), pages 163-197, April.
    296. Gregory, Richard Paul, 2021. "What determines Manager and Investor Sentiment?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    297. Chris Brooks & Apostolos Katsaris, 2003. "Rational Speculative Bubbles: An Empirical Investigation of the London Stock Exchange," Bulletin of Economic Research, Wiley Blackwell, vol. 55(4), pages 319-346, October.
    298. Yang, Chunpeng & Li, Jinfang, 2013. "Investor sentiment, information and asset pricing model," Economic Modelling, Elsevier, vol. 35(C), pages 436-442.
    299. Ecenur Ugurlu‐Yildirim & Baris Kocaarslan & Beyza M. Ordu‐Akkaya, 2021. "Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1724-1738, April.
    300. Dwight R. Sanders & Scott H. Irwin & Robert P. Merrin, 2010. "The Adequacy of Speculation in Agricultural Futures Markets: Too Much of a Good Thing?," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 32(1), pages 77-94.
    301. Michael Brandt, Qi Zeng and Lu Zhang, 2001. "Equilibrium Stock Return Dynamics Under Alternative Rules of Learning About Hidden States," Computing in Economics and Finance 2001 41, Society for Computational Economics.
    302. Ben-Rephael, Azi & Kandel, Shmuel & Wohl, Avi, 2012. "Measuring investor sentiment with mutual fund flows," Journal of Financial Economics, Elsevier, vol. 104(2), pages 363-382.
    303. George J. Jiang & H. Zafer Yüksel, 2019. "Sentimental mutual fund flows," The Financial Review, Eastern Finance Association, vol. 54(4), pages 709-738, November.
    304. Arnold, Lutz G. & Brunner, Stephan, 2015. "The economics of rational speculation in the presence of positive feedback trading," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 161-174.
    305. Fama, Eugene F. & French, Kenneth R., 2007. "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, vol. 83(3), pages 667-689, March.
    306. Christophe Desagre & Catherine D'Hondt, 2020. "Googlization and retail investors' trading activity," LIDAM Discussion Papers LFIN 2020004, Université catholique de Louvain, Louvain Finance (LFIN).
    307. Yousaf, Imran & Youssef, Manel & Goodell, John W., 2022. "Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index," International Review of Financial Analysis, Elsevier, vol. 83(C).
    308. McMillan, David G., 2004. "Nonlinear predictability of short-run deviations in UK stock market returns," Economics Letters, Elsevier, vol. 84(2), pages 149-154, August.
    309. Oechssler, Jörg & Roider, Andreas & Schmitz, Patrick W., 2009. "Cognitive abilities and behavioral biases," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 147-152, October.
    310. Shahzad, Hassan & Duong, Huu Nhan & Kalev, Petko S. & Singh, Harminder, 2014. "Trading volume, realized volatility and jumps in the Australian stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 414-430.
    311. Nobuyuki Hanaki & Yukio Koriyama & Angela Sutan & Marc Willinger, 2018. "The strategic environment effect in beauty contest games," CEE-M Working Papers hal-01954922, CEE-M, Universtiy of Montpellier, CNRS, INRA, Montpellier SupAgro.
    312. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Social media bots and stock markets," Working Papers 2018-30, Swansea University, School of Management.
    313. Alex Edmans & Adrian Fernandez-Perez & Alexandre Garel & Ivan Indriawan, 2021. "Music Sentiment and Stock Returns Around the World," Post-Print hal-03324805, HAL.
    314. Ruiz-Buforn, Alba & Camacho-Cuena, Eva & Morone, Andrea & Alfarano, Simone, 2021. "Overweighting of public information in financial markets: A lesson from the lab," Journal of Banking & Finance, Elsevier, vol. 133(C).
    315. Alessandro Fiori Maccioni, 2011. "Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox," Papers 1106.5274, arXiv.org, revised Sep 2011.
    316. Laurent Deville & Fabrice Riva, 2007. "Liquidity and Arbitrage in Options Markets: A Survival Analysis Approach," Review of Finance, European Finance Association, vol. 11(3), pages 497-525.
    317. Malcolm Baker & Jeffrey Wurgler, 2004. "Investor Sentiment and the Cross-Section of Stock Returns," NBER Working Papers 10449, National Bureau of Economic Research, Inc.
    318. Martin T. Bohl & Martin Stefan, 2020. "Return dynamics during periods of high speculation in a thinly traded commodity market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(1), pages 145-159, January.
    319. Ghufran Ahmad & Muhammad Suhail Rizwan & Dawood Ashraf, 2021. "Systemic risk and macroeconomic forecasting: A globally applicable copula‐based approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(8), pages 1420-1443, December.
    320. Xing Gao & Daniel Ladley, 2022. "Noise trading and market stability," The European Journal of Finance, Taylor & Francis Journals, vol. 28(13-15), pages 1283-1301, October.
    321. Leung, Henry & Schiereck, Dirk & Schroeder, Florian, 2017. "Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises," Economic Modelling, Elsevier, vol. 61(C), pages 169-180.
    322. Yasushi Asako & Yukihiko Funaki & Kozo Ueda & Nobuyuki Uto, 2017. "Symmetric information bubbles: Experimental evidence," CAMA Working Papers 2017-05, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    323. Duong, Huu Nhan & Goyal, Abhinav & Kallinterakis, Vasileios & Veeraraghavan, Madhu, 2022. "Democracy and the pricing of initial public offerings around the world," Journal of Financial Economics, Elsevier, vol. 145(1), pages 322-341.
    324. Agarwal, Vikas & Daniel, Naveen D. & Naik, Narayan Y., 2009. "Role of managerial incentives and discretion in hedge fund performance," CFR Working Papers 04-04, University of Cologne, Centre for Financial Research (CFR).
    325. Paramita Mukherjee & Malabika Roy, 2016. "What Drives the Stock Market Return in India? An Exploration with Dynamic Factor Model," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 15(1), pages 119-145, April.
    326. Cozzi, Guido & Davenport, Margaret, 2017. "Extrapolative Expectations and Capital Flows during Convergence," MPRA Paper 78016, University Library of Munich, Germany.
    327. Frankel, Jeffrey A. & Rose, Andrew K., 1995. "A Survey of Empirical Research on Nominal Exchange Rates," Center for International and Development Economics Research (CIDER) Working Papers 233409, University of California-Berkeley, Department of Economics.
    328. Andrey Kudryavtsev, 2015. "Informational Content of Open-to-Close Stock Returns," European Financial and Accounting Journal, Prague University of Economics and Business, vol. 2015(1), pages 5-17.
    329. Anufriev, M. & Bottazzi, G., 2009. "Market Equilibria under Procedural Rationality," CeNDEF Working Papers 09-11, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    330. Verma, Rahul & Verma, Priti, 2007. "Noise trading and stock market volatility," Journal of Multinational Financial Management, Elsevier, vol. 17(3), pages 231-243, July.
    331. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, January.
    332. Lillyn L. Teh & Werner F. M. de Bondt, 1997. "Herding Behavior and Stock Returns: An Exploratory Investigation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 133(II), pages 293-324, June.
    333. Simon van Norden & Robert Vigfusson, 1996. "Avoiding the Pitfalls: Can Regime-Switching Tests Detect Bubbles?," Meeting papers 9603001, University Library of Munich, Germany.
    334. Laopodis, Nikiforos T., 2016. "Industry returns, market returns and economic fundamentals: Evidence for the United States," Economic Modelling, Elsevier, vol. 53(C), pages 89-106.
    335. Robert A. Jarrow, 2015. "Asset Price Bubbles," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 201-218, December.
    336. Kaizoji, Taisei (kaizoji@icu.ac.jp), 2010. "A behavioral model of bubbles and crashes," MPRA Paper 35655, University Library of Munich, Germany.
    337. Jobling, Andrew & Jamasb, Tooraj, 2017. "Price volatility and demand for oil: A comparative analysis of developed and developing countries," Economic Analysis and Policy, Elsevier, vol. 53(C), pages 96-113.
    338. Wang, Wenzhao & Duxbury, Darren, 2021. "Institutional investor sentiment and the mean-variance relationship: Global evidence," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 415-441.
    339. Angus A Brown & L C G Rogers, 2010. "Diverse Beliefs," Papers 1001.1450, arXiv.org.
    340. Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
    341. Philippe Weil, 2008. "Overlapping Generations: The First Jubilee," Journal of Economic Perspectives, American Economic Association, vol. 22(4), pages 115-134, Fall.
    342. Markku Vieru & Jukka Perttunen & Hannu Schadewitz, 2006. "How Investors Trade Around Interim Earnings Announcements," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(1‐2), pages 145-178, January.
    343. Harrison Hong & Weikai Li & Sophie X. Ni & Jose A. Scheinkman & Philip Yan, 2015. "Days to Cover and Stock Returns," NBER Working Papers 21166, National Bureau of Economic Research, Inc.
    344. David Vidal-Tomás & Simone Alfarano, 2020. "An agent-based early warning indicator for financial market instability," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 15(1), pages 49-87, January.
    345. Halling, Michael & Yu, Jin & Zechner, Josef, 2016. "Leverage dynamics over the business cycle," Journal of Financial Economics, Elsevier, vol. 122(1), pages 21-41.
    346. Miwa, Kotaro & Ueda, Kazuhiro, 2016. "Analysts’ preference for growth investing and vulnerability to market-wide sentiment," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 40-52.
    347. Bathia, Deven & Bredin, Don, 2018. "Investor sentiment: Does it augment the performance of asset pricing models?," International Review of Financial Analysis, Elsevier, vol. 59(C), pages 290-303.
    348. Karen K. Lewis, 1994. "Puzzles in International Financial Markets," NBER Working Papers 4951, National Bureau of Economic Research, Inc.
    349. Barberis, Nicholas & Shleifer, Andrei & Vishny, Robert, 1998. "A Model of Investor Sentiment," Scholarly Articles 30747159, Harvard University Department of Economics.
    350. Seo, Sung Won & Kim, Jun Sik, 2015. "The information content of option-implied information for volatility forecasting with investor sentiment," Journal of Banking & Finance, Elsevier, vol. 50(C), pages 106-120.
    351. Minh Phuong Doan & Vitali Alexeev & Robert Brooks, 2016. "Concurrent momentum and contrarian strategies in the Australian stock market," Australian Journal of Management, Australian School of Business, vol. 41(1), pages 77-106, February.
    352. Ethan Watson & Mary C. Funck, 2012. "A cloudy day in the market: short selling behavioural bias or trading strategy," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 8(3), pages 238-255, June.
    353. Duc Dang Thi Viet & Hoai Nguyen Thu & Nguyen Van Phuoc & Nguyen Dang Phong & Anh Nguyen Huong & Hai Ho Hong, 2024. "Google Search intensity and stock returns in frontier markets: Evidence from the Vietnamese market," Economics and Business Review, Sciendo, vol. 10(1), pages 30-56, April.
    354. Lee, Wayne Y. & Jiang, Christine X. & Indro, Daniel C., 2002. "Stock market volatility, excess returns, and the role of investor sentiment," Journal of Banking & Finance, Elsevier, vol. 26(12), pages 2277-2299.
    355. Marco Raberto & Silvano Cincott & Sergio M. Focardi & Michele Marchesi, 2002. "Traders’ long-run wealth in an artificial financial market," Computing in Economics and Finance 2002 301, Society for Computational Economics.
    356. Hiroshi Takahashi & Takao Terano, 2003. "Agent-Based Approach to Investors? Behavior and Asset Price Fluctuation in Financial Markets," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 6(3), pages 1-3.
    357. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019. "Firm-specific investor sentiment and daily stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    358. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," LSE Research Online Documents on Economics 100409, London School of Economics and Political Science, LSE Library.
    359. Michael Schuppli & Martin T. Bohl, 2009. "Do Foreign Institutional Investors Destabilize China’s A-Share Markets?," CQE Working Papers 0909, Center for Quantitative Economics (CQE), University of Muenster.
    360. Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto, 2013. "El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(317), pages 207-231, enero-mar.
    361. Paul A. Gompers & Andrew Metrick, "undated". "Institutional Investors and Equity Prices," Rodney L. White Center for Financial Research Working Papers 20-99, Wharton School Rodney L. White Center for Financial Research.
    362. Basak, Gopal K. & Das, Pranab Kumar & Marjit, Sugata & Mukherjee, Debashis & Yang, Lei, 2023. "The British Stock Market, currencies, brexit, and media sentiments: A big data analysis," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
    363. Diego García & Francesco Sangiorgi & Branko Urošević, 2007. "Overconfidence and Market Efficiency with Heterogeneous Agents," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 30(2), pages 313-336, February.
    364. Hernandez, Manuel A. & Ibarra, Raul & Trupkin, Danilo R., 2011. "How far do shocks move across borders?: Examining volatility transmission in major agricultural futures markets," IFPRI discussion papers 1109, International Food Policy Research Institute (IFPRI).
    365. Yang, Bingduo & Long, Wei & Yang, Zihui, 2022. "Testing predictability of stock returns under possible bubbles," Journal of Empirical Finance, Elsevier, vol. 68(C), pages 246-260.
    366. Raphael Flepp & Stephan Nüesch & Egon Franck, 2013. "Liquidity, Market Efficiency and the Influence of Noise Traders: Quasi-Experimental Evidence from the Betting Industry," Working Papers 341, University of Zurich, Department of Business Administration (IBW).
    367. Rani Hoitash & Murugappa (Murgie) Krishnan, 2008. "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 25-47, January.
    368. Cochran, Steven J. & DeFina, Robert H., 1996. "Predictability in real exchange rates: Evidence from parametric hazard models," International Review of Economics & Finance, Elsevier, vol. 5(2), pages 125-147.
    369. Nicholas Barberis & Andrei Shleifer & Jeffrey Wurgler, 2002. "Comovement," NBER Working Papers 8895, National Bureau of Economic Research, Inc.
    370. Liang Ma, 2024. "What drives closed‐end fund discounts? Evidence from COVID‐19," Financial Management, Financial Management Association International, vol. 53(1), pages 119-143, March.
    371. Bianchi, Milo & Jehiel, Philippe, 2015. "Financial reporting and market efficiency with extrapolative investors," Journal of Economic Theory, Elsevier, vol. 157(C), pages 842-878.
    372. Menkhoff, Lukas & Taylor, Mark P., 2006. "The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis," The Warwick Economics Research Paper Series (TWERPS) 769, University of Warwick, Department of Economics.
    373. Nai Jia Lee & Tien Foo Sing & Dinh Hoang Tran, 2013. "REIT Share Price and NAV Deviations: Noise or Sentiment?," International Real Estate Review, Global Social Science Institute, vol. 16(1), pages 28-47.
    374. Eduardo Fernández-Arias & Davide Lombardo, 2001. "Market Discipline and Exuberant Foreign Borrowing," Working Papers Central Bank of Chile 122, Central Bank of Chile.
    375. David G. McMillan, 2010. "Present Value Model, Bubbles and Returns Predictability: Sector‐Level Evidence," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 37(5‐6), pages 668-686, June.
    376. Dow, James & Gorton, Gary, 1997. "Noise Trading, Delegated Portfolio Management, and Economic Welfare," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 1024-1050, October.
    377. Kumari, Jyoti, 2019. "Investor sentiment and stock market liquidity: Evidence from an emerging economy," Journal of Behavioral and Experimental Finance, Elsevier, vol. 23(C), pages 166-180.
    378. David G. McMillan, 2005. "Non‐linear dynamics in international stock market returns," Review of Financial Economics, John Wiley & Sons, vol. 14(1), pages 81-91.
    379. Frijns, Bart & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2017. "Excess stock return comovements and the role of investor sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 49(C), pages 74-87.
    380. Alfarano, Simone & Lux, Thomas & Wagner, Friedrich, 2006. "Estimation of a simple agent-based model of financial markets: An application to Australian stock and foreign exchange data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 370(1), pages 38-42.
    381. Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
    382. Gambacorta, Leonardo & Amstad, Marlene & He, Chao & XIA, Fan Dora, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," CEPR Discussion Papers 15682, C.E.P.R. Discussion Papers.
    383. Isabel Figuerola-Ferretti & Christopher L. Gilbert, 2001. "Has Futures Trading Affected the Volatility of Aluminium Transactions Prices?," Working Papers 432, Queen Mary University of London, School of Economics and Finance.
    384. André Orléan, 1992. "Contagion des opinions et fonctionnement des marchés financiers," Revue Économique, Programme National Persée, vol. 43(4), pages 685-698.
    385. Saade, Samer, 2015. "Investor sentiment and the underperformance of technology firms initial public offerings," Research in International Business and Finance, Elsevier, vol. 34(C), pages 205-232.
    386. Sacco, Pier Luigi, 1996. "Subjective metaphysics and learning from experience: The causal psychology of rational choice," Journal of Economic Psychology, Elsevier, vol. 17(2), pages 221-244, April.
    387. Aabo, Tom & Pantzalis, Christos & Park, Jung Chul, 2017. "Idiosyncratic volatility: An indicator of noise trading?," Journal of Banking & Finance, Elsevier, vol. 75(C), pages 136-151.
    388. Abdollahi, Hooman & Fjesme, Sturla L. & Sirnes, Espen, 2024. "Measuring market volatility connectedness to media sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    389. Sophie van Huellen, 2018. "Price Discovery in Commodity Futures and Cash Markets with Heterogenous Agents," Working Papers 213, Department of Economics, SOAS University of London, UK.
    390. Rangan Gupta & Chi Keung Marco Lau & Wendy Nyakabawo, 2018. "Predicting Aggregate and State-Level US House Price Volatility: The Role of Sentiment," Working Papers 201866, University of Pretoria, Department of Economics.
    391. Diavatopoulos, Dean & Doran, James S. & Fodor, Andy & Peterson, David R., 2012. "The information content of implied skewness and kurtosis changes prior to earnings announcements for stock and option returns," Journal of Banking & Finance, Elsevier, vol. 36(3), pages 786-802.
    392. Kazuto Sasai & Yukio-Pegio Gunji & Tetsuo Kinoshita, 2017. "Intermittent Behavior Induced By Asynchronous Interactions In A Continuous Double Auction Model," Advances in Complex Systems (ACS), World Scientific Publishing Co. Pte. Ltd., vol. 20(02n03), pages 1-21, March.
    393. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1988. "The Survival of Noise Traders in Financial Markets," NBER Working Papers 2715, National Bureau of Economic Research, Inc.
    394. Alsayed, Hamad & McGroarty, Frank, 2012. "Arbitrage and the Law of One Price in the market for American depository receipts," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(5), pages 1258-1276.
    395. Schmeling, Maik, 2006. "Institutional and Individual Sentiment: Smart Money and Noise Trader Risk," Hannover Economic Papers (HEP) dp-337, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    396. Kanas, Angelos, 2012. "Modelling the risk–return relation for the S&P 100: The role of VIX," Economic Modelling, Elsevier, vol. 29(3), pages 795-809.
    397. W. Brooke Elliott & Susan D. Krische & Mark E. Peecher, 2010. "Expected Mispricing: The Joint Influence of Accounting Transparency and Investor Base," Journal of Accounting Research, Wiley Blackwell, vol. 48(2), pages 343-381, May.
    398. Winston Buckley & Garfield Brown & Mario Marshall, 2011. "A Mispricing Model of Stocks Under Asymmetric Information," Papers 1101.1148, arXiv.org.
    399. Qadan, Mahmoud & Aharon, David Y., 2019. "Can investor sentiment predict the size premium?," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 10-26.
    400. Hau, Harald, 2002. "Real Exchange Rate Volatility and Economic Openness: Theory and Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 34(3), pages 611-630, August.
    401. Perlin, Marcelo & Dufour, Alfonso & Brooks, Chris, 2010. "The Drivers of Cross Market Arbitrage Opportunities: Theory and Evidence for the European Bond Market," MPRA Paper 23381, University Library of Munich, Germany.
    402. Murat Duran & Doruk Kucuksarac, 2012. "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers 1223, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    403. Jonathan Lewellen & Jay Shanken, 2002. "Learning, Asset‐Pricing Tests, and Market Efficiency," Journal of Finance, American Finance Association, vol. 57(3), pages 1113-1145, June.
    404. Marshall, Ben R., 2009. "How quickly is temporary market inefficiency removed?," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 917-930, August.
    405. Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad, 2023. "Surprise in short interest," Journal of Financial Markets, Elsevier, vol. 65(C).
    406. Böhl, Gregor & Hommes, Cars H., 2021. "Rational vs. irrational beliefs in a complex world," IMFS Working Paper Series 156, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
    407. Kenneth A. Froot & Andre F. Perold & Jeremy C. Stein, 1991. "Shareholder Trading Practices and Corporate Investment Horizons," NBER Working Papers 3638, National Bureau of Economic Research, Inc.
    408. Tarek Coury & Emanuela Sciubba, 2006. "Belief Heterogeneity and Survival in Incomplete Markets," Birkbeck Working Papers in Economics and Finance 0613, Birkbeck, Department of Economics, Mathematics & Statistics.
    409. Noussair, C.N. & Powell, O.R., 2008. "Peaks and Valleys : Experimental Asset Markets With Non-Monotonic Fundamentals," Discussion Paper 2008-49, Tilburg University, Center for Economic Research.
    410. Jocelyn D. Evans & Elise Perrault & Timothy A. Jones, 2017. "Managers’ Moral Obligation of Fairness to (All) Shareholders: Does Information Asymmetry Benefit Privileged Investors at Other Shareholders’ Expense?," Journal of Business Ethics, Springer, vol. 140(1), pages 81-96, January.
    411. Campbell, John, 2000. "Asset Pricing at the Millennium," Scholarly Articles 3294737, Harvard University Department of Economics.
    412. Mark, Nelson C & Wu, Yangru, 1998. "Rethinking Deviations from Uncovered Interest Parity: The Role of Covariance Risk and Noise," Economic Journal, Royal Economic Society, vol. 108(451), pages 1686-1706, November.
    413. Jaroslav Bukovina, 2016. "Social Media and Capital Markets – an Overview," MENDELU Working Papers in Business and Economics 2016-57, Mendel University in Brno, Faculty of Business and Economics.
    414. Massimiliano Ferrara & Bruno Antonio Pansera & Francesco Strati, 2018. "Classic rational bubbles and representativeness," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 41(1), pages 19-34, May.
    415. Bordalo, Pedro & Gennaioli, Nicola & Kwon, Spencer Yongwook & Shleifer, Andrei, 2021. "Diagnostic bubbles," Journal of Financial Economics, Elsevier, vol. 141(3), pages 1060-1077.
    416. Augusto de la Torre & Alain Ize, 2016. "The Conceptual Foundations of Macroprudential Policy: A Roadmap," International Finance, Wiley Blackwell, vol. 19(3), pages 333-352, December.
    417. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
    418. Milo Bianchi & Philippe Jehiel, 2008. "Bubbles and crashes with partially sophisticated investors," Working Papers halshs-00586045, HAL.
    419. Friedrich, Marina & Mauer, Eva-Maria & Pahle, Michael & Tietjen, Oliver, 2020. "From fundamentals to financial assets: the evolution of understanding price formation in the EU ETS," EconStor Preprints 225210, ZBW - Leibniz Information Centre for Economics.
    420. Mikhail Anufriev & Aleksei Chernulich & Jan Tuinstra, 2020. "Asset Price Volatility and Investment Horizons: An Experimental Investigation," Working Papers 20200053, New York University Abu Dhabi, Department of Social Science, revised Aug 2020.
    421. Sengmüller, Paul & Huberman, Gur & Dorn, Daniel, 2007. "Correlated Trading and Returns," CEPR Discussion Papers 6530, C.E.P.R. Discussion Papers.
    422. Jing Yang, 1999. "Heterogeneous Beliefs, Intelligent Agents, and Allocative Efficiency in an Artificial Stock Market," Computing in Economics and Finance 1999 612, Society for Computational Economics.
    423. Xu, Shaojun, 2023. "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, vol. 86(C).
    424. Wang, Changyun, 2001. "The effect of net positions by type of trader on volatility in foreign currency futures markets," MPRA Paper 36428, University Library of Munich, Germany, revised Nov 2001.
    425. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert W., 2014. "Money Doctors," Scholarly Articles 12965657, Harvard University Department of Economics.
      • Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2012. "Money Doctors," NBER Working Papers 18174, National Bureau of Economic Research, Inc.
      • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money Doctors," Working Papers 464, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
      • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 228501, Harvard University OpenScholar.
      • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2015. "Money Doctors," Journal of Finance, American Finance Association, vol. 70(1), pages 91-114, February.
      • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, "undated". "Money Doctors," Working Paper 69721, Harvard University OpenScholar.
      • Nicola Gennaioli & Andrei Shleifer & Robert Vishny, 2012. "Money doctors," Economics Working Papers 1355, Department of Economics and Business, Universitat Pompeu Fabra.
    426. Michael Ehrmann & David-Jan Jansen, 2016. "It Hurts (Stock Prices) When Your Team is about to Lose a Soccer Match," Review of Finance, European Finance Association, vol. 20(3), pages 1215-1233.
    427. Duong, Truong X. & Huszár, Zsuzsa R. & Yamada, Takeshi, 2015. "The costs and benefits of short sale disclosure," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 124-139.
    428. Saskia ter Ellen & Cars H. Hommes & Remco C.J. Zwinkels, 2017. "Comparing behavioural heterogeneity across asset classes," Working Paper 2017/12, Norges Bank.
    429. Stevenson, Regan M. & Ciuchta, Michael P. & Letwin, Chaim & Dinger, Jenni M. & Vancouver, Jeffrey B., 2019. "Out of control or right on the money? Funder self-efficacy and crowd bias in equity crowdfunding," Journal of Business Venturing, Elsevier, vol. 34(2), pages 348-367.
    430. Thornton Matheson, 2012. "Security transaction taxes: issues and evidence," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(6), pages 884-912, December.
    431. Francesca Biagini & Hans Föllmer & Sorin Nedelcu, 2014. "Shifting martingale measures and the birth of a bubble as a submartingale," Finance and Stochastics, Springer, vol. 18(2), pages 297-326, April.
    432. Dindo, Pietro & Staccioli, Jacopo, 2018. "Asset prices and wealth dynamics in a financial market with random demand shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 187-210.
    433. Fang, Yi & Niu, Hui & Lin, Yuen, 2023. "Ex-ante Valuation based on Prospect Theory," MPRA Paper 116386, University Library of Munich, Germany.
    434. Qi Huang & Richard M. Levich, 1999. "Underpricing of New Equity Offerings by Privatized Firms: An International Test," New York University, Leonard N. Stern School Finance Department Working Paper Seires 99-075, New York University, Leonard N. Stern School of Business-.
    435. Soosung Hwang & Youngha Cho & Jinho Shin, 2020. "The impact of UK household overconfidence in public information on house prices," Journal of Property Research, Taylor & Francis Journals, vol. 37(4), pages 360-389, October.
    436. Wang, Hu & Li, Shouwei & Ma, Yuyin & Jiang, Shuyang, 2022. "Does investor sentiment affect fund crashes? Evidence from Chinese open-end funds," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    437. Liao, Tsai-Ling & Huang, Chih-Jen & Wu, Chieh-Yuan, 2011. "Do fund managers herd to counter investor sentiment?," Journal of Business Research, Elsevier, vol. 64(2), pages 207-212, February.
    438. Liu, Feng & Conlon, John R., 2018. "The simplest rational greater-fool bubble model," Journal of Economic Theory, Elsevier, vol. 175(C), pages 38-57.
    439. Barnea, Emanuel & Landskroner, Yoram & Sokoler, Meir, 2015. "Monetary policy and financial stability in a banking economy: Transmission mechanism and policy tradeoffs," Journal of Financial Stability, Elsevier, vol. 18(C), pages 78-90.
    440. Barucci, Emilio & Landi, Leonardo, 1996. "Speculative dynamics with bounded rationality learning," European Journal of Operational Research, Elsevier, vol. 91(2), pages 284-300, June.
    441. Hirshleifer, David & Subrahmanyam, Avanidhar & Titman, Sheridan, 2004. "Feedback and the Success of Irrational Investors," Working Paper Series 2004-8, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    442. Xue-Zhong He, 2003. "Asset Pricing, Volatility and Market Behaviour: A Market Fraction Approach," Research Paper Series 95, Quantitative Finance Research Centre, University of Technology, Sydney.
    443. Shoko Yamane & Hiroyasu Yoneda & Yoshiro Tsutsui, 2019. "Is irrational thinking associated with lower earnings and happiness?," Mind & Society: Cognitive Studies in Economics and Social Sciences, Springer;Fondazione Rosselli, vol. 18(1), pages 87-104, June.
    444. Bui, Dien Giau & Kong, De-Rong & Lin, Chih-Yung & Lin, Tse-Chun, 2023. "Momentum in machine learning: Evidence from the Taiwan stock market," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    445. Korkut A. Erturk, 2006. "Speculation, Liquidity Preference, and Monetary Circulation," Economics Working Paper Archive wp_435, Levy Economics Institute.
    446. Wu-Jen Chuang & Liang-Yuh Ou-Yang & Wen-Chen Lo, 2009. "Nonlinear Market Dynamics Between Stock Returns And Trading Volume: Empirical Evidences From Asian Stock Markets," Analele Stiintifice ale Universitatii "Alexandru Ioan Cuza" din Iasi - Stiinte Economice (1954-2015), Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, vol. 56, pages 621-634, November.
    447. He, Xue-Zhong & Li, Youwei, 2007. "Power-law behaviour, heterogeneity, and trend chasing," Journal of Economic Dynamics and Control, Elsevier, vol. 31(10), pages 3396-3426, October.
    448. Grundy, Bruce D. & Li, Hui, 2010. "Investor sentiment, executive compensation, and corporate investment," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2439-2449, October.
    449. Flynn, Sean M., 2005. "Noise-trading, Costly Arbitrage, and Asset Prices: Evidence from US Closed-end Funds," Vassar College Department of Economics Working Paper Series 71, Vassar College Department of Economics.
    450. Glaeser, Edward L. & Nathanson, Charles G., 2017. "An extrapolative model of house price dynamics," Journal of Financial Economics, Elsevier, vol. 126(1), pages 147-170.
    451. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2015. "Macro News and Commodity Returns," CESifo Working Paper Series 5551, CESifo.
    452. Canepa, Alessandra & Ibnrubbian, Abdullah, 2014. "Does faith move stock markets? Evidence from Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(4), pages 538-550.
    453. A. Felipe Rodrigues & Newton Da Costa & Sergio Da Silva, 2011. "Overconfidence and excess entry: a comparison between students and managers," Economics Bulletin, AccessEcon, vol. 31(3), pages 2549-2557.
    454. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2021. "Investor sentiment and stock returns: Global evidence," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 365-391.
    455. Lee, Kuan-Hui, 2005. "The World Price of Liquidity Risk," Working Paper Series 2006-10, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    456. Jason Childs & Stuart Mestelman, 2004. "Rate of Return Parity in Experimental Asset Markets," Department of Economics Working Papers 2004-01, McMaster University.
    457. Juan A. Lafuente & Manuel Illueca Muñoz, 2004. "Introducing The Mini-Futures Contract On Ibex-35: Implications For Price Discovery And Volatility Transmission," Working Papers. Serie EC 2004-13, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    458. Pouget, Sébastien & Villeneuve, Stéphane, 2012. "A Mind is a Terrible Thing to Change: Confirmation Bias in Financial Markets," IDEI Working Papers 720, Institut d'Économie Industrielle (IDEI), Toulouse, revised Aug 2016.
    459. Cho, Hoon & Ryu, Doojin & Sung, Sangwook, 2017. "Do institutions behave rationally in distressed markets?," Economics Discussion Papers 2017-103, Kiel Institute for the World Economy (IfW Kiel).
    460. Xue-Zhong He & Youwei Li, 2015. "The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30," Research Paper Series 364, Quantitative Finance Research Centre, University of Technology, Sydney.
    461. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
    462. Prajwal Eachempati & Praveen Ranjan Srivastava, 2021. "Accounting for unadjusted news sentiment for asset pricing," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 13(3), pages 383-422, May.
    463. Weisbach, David A., 1997. "Should a Short Sale Against the Box Be a Realization Event?," National Tax Journal, National Tax Association;National Tax Journal, vol. 50(3), pages 495-506, September.
    464. Shoko Yamane & Hiroyasu Yoneda & Yoshiro Tsutsui, 2014. "Are facets of homo economicus associated with higher earnings and happiness," Discussion Papers in Economics and Business 14-33, Osaka University, Graduate School of Economics.
    465. Wen, Fenghua & Xu, Longhao & Ouyang, Guangda & Kou, Gang, 2019. "Retail investor attention and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 65(C).
    466. Agoraki, Maria-Eleni K. & Aslanidis, Nektarios & Kouretas, Georgios P., 2022. "U.S. banks’ lending, financial stability, and text-based sentiment analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 73-90.
    467. Vega, Clara, 2006. "Stock price reaction to public and private information," Journal of Financial Economics, Elsevier, vol. 82(1), pages 103-133, October.
    468. Choi, Paul Moon Sub & Choi, Joung Hwa & Chung, Chune Young, 2020. "Do individual traders undermine firm valuation?," Finance Research Letters, Elsevier, vol. 36(C).
    469. Stambaugh, Robert F. & Yu, Jianfeng & Yuan, Yu, 2012. "The short of it: Investor sentiment and anomalies," Journal of Financial Economics, Elsevier, vol. 104(2), pages 288-302.
    470. Patrick Bayer & Christopher Geissler & Kyle Mangum & James W. Roberts, 2011. "Speculators and Middlemen: The Strategy and Performance of Investors in the Housing Market," NBER Working Papers 16784, National Bureau of Economic Research, Inc.
    471. Igor V. Evstigneev & Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2008. "Evolutionary Finance," Swiss Finance Institute Research Paper Series 08-14, Swiss Finance Institute.
    472. Takumi Ito & Motoki Masuda & Ayaka Naito & Fumiko Takeda, 2021. "Application of Google Trends‐based sentiment index in exchange rate prediction," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(7), pages 1154-1178, November.
    473. Antonio Cabrales, 1993. "Stochastic replicator dynamics," Economics Working Papers 54, Department of Economics and Business, Universitat Pompeu Fabra.
    474. Gopal K. Basak & Pranab Kumar Das & Sugata Marjit & Debashis Mukherjee & Lei Yang, 2019. "British Stock Market, BREXIT and Media Sentiments - A Big Data Analysis," CESifo Working Paper Series 7760, CESifo.
    475. Tuinstra, J. & Wagener, F.O.O., 2000. "On learning equilibria," CeNDEF Working Papers 00-12, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    476. William N. Goetzmann & Ning Zhu & Arturo Bris, 2003. "Efficiency and the Bear: Short Sales and Markets around the World," NBER Working Papers 9466, National Bureau of Economic Research, Inc.
    477. Jakub Steiner & Colin Stewart, 2012. "Price Distortions in High-Frequency Markets," Discussion Papers 1549, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    478. Muhammad Zia Ur Rehman & Zain ul Abidin & Faisal Rizwan & Zaheer Abbas & Sajjad Ahmad Baig, 2017. "How investor sentiments spillover from developed countries to developing countries?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1309096-130, January.
    479. Jane Black & Ian Tonks, 2000. "Time series volatility of commodity futures prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 20(2), pages 127-144, February.
    480. Yin, Libo & Feng, Jiabao, 2019. "Can investors attention on oil markets predict stock returns?," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 786-800.
    481. Kopf, Christian, 2011. "Restoring financial stability in the euro area," CEPS Papers 4292, Centre for European Policy Studies.
    482. Mu, Xiaoyi, 2007. "Weather, storage, and natural gas price dynamics: Fundamentals and volatility," Energy Economics, Elsevier, vol. 29(1), pages 46-63, January.
    483. Reyes, Tomas, 2018. "Limited attention and M&A announcements," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 201-222.
    484. Yasushi Asako & Kozo Ueda, 2014. "The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles," Economic Inquiry, Western Economic Association International, vol. 52(3), pages 1137-1152, July.
    485. Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017. "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 208-218.
    486. Lux, Thomas, 2008. "Sentiment dynamics and stock returns: the case of the German stock market," Kiel Working Papers 1470, Kiel Institute for the World Economy (IfW Kiel).
    487. Ashish Kumar Garg & Subrata Kumar Mitra & Dilip Kumar, 2016. "Do foreign institutional investors herd in emerging markets? A study of individual stocks," DECISION: Official Journal of the Indian Institute of Management Calcutta, Springer;Indian Institute of Management Calcutta, vol. 43(3), pages 281-300, September.
    488. Fernandez-Perez, Adrian & Garel, Alexandre & Indriawan, Ivan, 2020. "Music sentiment and stock returns," Economics Letters, Elsevier, vol. 192(C).
    489. Savor, Pavel & Wilson, Mungo, 2014. "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, vol. 113(2), pages 171-201.
    490. Reitz, Stefan & Taylor, Mark P., 2012. "FX intervention in the yen-US dollar market: A coordination channel perspective," Kiel Working Papers 1765, Kiel Institute for the World Economy (IfW Kiel).
    491. Allen, Franklin & Gale, Douglas, 1995. "A welfare comparison of intermediaries and financial markets in Germany and the US," European Economic Review, Elsevier, vol. 39(2), pages 179-209, February.
    492. Dammak, Wael & Hamad, Salah Ben & de Peretti, Christian & Eleuch, Hichem, 2023. "Pricing of European currency options considering the dynamic information costs," Global Finance Journal, Elsevier, vol. 58(C).
    493. Yu, Jianfeng & Yuan, Yu, 2011. "Investor sentiment and the mean-variance relation," Journal of Financial Economics, Elsevier, vol. 100(2), pages 367-381, May.
    494. Nicky J. Ferguson & Jie Michael Guo & Nicky Herbert Y.T. Lam & Dennis Philip, 2011. "Media Sentiment and UK Stock Returns," Working Papers 2011_06, Durham University Business School.
    495. Zhang, Qian & Li, Zeguang, 2021. "Time-varying risk attitude and the foreign exchange market behavior," Research in International Business and Finance, Elsevier, vol. 57(C).
    496. Breitmayer, Bastian & Massari, Filippo & Pelster, Matthias, 2019. "Swarm intelligence? Stock opinions of the crowd and stock returns," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 443-464.
    497. Chundakkadan, Radeef & Nedumparambil, Elizabeth, 2022. "In search of COVID-19 and stock market behavior," Global Finance Journal, Elsevier, vol. 54(C).
    498. Chen, Haiqiang & Choi, Paul Moon Sub, 2012. "Does information vault Niagara Falls? Cross-listed trading in New York and Toronto," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 175-199.
    499. Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.
    500. Golder, Stefan M., 1999. "Precautionary credit lines: A means to contain contagion in financial markets?," Kiel Discussion Papers 341, Kiel Institute for the World Economy (IfW Kiel).
    501. Hela Namouri & Fredj Jawadi & Zied Ftiti & Néjib Hachicha, 2018. "Threshold effect in the relationship between investor sentiment and stock market returns: a PSTR specification," Applied Economics, Taylor & Francis Journals, vol. 50(5), pages 559-573, January.
    502. Steven Tucker & Yilong Xu, 2024. "Motivations to speculate are the driving forces in experimental asset market bubbles," Working Papers in Economics 24/02, University of Waikato.
    503. Basheer Ahmad & Usman Ali Warraich & Sidra Saeed, 2014. "Impact Of Investor Sentiments On Future Trading," IBT Journal of Business Studies (JBS), Ilma University, Faculty of Management Science, vol. 10(2), pages 16-32.
    504. Rui Fan & Oleksandr Talavera & Vu Tran, 2018. "Does connection with @realDonaldTrump affect stock prices?," Working Papers 2018-07, Swansea University, School of Management.
    505. Summers, Lawrence H. & Waldmann, Robert J. & De Long, J. Bradford & Shleifer, Andrei, 1989. "The Size and Incidence of the Losses from Noise Trading," Scholarly Articles 27693804, Harvard University Department of Economics.
    506. David E. Rapach & Mark E. Wohar, 2005. "Valuation ratios and long‐horizon stock price predictability," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 327-344, March.
    507. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2017. "Behavioral Biases Never Walk Alone," Journal of Sports Economics, , vol. 18(2), pages 99-125, February.
    508. Bohl, Martin T. & Pütz, Alexander & Sulewski, Christoph, 2021. "Speculation and the informational efficiency of commodity futures markets," Journal of Commodity Markets, Elsevier, vol. 23(C).
    509. Alzahrani, Mohammed & Masih, Mansur & Al-Titi, Omar, 2014. "Linear and non-linear Granger causality between oil spot and futures prices: A wavelet based test," Journal of International Money and Finance, Elsevier, vol. 48(PA), pages 175-201.
    510. Peter Temin & Joachim Voth, 2004. "Riding the South Sea bubble," Economics Working Papers 861, Department of Economics and Business, Universitat Pompeu Fabra.
    511. Petrasek, Lubomir, 2010. "Multimarket trading and the cost of debt: evidence from global bonds," Working Paper Series 1212, European Central Bank.
    512. Stephan Schulmeister, 2001. "Profitability and Price Effects of Technical Currency Trading," WIFO Working Papers 140, WIFO.
    513. Haiyuan Yin & Xiangmiao Hu, 2024. "The impact of mainstream financial press attention on stock pricing efficiency in the China stock market," Bulletin of Economic Research, Wiley Blackwell, vol. 76(3), pages 773-796, July.
    514. Tribhuvan N. Puri & George C. Philippatos, 2008. "Asymmetric Volume‐Return Relation and Concentrated Trading in LIFFE Futures," European Financial Management, European Financial Management Association, vol. 14(3), pages 528-563, June.
    515. Aviral Kumar Tiwari & Deven Bathia & Elie Bouri & Rangan Gupta, 2018. "Investor Sentiment Connectedness: Evidence from Linear and Nonlinear Causality Approaches," Working Papers 201814, University of Pretoria, Department of Economics.
    516. Alos-Ferrer, Carlos & Ania, Ana B., 2005. "The asset market game," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 67-90, February.
    517. Coakley, Jerry & Kuo, Jing-Ming & Wood, Andrew, 2012. "The School’s Out effect: A new seasonal anomaly!," The British Accounting Review, Elsevier, vol. 44(3), pages 133-143.
    518. Anita Todea, 2018. "Culture And Stock Price Reaction To Private Information," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 21, pages 117-130, June.
    519. Alex Frino & Caihong Xu & Z. Ivy Zhou, 2022. "Are option traders more informed than Twitter users? A PVAR analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(9), pages 1755-1771, September.
    520. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc.
    521. Zhang, Xuetong & Zhang, Weiguo, 2023. "Information asymmetry, sentiment interactions, and asset price," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    522. Pierluigi Vellucci, 2021. "A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity markets," SN Business & Economics, Springer, vol. 1(3), pages 1-11, March.
    523. Ana Brochado, 2016. "Retail Investor Sentiment: Can We Google It?," EcoMod2016 9341, EcoMod.
    524. Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
    525. Mathias Hoffmann & Ronald MacDonald, 2003. "A Re-examination of the Link between Real Exchange Rates and Real Interest Rate Differentials," CESifo Working Paper Series 894, CESifo.
    526. Alessio Emanuele Biondo, 2018. "Order book microstructure and policies for financial stability," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 35(1), pages 196-218, March.
    527. Stephen Brown & William Goetzmann & Takato Hiraki & Noriyoshi Shiraishi & Masahiro Watanabe, 2002. "Investor Sentiment in Japanese and U.S. Daily Mutual Fund Flows," Yale School of Management Working Papers ysm274, Yale School of Management, revised 01 Apr 2008.
    528. Tingqiang Chen & Binqing Xiao & Haifei Liu, 2018. "Credit Risk Contagion in an Evolving Network Model Integrating Spillover Effects and Behavioral Interventions," Complexity, Hindawi, vol. 2018, pages 1-16, March.
    529. Alós-Ferrer, Carlos & Hügelschäfer, Sabine, 2012. "Faith in intuition and behavioral biases," Journal of Economic Behavior & Organization, Elsevier, vol. 84(1), pages 182-192.
    530. Terrance Odean., 1996. "Volume, Volatility, Price and Profit When All Trader Are Above Average," Research Program in Finance Working Papers RPF-266, University of California at Berkeley.
    531. Sciubba, E., 1999. "The Evolution of Portfolio Rules and the Capital Asset Pricing Model," Cambridge Working Papers in Economics 9909, Faculty of Economics, University of Cambridge.
    532. Nam, Kiseok & Pyun, Chong Soo & Avard, Stephen L., 2001. "Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 807-824, April.
    533. Kamaladdin Fataliyev & Aneesh Chivukula & Mukesh Prasad & Wei Liu, 2021. "Stock Market Analysis with Text Data: A Review," Papers 2106.12985, arXiv.org, revised Jul 2021.
    534. Antonia López-Villavicencio & Valérie Mignon, 2009. "On Equilibrium Exchange Rates: Is Emerging Asia Different?," Working Papers 2009-38, CEPII research center.
    535. Durmaz, Nazif & Kim, Hyeongwoo & Lee, Hyejin & Sun, Yanfei, 2023. "Trend Breaks and the Persistence of Closed-End Mutual Fund Discounts," MPRA Paper 117789, University Library of Munich, Germany.
    536. Thomas Theobald, 2015. "Agent-based risk management – a regulatory approach to financial markets," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 42(5), pages 780-820, October.
    537. Li Lin & Didier Sornette, 2018. "“Speculative Influence Network” during financial bubbles: application to Chinese stock markets," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(2), pages 385-431, July.
    538. Yang Tang & Kairong Hong & Yucheng Zou & Yanwei Zhang, 2021. "Impact of Emotional Perceived Value on the Uncertain Evolution of the Housing Bubble," Mathematics, MDPI, vol. 9(13), pages 1-23, July.
    539. Dindo, Pietro, 2019. "Survival in speculative markets," Journal of Economic Theory, Elsevier, vol. 181(C), pages 1-43.
    540. Swait, Joffre & Adamowicz, Wiktor, 2001. "Choice Environment, Market Complexity, and Consumer Behavior: A Theoretical and Empirical Approach for Incorporating Decision Complexity into Models of Consumer Choice," Organizational Behavior and Human Decision Processes, Elsevier, vol. 86(2), pages 141-167, November.
    541. Bekiros, S. & Diks, C.G.H., 2007. "The Nonlinear Dynamic Relationship of Exchange Rates: Parametric and Nonparametric Causality testing," CeNDEF Working Papers 07-08, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    542. Irresberger, Felix & Mühlnickel, Janina & Weiß, Gregor N.F., 2015. "Explaining bank stock performance with crisis sentiment," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 311-329.
    543. Péter Kondor, 2005. "Rational Trader Risk," FMG Discussion Papers dp533, Financial Markets Group.
    544. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2013. "Reprint of: Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4488-4500.
    545. George W. Evans & Avik Chakraborty, 2006. "Can Perpetual Learning Explain the Forward Premium Puzzle?," University of Oregon Economics Department Working Papers 2006-8, University of Oregon Economics Department, revised 20 Aug 2006.
    546. Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral Finance," Sonderforschungsbereich 504 Publications 03-14, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    547. Vitor Azevedo & Christoph Kaserer & Lucila M. S. Campos, 2021. "Investor sentiment and the time-varying sustainability premium," Journal of Asset Management, Palgrave Macmillan, vol. 22(7), pages 600-621, December.
    548. Kim, Soonho & Na, Haejung, 2020. "Earnings information, arbitrage constraints, and the forecast dispersion anomaly," Finance Research Letters, Elsevier, vol. 35(C).
    549. Fuwei Jiang & Joshua Lee & Xiumin Martin & Guofu Zhou, 2019. "Manager sentiment and stock returns," CEMA Working Papers 677, China Economics and Management Academy, Central University of Finance and Economics.
    550. Chun, Dohyun & Cho, Hoon & Ryu, Doojin, 2020. "Economic indicators and stock market volatility in an emerging economy," Economic Systems, Elsevier, vol. 44(2).
    551. Gianluca Cassese, 2014. "Asset Pricing in an Imperfect World," Papers 1410.6408, arXiv.org.
    552. Macdonald, Ronald & Marsh, Ian W., 1996. "Currency forecasters are heterogeneous: confirmation and consequences," Journal of International Money and Finance, Elsevier, vol. 15(5), pages 665-685, October.
    553. Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline, 2020. "Google search volume and individual investor trading," Journal of Financial Markets, Elsevier, vol. 49(C).
    554. Paul De Grauwe & Marianna Grimaldi, 2014. "Heterogeneity of Agents, Transactions Costs and the Exchange Rate," World Scientific Book Chapters, in: Exchange Rates and Global Financial Policies, chapter 2, pages 33-70, World Scientific Publishing Co. Pte. Ltd..
    555. Chan, Kalok & Hameed, Allaudeen, 2006. "Stock price synchronicity and analyst coverage in emerging markets," Journal of Financial Economics, Elsevier, vol. 80(1), pages 115-147, April.
    556. Stephan Schulmeister, 2005. "The Interaction between Technical Currency Trading and Exchange Rate Fluctuations," WIFO Working Papers 264, WIFO.
    557. Lu, Tsung-Hsun & Shiu, Yung-Ming & Liu, Tsung-Chi, 2012. "Profitable candlestick trading strategies—The evidence from a new perspective," Review of Financial Economics, Elsevier, vol. 21(2), pages 63-68.
    558. Antulio N. Bomfim, "undated". "\"Forecasting the Forecasts of Others:\" Expectational Heterogeneity and Aggregate Dynamics," Finance and Economics Discussion Series 1996-41, Board of Governors of the Federal Reserve System (U.S.), revised 10 Dec 2019.
    559. Heemeijer, Peter & Hommes, Cars & Sonnemans, Joep & Tuinstra, Jan, 2009. "Price stability and volatility in markets with positive and negative expectations feedback: An experimental investigation," Journal of Economic Dynamics and Control, Elsevier, vol. 33(5), pages 1052-1072, May.
    560. Ahmed Salhin & Mo Sherif & Edward Jones, 2016. "Investor Sentiment and Sector Returns," CFI Discussion Papers 1602, Centre for Finance and Investment, Heriot Watt University.
    561. Ashiq Ali & Mark A. Trombley, 2006. "Short Sales Constraints and Momentum in Stock Returns," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 33(3‐4), pages 587-615, April.
    562. Rian Dolphin & Barry Smyth & Ruihai Dong, 2022. "A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets," Papers 2211.06378, arXiv.org.
    563. Adnen Ben Nasr & Matteo Bonato & Riza Demirer & Rangan Gupta, 2018. "Investor Sentiment and Crash Risk in Safe Havens," Working Papers 201804, University of Pretoria, Department of Economics.
    564. Basak, Suleyman & Croitoru, Benjamin, 2004. "On the Role of Arbitrageurs in Rational Markets," CEPR Discussion Papers 4768, C.E.P.R. Discussion Papers.
    565. Liston, Daniel Perez, 2016. "Sin stock returns and investor sentiment," The Quarterly Review of Economics and Finance, Elsevier, vol. 59(C), pages 63-70.
    566. Yao, Jing & Li, Duan, 2013. "Prospect theory and trading patterns," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2793-2805.
    567. Gustavo Adolfo HERNANDEZ DIAZ & Gabriel PIRAQUIVE GALEANO, 2014. "Evolución de los precios de la vivienda en Colombia," Archivos de Economía 11208, Departamento Nacional de Planeación.
    568. Georgas Janata, 2016. "Validity of the Capital Asset Pricing Model (CAPM) for Securities Trading at the Nairobi Securities Exchange (NSE)," Business and Management Research, Business and Management Research, Sciedu Press, vol. 5(4), pages 62-72, December.
    569. Mikael Bask & Carina Selander, 2009. "Robust Taylor rules under heterogeneity in currency trade," International Economics and Economic Policy, Springer, vol. 6(3), pages 283-313, October.
    570. Kaminsky, Graciela Laura & Schmukler, Sergio L., 2002. "Short-run pain, long-run gain : the effects of financial liberalization," Policy Research Working Paper Series 2912, The World Bank.
    571. Ramiah, Vikash & Xu, Xiaoming & Moosa, Imad A., 2015. "Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 89-100.
    572. Hommes, Cars H., 2006. "Heterogeneous Agent Models in Economics and Finance," Handbook of Computational Economics, in: Leigh Tesfatsion & Kenneth L. Judd (ed.), Handbook of Computational Economics, edition 1, volume 2, chapter 23, pages 1109-1186, Elsevier.
    573. Stefan Abrantes Costa & Pedro Manuel Nogueira Reis & Antonio Pedro Soares Pinto, 2020. "Subjective/ Behavioural Factors Influence the PSI 20 and IBEX 35," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 11(5), pages 13-27, October.
    574. Huang, Shao’an & Qiu, Zhigang & Wang, Gaowang & Wang, Xiaodan, 2022. "Government intervention through informed trading in financial markets," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
    575. Zhaobo Zhu & Licheng Sun & Jun Tu & Qiang Ji, 2022. "Oil price shocks and stock market anomalies," Financial Management, Financial Management Association International, vol. 51(2), pages 573-612, June.
    576. Patrick Houlihan & Germán G. Creamer, 2017. "Can Sentiment Analysis and Options Volume Anticipate Future Returns?," Computational Economics, Springer;Society for Computational Economics, vol. 50(4), pages 669-685, December.
    577. Dong, Yan & Huang, Jun, 2022. "Price limits, investor sentiment, and initial public offering underpricing: A quasi-natural experiment based on ChiNext," Emerging Markets Review, Elsevier, vol. 51(PB).
    578. Shiqu Zhou, 2020. "Dynamic incentives in microfinance with commitment‐type borrower," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 53(3), pages 1199-1210, August.
    579. Charteris, Ailie & Musadziruma, Arnold, 2017. "Feedback trading in stock index futures: Evidence from South Africa," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1289-1297.
    580. Subramanian, Chetan & Shin, Jong Kook, 2014. "Monetary Policy and Tobin Taxes: A Welfare Analysis," Staff General Research Papers Archive 37392, Iowa State University, Department of Economics.
    581. Daniele Ballinari & Simon Behrendt, 2021. "How to gauge investor behavior? A comparison of online investor sentiment measures," Digital Finance, Springer, vol. 3(2), pages 169-204, June.
    582. Gunther Capelle-Blancard & Dramane Coulibaly, 2012. "Index Trading and Agricultural Commodity Prices: A Panel Granger Causality Analysis," Post-Print hal-00854079, HAL.
    583. Matthijs Lof, 2015. "Rational Speculators, Contrarians, and Excess Volatility," Management Science, INFORMS, vol. 61(8), pages 1889-1901, August.
    584. Eduard Marinov, 2017. "The 2017 Nobel Prize in Economics," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 117-159.
    585. Bauer, Christian & Herz, Bernhard, 2009. "Monetary and exchange rate stability in South and East Asia," Pacific-Basin Finance Journal, Elsevier, vol. 17(3), pages 352-371, June.
    586. Liang Ye & Yeng-May Tan, 2021. "Noise Trader Risk-Evidence from China’s Stock Market," Capital Markets Review, Malaysian Finance Association, vol. 29(1), pages 59-72.
    587. Derviz, Alexis, 2004. "Asset return dynamics and the FX risk premium in a decentralized dealer market," European Economic Review, Elsevier, vol. 48(4), pages 747-784, August.
    588. Choi, Paul Moon Sub & Choi, Joung Hwa, 2018. "Is individual trading priced in stocks?," Journal of International Money and Finance, Elsevier, vol. 85(C), pages 76-92.
    589. Wang, Jiang & Grossman, Sanford & Campbell, John, 1993. "Trading Volume and Serial Correlation in Stock Returns," Scholarly Articles 3128710, Harvard University Department of Economics.
    590. Shoko Yamane & Hiroyasu Yoneda & Yoshiro Tsutsui, 2012. "Homo Economicus vs. Human Being: Outcomes of Irrationality," ISER Discussion Paper 0844, Institute of Social and Economic Research, Osaka University.
    591. Sayim, Mustafa & Rahman, Hamid, 2015. "An examination of U.S. institutional and individual investor sentiment effect on the Turkish stock market," Global Finance Journal, Elsevier, vol. 26(C), pages 1-17.
    592. Guzmán, Alexander & Mehrotra, Vikas & Morck, Randall & Trujillo, María-Andrea, 2020. "How institutional development news moves an emerging market," Journal of Business Research, Elsevier, vol. 112(C), pages 300-319.
    593. Jacob Boudoukh & Matthew Richardson & YuQing Shen & Robert F. Whitelaw, 2003. "Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market," NBER Working Papers 9515, National Bureau of Economic Research, Inc.
    594. Jeremy C. Stein, 1993. "Prices and Trading Volume in the Housing Market: A Model with Downpayment Effects," NBER Working Papers 4373, National Bureau of Economic Research, Inc.
    595. Albert, Jose Ramon G. & Schou-Zibell, Lotte & Song, Lei Lei, 2012. "A Macroprudential Framework for Monitoring and Examining Financial Soundness," Discussion Papers DP 2012-22, Philippine Institute for Development Studies.
    596. J. P. Krahnen & C. Rieck & E. Theissen, 1999. "Insider trading and portfolio structure in experimental asset markets with a long-lived asset," The European Journal of Finance, Taylor & Francis Journals, vol. 5(1), pages 29-50.
    597. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    598. Jeff Madura & Nivine Richie, 2010. "Overreaction of Exchange-Traded Funds During the Bubble of 1998–2002," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 5, Edward Elgar Publishing.
    599. Deven Bathia & Don Bredin & Dirk Nitzsche, 2016. "International Sentiment Spillovers in Equity Returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(4), pages 332-359, October.
    600. Doojin Ryu & Robert I. Webb & Jinyoung Yu, 2023. "Who pays the liquidity cost? Central bank announcements and adverse selection," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(7), pages 904-924, July.
    601. Nicolau João, 2011. "Purchasing Power Parity Analyzed from a Continuous-Time Model," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(3), pages 1-26, May.
    602. Jana Smith Raedy & Philip Shane & Yanhua Yang, 2006. "Horizon†Dependent Underreaction in Financial Analysts' Earnings Forecasts," Contemporary Accounting Research, John Wiley & Sons, vol. 23(1), pages 291-322, March.
    603. Fischer, Paul E. & Verrecchia, Robert E., 1999. "Public information and heuristic trade," Journal of Accounting and Economics, Elsevier, vol. 27(1), pages 89-124, February.
    604. Hideyuki Kamiryo, 2014. "Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition)," Earth Endogenous System: To Answer the Current Unsolved Economic Problems (Second Edition), Better Advances Press, Canada, edition 2, volume 2, number 02 edited by Yisheng Huang, May.
    605. Ferreira, Miguel A. & Matos, Pedro & Pereira, João Pedro & Pires, Pedro, 2017. "Do locals know better? A comparison of the performance of local and foreign institutional investors," Journal of Banking & Finance, Elsevier, vol. 82(C), pages 151-164.
    606. Guofu Zhou, 2018. "Measuring Investor Sentiment," Annual Review of Financial Economics, Annual Reviews, vol. 10(1), pages 239-259, November.
    607. Bagella, Michele & Becchetti, Leonardo, 1998. "The optimal financing strategy of a high-tech firm: The role of warrants," Journal of Economic Behavior & Organization, Elsevier, vol. 35(1), pages 1-23, March.
    608. Michael Mandler, 2014. "IRRATIONALITY‐PROOFNESS: MARKETS VERSUS GAMES(forthcoming in the International Economic Review)," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 55(2), pages 443-458, May.
    609. Sergeyev, Dmitriy & Iovino, Luigi, 2018. "Central Bank Balance Sheet Policies Without Rational Expectations," CEPR Discussion Papers 13100, C.E.P.R. Discussion Papers.
    610. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Scholarly Articles 33077921, Harvard University Department of Economics.
    611. Franklin Allen & Gary B. Gorton, "undated". "Rational Finite Bubbles," Rodney L. White Center for Financial Research Working Papers 41-88, Wharton School Rodney L. White Center for Financial Research.
    612. Di, Li & Shaiban, Mohammed Sharaf & Hasanov, Akram Shavkatovich, 2021. "The power of investor sentiment in explaining bank stock performance: Listed conventional vs. Islamic banks," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
    613. Cummins, Jason G. & Hassett, Kevin A. & Hubbard, R. Glenn, 1996. "Tax reforms and investment: A cross-country comparison," Journal of Public Economics, Elsevier, vol. 62(1-2), pages 237-273, October.
    614. Liyun Zhou & Chunpeng Yang, 2020. "Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns," Empirical Economics, Springer, vol. 59(1), pages 437-460, July.
    615. Rehman, Mobeen Ur & Sensoy, Ahmet & Eraslan, Veysel & Shahzad, Syed Jawad Hussain & Vo, Xuan Vinh, 2021. "Sensitivity of US equity returns to economic policy uncertainty and investor sentiments," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    616. Kerssenfischer, Mark & Helmus, Caspar, 2024. "Outages in sovereign bond markets," Working Paper Series 2944, European Central Bank.
    617. Kumala, Calvin & Ye, Zhen & Zhu, Yite & Ke, Qiulin, 2024. "Why does price deviate from net asset value? The case of Singaporean infrastructure REITs," International Review of Financial Analysis, Elsevier, vol. 93(C).
    618. Grant, Simon & Quiggin, John, 2003. "The Risk Premium for Equity: Implicatiosn for Resource Allocation, Welfare adn Policy," Working Papers 2003-14, Rice University, Department of Economics.
    619. Zhaobo Zhu & Wenjie Ding & Yi Jin & Dehua Shen, 2023. "Dissecting the Idiosyncratic Volatility Puzzle: A Fundamental Analysis Approach," Post-Print hal-04194180, HAL.
    620. Andrea Giusto, 2013. "Learning to Agree: A New Perspective on Price Drift," Working Papers daleconwp2014-02, Dalhousie University, Department of Economics.
    621. Stefano DellaVigna & Ulrike Malmendier, 2004. "Contract Design and Self-Control: Theory and Evidence," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(2), pages 353-402.
    622. Giovanni Cespa & Xavier Vives, 2011. "Expectations, Liquidity, and Short-term Trading," CESifo Working Paper Series 3390, CESifo.
    623. Sulaiman Al-Jassar, 2019. "Fundamental and Technical Trading in the Emerging Market of an Oil-Based Economy," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 22(01), pages 1-19, March.
    624. Yang, Lisa (Zongfei) & Goh, Jeremy & Chiyachantana, Chiraphol, 2016. "Valuation uncertainty, market sentiment and the informativeness of institutional trades," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 81-98.
    625. Witte, Björn-Christopher, 2013. "Fundamental traders' ‘tragedy of the commons’: Information costs and other determinants for the survival of experts and noise traders in financial markets," Economic Modelling, Elsevier, vol. 32(C), pages 377-385.
    626. Alshammari, Saad & Goto, Shingo, 2022. "What factors drive Saudi stock markets? – Firm characteristics that attract retail trades," International Review of Economics & Finance, Elsevier, vol. 80(C), pages 994-1011.
    627. Bernd Hayo & Ummad Mazhar, 2011. "Monetary Policy Committee Transparency: Measurement,Determinants, and Economic Effects," MAGKS Papers on Economics 201140, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    628. Demmler, Michael & Fernández, Amilcar Orlian, 2024. "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    629. Bart Frijns & Ivan Indriawan, 2018. "Behavioural heterogeneity in the New Zealand stock market," New Zealand Economic Papers, Taylor & Francis Journals, vol. 52(1), pages 53-71, January.
    630. Li, Jinfang, 2017. "Investor sentiment, heterogeneous agents and asset pricing model," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 504-512.
    631. Henock Louis & Amy Sun, 2010. "Investor Inattention and the Market Reaction to Merger Announcements," Management Science, INFORMS, vol. 56(10), pages 1781-1793, October.
    632. Oleg Itskhoki & Dmitry Mukhin, 2021. "Exchange Rate Disconnect in General Equilibrium," Journal of Political Economy, University of Chicago Press, vol. 129(8), pages 2183-2232.
    633. Gallegati, Marco & Ramsey, James B., 2014. "The forward looking information content of equity and bond markets for aggregate investments," Journal of Economics and Business, Elsevier, vol. 75(C), pages 1-24.
    634. Nathan S. Balke & Mark E. Wohar, 2009. "Market fundamentals versus rational bubbles in stock prices: a Bayesian perspective," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(1), pages 35-75.
    635. Ma, Yao & Yang, Baochen & Ye, Tao, 2024. "Quality acceleration and cross-sectional returns: Empirical evidence," Research in International Business and Finance, Elsevier, vol. 69(C).
    636. Shah, Syed Faisal & Albaity, Mohamed, 2022. "The role of trust, investor sentiment, and uncertainty on bank stock return performance: Evidence from the MENA region," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
    637. Yıldırım-Karaman, Seçil, 2018. "Uncertainty in financial markets and business cycles," Economic Modelling, Elsevier, vol. 68(C), pages 329-339.
    638. Jang, Jeewon & Kang, Jangkoo, 2019. "Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 132(1), pages 222-247.
    639. M. E. Bontempi & M. Frigeri & R. Golinelli & M. Squadrani, 2019. "Uncertainty, Perception and the Internet," Working Papers wp1134, Dipartimento Scienze Economiche, Universita' di Bologna.
    640. Danso, Albert & Lartey, Theophilus & Amankwah-Amoah, Joseph & Adomako, Samuel & Lu, Qinye & Uddin, Moshfique, 2019. "Market sentiment and firm investment decision-making," International Review of Financial Analysis, Elsevier, vol. 66(C).
    641. Abakah, Emmanuel Joel Aikins & Adeabah, David & Tiwari, Aviral Kumar & Abdullah, Mohammad, 2023. "Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks," International Review of Financial Analysis, Elsevier, vol. 90(C).
    642. Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
    643. Debata, Byomakesh & Dash, Saumya Ranjan & Mahakud, Jitendra, 2018. "Investor sentiment and emerging stock market liquidity," Finance Research Letters, Elsevier, vol. 26(C), pages 15-31.
    644. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, "undated". "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA.
    645. Szymon Lis, 2022. "Investor Sentiment in Asset Pricing Models: A Review," Working Papers 2022-14, Faculty of Economic Sciences, University of Warsaw.
    646. Sarantis Tsiaplias, 2007. "A Metropolis-in-Gibbs Sampler for Estimating Equity Market Factors," Melbourne Institute Working Paper Series wp2007n18, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    647. Mohamed Ayadi & Hatem Ben-Ameur & Skander Lazrak & Yue Wang, 2013. "Canadian Investors and the Discount on Closed-End Funds," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 69-98, February.
    648. Salomonsson, Marcus, 2006. "Endogenous Noise Traders," SSE/EFI Working Paper Series in Economics and Finance 644, Stockholm School of Economics.
    649. Chueh-Yung Tsao & Ya-Chi Huang, 2018. "Revisiting the issue of survivability and market efficiency with the Santa Fe Artificial Stock Market," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(3), pages 537-560, October.
    650. Yang, Chih-Yuan & Jhang, Ling-Jhen & Chang, Chia-Chien, 2016. "Do investor sentiment, weather and catastrophe effects improve hedging performance? Evidence from the Taiwan options market," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 35-51.
    651. Snell, Andy & Tonks, Ian, 1998. "Testing for asymmetric information and inventory control effects in market maker behaviour on the London Stock Exchange," Journal of Empirical Finance, Elsevier, vol. 5(1), pages 1-25, January.
    652. Takanori Hisada, 2018. "The Effect of Investor Sentiment toward an Exchange Merger on Liquidity," International Journal of Economics and Financial Issues, Econjournals, vol. 8(2), pages 315-318.
    653. Nedeljkovic, Milan, 2008. "Testing for Smooth Transition Nonlinearity in Adjustments of Cointegrating Systems," The Warwick Economics Research Paper Series (TWERPS) 876, University of Warwick, Department of Economics.
    654. Oliver Borgards & Robert L. Czudaj, 2022. "Long-short speculator sentiment in agricultural commodity markets," Chemnitz Economic Papers 055, Department of Economics, Chemnitz University of Technology, revised Jan 2022.
    655. Mei-Chen Lin, 2020. "When analysts encounter lottery-like stocks: lottery-like stocks and analyst stock recommendations," Review of Quantitative Finance and Accounting, Springer, vol. 55(1), pages 327-353, July.
    656. Weng, Pei-Shih, 2018. "Lucky issuance: The role of numerological superstitions in irrational return premiums," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 79-91.
    657. Eli Ofek & Matthew Richardson, 2001. "DotCom Mania: The Rise and Fall of Internet Stock Prices," NBER Working Papers 8630, National Bureau of Economic Research, Inc.
    658. Bauer, Christian & Herz, Bernhard, 2005. "Technical trading, monetary policy, and exchange rate regimes," Global Finance Journal, Elsevier, vol. 15(3), pages 281-302, February.
    659. Matthew Greenwood-Nimmo & Viet Hoang Nguyen & Yongcheol Shin, 2014. "Quantifying Informational Linkages in a Global Model of Currency Spot Markets," Melbourne Institute Working Paper Series wp2014n17, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    660. Dan Bernhardt & Ryan J. Davies & John Spicer, 2006. "Long‐term information, short‐lived securities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(5), pages 466-502, May.
    661. Hommes, Cars, 2018. "Behavioral & experimental macroeconomics and policy analysis: a complex systems approach," Working Paper Series 2201, European Central Bank.
    662. Silver, Steven D. & Raseta, Marko & Bazarova, Alina, 2023. "Stochastic resonance in the recovery of signal from agent price expectations," Chaos, Solitons & Fractals, Elsevier, vol. 174(C).
    663. Huck, Steffen & Müller, Wieland, 1998. "Why the rich are nastier than the poor: A note on optimal punishment," SFB 373 Discussion Papers 1998,8, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
    664. Oguzhan Cepni & Rangan Gupta, 2020. "Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment," Working Papers 202039, University of Pretoria, Department of Economics.
    665. Dhasmana, Samriddhi & Ghosh, Sajal & Kanjilal, Kakali, 2023. "Does investor sentiment influence ESG stock performance? Evidence from India," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    666. Maximilian-Benedikt Herwarth Kohn & Pedro L. Valls Pereira, 2017. "Speculative bubbles and contagion: Analysis of volatility’s clusters during the DotCom bubble based on the dynamic conditional correlation model," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1411453-141, January.
    667. P. Manasse & G. Moramarco & G. Trigilia, 2020. "Exchange Rates and Political Uncertainty: The Brexit Case," Working Papers wp1141, Dipartimento Scienze Economiche, Universita' di Bologna.
    668. Michele Costola & Massimiliano Caporin, 2015. "Rational learning for risk-averse investors by conditioning on behavioral choices," Working Papers 2015:16, Department of Economics, University of Venice "Ca' Foscari".
    669. Alison Tarditi & Gordon Menzies, 1991. "Monthly Movements in the Australian Dollar and Real Short-term Interest Differentials: An Application of the Kalman Filter," RBA Research Discussion Papers rdp9111, Reserve Bank of Australia.
    670. Abreu, Dilip & Brunnermeier, Markus K., 2002. "Synchronization risk and delayed arbitrage," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 341-360.
    671. Kaplanski, Guy & Levy, Haim, 2017. "Analysts and sentiment: A causality study," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 315-327.
    672. Yang, Chunpeng & Wu, Huihui, 2019. "Chasing investor sentiment in stock market," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
    673. Koubaa, Yosra & Slim, Skander, 2019. "The relationship between trading activity and stock market volatility: Does the volume threshold matter?," Economic Modelling, Elsevier, vol. 82(C), pages 168-184.
    674. De Grauwe, Paul & Grimaldi, Marianna, 2004. "Bubbles and Crashes in a Behavioural Finance Model," Working Paper Series 164, Sveriges Riksbank (Central Bank of Sweden).
    675. Yin-Wong Cheung & Menzie D. Chinn, 1999. "Traders, Market Microstructure and Exchange Rate Dynamics," NBER Working Papers 7416, National Bureau of Economic Research, Inc.
    676. Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023. "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    677. Alasdair Brown, 2013. "Information Acquisition in Ostensibly Efficient Markets," University of East Anglia Applied and Financial Economics Working Paper Series 043, School of Economics, University of East Anglia, Norwich, UK..
    678. Keiber, Karl Ludwig & Samyschew, Helene, 2017. "The world price of sentiment risk," Global Finance Journal, Elsevier, vol. 32(C), pages 62-82.
    679. Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1993. "Empirical perspectives on national index funds," Policy Research Working Paper Series 1206, The World Bank.
    680. Dahmene, Meriam & Boughrara, Adel & Slim, Skander, 2021. "Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 676-699.
    681. Mahani, Reza S. & Poteshman, Allen M., 2008. "Overreaction to stock market news and misevaluation of stock prices by unsophisticated investors: Evidence from the option market," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 635-655, September.
    682. Anufriev, Mikhail & Bottazzi, Giulio & Pancotto, Francesca, 2006. "Equilibria, stability and asymptotic dominance in a speculative market with heterogeneous traders," Journal of Economic Dynamics and Control, Elsevier, vol. 30(9-10), pages 1787-1835.
    683. Pierdzioch, Christian & Stadtmann, Georg, 1999. "Komplexe Aktien- und Wechselkursdynamik in einem makroökonomischen Modell mit heterogener Erwartungsbildung," Kiel Working Papers 911, Kiel Institute for the World Economy (IfW Kiel).
    684. Griffin, John M. & Nardari, Federico & Stulz, Rene M., 2005. "Do Investors Trade More When Stocks Have Performed Well? Evidence from 46 Countries," Working Paper Series 2005-12, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    685. Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola, 2009. "A Computational View of Market Efficiency," Papers 0908.4580, arXiv.org.
    686. Santi, Caterina, 2023. "Investor climate sentiment and financial markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
    687. Riso, Luigi & Vacca, Gianmarco, 2024. "Sentiment dynamics and volatility: A study based on GARCH-MIDAS and machine learning," Finance Research Letters, Elsevier, vol. 62(PB).
    688. Sidika Gulfem Bayram, 2017. "Rational–Irrational Investor Sentiments and Emerging Stock Market Returns: A Comparison from Turkey," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 16(3), pages 219-245, December.
    689. Prashant Das & Julia Freybote & Gianluca Marcato, 2015. "An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 160-189, August.
    690. Jeffrey Wurgler & Ekaterina Zhuravskaya, 2000. "Does Arbitrage Flatten Demand Curves for Stocks?," Yale School of Management Working Papers ysm152, Yale School of Management, revised 01 Nov 2001.
    691. John Fender, 2020. "Beyond the efficient markets hypothesis: Towards a new paradigm," Bulletin of Economic Research, Wiley Blackwell, vol. 72(3), pages 333-351, July.
    692. Tedeschi, Gabriele & Iori, Giulia & Gallegati, Mauro, 2012. "Herding effects in order driven markets: The rise and fall of gurus," Journal of Economic Behavior & Organization, Elsevier, vol. 81(1), pages 82-96.
    693. Yao, Yaqiong, 2012. "Momentum, contrarian, and the January seasonality," Journal of Banking & Finance, Elsevier, vol. 36(10), pages 2757-2769.
    694. Palomino, F.A. & Renneboog, L.D.R. & Zhang, C., 2008. "Information Salience, Investor Sentiment, and Stock Returns : The Case of British Soccer Betting," Other publications TiSEM 91f34e3c-7702-4ab3-bf1d-7, Tilburg University, School of Economics and Management.
    695. Piehler, Maximilian, 2020. "Prospect Theory and Stock Returns During Bubbles," Junior Management Science (JUMS), Junior Management Science e. V., vol. 5(3), pages 262-294.
    696. Chien‐Chiang Lee & Chi‐Chuan Lee & Donald Lien, 2019. "Do country risk and financial uncertainty matter for energy commodity futures?," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(3), pages 366-383, March.
    697. Li, Jinlu, 2010. "Some solutions to the equity premium and volatility puzzles," MPRA Paper 26833, University Library of Munich, Germany, revised 01 Aug 2010.
    698. Shanken, Jay & Tamayo, Ane, 2012. "Payout yield, risk, and mispricing: A Bayesian analysis," Journal of Financial Economics, Elsevier, vol. 105(1), pages 131-152.
    699. Kazuhiro Hiraki & George Skiadopoulos, 2018. "The Contribution of Frictions to Expected Returns," Working Papers 874, Queen Mary University of London, School of Economics and Finance.
    700. Thorsten Hens & Klaus Reiner Schenk-Hoppé, 2004. "Survival of the Fittest on Wall Street," Discussion Papers 04-03, University of Copenhagen. Department of Economics.
    701. López Villavicencio, Antonia, 2008. "Nonlinearities or outliers in real exchange rates?," Economic Modelling, Elsevier, vol. 25(4), pages 714-730, July.
    702. Verma, Rahul & Soydemir, Gökçe, 2009. "The impact of individual and institutional investor sentiment on the market price of risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 49(3), pages 1129-1145, August.
    703. Brooks, Chris & Kappou, Konstantina & Stevenson, Simon & Ward, Charles, 2013. "The performance effects of composition changes on sector specific stock indices: The case of European listed real estate," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 132-142.
    704. Brack, Estelle, 2009. "États-Unis,“soupe primitive” de la crise financière [The United-States : "primitive soup" of the financial turmoil]," MPRA Paper 23480, University Library of Munich, Germany.
    705. Lee, Eunju & Piqueira, Natalia, 2017. "Short selling around the 52-week and historical highs," Journal of Financial Markets, Elsevier, vol. 33(C), pages 75-101.
    706. Zhenxi Chen, 2020. "Regional financial market bloc and spillover of the financial crisis: A heterogeneous agents approach," Manchester School, University of Manchester, vol. 88(2), pages 262-281, March.
    707. Enwei Zhu & Jing Wu & Hongyu Liu & Keyang Li, 2023. "A Sentiment Index of the Housing Market in China: Text Mining of Narratives on Social Media," The Journal of Real Estate Finance and Economics, Springer, vol. 66(1), pages 77-118, January.
    708. Li, Yi & Shen, Dehua & Wang, Pengfei & Zhang, Wei, 2019. "Do analyst recommendations matter for rival companies?," International Review of Financial Analysis, Elsevier, vol. 65(C).
    709. Kenneth A. Froot & Paul G. J. O'Connell, 2003. "The Risk Tolerance of International Investors," NBER Working Papers 10157, National Bureau of Economic Research, Inc.
    710. Berben, R-P. & van Dijk, D.J.C., 1998. "Does the absence of cointegration explain the typical findings in long horizon regressions?," Econometric Institute Research Papers EI 9814, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
    711. Massimiliano Castellani & Pierpaolo Pattitoni & Roberto Patuelli, 2015. "Abnormal Returns of Soccer Teams," Journal of Sports Economics, , vol. 16(7), pages 735-759, October.
    712. Ngene, Geoffrey M. & Wang, Jinghua, 2024. "Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 743-761.
    713. Richard Frankel & Jared Jennings & Joshua Lee, 2022. "Disclosure Sentiment: Machine Learning vs. Dictionary Methods," Management Science, INFORMS, vol. 68(7), pages 5514-5532, July.
    714. C. Meneghetti & Ryan Williams & S. C. Xiao, 2022. "The Market for Corporate Control as a Limit to Short Arbitrage," Post-Print hal-04211499, HAL.
    715. Robert Andrew & John Broadbent, 1994. "Reserve Bank Operations in the Foreign Exchange Market: Effectiveness and Profitability," RBA Research Discussion Papers rdp9406, Reserve Bank of Australia.
    716. Matthew Spiegel, 1996. "Stock Price Volatility in a Multiple Security Overlapping Generations Model," Finance 9608002, University Library of Munich, Germany.
    717. Thomas Gilbert & Shimon Kogan & Lars Lochstoer & Ataman Ozyildirim, 2007. "Investor Inattention and the Market Impact of Summary Statistics," GSIA Working Papers 2006-E24, Carnegie Mellon University, Tepper School of Business.
    718. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
    719. Hirshleifer, David & Jiang, Danling, 2007. "Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns," MPRA Paper 16134, University Library of Munich, Germany, revised 08 Jul 2009.
    720. Artyom Durnev & Randall Morck & Bernard Yeung, 2001. "Does Firm-specific Information in Stock Prices Guide Capital Allocation?," NBER Working Papers 8093, National Bureau of Economic Research, Inc.
    721. Troy Tassier, 2013. "Handbook of Research on Complexity, by J. Barkley Rosser, Jr. and Edward Elgar," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 39(1), pages 132-133.
    722. Jouini, Elyès & Napp, Clotilde, 2015. "Gurus and belief manipulation," Economic Modelling, Elsevier, vol. 49(C), pages 11-18.
    723. Agliari, A. & Hommes, C.H. & Pecora, N., 2015. "Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation," CeNDEF Working Papers 15-05, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    724. Baars, Maren & Mohrschladt, Hannes, 2021. "An alternative behavioral explanation for the MAX effect," Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 868-886.
    725. Hommes, Cars & in ’t Veld, Daan, 2017. "Booms, busts and behavioural heterogeneity in stock prices," Journal of Economic Dynamics and Control, Elsevier, vol. 80(C), pages 101-124.
    726. H. F. Baklaci & O. Olgun & E. Can, 2011. "Noise traders: a new approach to understand the phantom of stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(11), pages 1035-1041.
    727. Naeem, Muhammad Abubakr & Farid, Saqib & Faruk, Balli & Shahzad, Syed Jawad Hussain, 2020. "Can happiness predict future volatility in stock markets?," Research in International Business and Finance, Elsevier, vol. 54(C).
    728. Christopher J. Neely, 2005. "The case for foreign exchange intervention: the government as an active reserve manager," Working Papers 2004-031, Federal Reserve Bank of St. Louis.
    729. Lavička, H. & Lichard, T. & Novotný, J., 2016. "Sand in the wheels or wheels in the sand? Tobin taxes and market crashes," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
    730. Damette, Olivier, 2016. "Mixture Distribution Hypothesis And The Impact Of A Tobin Tax On Exchange Rate Volatility: A Reassessment," Macroeconomic Dynamics, Cambridge University Press, vol. 20(6), pages 1600-1622, September.
    731. Banti, Chiara & Phylaktis, Kate & Sarno, Lucio, 2012. "Global liquidity risk in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 31(2), pages 267-291.
    732. Paul Grauwe & Hans Dewachter, 1993. "A chaotic model of the exchange rate: The role of fundamentalists and chartists," Open Economies Review, Springer, vol. 4(4), pages 351-379, December.
    733. Jaroslav Bukovina, 2015. "Sentiment and blue-chip returns. Firm level evidence from a dynamic threshold model," MENDELU Working Papers in Business and Economics 2015-53, Mendel University in Brno, Faculty of Business and Economics.
    734. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Tiwari, Aviral Kumar & Wali Ullah, G M, 2024. "Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets," Research in International Business and Finance, Elsevier, vol. 69(C).
    735. Hirose, Takehide & Kato, Hideaki Kiyoshi & Bremer, Marc, 2009. "Can margin traders predict future stock returns in Japan?," Pacific-Basin Finance Journal, Elsevier, vol. 17(1), pages 41-57, January.
    736. Glaeser, Edward L. & Gyourko, Joseph & Saiz, Albert, 2008. "Housing supply and housing bubbles," Journal of Urban Economics, Elsevier, vol. 64(2), pages 198-217, September.
    737. Frijns, Bart & Koellen, Esther & Lehnert, Thorsten, 2008. "On the determinants of portfolio choice," Journal of Economic Behavior & Organization, Elsevier, vol. 66(2), pages 373-386, May.
    738. Stavros Peristiani & Vanessa Savino, 2011. "Are credit default swaps associated with higher corporate defaults?," Staff Reports 494, Federal Reserve Bank of New York.
    739. Guo, Liwen & Cheng, Zhiming & Tani, Massimiliano & Cook, Sarah & Zhao, Jiaqi & Chen, Xi, 2023. "Air Pollution and Entrepreneurship," IZA Discussion Papers 16319, Institute of Labor Economics (IZA).
    740. Choi, Jongmoo Jay & Kedar-Levy, Haim & Yoo, Sean Sehyun, 2015. "Are individual or institutional investors the agents of bubbles?," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 1-22.
    741. Guglielmo Maria Caporale & Antoaneta Serguieva & Hao Wu, 2008. "Financial Contagion: Evolutionary Optimisation of a Multinational Agent-Based Model," CESifo Working Paper Series 2444, CESifo.
    742. Ricarda B. Bouncken & Yixin Qiu & Noemi Sinkovics & Wolfgang Kürsten, 2021. "Qualitative research: extending the range with flexible pattern matching," Review of Managerial Science, Springer, vol. 15(2), pages 251-273, February.
    743. Thanh Huong Nguyen, 2019. "Information and Noise in Stock Markets: Evidence on the Determinants and Effects Using New Empirical Measures," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 7-2019, January-A.
    744. Korkut A. ErtŸrk, 2005. "Macroeconomics of Speculation," Economics Working Paper Archive wp_424, Levy Economics Institute.
    745. Celso Brunetti & Bahattin Bykahin & Jeffrey H. Harris, 2013. "Herding and Speculation in the Crude Oil Market," The Energy Journal, , vol. 34(3), pages 83-104, July.
    746. Yao, Can-Zhong & Li, Hong-Yu, 2020. "Time-varying lead–lag structure between investor sentiment and stock market," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    747. Carolin Pflueger & Emil Siriwardane & Adi Sunderam, 2019. "Financial Market Risk Perceptions and the Macroeconomy," NBER Working Papers 26290, National Bureau of Economic Research, Inc.
    748. Bissoondoyal-Bheenick, Emawtee & Do, Hung & Hu, Xiaolu & Zhong, Angel, 2022. "Sentiment and stock market connectedness: Evidence from the U.S. – China trade war," International Review of Financial Analysis, Elsevier, vol. 80(C).
    749. Li, Yulin, 2021. "Investor sentiment and sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 115(C).
    750. Siganos, Antonios & Vagenas-Nanos, Evangelos & Verwijmeren, Patrick, 2014. "Facebook's daily sentiment and international stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 730-743.
    751. Zheng, Zeyu & Gui, Jun & Qiao, Zhi & Fu, Yang & Stanley, H.Eugene & Li, Baowen, 2019. "New dynamics between volume and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 525(C), pages 1343-1350.
    752. John A. Doukas & Xiao Han, 2021. "Sentiment‐scaled CAPM and market mispricing," European Financial Management, European Financial Management Association, vol. 27(2), pages 208-243, March.
    753. Chen, Rongda & Bao, Weiwei & Jin, Chenglu, 2021. "Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 112-129.
    754. Boudoukh, Jacob & Richardson, Matthew & Shen, YuQing (Jeff) & Whitelaw, Robert F., 2007. "Do asset prices reflect fundamentals? Freshly squeezed evidence from the OJ market," Journal of Financial Economics, Elsevier, vol. 83(2), pages 397-412, February.
    755. Pierdzioch, Christian, 2004. "Feedback Trading and Predictability of Stock Returns in Germany, 1880?1913," Kiel Working Papers 1213, Kiel Institute for the World Economy (IfW Kiel).
    756. J. de Dreu & J.A. Bikker, 2009. "Pension fund sophistication and investment policy," Working Papers 09-13, Utrecht School of Economics.
    757. Hu, Zongyi & Li, Chao, 2015. "Investor Sentiment and Irrational Speculative Bubble Model," MPRA Paper 62108, University Library of Munich, Germany.
    758. Yacine Aït-Sahalia, "undated". "Dynamic Equilibrium and Volatility in Financial Asset Markets," CRSP working papers 331, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
    759. Basak, Suleyman, 2000. "A model of dynamic equilibrium asset pricing with heterogeneous beliefs and extraneous risk," Journal of Economic Dynamics and Control, Elsevier, vol. 24(1), pages 63-95, January.
    760. Antonio E. Bernardo & Ivo Welch, 2004. "Liquidity and Financial Market Runs," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 119(1), pages 135-158.
    761. Gruen, D.W.R. & Gizycki, M.C., 1993. "Explaining Forward Discount Bias: Is It Anchoring?," Papers 164, Princeton, Woodrow Wilson School - Public and International Affairs.
    762. Jeffrey A. Frankel & Sergio L. Schmukler, 1996. "Country Fund Discounts, Asymmetric Information and the Mexican Crisis of 1994: Did Local Residents Turn Pessimistic Before International Investors?," NBER Working Papers 5714, National Bureau of Economic Research, Inc.
    763. Rizzo, Emanuele, 2018. "Essays on corporate governance and the impact of regulation on financial markets," Other publications TiSEM b5158260-ea13-4763-b992-6, Tilburg University, School of Economics and Management.
    764. Dominique Dupont, 1998. "Equilibrium price with institutional investors and with naive traders," Finance and Economics Discussion Series 1998-23, Board of Governors of the Federal Reserve System (U.S.).
    765. John Garcia, 2021. "Analyst herding and firm-level investor sentiment," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 35(4), pages 461-494, December.
    766. Huang, Ying Sophie & Guo, Feng & Ma, Lina, 2023. "Do M&A funds create value in Chinese listed firms?," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    767. Madsen, Jakob B., 2012. "A behavioral model of house prices," Journal of Economic Behavior & Organization, Elsevier, vol. 82(1), pages 21-38.
    768. Jose Apesteguia & Jörg Oechssler & Simon Weidenholzer, 2020. "Copy Trading," Management Science, INFORMS, vol. 66(12), pages 5608-5622, December.
      • Jose Apesteguia & Jörg Oechssler & Simon Weidenholzer, 2018. "Copy trading," Economics Working Papers 1615, Department of Economics and Business, Universitat Pompeu Fabra, revised Sep 2019.
      • Jose Apesteguia & Jörg Oechssler & Simon Weidenholzer, 2018. "Copy Trading," Working Papers 1048, Barcelona School of Economics.
      • Apesteguia, Jose & Oechssler, Jörg & Weidenholzer, Simon, 2018. "Copy Trading," Working Papers 0649, University of Heidelberg, Department of Economics.
    769. Daniel, Kent & Hirshleifer, David & Teoh, Siew Hong, 2002. "Investor psychology in capital markets: evidence and policy implications," Journal of Monetary Economics, Elsevier, vol. 49(1), pages 139-209, January.
    770. Areal, Francisco J. & Balcombe, Kelvin G. & Rapsomanikis, George, 2014. "Testing for bubbles in agricultural commodity markets," ESA Working Papers 288981, Food and Agriculture Organization of the United Nations, Agricultural Development Economics Division (ESA).
    771. William Butos & Roger Koppl, 1993. "Hayekian expectations: Theory and empirical applications," Constitutional Political Economy, Springer, vol. 4(3), pages 303-329, September.
    772. Robert J. Shiller, 2003. "From Efficient Markets Theory to Behavioral Finance," Journal of Economic Perspectives, American Economic Association, vol. 17(1), pages 83-104, Winter.
    773. Baker, Malcolm & Wurgler, Jeffrey & Yuan, Yu, 2012. "Global, local, and contagious investor sentiment," Journal of Financial Economics, Elsevier, vol. 104(2), pages 272-287.
    774. Kearney, Colm & Daly, Kevin, 1997. "Monetary volatility and real output volatility: An empirical model of the financial transmission mechanism in Australia," International Review of Financial Analysis, Elsevier, vol. 6(2), pages 77-95.
    775. Paul Grauwe, 2010. "The scientific foundation of dynamic stochastic general equilibrium (DSGE) models," Public Choice, Springer, vol. 144(3), pages 413-443, September.
    776. Committee, Nobel Prize, 2017. "Richard H. Thaler: Integrating Economics with Psychology," Nobel Prize in Economics documents 2017-1, Nobel Prize Committee.
    777. Truong, Quang-Thai & Tran, Quynh-Nhu & Bakry, Walid & Nguyen, Duc Nguyen & Al-Mohamad, Somar, 2021. "Football sentiment and stock market returns: Evidence from a frontier market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    778. Zghal, Imen & Ben Hamad, Salah & Eleuch, Hichem & Nobanee, Haitham, 2020. "The effect of market sentiment and information asymmetry on option pricing," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    779. Haberer, Markus, 2004. "Might a Securities Transactions Tax Mitigate Excess Volatility? Some Evidence From the Literature," CoFE Discussion Papers 04/06, University of Konstanz, Center of Finance and Econometrics (CoFE).
    780. David Hirshleifer & Siew Hong Teoh, 2009. "The Psychological Attraction Approach to Accounting and Disclosure Policy," Contemporary Accounting Research, John Wiley & Sons, vol. 26(4), pages 1067-1090, December.
    781. Cho, Dooyeon & Chun, Sungju, 2019. "Can structural changes in the persistence of the forward premium explain the forward premium anomaly?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 225-235.
    782. Ursule Yvanna Otek Ntsama & Chen Yan & Alireza Nasiri & Abdel Hamid Mbouombouo Mboungam, 2021. "Green bonds issuance: insights in low- and middle-income countries," International Journal of Corporate Social Responsibility, Springer, vol. 6(1), pages 1-9, December.
    783. Edenhofer, Ottmar & Flachsland, Christian & Kalkuhl, Matthias & Knopf, Brigitte & Pahle, Michael, 2019. "Optionen für eine CO2-Preisreform," Working Papers 04/2019, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
    784. Leonardo Becchetti & Michele Bagella & Fabrizio Adriani, 2003. "Observed and 'Fundamental' Price Earning Ratios: A Comparative Analysis of High-tech Stock Evaluation in the US and in Europe," CEIS Research Paper 34, Tor Vergata University, CEIS.
    785. Benos, Alexandros V., 1998. "Aggressiveness and survival of overconfident traders," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 353-383, September.
    786. Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
    787. Roberto J. Santillán-Salgado, 2011. "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 6(1), pages 87-102, Julio-Dic.
    788. Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022. "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
    789. Ramit Sawhney & Shivam Agarwal & Vivek Mittal & Paolo Rosso & Vikram Nanda & Sudheer Chava, 2022. "Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models," Papers 2206.06320, arXiv.org.
    790. Kevin J. Lansing, 2007. "Rational and near-rational bubbles without drift," Working Paper Series 2007-10, Federal Reserve Bank of San Francisco.
    791. Oliver Williams & Stephen Satchell, 2011. "Social welfare issues of financial literacy and their implications for regulation," Journal of Regulatory Economics, Springer, vol. 40(1), pages 1-40, August.
    792. Honohan, Patrick, 1999. "A model of bank contagion through lending," International Review of Economics & Finance, Elsevier, vol. 8(2), pages 147-163, June.
    793. Marey, Philip S., 2004. "Exchange rate expectations: controlled experiments with artificial traders," Journal of International Money and Finance, Elsevier, vol. 23(2), pages 283-304, March.
    794. Liu, Shinhua, 2010. "Transaction costs and market efficiency: Evidence from commission deregulation," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(3), pages 352-360, August.
    795. G. Glenn Baigent, 2003. "Competitive Markets and Aggregate Information," Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 593-606, Fall.
    796. Wei, Jason, 2018. "Behavioral biases in the corporate bond market," Journal of Empirical Finance, Elsevier, vol. 46(C), pages 34-55.
    797. Elizabeth Bailey, 2015. "Behavioral Economics and U.S. Antitrust Policy," Review of Industrial Organization, Springer;The Industrial Organization Society, vol. 47(3), pages 355-366, November.
    798. Ali Yavuz Polat, 2018. "Subprime Mortgages And Lending Bubbles," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 21(2), pages 191-216, October.
    799. Kinyua, Johnson D. & Mutigwe, Charles & Cushing, Daniel J. & Poggi, Michael, 2021. "An analysis of the impact of President Trump’s tweets on the DJIA and S&P 500 using machine learning and sentiment analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    800. Jackson, Antony & Ladley, Daniel, 2016. "Market ecologies: The effect of information on the interaction and profitability of technical trading strategies," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 270-280.
    801. Olivier Blanchard & Changyong Rhee & Lawrence Summers, 1993. "The Stock Market, Profit, and Investment," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(1), pages 115-136.
    802. John Hua Fan & Tingxi Zhang, 2020. "The untold story of commodity futures in China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 671-706, April.
    803. George M. Korniotis & Alok Kumar & Jeremy K. Page, 2020. "Investor sophistication and asset prices," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 557-579, October.
    804. Basak, Suleyman, 2005. "Asset pricing with heterogeneous beliefs," Journal of Banking & Finance, Elsevier, vol. 29(11), pages 2849-2881, November.
    805. Guégan, Dominique & Renault, Thomas, 2021. "Does investor sentiment on social media provide robust information for Bitcoin returns predictability?," Finance Research Letters, Elsevier, vol. 38(C).
    806. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2015. "Investment Horizons and Price Indeterminacy in Financial Markets," Cowles Foundation Discussion Papers 2001, Cowles Foundation for Research in Economics, Yale University.
    807. Dash, Saumya Ranjan & Maitra, Debasish, 2019. "The relationship between emerging and developed market sentiment: A wavelet-based time-frequency analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 22(C), pages 135-150.
    808. Sendhil Mullainathan & Andrei Shleifer, 2005. "The Market for News," American Economic Review, American Economic Association, vol. 95(4), pages 1031-1053, September.
    809. Chiarella, Carl & He, Xue-Zhong, 2003. "Heterogeneous Beliefs, Risk, And Learning In A Simple Asset-Pricing Model With A Market Maker," Macroeconomic Dynamics, Cambridge University Press, vol. 7(4), pages 503-536, September.
    810. Baker, Malcolm & Savasoglu, Serkan, 2002. "Limited arbitrage in mergers and acquisitions," Journal of Financial Economics, Elsevier, vol. 64(1), pages 91-115, April.
    811. Stefano Battilossi & Stefan O. Houpt, 2009. "Predicting institutional collapse: stock markets, political violence and the Spanish Civil War, 1920-36," Working Papers 9002, Economic History Society.
    812. Maria do Rosario Correia & Christian Gokus & Andrew Hughes Hallett & Christian Richter, 2016. "A Dynamic Analysis of the Determinants of the Greek Credit Default Swaps," Working Papers 41, The German University in Cairo, Faculty of Management Technology.
    813. Datta, Bikramaditya & Sethi, Rajiv, 2023. "The dynamics of leverage and the belief distribution of wealth," Journal of Economic Behavior & Organization, Elsevier, vol. 212(C), pages 20-31.
    814. Fabrice Rousseau & Laurent Germain & Fabrice Rousseau & Anne Vanhems, 2008. "Irrational Financial Markets," Economics Department Working Paper Series n1870108.pdf, Department of Economics, National University of Ireland - Maynooth.
    815. Hua, Wei & Wei, Peihwang, 2017. "National culture, population age, and other country factors in volume–price volatility relationship," Global Finance Journal, Elsevier, vol. 32(C), pages 83-96.
    816. David Hirshleifer & James N. Myers & Linda A. Myers & Siew Hong Teoh, 2004. "Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades," Finance 0412003, University Library of Munich, Germany.
    817. Kazuo Sano, 2022. "Intelligence and Global Bias in the Stock Market," Papers 2210.16113, arXiv.org.
    818. Dieckelmann, Daniel, 2021. "Market sentiment, financial fragility, and economic activity: The role of corporate securities issuance," Discussion Papers 2021/6, Free University Berlin, School of Business & Economics.
    819. LeBaron, Blake & Arthur, W. Brian & Palmer, Richard, 1999. "Time series properties of an artificial stock market," Journal of Economic Dynamics and Control, Elsevier, vol. 23(9-10), pages 1487-1516, September.
    820. Dimitris Papadimitriou, 2023. "Trading under uncertainty about other market participants," The Financial Review, Eastern Finance Association, vol. 58(2), pages 343-367, May.
    821. Doron Sonsino & Tal Shavit, 2014. "Return prediction and stock selection from unidentified historical data," Quantitative Finance, Taylor & Francis Journals, vol. 14(4), pages 641-655, April.
    822. Josh Stillwagon, 2013. "Currency Risk and Imperfect Knowledge: Volatility and Long Swings around Benchmark Values," Working Papers 1315, Trinity College, Department of Economics.
    823. J. Bradford De Long & Andrei Shleifer, "undated". "The Stock Market Bubble of 1929: Evidence from Closed-End Funds," J. Bradford De Long's Working Papers _120, University of California at Berkeley, Economics Department.
    824. Emilio Barucci & Marco Casna, 2014. "On the Market Selection Hypothesis in a Mean Reverting Environment," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 101-126, June.
    825. Nianhang Xu & Nian Li & Rongrong Xie & Kam C. Chan, 2022. "The power of the market over government officials: Evidence from an anticorruption campaign in China," Financial Management, Financial Management Association International, vol. 51(4), pages 995-1030, December.
    826. Ballinari, Daniele & Audrino, Francesco & Sigrist, Fabio, 2022. "When does attention matter? The effect of investor attention on stock market volatility around news releases," International Review of Financial Analysis, Elsevier, vol. 82(C).
    827. Qureshi, Fiza & Kutan, Ali M. & Ismail, Izlin & Gee, Chan Sok, 2017. "Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets," Emerging Markets Review, Elsevier, vol. 31(C), pages 176-192.
    828. Akhtar, Shumi & Faff, Robert & Oliver, Barry & Subrahmanyam, Avanidhar, 2012. "Stock salience and the asymmetric market effect of consumer sentiment news," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3289-3301.
    829. Yao, Jing & Li, Duan, 2013. "Bounded rationality as a source of loss aversion and optimism: A study of psychological adaptation under incomplete information," Journal of Economic Dynamics and Control, Elsevier, vol. 37(1), pages 18-31.
    830. Huynh, Toan Luu Duc & Foglia, Matteo & Nasir, Muhammad Ali & Angelini, Eliana, 2021. "Feverish sentiment and global equity markets during the COVID-19 pandemic," Journal of Economic Behavior & Organization, Elsevier, vol. 188(C), pages 1088-1108.
    831. Hou, Yang & Li, Steven, 2014. "The impact of the CSI 300 stock index futures: Positive feedback trading and autocorrelation of stock returns," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 319-337.
    832. Franklin Edwards & Xin Zhang, 1998. "Mutual Funds and Stock and Bond Market Stability," Journal of Financial Services Research, Springer;Western Finance Association, vol. 13(3), pages 257-282, June.
    833. Guerdjikova, Ani, 2004. "Asset Prices in an Overlapping Generations Model with Case-Based Decision Makers with Short Memory," Sonderforschungsbereich 504 Publications 04-44, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    834. Han, Chunmao & Zhang, Wei, 2024. "Trading volume, anomaly returns and noise trader risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
    835. Georges Prat, 1994. "La formation des anticipations boursières," Économie et Prévision, Programme National Persée, vol. 112(1), pages 101-125.
    836. Palomino, F.A., 1997. "Relative Performance Equilibrium in Financial Markets," Discussion Paper 1997-99, Tilburg University, Center for Economic Research.
    837. Chionis, Dionysios & MacDonald, Ronald, 1997. "Some tests of market microstructure hypotheses in the foreign exchange market," Journal of Multinational Financial Management, Elsevier, vol. 7(3), pages 203-229, October.
    838. Alan K. Severn, 1998. "Closed‐end funds and sentiment risk," Review of Financial Economics, John Wiley & Sons, vol. 7(1), pages 103-119.
    839. Edward M Miller, 2000. "Equilibrium with divergence of opinion," Review of Financial Economics, John Wiley & Sons, vol. 9(1), pages 27-41, March.
    840. Klaus, Jürgen & Koser, Christoph, 2021. "Measuring Trump: The Volfefe Index and its impact on European financial markets," Finance Research Letters, Elsevier, vol. 38(C).
    841. William Forbes, 2013. "No conflict, no interest: on the economics of conflicts of interest faced by analysts," European Journal of Law and Economics, Springer, vol. 35(3), pages 327-348, June.
    842. Ahrens, Ralf & Reitz, Stefan, 2003. "Heterogeneous Expectations in the Foreign Exchange Market Evidence from the Daily Dollar/DM Exchange Rate," CFS Working Paper Series 2003/11, Center for Financial Studies (CFS).
    843. Hautsch, Nikolaus & Scheuch, Christoph & Voigt, Stefan, 2018. "Limits to arbitrage in markets with stochastic settlement latency," CFS Working Paper Series 616, Center for Financial Studies (CFS).
    844. Ron Jongen & Willem F.C. Verschoor & Christian C.P. Wolff, 2008. "Foreign Exchange Rate Expectations: Survey And Synthesis," Journal of Economic Surveys, Wiley Blackwell, vol. 22(1), pages 140-165, February.
    845. Gaunersdorfer, Andrea & Hommes, Cars H. & Wagener, Florian O.O., 2008. "Bifurcation routes to volatility clustering under evolutionary learning," Journal of Economic Behavior & Organization, Elsevier, vol. 67(1), pages 27-47, July.
    846. Stephan Schulmeister, 2009. "Trading Practices and Price Dynamics in Commodity Markets and the Stabilising Effects of a Transaction Tax," WIFO Studies, WIFO, number 34919.
    847. Ding Du & Xiaobing Zhao, 2017. "Financial investor sentiment and the boom/bust in oil prices during 2003–2008," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 331-361, February.
    848. Albert Wang, F., 1998. "Strategic trading, asymmetric information and heterogeneous prior beliefs," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 321-352, September.
    849. Tro Kortian, 1995. "Modern Approaches to Asset Price Formation: A Survey of Recent Theoretical Literature," RBA Research Discussion Papers rdp9501, Reserve Bank of Australia.
    850. Chen, Cathy Yi-Hsuan & Després, Roméo & Guo, Li & Renault, Thomas, 2019. "What makes cryptocurrencies special? Investor sentiment and return predictability during the bubble," IRTG 1792 Discussion Papers 2019-016, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
    851. Robert Chirinko & Hisham Foad, 2006. "Noise vs. News in Equity Returns," CESifo Working Paper Series 1812, CESifo.
    852. Bank for International Settlements, 2003. "Incentive structures in institutional asset management and their implications for financial markets," CGFS Papers, Bank for International Settlements, number 21, december.
    853. Charles Engel, 2015. "Macroprudential Policy under High Capital Mobility: Policy Implications from an Academic Perspective," NBER Chapters, in: International Finance in the Global Markets, National Bureau of Economic Research, Inc.
    854. Ningyu Tang & Jingqiu Chen & Kaili Zhang & Thomas Li-Ping Tang, 2018. "Monetary Wisdom: How Do Investors Use Love of Money to Frame Stock Volatility and Enhance Stock Happiness?," Journal of Happiness Studies, Springer, vol. 19(6), pages 1831-1862, August.
    855. Andrei Shleifer & Robert W. Vishny, 1995. "The Limits of Arbitrage," NBER Working Papers 5167, National Bureau of Economic Research, Inc.
    856. Dufwenberg, Martin & Gneezy, Uri, 2000. "Price competition and market concentration: an experimental study," International Journal of Industrial Organization, Elsevier, vol. 18(1), pages 7-22, January.
    857. Yang, Chunpeng & Zhang, Rengui, 2014. "Dynamic sentiment asset pricing model," Economic Modelling, Elsevier, vol. 37(C), pages 362-367.
    858. Yang, Yan & Copeland, Laurence, 2014. "The Effects of Sentiment on Market Return and Volatility and The Cross-Sectional Risk Premium of Sentiment-affected Volatility," Cardiff Economics Working Papers E2014/12, Cardiff University, Cardiff Business School, Economics Section.
    859. Bertus, Mark & Godbey, Jonathan & Hinkelmann, Christoph & Mahar, James W., 2008. "Noise, equity prices, and hedging: A new approach," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 886-902, December.
    860. Wang, Wenzhao & Su, Chen & Duxbury, Darren, 2022. "The conditional impact of investor sentiment in global stock markets: A two-channel examination," Journal of Banking & Finance, Elsevier, vol. 138(C).
    861. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
    862. Brock, William A. & Hommes, Cars H., 1998. "Heterogeneous beliefs and routes to chaos in a simple asset pricing model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(8-9), pages 1235-1274, August.
    863. Lux, Thomas, 1998. "The socio-economic dynamics of speculative markets: interacting agents, chaos, and the fat tails of return distributions," Journal of Economic Behavior & Organization, Elsevier, vol. 33(2), pages 143-165, January.
    864. Steiner, Jakub & Stewart, Colin, 2015. "Price distortions under coarse reasoning with frequent trade," Journal of Economic Theory, Elsevier, vol. 159(PA), pages 574-595.
    865. Kwame Addae-Dapaah & James Webb & Kim Ho & Yan Tan, 2010. "Industrial Real Estate Investment: Does the Contrarian Strategy Work?," The Journal of Real Estate Finance and Economics, Springer, vol. 41(2), pages 193-227, August.
    866. Black, Angela J. & McMillan, David G., 2006. "Asymmetric risk premium in value and growth stocks," International Review of Financial Analysis, Elsevier, vol. 15(3), pages 237-246.
    867. Thorsten Lehnert & Bart Frijns & Remco Zwinkels, 2009. "Behavioral Heterogeneity in the Option Market," LSF Research Working Paper Series 09-07, Luxembourg School of Finance, University of Luxembourg.
    868. Domonkos F. Vamossy & Rolf Skog, 2021. "EmTract: Extracting Emotions from Social Media," Papers 2112.03868, arXiv.org, revised Jun 2023.
    869. Andrei Semenov, 2008. "Estimation of the consumption CAPM with imperfect sample separation information," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 13(4), pages 333-348.
    870. Menkhoff, Lukas, 2010. "The Use of Technical Analysis by Fund Managers: International Evidence," Hannover Economic Papers (HEP) dp-446, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    871. Bouteska, Ahmed & Kabir Hassan, M. & Gider, Zeynullah & Bataineh, Hassan, 2024. "The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    872. Forssbaeck, Jens & Oxel, Lars, 2014. "The Multi-Faceted Concept of Transparency," Working Paper Series 1013, Research Institute of Industrial Economics.
    873. Cars H. Hommes, 2009. "Bounded Rationality and Learning in Complex Markets," Chapters, in: J. Barkley Rosser Jr. (ed.), Handbook of Research on Complexity, chapter 5, Edward Elgar Publishing.
    874. David C. Ling & Andy Naranjo & Benjamin Scheick, 2014. "Investor Sentiment, Limits to Arbitrage and Private Market Returns," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 42(3), pages 531-577, September.
    875. Gordon Gemmill & Dylan C. Thomas, 2002. "Noise Trading, Costly Arbitrage, and Asset Prices: Evidence from Closed‐end Funds," Journal of Finance, American Finance Association, vol. 57(6), pages 2571-2594, December.
    876. Jean-Charles Bricongne & Baptiste Meunier & Raquel Caldeira, 2024. "Should Central Banks Care About Text Mining? A Literature Review," Working papers 950, Banque de France.
    877. Georges Prat, 1996. "Le modèle d'évaluation des actions confronté aux anticipations des agents informés," Post-Print halshs-00173042, HAL.
    878. Yu, Miao & Hu, Xiaolu & Zhong, Angel, 2023. "Trade links and return predictability: The Australian evidence," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
    879. Kelley, Hugh & Evans, Tom, 2011. "The relative influences of land-owner and landscape heterogeneity in an agent-based model of land-use," Ecological Economics, Elsevier, vol. 70(6), pages 1075-1087, April.
    880. Changtai Li & Weihong Huang & Wei-Siang Wang & Wai-Mun Chia, 2023. "Price Change and Trading Volume: Behavioral Heterogeneity in Stock Market," Computational Economics, Springer;Society for Computational Economics, vol. 61(2), pages 677-713, February.
    881. Wang, Yuchen & Wang, Xiaoming, 2023. "Economic policy uncertainty and information intermediary: The case of short seller," Economic Modelling, Elsevier, vol. 120(C).
    882. Nezafat, Mahdi & Schroder, Mark, 2023. "The negative value of private information in illiquid markets," Journal of Economic Theory, Elsevier, vol. 210(C).
    883. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
    884. Mohrschladt, Hannes, 2021. "The ordering of historical returns and the cross-section of subsequent returns," Journal of Banking & Finance, Elsevier, vol. 125(C).
    885. Christian Bauer, 2007. "A Better Asymmetric Model of Changing Volatility in Stock and Exchange Rate Returns: Trend-GARCH," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 65-87.
    886. Huerta, Daniel & Egly, Peter V. & Escobari, Diego, 2015. "The Liquidity Crisis, Investor Sentiment, and REIT Returns and Volatility," EconStor Preprints 123499, ZBW - Leibniz Information Centre for Economics.
    887. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
    888. Parke, William R. & Waters, George A., 2007. "An evolutionary game theory explanation of ARCH effects," Journal of Economic Dynamics and Control, Elsevier, vol. 31(7), pages 2234-2262, July.
    889. Emily J. Huang, 2015. "The role of institutional investors and individual investors in financial markets: Evidence from closed‐end funds," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 1-11, September.
    890. Jean-Pierre Zigrand, 1999. "Arbitrage and Endogenous Market Integration," FMG Discussion Papers dp319, Financial Markets Group.
    891. Guo, Haifeng & Hung, Chi-Hsiou D. & Kontonikas, Alexandros, 2022. "The Fed and the stock market: A tale of sentiment states," Journal of International Money and Finance, Elsevier, vol. 128(C).
    892. Christian Walter, 2004. "Volatilité boursière excessive : irrationalité des comportements ou clivage des esprits ?," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 85-104.
    893. Kyriakou, Maria I. & Babalos, Vassilios & Kiohos, Apostolos & Koulakiotis, Athanasios, 2020. "Feedback trading strategies and long-term volatility," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 181-189.
    894. Nam, Kiseok & Pyun, Chong Soo & Arize, Augustine C., 2002. "Asymmetric mean-reversion and contrarian profits: ANST-GARCH approach," Journal of Empirical Finance, Elsevier, vol. 9(5), pages 563-588, December.
    895. Sergey Chernenko & Samuel G. Hanson & Adi Sunderam, 2014. "The Rise and Fall of Demand for Securitizations," NBER Working Papers 20777, National Bureau of Economic Research, Inc.
    896. Barberis, Nicholas & Shleifer, Andrei, 2003. "Style investing," Journal of Financial Economics, Elsevier, vol. 68(2), pages 161-199, May.
    897. Tsiaplias, Sarantis, 2008. "Factor estimation using MCMC-based Kalman filter methods," Computational Statistics & Data Analysis, Elsevier, vol. 53(2), pages 344-353, December.
    898. Avi Goldfarb & Teck-Hua Ho & Wilfred Amaldoss & Alexander Brown & Yan Chen & Tony Cui & Alberto Galasso & Tanjim Hossain & Ming Hsu & Noah Lim & Mo Xiao & Botao Yang, 2012. "Behavioral models of managerial decision-making," Marketing Letters, Springer, vol. 23(2), pages 405-421, June.
    899. Leite, Tore, 2005. "Returns to sentiment investors in IPOs," Economics Letters, Elsevier, vol. 89(2), pages 222-226, November.
    900. Enoch Cheng & Clemens C. Struck, 2019. "Time-Series Momentum: A Monte-Carlo Approach," Working Papers 201906, School of Economics, University College Dublin.
    901. Peng, Kang-Lin & Wu, Chih-Hung & Lin, Pearl M.C. & Kou, IokTeng Esther, 2023. "Investor sentiment in the tourism stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    902. Sergiy Gerasymchuk, 2008. "Asset return and wealth dynamics with reference dependent preferences and heterogeneous beliefs," Working Papers 160, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    903. Ma, Yue & Kanas, Angelos, 2000. "Testing for a nonlinear relationship among fundamentals and exchange rates in the ERM," Journal of International Money and Finance, Elsevier, vol. 19(1), pages 135-152, February.
    904. Trifan, Emanuela, 2004. "Decision Rules and their Influence on Asset Prices," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 37211, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    905. Sung, Ming-Chien & Johnson, Johnnie E.V. & McDonald, David C.J., 2016. "Informed trading, market efficiency and volatility," Economics Letters, Elsevier, vol. 149(C), pages 56-59.
    906. Li, Wei-Xuan & French, Joseph J. & Chen, Clara Chia-Sheng, 2017. "Informed trading in S&P index options? Evidence from the 2008 financial crisis," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 40-65.
    907. Bose, Subir & Ladley, Daniel & Li, Xin, 2020. "The role of hormones in financial markets," International Review of Financial Analysis, Elsevier, vol. 67(C).
    908. YiLi Chien & Harold L. Cole & Hanno Lustig, 2014. "Implications of heterogeneity in preferences, beliefs and asset trading technologies for the macroeconomy," Working Papers 2014-14, Federal Reserve Bank of St. Louis.
    909. Philip Kostov & Sophia Davidova, 2023. "Smallholders Are Not the Same: Under the Hood of Kosovo Agriculture," Land, MDPI, vol. 12(1), pages 1-16, January.
    910. Masahiro Watanabe, 2002. "Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry," Yale School of Management Working Papers amz2636, Yale School of Management, revised 01 Jul 2002.
    911. Flynn, Sean Masaki, 2004. "Arbitrage in Closed-end Funds: New Evidence," Vassar College Department of Economics Working Paper Series 57, Vassar College Department of Economics.
    912. Rahman, M. Arifur & Chowdhury, Shah Saeed Hassan & Shibley Sadique, M., 2015. "Herding where retail investors dominate trading: The case of Saudi Arabia," The Quarterly Review of Economics and Finance, Elsevier, vol. 57(C), pages 46-60.
    913. Jung-Wook Kim & Jason Lee & Randall Morck, 2009. "Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks," NBER Working Papers 14733, National Bureau of Economic Research, Inc.
    914. Jones, Jeffrey S. & Lee, Wayne Y. & Yeager, Timothy J., 2012. "Opaque banks, price discovery, and financial instability," Journal of Financial Intermediation, Elsevier, vol. 21(3), pages 383-408.
    915. Martin Gold, 2010. "Fiduciary Finance," Books, Edward Elgar Publishing, number 13813.
    916. Bekiros, Stelios D., 2015. "Heuristic learning in intraday trading under uncertainty," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 34-49.
    917. Zhang, Xuan & Xiao, Jun & Zhang, Zhekai, 2020. "An anatomy of commodity futures returns in China," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
    918. Weiqiang Tan & Jian Zhang, 2021. "Good Days, Bad Days: Stock Market Fluctuation and Taxi Tipping Decisions," Management Science, INFORMS, vol. 67(6), pages 3965-3984, June.
    919. Ji, Xu & Dong, Yan & Vagnani, Gianluca & Yang, Xiaoqi, 2024. "Stock market reactions and optimism bias in analysts’ earnings forecasts: An analysis of China's stock markets," Finance Research Letters, Elsevier, vol. 59(C).
    920. Chang, Sheng-Kai, 2007. "A simple asset pricing model with social interactions and heterogeneous beliefs," Journal of Economic Dynamics and Control, Elsevier, vol. 31(4), pages 1300-1325, April.
    921. Yao Ge & Zheng Qiao & Zhe Shen & Zhiyu Zhang, 2023. "Production similarity and the cross‐section of stock returns: A machine learning approach," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(5), pages 4849-4882, December.
    922. Mikael Bask & Jarko Fidrmuc, 2009. "Fundamentals and Technical Trading: Behavior of Exchange Rates in the CEECs," Open Economies Review, Springer, vol. 20(5), pages 589-605, November.
    923. Sakhr Miss & Michel Charifzadeh & Tim A. Herberger, 2020. "Revisiting the monday effect: a replication study for the German stock market," Management Review Quarterly, Springer, vol. 70(2), pages 257-273, May.
    924. Tsai, Pei-Jung, 2010. "Country funds and the role of international equity flows in pricing and in premiums and discounts," Global Finance Journal, Elsevier, vol. 21(1), pages 43-70.
    925. Lan, Yueqin & Huang, Yong & Yan, Chao, 2021. "Investor sentiment and stock price: Empirical evidence from Chinese SEOs," Economic Modelling, Elsevier, vol. 94(C), pages 703-714.
    926. Sihvonen, Markus, 2019. "Market selection with idiosyncratic uncertainty," Journal of Economic Theory, Elsevier, vol. 182(C), pages 143-160.
    927. Franklin Allen, 1996. "The Future of the Japanese Financial System," Center for Financial Institutions Working Papers 96-56, Wharton School Center for Financial Institutions, University of Pennsylvania.
    928. Bertone, Stephen & Paeglis, Imants & Ravi, Rahul, 2015. "(How) has the market become more efficient?," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 72-86.
    929. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
    930. Yongan Xu & Jianqiong Wang & Zhonglu Chen & Chao Liang, 2023. "Sentiment indices and stock returns: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 1063-1080, January.
    931. Rüdiger Frey & Alexander Stremme, 1997. "Market Volatility and Feedback Effects from Dynamic Hedging," Mathematical Finance, Wiley Blackwell, vol. 7(4), pages 351-374, October.
    932. David Goldbaum, 2016. "Divergent behavior in markets with idiosyncratic private information," Working Paper Series 34, Economics Discipline Group, UTS Business School, University of Technology, Sydney.
    933. Luiz Félix & Roman Kräussl & Philip Stork, 2020. "Implied volatility sentiment: a tale of two tails," Quantitative Finance, Taylor & Francis Journals, vol. 20(5), pages 823-849, May.
    934. Li, Keming, 2020. "Does Information Asymmetry Impede Market Efficiency? Evidence from Analyst Coverage," Journal of Banking & Finance, Elsevier, vol. 118(C).
    935. Kim, Youngsoo & Lee, Bong Soo, 2007. "Limited participation and the closed-end fund discount," Journal of Banking & Finance, Elsevier, vol. 31(2), pages 381-399, February.
    936. Cars Hommes & Florian Wagener, 2008. "Complex Evolutionary Systems in Behavioral Finance," Tinbergen Institute Discussion Papers 08-054/1, Tinbergen Institute.
    937. Schmeling, Maik, 2009. "Investor sentiment and stock returns: Some international evidence," Journal of Empirical Finance, Elsevier, vol. 16(3), pages 394-408, June.
    938. Grullon, Gustavo & Kaba, Yamil & Núñez-Torres, Alexander, 2020. "When low beats high: Riding the sales seasonality premium," Journal of Financial Economics, Elsevier, vol. 138(2), pages 572-591.
    939. Bhootra, Ajay & Hur, Jungshik, 2012. "On the relationship between concentration of prospect theory/mental accounting investors, cointegration, and momentum," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1266-1275.
    940. Dong, Hang & Gil-Bazo, Javier, 2020. "Sentiment stocks," International Review of Financial Analysis, Elsevier, vol. 72(C).
    941. Robin Hanson, 2006. "Designing real terrorism futures," Public Choice, Springer, vol. 128(1), pages 257-274, July.
    942. Ang, Tze Chuan ‘Chewie’ & Lam, F.Y. Eric C. & Wei, K.C. John, 2020. "Mispricing firm-level productivity," Journal of Empirical Finance, Elsevier, vol. 58(C), pages 139-163.
    943. Hommes, C.H., 2006. "Interacting agents in finance, entry written for the New Palgrave Dictionary of Economics, Second Edition, edited by L. Blume and S. Durlauf, Palgrave Macmillan, forthcoming 2006," CeNDEF Working Papers 06-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    944. Pontiff, Jeffrey, 2006. "Costly arbitrage and the myth of idiosyncratic risk," Journal of Accounting and Economics, Elsevier, vol. 42(1-2), pages 35-52, October.
    945. Andrea Buraschi & Paul Whelan, 2022. "Speculation, Sentiment, and Interest Rates," Management Science, INFORMS, vol. 68(3), pages 2308-2329, March.
    946. Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
    947. MacDonald, Ronald & Power, David, 1995. "Stock prices, dividends and retention: Long-run relationships and short-run dynamics," Journal of Empirical Finance, Elsevier, vol. 2(2), pages 135-151, June.
    948. Yan, Wanfeng & Woodard, Ryan & Sornette, Didier, 2012. "Diagnosis and prediction of rebounds in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(4), pages 1361-1380.
    949. Zhou, Liyun & Yang, Chunpeng, 2019. "Stochastic investor sentiment, crowdedness and deviation of asset prices from fundamentals," Economic Modelling, Elsevier, vol. 79(C), pages 130-140.
    950. Chang Sheng-Kai, 2014. "Herd behavior, bubbles and social interactions in financial markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 18(1), pages 89-101, February.
    951. I Doun Kuo, 2017. "Irrationality and Term Structure Anomaly," Proceedings of Economics and Finance Conferences 4507033, International Institute of Social and Economic Sciences.
    952. Diaz Weigel, Diana & Gemmill, Gordon, 2006. "What drives credit risk in emerging markets? The roles of country fundamentals and market co-movements," Journal of International Money and Finance, Elsevier, vol. 25(3), pages 476-502, April.
    953. Ahmed, Walid M.A., 2017. "The impact of foreign equity flows on market volatility during politically tranquil and turbulent times: The Egyptian experience," Research in International Business and Finance, Elsevier, vol. 40(C), pages 61-77.
    954. Georgios A. Papanastasopoulos, 2014. "Accounting Accruals and Stock Returns: Evidence from European Equity Markets," European Accounting Review, Taylor & Francis Journals, vol. 23(4), pages 729-768, December.
    955. Michele Berardi, 2012. "Endogenous time-varying risk aversion and asset return," Centre for Growth and Business Cycle Research Discussion Paper Series 168, Economics, The University of Manchester.
    956. Brown, Gregory W. & Cliff, Michael T., 2004. "Investor sentiment and the near-term stock market," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 1-27, January.
    957. Harris, Milton & Raviv, Artur, 1993. "Differences of Opinion Make a Horse Race," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 473-506.
    958. Sijia Zhao & Ying Liu & Benfu Lv & Zijian Shangguan, 2022. "How Government Information Release Affect Stock Market during Dramatic Public Health Shocks? The Intermediating Role of Public Sentiment," International Journal of Economics and Financial Issues, Econjournals, vol. 12(3), pages 60-67, May.
    959. Tihana Škrinjarić, 2021. "Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets," Mathematics, MDPI, vol. 9(17), pages 1-20, August.
    960. de Jong, Abe & Kooijmans, Tim & Veld, Chris, 2022. "Legal risk and information spillover through private lender reports," Journal of Financial Markets, Elsevier, vol. 60(C).
    961. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, University Library of Munich, Germany.
    962. Ung, Sze Nie & Gebka, Bartosz & Anderson, Robert D.J., 2023. "Is sentiment the solution to the risk–return puzzle? A (cautionary) note," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    963. Alex YiHou Huang & Ming-Che Hu & Quang Thai Truong, 2021. "Asymmetrical impacts from overnight returns on stock returns," Review of Quantitative Finance and Accounting, Springer, vol. 56(3), pages 849-889, April.
    964. Changmo Ahn & George Fane & And Euy-Hoon Suh, 2004. "Forex Dealers‘ Perspectives On Exchange Rate Determination In Korea," Economic Papers, The Economic Society of Australia, vol. 23(2), pages 140-151, June.
    965. Saumya Ranjan Dash & Jitendra Mahakud, 2013. "Investor Sentiment and Stock Return: Do Industries Matter?," Margin: The Journal of Applied Economic Research, National Council of Applied Economic Research, vol. 7(3), pages 315-349, August.
    966. Hsieh, Hui-Ching & Nguyen, Van Quoc Thinh, 2021. "Economic policy uncertainty and illiquidity return premium," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    967. Adrian Fernandez-Perez & Ana-Maria Fuertes & Marcos Gonzalez-Fernandez & Joelle Miffre, 2020. "Fear of Hazards in Commodity Futures Markets," Post-Print hal-02931680, HAL.
    968. Huanhuan Zheng & Haiqiang Chen, 2019. "Price informativeness and adaptive trading," Journal of Evolutionary Economics, Springer, vol. 29(4), pages 1315-1342, September.
    969. Lendvai, Julia & Raciborski, Rafal & Vogel, Lukas, 2013. "Macroeconomic effects of an equity transaction tax in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 466-482.
    970. Hartwell, Christopher A., 2018. "The impact of institutional volatility on financial volatility in transition economies," Journal of Comparative Economics, Elsevier, vol. 46(2), pages 598-615.
    971. Shareen Joshi & Jeffrey Parker & Mark A. Bedau, 1998. "Technical Trading Creates a Prisoner's Dilemma: Results from an Agent-Based Model," Research in Economics 98-12-115e, Santa Fe Institute.
    972. Ni, Zhong-Xin & Wang, Da-Zhong & Xue, Wen-Jun, 2015. "Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model," Economic Modelling, Elsevier, vol. 50(C), pages 266-274.
    973. Scott H. Irwin & Dwight R. Sanders, 2011. "Index Funds, Financialization, and Commodity Futures Markets," Applied Economic Perspectives and Policy, Agricultural and Applied Economics Association, vol. 33(1), pages 1-31.
    974. Bernard Dumas & Alexander Kurshev & Raman Uppal, 2006. "What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?," Swiss Finance Institute Research Paper Series 06-19, Swiss Finance Institute.
    975. Andrew Ang & Neil Nabar & Sam Wald, 2013. "Search for a Common Factor in Public and Private Real Estate Returns," NBER Working Papers 19194, National Bureau of Economic Research, Inc.
    976. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, University Library of Munich, Germany.
    977. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
    978. Soufian, Mona & Forbes, William & Hudson, Robert, 2014. "Adapting financial rationality: Is a new paradigm emerging?," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 25(8), pages 724-742.
    979. Mark Johnman & Bruce James Vanstone & Adrian Gepp, 2018. "Predicting FTSE 100 returns and volatility using sentiment analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 253-274, November.
    980. Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2014. "Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market," FinMaP-Working Papers 11, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
    981. Carl Chiarella & Xue-Zhong He & Lei Shi & Lijian Wei, 2014. "A Behavioural Model of Investor Sentiment in Limit Order Markets," Research Paper Series 342, Quantitative Finance Research Centre, University of Technology, Sydney.
    982. Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex Business School.
    983. Jörg Mayer, 2009. "The Growing Interdependence Between Financial And Commodity Markets," UNCTAD Discussion Papers 195, United Nations Conference on Trade and Development.
    984. Nikolaos Philippas, 2014. "Did Behavioral Mutual Funds Exploit Market Inefficiencies During or After the Financial Crisis?," Multinational Finance Journal, Multinational Finance Journal, vol. 18(1-2), pages 85-138, March - J.
    985. Hongjun Yan, 2008. "Natural Selection in Financial Markets: Does it Work?," Yale School of Management Working Papers amz2648, Yale School of Management, revised 01 May 2008.
    986. Mark, Joy, 2011. "Gold and the US dollar: Hedge or haven?," Finance Research Letters, Elsevier, vol. 8(3), pages 120-131, September.
    987. Hu, Wei & Zheng, Zhenlong, 2020. "Expectile CAPM," Economic Modelling, Elsevier, vol. 88(C), pages 386-397.
    988. Ume Habibah & Suresh Rajput & Ranjeeta Sadhwani, 2017. "Stock market return predictability: Google pessimistic sentiments versus fear gauge," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1390897-139, January.
    989. Bange, Mary M. & De Bondt, Werner F. M., 1998. "R&D budgets and corporate earnings targets," Journal of Corporate Finance, Elsevier, vol. 4(2), pages 153-184, June.
    990. Cars Hommes, 2006. "Interacting Agents in Finance," Tinbergen Institute Discussion Papers 06-029/1, Tinbergen Institute.
    991. Robin L. Lumsdaine & Rogier J.D. Potter van Loon, 2013. "Wall Street vs. Main Street: An Evaluation of Probabilities," NBER Working Papers 19103, National Bureau of Economic Research, Inc.
    992. Aaron Smith, 2014. "Comment on "Bubbles, Food Prices, and Speculation: Evidence from the CFTC's Daily Large Trader Data Files"," NBER Chapters, in: The Economics of Food Price Volatility, pages 253-259, National Bureau of Economic Research, Inc.
    993. Piccione, Michele & Spiegler, Ran, 2014. "Manipulating market sentiment," Economics Letters, Elsevier, vol. 122(2), pages 370-373.
    994. Chen, Li-Wen & Yu, Hsin-Yi & Huang, Hsu-Huei, 2015. "Revisiting the earnings–price effect: The importance of future earnings," Finance Research Letters, Elsevier, vol. 13(C), pages 90-96.
    995. Muellbauer, John & Murphy, Anthony & Cameron, Gavin, 2006. "Was There a British House Price Bubble? Evidence from a Regional Panel," CEPR Discussion Papers 5619, C.E.P.R. Discussion Papers.
    996. Shen, Yiran & Liu, Chang & Sun, Xiaolei & Guo, Kun, 2023. "Investor sentiment and the Chinese new energy stock market: A risk–return perspective," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 395-408.
    997. David Paton & Leighton Vaughan Williams, 2005. "Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 24(2), pages 139-154.
    998. Chen, Cheng-Wei & Huang, Chin-Sheng & Lai, Hung-Wei, 2009. "The impact of data snooping on the testing of technical analysis: An empirical study of Asian stock markets," Journal of Asian Economics, Elsevier, vol. 20(5), pages 580-591, September.
    999. Botzen, W.J. Wouter & Marey, Philip S., 2010. "Did the ECB respond to the stock market before the crisis?," Journal of Policy Modeling, Elsevier, vol. 32(3), pages 303-322, May.
    1000. Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets," Papers 1812.00595, arXiv.org, revised Oct 2023.
    1001. Adam Majewski & Stefano Ciliberti & Jean-Philippe Bouchaud, 2018. "Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model," Papers 1807.11751, arXiv.org.
    1002. Hommes, C.H., 2005. "Heterogeneous Agents Models: two simple examples, forthcoming In: Lines, M. (ed.) Nonlinear Dynamical Systems in Economics, CISM Courses and Lectures, Springer, 2005, pp.131-164," CeNDEF Working Papers 05-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1003. Richard Kum-yew Lai, 2005. "Inventory and the Stock Market," Finance 0509006, University Library of Munich, Germany.
    1004. Gina Nicolosi & Liang Peng & Ning Zhu, 2003. "Do Individual Investors Learn from Their Trading Experience?," Yale School of Management Working Papers ysm439, Yale School of Management, revised 01 Sep 2009.
    1005. Caporale, Guglielmo Maria & Spagnolo, Fabio & Spagnolo, Nicola, 2018. "Exchange rates and macro news in emerging markets," Research in International Business and Finance, Elsevier, vol. 46(C), pages 516-527.
    1006. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    1007. Vlastakis, Nikolaos & Markellos, Raphael N., 2012. "Information demand and stock market volatility," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1808-1821.
    1008. Seifoddini , Jalal & Rahnamay Roodposhti , Fraydoon & Nikoomaram , Hashem, 2015. "Parametric Estimates of High Frequency Market Microstructure Noise as an Unsystematic Risk," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 10(4), pages 29-50, October.
    1009. Hitoshi Matsushima, 2013. "Role of Credit Default Swap in Bubbles and Crashes," CARF F-Series CARF-F-331, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
    1010. Wasiuzzaman, Shaista, 2018. "Seasonality in the Saudi stock market: The Hajj effect," The Quarterly Review of Economics and Finance, Elsevier, vol. 67(C), pages 273-281.
    1011. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(3), pages 219-233, May.
    1012. Egger, Peter & Radulescu, Doina, 2014. "A test of the Bolton–Scheinkman–Xiong hypothesis of how speculation affects the vesting time of options granted to directors," Journal of Corporate Finance, Elsevier, vol. 29(C), pages 511-519.
    1013. Nguyen, Nhut H. & Truong, Cameron, 2013. "The information content of stock markets around the world: A cultural explanation," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 26(C), pages 1-29.
    1014. Yang, Chunpeng & Zhang, Rengui, 2013. "Sentiment asset pricing model with consumption," Economic Modelling, Elsevier, vol. 30(C), pages 462-467.
    1015. Fan, John Hua & Qiao, Xiao, 2023. "Commodity momentum: A tale of countries and sectors," Journal of Commodity Markets, Elsevier, vol. 29(C).
    1016. Bask, Mikael, 2009. "Monetary Policy, Stock Price Misalignments and Macroeconomic Instability," Working Papers 540, Hanken School of Economics.
    1017. Caglayan, Mustafa Onur & Hu, Yu & Xue, Wenjun, 2021. "Mutual fund herding and return comovement in Chinese equities," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    1018. Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc.
    1019. Martin Eling & Frank Schuhmacher, 2005. "The Parent Company Puzzle on the German Stock Market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 19(1), pages 7-28, June.
    1020. Vamossy, Domonkos F., 2021. "Investor emotions and earnings announcements," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    1021. Jan Wenzelburger & Volker Boehm, 2004. "On the performance of efficient portfolios," Computing in Economics and Finance 2004 197, Society for Computational Economics.
    1022. Ashok Chanabasangouda Patil & Shailesh Rastogi, 2019. "Time-Varying Price–Volume Relationship and Adaptive Market Efficiency: A Survey of the Empirical Literature," JRFM, MDPI, vol. 12(2), pages 1-18, June.
    1023. Philip Pilkington, 2013. "A Stock-flow Approach to a General Theory of Pricing," Economics Working Paper Archive wp_781, Levy Economics Institute.
    1024. Stefano DellaVigna & Joshua M. Pollet, 2005. "Attention, Demographics, and the Stock Market," NBER Working Papers 11211, National Bureau of Economic Research, Inc.
    1025. Danish Ahmed & Yasir Shahab & Farid Ullah & Zhiwei Ye, 2020. "Investor sentiment and insurers’ financial stability: do sovereign ratings matter?," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 281-312, April.
    1026. Lijian Wei & Lei Shi, 2020. "Investor Sentiment in an Artificial Limit Order Market," Complexity, Hindawi, vol. 2020, pages 1-10, June.
    1027. Baosheng Yuan & Kan Chen, 2006. "Impact of investor’s varying risk aversion on the dynamics of asset price fluctuations," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(2), pages 189-214, November.
    1028. Thomas I. Palley, 2013. "Financialization: What It Is and Why It Matters," Palgrave Macmillan Books, in: Financialization, chapter 2, pages 17-40, Palgrave Macmillan.
    1029. Olivier Damette, 2009. "Exchange rate volatility and noise traders: Currency Transaction Tax as an eviction device," Economics Bulletin, AccessEcon, vol. 29(3), pages 2449-2464.
    1030. Manahov, Viktor & Hudson, Robert, 2013. "Herd behaviour experimental testing in laboratory artificial stock market settings. Behavioural foundations of stylised facts of financial returns," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4351-4372.
    1031. Li, Tong & Chen, Hui & Liu, Wei & Yu, Guang & Yu, Yongtian, 2023. "Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 163-179.
    1032. Hitoshi Matsushima, 2013. "Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity," CIRJE F-Series CIRJE-F-876, CIRJE, Faculty of Economics, University of Tokyo.
    1033. Yang-Cheng Lu & Jehn-Yih Wong & Hao Fang, 2009. "Herding Momentum Effect And Feedback Trading Of Qualified Foreign Institutional Investors In The Taiwan Stock Market," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 3(2), pages 147-167.
    1034. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.
    1035. Éric Jondeau, 2004. "Gestion institutionnelle et volatilité des marchés financiers," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 157-175.
    1036. Ying Luo, Guo, 2013. "Can representativeness heuristic traders survive in a competitive securities market?," Journal of Financial Markets, Elsevier, vol. 16(1), pages 152-164.
    1037. Tsung‐Hsun Lu & Yung‐Ming Shiu & Tsung‐Chi Liu, 2012. "Profitable candlestick trading strategies—The evidence from a new perspective," Review of Financial Economics, John Wiley & Sons, vol. 21(2), pages 63-68, April.
    1038. Guerdjikova, Ani, 2004. "Evolution of Wealth and Asset Prices in Markets with Case-Based Investors," Sonderforschungsbereich 504 Publications 04-49, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
    1039. Möbert, Jochen, 2009. "Do speculators drive crude oil prices? Dispersion in beliefs as a price determinant," Research Notes 32e, Deutsche Bank Research.
    1040. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heuristic Switching Models," Working Papers 0715, University of Heidelberg, Department of Economics.
    1041. Liya Chu & Xue-Zhong He & Kai Li & Jun Tu, 2015. "Market Sentiment and Paradigm Shifts," Research Paper Series 356, Quantitative Finance Research Centre, University of Technology, Sydney.
    1042. Makridis, Christos A. & Schloetzer, Jason D., 2023. "Extreme local temperatures lower expressed sentiment about U.S. economic conditions with implications for the stock returns of local firms," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
    1043. Binghui Wu & Tingting Duan & Jianmin He, 2018. "Dynamics Evolution of Trading Strategies of Investors in Financial Market," Computational Economics, Springer;Society for Computational Economics, vol. 51(4), pages 743-760, April.
    1044. Bae, Kee-Hong & Yamada, Takeshi & Ito, Keiichi, 2008. "Interaction of investor trades and market volatility: Evidence from the Tokyo Stock Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 16(4), pages 370-388, September.
    1045. Jylhä, Petri & Suominen, Matti, 2011. "Speculative capital and currency carry trades," Journal of Financial Economics, Elsevier, vol. 99(1), pages 60-75, January.
    1046. Chan, Justin S.P. & Jain, Ravi & Xia, Yihong, 2008. "Market segmentation, liquidity spillover, and closed-end country fund discounts," Journal of Financial Markets, Elsevier, vol. 11(4), pages 377-399, November.
    1047. Samdani, Taufique, 2019. "Anchor-backed IPOs, reported earnings, and heterogeneous investors' beliefs," Journal of Corporate Finance, Elsevier, vol. 59(C), pages 72-87.
    1048. Jonathan Cook, 2017. "Estimating the portion of technical analysts in a market," Applied Economics, Taylor & Francis Journals, vol. 49(41), pages 4127-4137, September.
    1049. Lux, Thomas, 1995. "Herd Behaviour, Bubbles and Crashes," Economic Journal, Royal Economic Society, vol. 105(431), pages 881-896, July.
    1050. Mark L. Defond & Mingyi Hung, 2004. "Investor Protection and Corporate Governance: Evidence from Worldwide CEO Turnover," Journal of Accounting Research, Wiley Blackwell, vol. 42(2), pages 269-312, May.
    1051. Ming Pu & Gang-Zhi Fan & Seow Ong, 2012. "Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 543-569, May.
    1052. Syed Jawad Hussain Shahzad & Clement Kweku Kyei & Rangan Gupta & Eric Olson, 2020. "Investor Sentiment and Dollar-Pound Exchange Rate Returns: Evidence from Over a Century of Data Using a Cross-Quantilogram Approach," Working Papers 202008, University of Pretoria, Department of Economics.
    1053. Parsley, David & Popper, Helen, 2020. "Return comovement," Journal of Banking & Finance, Elsevier, vol. 112(C).
    1054. Mohamed Sahbi Nakhli & Abderrazak Dhaoui & Julien Chevallier, 2022. "Bootstrap rolling-window Granger causality dynamics between momentum and sentiment: implications for investors," Annals of Finance, Springer, vol. 18(2), pages 267-283, June.
    1055. Christopher R. Stephens & Harald A. Benink & José Luís Gordillo & Juan Pablo Pardo-Guerra, 2021. "A New Measure of Market Inefficiency," JRFM, MDPI, vol. 14(6), pages 1-22, June.
    1056. Alexander S. Sangare, 2005. "Efficience des marchés : un siècle après Bachelier," Revue d'Économie Financière, Programme National Persée, vol. 81(4), pages 107-132.
    1057. Zhou, Zhengyi, 2016. "Overreaction to policy changes in the housing market: Evidence from Shanghai," Regional Science and Urban Economics, Elsevier, vol. 58(C), pages 26-41.
    1058. Hillebrand, Marten & Wenzelburger, Jan, 2006. "On the dynamics of asset prices and portfolios in a multiperiod CAPM," Chaos, Solitons & Fractals, Elsevier, vol. 29(3), pages 578-594.
    1059. Flynn, Sean M., 2005. "Sentiment and the Interpretation of News about Fundamentals," Vassar College Department of Economics Working Paper Series 72, Vassar College Department of Economics.
    1060. Cao, Charles & Simin, Timothy & Xiao, Han, 2020. "Predicting the equity premium with the implied volatility spread," Journal of Financial Markets, Elsevier, vol. 51(C).
    1061. Joonhyuk Song & Doojin Ryu & Jinyoung Yu, 2023. "Changes in the options contract size and arbitrage opportunities," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(1), pages 122-137, January.
    1062. Thomas Lux, 2011. "Sentiment dynamics and stock returns: the case of the German stock market," Empirical Economics, Springer, vol. 41(3), pages 663-679, December.
    1063. Paul De Grauwe, 2008. "Macroeconomic Modeling when Agents are Imperfectly Informed," CESifo Working Paper Series 2318, CESifo.
    1064. Park, Cheol & Choi, Paul Moon Sub & Choi, Joung Hwa, 2019. "Is individual trading priced in the preferred stock discount?," Emerging Markets Review, Elsevier, vol. 38(C), pages 326-346.
    1065. Li, Yi & Zhang, Wei & Urquhart, Andrew & Wang, Pengfei, 2022. "The role of media coverage in the bubble formation: Evidence from the Bitcoin market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    1066. Fabrice Hervé & Mohamed Zouaoui & Bertrand Belvaux, 2019. "Noise traders and smart money: Evidence from online searches," Post-Print hal-02065042, HAL.
    1067. Tosun, Onur Kemal, 2022. "Do investors react differently? Evidence from hospitality sector during the covid-19 pandemic," Finance Research Letters, Elsevier, vol. 49(C).
    1068. Bikramaditya Datta & Rajiv Sethi, 2023. "The Dynamics of Leverage and the Belief Distribution of Wealth," Papers 2304.03436, arXiv.org.
    1069. Aris Kartsaklas, 2018. "Trader Type Effects On The Volatility‐Volume Relationship Evidence From The Kospi 200 Index Futures Market," Bulletin of Economic Research, Wiley Blackwell, vol. 70(3), pages 226-250, July.
    1070. Christoph Gort & Mei Wang, 2010. "Overconfidence and Active Management," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 12, Edward Elgar Publishing.
    1071. Kyrtsou, Catherine & Terraza, Michel, 2002. "Stochastic chaos or ARCH effects in stock series?: A comparative study," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 407-431.
    1072. Faiza Siddiqui & Yusheng Kong & Hyder Ali & Salma Naz, 2024. "Energy-Related Uncertainty and Idiosyncratic Return Volatility: Implications for Sustainable Investment Strategies in Chinese Firms," Sustainability, MDPI, vol. 16(17), pages 1-39, August.
    1073. Wu, Ming & Ohk, Kiyool & Ko, Kwangsoo, 2021. "Does cash-flow news play a better role than discount-rate news? Evidence from global regional stock markets," Journal of International Money and Finance, Elsevier, vol. 110(C).
    1074. Hommes, C.H. & Sonnemans, J. & Tuinstra, J. & Velden, H. van de, 2004. "Coordination of Expectations in Asset Pricing Experiments (Version March 2004)," CeNDEF Working Papers 04-02, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1075. Wang, Zhuo & Wang, Ziyue & Wu, Ke, 2023. "The role of anchoring on investors’ gambling preference: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
    1076. Qadan, Mahmoud & Zoua’bi, Maher, 2019. "Financial attention and the demand for information," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
    1077. Caginalp, G. & Ilieva, V., 2008. "The dynamics of trader motivations in asset bubbles," Journal of Economic Behavior & Organization, Elsevier, vol. 66(3-4), pages 641-656, June.
    1078. Bryant, Henry L. & Bessler, David A. & Haigh, Michael S., 2003. "Causality In Futures Markets," Working Papers 28574, University of Maryland, Department of Agricultural and Resource Economics.
    1079. Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2013. "Government intervention and institutional trading strategy: Evidence from a transition country," Global Finance Journal, Elsevier, vol. 24(1), pages 44-68.
    1080. Doina C. Chichernea & Alex Petkevich & Blerina Bela Zykaj, 2015. "Idiosyncratic Volatility, Institutional Ownership, and Investment Horizon," European Financial Management, European Financial Management Association, vol. 21(4), pages 613-645, September.
    1081. Andrea Carriero, 2007. "A Bayesian Framework for the Expectations Hypothesis. How to Extract Additional Information from the Term Structure of Interest Rates," Working Papers 591, Queen Mary University of London, School of Economics and Finance.
    1082. Gürtler, Marc & Hartmann, Nora, 2004. "The equity premium puzzle and emotional asset pricing," Working Papers FW10V3, Technische Universität Braunschweig, Institute of Finance.
    1083. Rıza Demirer & Huacheng Zhang, 2019. "Do firm characteristics matter in explaining the herding effect on returns?," Review of Financial Economics, John Wiley & Sons, vol. 37(2), pages 256-271, April.
    1084. Baghestanian, S. & Lugovskyy, V. & Puzzello, D., 2015. "Traders’ heterogeneity and bubble-crash patterns in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 117(C), pages 82-101.
    1085. Gaunersdorfer, Andrea, 2000. "Endogenous fluctuations in a simple asset pricing model with heterogeneous agents," Journal of Economic Dynamics and Control, Elsevier, vol. 24(5-7), pages 799-831, June.
    1086. Cheung, Yin-Wong & Wong, Clement Yuk-Pang, 2000. "A survey of market practitioners' views on exchange rate dynamics," Journal of International Economics, Elsevier, vol. 51(2), pages 401-419, August.
    1087. Roland Füss & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia In The Cross-Section of Global Equity," Working Papers on Finance 1913, University of St. Gallen, School of Finance, revised May 2020.
    1088. Arturo Bris & William Goetzmann & Ning Zhu, 2004. "Efficiency and the Bear: Short Sales and Markets around the World," Yale School of Management Working Papers ysm327, Yale School of Management, revised 01 Feb 2005.
    1089. van der Sar, Nico L., 2004. "Behavioral finance: How matters stand," Journal of Economic Psychology, Elsevier, vol. 25(3), pages 425-444, June.
    1090. Didier Sornette & Peter Cauwels & Georgi Smilyanov, 2017. "Can We Use Volatility to Diagnose Financial Bubbles? Lessons from 40 Historical Bubbles," Swiss Finance Institute Research Paper Series 17-27, Swiss Finance Institute.
    1091. Carbajal-De-Nova, Carolina & Venegas-Martínez, Francisco, 2019. "On the paradigm shift of asset pricing models, before and after the global financial crisis: a literature review," Panorama Económico, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 15(29), pages 7-38, Primer se.
    1092. Andrei SEMENOV, 2010. "High-Order Consumption Moments and Asset Pricing," EcoMod2004 330600127, EcoMod.
    1093. Franklin Allen, 2001. "Do Financial Institutions Matter?," Center for Financial Institutions Working Papers 01-04, Wharton School Center for Financial Institutions, University of Pennsylvania.
    1094. Eric Tymoigne, 2012. "Financial fragility," Chapters, in: Jan Toporowski & Jo Michell (ed.), Handbook of Critical Issues in Finance, chapter 14, pages i-ii, Edward Elgar Publishing.
    1095. Yang, Chunpeng & Zhou, Liyun, 2015. "Sentiment approach to underestimation and overestimation pricing model," Economic Modelling, Elsevier, vol. 51(C), pages 280-288.
    1096. Chen, Yangyang & Chui, Andy C.W. & Goyal, Abhinav & Veeraraghavan, Madhu, 2022. "Societal secrecy and IPO underpricing," Journal of Corporate Finance, Elsevier, vol. 76(C).
    1097. Korkut Erturk, 2005. "Macroeconomics of Speculation," Macroeconomics 0506010, University Library of Munich, Germany.
    1098. Oana Mădălina POPESCU, 2019. "Investor Sentiment on the Stock Market using Artificial Neural Networks," REVISTA DE MANAGEMENT COMPARAT INTERNATIONAL/REVIEW OF INTERNATIONAL COMPARATIVE MANAGEMENT, Faculty of Management, Academy of Economic Studies, Bucharest, Romania, vol. 20(5), pages 508-518, December.
    1099. Guidolin, Massimo & Ricci, Andrea, 2020. "Arbitrage risk and a sentiment as causes of persistent mispricing: The European evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 1-11.
    1100. Adam Karp & Gary Van Vuuren, 2019. "Investment Implications Of The Fractal Market Hypothesis," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 14(01), pages 1-27, March.
    1101. Robert F. Stambaugh & Jianfeng Yu & Yu Yuan, 2015. "Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle," Journal of Finance, American Finance Association, vol. 70(5), pages 1903-1948, October.
    1102. Pedro Bordalo & Nicola Gennaioli & Rafael La Porta & Andrei Shleifer, 2024. "Belief Overreaction and Stock Market Puzzles," Journal of Political Economy, University of Chicago Press, vol. 132(5), pages 1450-1484.
    1103. Vansteenkiste, Isabel, 2011. "What is driving oil futures prices? Fundamentals versus speculation," Working Paper Series 1371, European Central Bank.
    1104. Jay Shanken & Ane Tamayo, 2001. "Risk, Mispricing, and Asset Allocation: Conditioning on Dividend Yield," NBER Working Papers 8666, National Bureau of Economic Research, Inc.
    1105. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
    1106. Khan, Muhammad Asif & Hernandez, Jose Arreola & Shahzad, Syed Jawad Hussain, 2020. "Time and frequency relationship between household investors’ sentiment index and US industry stock returns," Finance Research Letters, Elsevier, vol. 36(C).
    1107. Riza Demirer & David Gabauer & Rangan Gupta & Joshua Nielsen, 2023. "Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets," Working Papers 202317, University of Pretoria, Department of Economics.
    1108. Baumann, Chris & Hoadley, Susan & Hamin, Hamin & Nugraha, Albert, 2017. "Competitiveness vis-Ã -vis service quality as drivers of customer loyalty mediated by perceptions of regulation and stability in steady and volatile markets," Journal of Retailing and Consumer Services, Elsevier, vol. 36(C), pages 62-74.
    1109. Peter A. F. Fraser‐Mackenzie & Tiejun Ma & Ming‐Chien Sung & Johnnie E. V. Johnson, 2019. "Let's Call it Quits: Break‐Even Effects in the Decision to Stop Taking Risks," Risk Analysis, John Wiley & Sons, vol. 39(7), pages 1560-1581, July.
    1110. Maggiori, Matteo, 2021. "International Macroeconomics With Imperfect Financial Markets," SocArXiv z8g6r, Center for Open Science.
    1111. Xue-Zhong He & Lei Shi, 2016. "A Binomial Model of Asset and Option Pricing with Heterogeneous Beliefs," Published Paper Series 2016-4, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
    1112. Galanis, Giorgos & Kollias, Iraklis & Leventidis, Ioanis & Lustenhouwer, Joep, 2022. "Generalizing Heterogeneous Dynamic Heuristic Selection," CRETA Online Discussion Paper Series 73, Centre for Research in Economic Theory and its Applications CRETA.
    1113. Gunduz Caginalp & Vladimira Ilieva, 2006. "The dynamics of trader motivations in asset bubbles," Labsi Experimental Economics Laboratory University of Siena 008, University of Siena.
    1114. Thomas I. Palley, 2009. "Rethinking the Economics of Capital Mobilityand Capital Controls," IMK Working Paper 01-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    1115. Xue, Wenjun & He, Zhongzhi & Hu, Yu, 2023. "The destabilizing effect of mutual fund herding: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 88(C).
    1116. Baur, Dirk G. & Dimpfl, Thomas, 2016. "Googling gold and mining bad news," Resources Policy, Elsevier, vol. 50(C), pages 306-311.
    1117. Bosman, Ronald & Kräussl, Roman & Mirgorodskaya, Elizaveta, 2017. "Modifier words in the financial press and investor expectations," Journal of Economic Behavior & Organization, Elsevier, vol. 138(C), pages 85-98.
    1118. N. A Rizal, 2013. "Investor Sentiment Measurement of Merger and Acquisition Companies in Indonesia," Information Management and Business Review, AMH International, vol. 5(9), pages 434-440.
    1119. Wang, Wenzhao, 2018. "Investor sentiment and the mean-variance relationship: European evidence," Research in International Business and Finance, Elsevier, vol. 46(C), pages 227-239.
    1120. Isabel Abinzano & Luis Muga & Rafael Santamaria, 2019. "Hidden Power of Trading Activity: The FLB in Tennis Betting Exchanges," Journal of Sports Economics, , vol. 20(2), pages 261-285, February.
    1121. Pierdzioch, Christian & Schertler, Andrea, 2005. "Sources of Predictability of European Stock Markets for High-Technology Firms," Kiel Working Papers 1235, Kiel Institute for the World Economy (IfW Kiel).
    1122. Liam A. Gallagher & Mark P. Taylor, 2002. "Permanent and Temporary Components of Stock Prices: Evidence from Assessing Macroeconomic Shocks," Southern Economic Journal, John Wiley & Sons, vol. 69(2), pages 345-362, October.
    1123. Stefan Gissler, 2015. "Slow capital, fast prices: Shocks to funding liquidity and stock price reversals," Finance and Economics Discussion Series 2015-43, Board of Governors of the Federal Reserve System (U.S.).
    1124. Hanson, Samuel G. & Malkhozov, Aytek & Venter, Gyuri, 2024. "Demand-and-supply imbalance risk and long-term swap spreads," Journal of Financial Economics, Elsevier, vol. 154(C).
    1125. Zhou, Xuemei & Liu, Qiang & Guo, Shuxin, 2021. "Do overnight returns explain firm-specific investor sentiment in China?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 451-477.
    1126. David McMillan, 2004. "Non-linear predictability of UK stock market returns," Money Macro and Finance (MMF) Research Group Conference 2003 63, Money Macro and Finance Research Group.
    1127. Ahmed Bouteska & Taimur Sharif & Mohammad Zoynul Abedin, 2024. "Does investor sentiment create value for asset pricing? An empirical investigation of the KOSPI‐listed firms," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 3487-3509, July.
    1128. Dávid Kopányi & Jean Paul Rabanal & Olga A. Rud & Jan Tuinstra, 2019. "Can successful forecasters help stabilize asset prices in a learning to forecast experiment?," Working Papers 140, Peruvian Economic Association.
    1129. Mordecai Kurz & Maurizio Motolese, 2011. "Diverse beliefs and time variability of risk premia," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 293-335, June.
    1130. Arbab Khalid Cheema & Wenjie Ding & Qingwei Wang, 2023. "The cross-section of January effect," Journal of Asset Management, Palgrave Macmillan, vol. 24(6), pages 513-530, October.
    1131. Bouteska, Ahmed, 2019. "The effect of investor sentiment on market reactions to financial earnings restatements: Lessons from the United States," Journal of Behavioral and Experimental Finance, Elsevier, vol. 24(C).
    1132. Yi‐Wei Chuang & Wei‐Che Tsai & Ming‐Hung Wu, 2020. "The impact of net buying pressure on VIX option prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(2), pages 209-227, February.
    1133. Valentyn Panchenko & Sergiy Gerasymchuk & Oleg V. Pavlov, 2007. "Asset price dynamics with small world interactions under hetereogeneous beliefs," Working Papers 149, Department of Applied Mathematics, Università Ca' Foscari Venezia.
    1134. Randall Morck & Bernard Yeung & Wayne Wu, 1999. "The Information Content of Stock Markets: Why do Emerging Markets have Synchronous Stock Price Movements?," William Davidson Institute Working Papers Series 44, William Davidson Institute at the University of Michigan.
    1135. Stefan Reitz, 2005. "Central Bank Intervention and Heterogeneous Exchange Rate Expectations: Evidence from the Daily DEM/US-Dollar Exchange Rate," Open Economies Review, Springer, vol. 16(1), pages 33-50, January.
    1136. Agata Kliber & Blanka Let & Aleksandra Rutkowska, 2016. "Socio-demographic characteristics of investors in the Warsaw Stock Exchange – How they influence the investment decision," Bank i Kredyt, Narodowy Bank Polski, vol. 47(2), pages 91-118.
    1137. Manolis G. Kavussanos & Ilias D. Visvikis & Panayotis D. Alexakis, 2008. "The Lead‐Lag Relationship Between Cash and Stock Index Futures in a New Market," European Financial Management, European Financial Management Association, vol. 14(5), pages 1007-1025, November.
    1138. Andres Algaba & David Ardia & Keven Bluteau & Samuel Borms & Kris Boudt, 2020. "Econometrics Meets Sentiment: An Overview Of Methodology And Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 34(3), pages 512-547, July.
    1139. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2001. "Evolutionary Dynamics in Financial Markets With Many Trader Types," CeNDEF Working Papers 01-01, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1140. Cao, Charles & Simin, Timothy & Xiao, Han, 2019. "Predicting the equity premium with the implied volatility spread," MPRA Paper 103651, University Library of Munich, Germany.
    1141. He, Yiyao, 2022. "Heterogeneous stock traders, endogenous bubbles, and economic fluctuations," Finance Research Letters, Elsevier, vol. 47(PA).
    1142. Wang, Changyun, 2001. "The behavior and performance of major types of futures traders," MPRA Paper 36426, University Library of Munich, Germany, revised Jul 2002.
    1143. Li, Jian & Chavas, Jean-Paul & Etienne, Xiaoli & Li, Chongguang, 2016. "Commodity Price Bubbles and Macroeconomics: Evidence from Chinese Agricultural Markets," 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts 235068, Agricultural and Applied Economics Association.
    1144. Thampanya, Natthinee & Wu, Junjie & Nasir, Muhammad Ali & Liu, Jia, 2020. "Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    1145. Mira Frick & Ryota Iijima & Yuhta Ishii, 2019. "Misinterpreting Others and the Fragility of Social Learning," Cowles Foundation Discussion Papers 2160R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2020.
    1146. Fan, Michelle Xiaomin & Wu, Huiying & Ying, Sammy Xiaoyan & You, Jiaxing, 2023. "Uneasy lies the head that wears a crown: Firm network status and market response to negative rumors," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    1147. Rui Fan & Oleksandr Talavera & Vu Tran, 2023. "Social media and price discovery: The case of cross‐listed firms," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 46(1), pages 151-167, February.
    1148. Vives, Xavier, 1996. "Social learning and rational expectations," European Economic Review, Elsevier, vol. 40(3-5), pages 589-601, April.
    1149. Jozef Barunik & Cathy Yi-Hsuan Chen & Jan Vecer, 2019. "Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists," Papers 1906.00059, arXiv.org.
    1150. John Cotter & Niall McGeever, 2018. "Are equity market anomalies disappearing? Evidence from the U.K," Working Papers 201804, Geary Institute, University College Dublin.
    1151. de Dreu, Jan & Bikker, Jacob A., 2012. "Investor sophistication and risk taking," Journal of Banking & Finance, Elsevier, vol. 36(7), pages 2145-2156.
    1152. Fredy Gamboa-Estrada & Andrés Sánchez-Jabba, 2022. "The Effects of Foreign Investor Composition on Colombia’s Sovereign Debt Flows," Borradores de Economia 1222, Banco de la Republica de Colombia.
    1153. Zhenxi Chen & Cuntong Wang, 2020. "Speculative trading in Chinese housing market: a panel regression method," Applied Economics, Taylor & Francis Journals, vol. 52(38), pages 4186-4195, July.
    1154. David G. McMillan, 2003. "Non‐linear Predictability of UK Stock Market Returns," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(5), pages 557-573, December.
    1155. Wang, Lei & Li, Shouwei & Chen, Tingqiang, 2019. "Investor behavior, information disclosure strategy and counterparty credit risk contagion," Chaos, Solitons & Fractals, Elsevier, vol. 119(C), pages 37-49.
    1156. HAMADI, Malika & RENGIFO, Erick & SALZMAN, Diego, 2005. "Illusionary finance and trading behavior," LIDAM Discussion Papers CORE 2005004, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    1157. Erkko Etula, 2013. "Broker-Dealer Risk Appetite and Commodity Returns," Journal of Financial Econometrics, Oxford University Press, vol. 11(3), pages 486-521, June.
    1158. Robert S. Chirinko & Huntley Schaller, 2001. "Business Fixed Investment and "Bubbles": The Japanese Case," American Economic Review, American Economic Association, vol. 91(3), pages 663-680, June.
    1159. Kling, Gerhard & Gao, Lei, 2008. "Chinese institutional investors' sentiment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(4), pages 374-387, October.
    1160. Zhu, Jiahua & Bao, Te & Chia, Wai Mun, 2021. "Evolutionary selection of forecasting and quantity decision rules in experimental asset markets," Journal of Economic Behavior & Organization, Elsevier, vol. 182(C), pages 363-404.
    1161. Reitz, Stefan & Taylor, Mark P., 2008. "The coordination channel of foreign exchange intervention: A nonlinear microstructural analysis," European Economic Review, Elsevier, vol. 52(1), pages 55-76, January.
    1162. Kathleen Weiss Hanley & Charles Lee & Paul Seguin, 1995. "The Marketing of Closed-End Fund IPOs," Center for Financial Institutions Working Papers 94-21, Wharton School Center for Financial Institutions, University of Pennsylvania.
    1163. Iuliana Ismailescu & Ben Branch, 2010. "Managerial Performance and Closed‐End Country Fund Premiums: A Lead or Lag Relationship?," International Review of Finance, International Review of Finance Ltd., vol. 10(4), pages 433-453, December.
    1164. John Duffy & M. Utku Unver, 2003. "Asset Price Bubbles and Crashes with Near-Zero-Intelligence Traders: Towards an Understanding of Laboratory Findings," Computational Economics 0307001, University Library of Munich, Germany, revised 17 Mar 2004.
    1165. Elgebeily, Eman & Guermat, Cherif & Vendrame, Vasco, 2021. "Managerial optimism and investment decision in the UK," Journal of Behavioral and Experimental Finance, Elsevier, vol. 31(C).
    1166. Mirza Faizan Ahmed, 2019. "Estimating proportion of noise traders and asset prices," Business Review, School of Economics and Social Sciences, IBA Karachi, vol. 14(2), pages 1-12, July-Dece.
    1167. Horn, Ernst-Jürgen, 1995. "Ordnungs- und wettbewerbspolitische Herausforderungen durch die Globalisierung der Finanzmärkte," Kiel Working Papers 687, Kiel Institute for the World Economy (IfW Kiel).
    1168. Jonathan Lewellen & Jay Shanken, 2000. "Estimation Risk, Market Efficiency, and the Predictability of Returns," NBER Working Papers 7699, National Bureau of Economic Research, Inc.
    1169. Stefano DellaVigna & Joshua M. Pollet, 2009. "Capital Budgeting vs. Market Timing: An Evaluation Using Demographics," NBER Working Papers 15184, National Bureau of Economic Research, Inc.
    1170. Yang, Shanxiang & Liu, Zhechen & Wang, Xinjie, 2020. "News sentiment, credit spreads, and information asymmetry," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    1171. Acharya, Viral & Pedersen, Lasse Heje, 2003. "Asset Pricing with Liquidity Risk," CEPR Discussion Papers 3749, C.E.P.R. Discussion Papers.
    1172. Ricardo Grinspun, 1995. "Learning rational expectations in an asset market," Journal of Economics, Springer, vol. 61(3), pages 215-243, October.
    1173. Mr. Christiane Nickel & Mr. Günter Schmidt & Mr. Georg Stadtmann & Mr. Michael Frenkel, 2001. "The Effects of Capital Controls on Exchange Rate Volatility and Output," IMF Working Papers 2001/187, International Monetary Fund.
    1174. Delcoure, Natalya & Zhong, Maosen, 2007. "On the premiums of iShares," Journal of Empirical Finance, Elsevier, vol. 14(2), pages 168-195, March.
    1175. Si Chen, 2013. "Optimistic versus Pessimistic--Optimal Judgemental Bias with Reference Point," Papers 1310.2964, arXiv.org.
    1176. Stefano Cassella & Huseyin Gulen, 2018. "Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables," The Review of Financial Studies, Society for Financial Studies, vol. 31(11), pages 4345-4397.
    1177. Qadan, Mahmoud & Nama, Hazar, 2018. "Investor sentiment and the price of oil," Energy Economics, Elsevier, vol. 69(C), pages 42-58.
    1178. Li, Jinfang, 2022. "The sentiment pricing dynamics with short-term and long-term learning," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
    1179. Piccotti, Louis R., 2020. "Strategic trade when securitized portfolio values are unknown," Journal of Banking & Finance, Elsevier, vol. 115(C).
    1180. Kappou, Konstantina & Brooks, Chris & Ward, Charles W.R., 2008. "A re-examination of the index effect: Gambling on additions to and deletions from the S&P 500's [`]gold seal'," Research in International Business and Finance, Elsevier, vol. 22(3), pages 325-350, September.
    1181. Gaspar, Jose-Miguel & Massa, Massimo & Matos, Pedro, 2005. "Shareholder investment horizons and the market for corporate control," Journal of Financial Economics, Elsevier, vol. 76(1), pages 135-165, April.
    1182. Dan Vu Cao, 2010. "Collateral Shortages, Asset Price And Investment Volatility With Heterogeneous Beliefs," 2010 Meeting Papers 1233, Society for Economic Dynamics.
    1183. Agnes Bialecki & Eleonore Haguet & Gabriel Turinici, 2014. "Existence of an Equilibrium for Lower Semicontinuous Information Acquisition Functions," Post-Print hal-00723189, HAL.
    1184. Glaeser, Edward L. & Nathanson, Charles G., 2015. "An Extrapolative Model of House Price Dynamics," Working Paper Series rwp15-012, Harvard University, John F. Kennedy School of Government.
    1185. Bhanwar Singh & Rosy Dhall & Sahil Narang & Savita Rawat, 2024. "The Outbreak of COVID-19 and Stock Market Responses: An Event Study and Panel Data Analysis for G-20 Countries," Global Business Review, International Management Institute, vol. 25(3), pages 606-631, June.
    1186. D. Schneller & S. Heiden & M. Heiden & A. Hamid, 2018. "Home is Where You Know Your Volatility – Local Investor Sentiment and Stock Market Volatility," German Economic Review, Verein für Socialpolitik, vol. 19(2), pages 209-236, May.
    1187. Alexander Ljungqvist & Wenlan Qian, 2014. "How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation," NBER Working Papers 19834, National Bureau of Economic Research, Inc.
    1188. Getu, Hailu & Weersink, Alfons, 2010. "Commodity Price Volatility: The Impact of Commodity Index Traders," Commissioned Papers 95803, Canadian Agricultural Trade Policy Research Network.
    1189. Michael Graham & Jussi Nikkinen & Jarkko Peltomäki, 2020. "Web-Based Investor Fear Gauge and Stock Market Volatility: An Emerging Market Perspective," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 127-153, August.
    1190. Osler, C. L., 1995. "Exchange rate dynamics and speculator horizons," Journal of International Money and Finance, Elsevier, vol. 14(5), pages 695-719, October.
    1191. Richard H. Thaler, 2017. "Behavioral Economics," Journal of Political Economy, University of Chicago Press, vol. 125(6), pages 1799-1805.
    1192. Mark Mitchell & Todd Pulvino & Erik Stafford, 2002. "Limited Arbitrage in Equity Markets," Journal of Finance, American Finance Association, vol. 57(2), pages 551-584, April.
    1193. Alexander M. Chinco & Mao Ye, 2017. "Investment-Horizon Spillovers," NBER Working Papers 23650, National Bureau of Economic Research, Inc.
    1194. Akbas, Ferhat & Armstrong, Will J. & Sorescu, Sorin & Subrahmanyam, Avanidhar, 2015. "Smart money, dumb money, and capital market anomalies," Journal of Financial Economics, Elsevier, vol. 118(2), pages 355-382.
    1195. Park, Beum-Jo & Kim, Myung-Joong, 2017. "A Dynamic Measure of Intentional Herd Behavior in Financial Markets," MPRA Paper 82025, University Library of Munich, Germany.
    1196. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2001. "Breadth of Ownership and Stock Returns," NBER Working Papers 8151, National Bureau of Economic Research, Inc.
    1197. Dion Harmon & Marco Lagi & Marcus A M de Aguiar & David D Chinellato & Dan Braha & Irving R Epstein & Yaneer Bar-Yam, 2015. "Anticipating Economic Market Crises Using Measures of Collective Panic," PLOS ONE, Public Library of Science, vol. 10(7), pages 1-27, July.
    1198. Chung, Chune Young & Wang, Kainan, 2016. "The impact of individual investor trading on information asymmetry in the Korean stock market," The North American Journal of Economics and Finance, Elsevier, vol. 37(C), pages 472-484.
    1199. Kabir, Rezaul & Vermaelen, Theo, 1996. "Insider trading restrictions and the stock market: Evidence from the Amsterdam Stock Exchange," European Economic Review, Elsevier, vol. 40(8), pages 1591-1603, November.
    1200. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
    1201. Wagner, Alexander F. & Gibson Brandon, Rajna & Sohn, Matthias & Tanner, Carmen, 2018. "Earnings Management and Managerial Honesty: The Investors’ Perspectives," CEPR Discussion Papers 13207, C.E.P.R. Discussion Papers.
    1202. Pok, Wei Fong & Humayun Kabir, M. & Young, Martin, 2022. "Investor sentiment and mean-variance relation: Evidence from emerging futures markets," Finance Research Letters, Elsevier, vol. 46(PB).
    1203. Dang, Ha V. & Lin, Mi, 2016. "Herd mentality in the stock market: On the role of idiosyncratic participants with heterogeneous information," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 247-260.
    1204. Wenjie Ding & Khelifa Mazouz & Qingwei Wang, 2019. "Investor sentiment and the cross-section of stock returns: new theory and evidence," Review of Quantitative Finance and Accounting, Springer, vol. 53(2), pages 493-525, August.
    1205. Corredor, Pilar & Ferrer, Elena & Santamaria, Rafael, 2015. "Sentiment-prone investors and volatility dynamics between spot and futures markets," International Review of Economics & Finance, Elsevier, vol. 35(C), pages 180-196.
    1206. Josh Stillwagon, 2013. "Are Risk Premia Related to Real Exchange Rate Swings? Survey Expectations and I(2) Trends," Working Papers 1318, Trinity College, Department of Economics.
    1207. Harrison Hong & Jose A. Scheinkman & Wei Xiong, 2007. "Advisors and Asset Prices: A Model of the Origins of Bubbles," NBER Working Papers 13504, National Bureau of Economic Research, Inc.
    1208. Richard Barkham & Charles Ward, 1999. "Investor Sentiment and Noise Traders: Discount to Net Asset Value in Listed Property Companies in the U.K," Journal of Real Estate Research, Taylor & Francis Journals, vol. 18(2), pages 291-312, January.
    1209. Burdekin, Richard C.K. & Redfern, Luke, 2009. "Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience," China Economic Review, Elsevier, vol. 20(2), pages 246-261, June.
    1210. Joseph Chen & Harrison Hong & Jeremy C. Stein, 2000. "Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices," NBER Working Papers 7687, National Bureau of Economic Research, Inc.
    1211. Giulio Cifarelli & Paolo Paesani, 2017. "On the difficulty of interpreting market behaviour in an uncertain world: the case of oil futures pricing between 2003 and 2016," Working Papers - Economics wp2017_16.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
    1212. Deniz Erer, 2023. "The Impact of News Related Covid-19 on Exchange Rate Volatility:A New Evidence From Generalized Autoregressive Score Model," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(38), pages 105-126, June.
    1213. S., Glogger & S., Heiden & D., Schneller, 2019. "Bearing the bear: Sentiment-based disagreement in multi-criteria portfolio optimization," Finance Research Letters, Elsevier, vol. 31(C), pages 47-53.
    1214. Daniel Huerta-Sanchez & Diego Escobari, 2018. "Changes in sentiment on REIT industry excess returns and volatility," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 32(3), pages 239-274, August.
    1215. Stefano DellaVigna, 2009. "Psychology and Economics: Evidence from the Field," Journal of Economic Literature, American Economic Association, vol. 47(2), pages 315-372, June.
    1216. Meudt, Frederik & Schmitt, Thilo A. & Schäfer, Rudi & Guhr, Thomas, 2016. "Equilibrium pricing in an order book environment: Case study for a spin model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 228-235.
    1217. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2017. "Incentives for dishonesty: An experimental study with internal auditors," Working Papers 2017-06, Faculty of Economics and Statistics, Universität Innsbruck.
    1218. Mougoué, Mbodja & Aggarwal, Raj, 2011. "Trading volume and exchange rate volatility: Evidence for the sequential arrival of information hypothesis," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2690-2703, October.
    1219. Lars A. Lochstoer & Paul C. Tetlock, 2020. "What Drives Anomaly Returns?," Journal of Finance, American Finance Association, vol. 75(3), pages 1417-1455, June.
    1220. D'Avolio, Gene, 2002. "The market for borrowing stock," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 271-306.
    1221. Committee, Nobel Prize, 2013. "Understanding Asset Prices," Nobel Prize in Economics documents 2013-1, Nobel Prize Committee.
    1222. Wasim ul Rehman & Omur Saltik & Faryal Jalil & Suleyman Degirmen, 2024. "Viral decisions: unmasking the impact of COVID-19 info and behavioral quirks on investment choices," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-20, December.
    1223. Peter Fortune, 1991. "Stock market efficiency: an autopsy?," New England Economic Review, Federal Reserve Bank of Boston, issue Mar, pages 17-40.
    1224. Holt, Bryce R. & Irwin, Scott H., 2000. "The Effects Of Futures Trading By Large Hedge Funds And Ctas On Market Volatility," 2000 Conference, April 17-18 2000, Chicago, Illinois 18935, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    1225. Antonio Gargano & Juan Sotes-Paladino & Patrick Verwijmeren, 2022. "Out of Sync: Dispersed Short Selling and the Correction of Mispricing," Working Papers 108, Red Nacional de Investigadores en Economía (RedNIE).
    1226. Chen, Shiu-Sheng, 2007. "A note on interest rate defense policy and exchange rate volatility," Economic Modelling, Elsevier, vol. 24(5), pages 768-777, September.
    1227. Heliang Zhu & Xinyu Cai & Ling Liu & Ziqi Liu & Huilu & Jiang, 2024. "Research on the Impact of Investor Sentiment on IPO Underpricing of GEM," Advances in Management and Applied Economics, SCIENPRESS Ltd, vol. 14(5), pages 1-10.
    1228. Tu, Anthony H. & Wang, Ming-Chun, 2007. "The innovations of e-mini contracts and futures price volatility components: The empirical investigation of S&P 500 stock index futures," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(2), pages 198-211, April.
    1229. Michael Heinrich Baumann & Michaela Baumann & Lars Grüne & Bernhard Herz, 2023. "Market Structure and Instability Artifacts in Heterogeneous Agent Models: Lessons from Implicit Discretizations of Stiff Equations," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 855-890, October.
    1230. Baosheng Yuan & Kan Chen, 2005. "Impact of Investor's Varying Risk Aversion on the Dynamics of Asset Price Fluctuations," Papers physics/0506224, arXiv.org.
    1231. Li, Jinfang, 2020. "The momentum and reversal effects of investor sentiment on stock prices," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
    1232. Andreas Oehler & Julian Schneider, 2022. "Gambling with lottery stocks?," Journal of Asset Management, Palgrave Macmillan, vol. 23(6), pages 477-503, October.
    1233. Jia, Boxiang & Shen, Dehua & Zhang, Wei, 2022. "Extreme sentiment and herding: Evidence from the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 63(C).
    1234. Xue-Zhong He & Youwei Li, 2005. "Long Memory, Heterogeneity and Trend Chasing," Research Paper Series 148, Quantitative Finance Research Centre, University of Technology, Sydney.
    1235. Borgards, Oliver, 2021. "Dynamic time series momentum of cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
    1236. Abbigail J. Chiodo & Massimo Guidolin & Michael T. Owyang & Makoto Shimoji, 2003. "Subjective probabilities: psychological evidence and economic applications," Working Papers 2003-009, Federal Reserve Bank of St. Louis.
    1237. Swanson, Peggy E. & Tsai, Pei-Jung, 2005. "Closed-end country funds and the role of exchange rates in pricing and in determination of premiums and discounts," Journal of Economics and Business, Elsevier, vol. 57(5), pages 388-410.
    1238. Anwar M. Shaikh, 1995. "The Stock Market and the Corporate Sector: Profit-Based Approach," Economics Working Paper Archive wp_146, Levy Economics Institute.
    1239. Jimmy Melo, 2014. "Expectativas cambiarias, selección adversa y liquidez," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 27-62, May.
    1240. Jamshed Y. Uppal & Inayat U. Mangla, 2006. "Regulatory Response to Market Volatility and Manipulation: A Case Study of Mumbai and Karachi Stock Exchanges," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 11(2), pages 79-105, Jul-Dec.
    1241. Halkos, George, 2005. "Determining empirically behavioral and fundamental factors of discounts on closed end funds," MPRA Paper 49280, University Library of Munich, Germany.
    1242. Hui Zeng & Ben R Marshall & Nhut H Nguyen & Nuttawat Visaltanachoti, 2022. "Are individual stock returns predictable?," Australian Journal of Management, Australian School of Business, vol. 47(1), pages 135-162, February.
    1243. Anwer S. Ahmed & Irfan Safdar, 2018. "Dissecting stock price momentum using financial statement analysis," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 3-43, November.
    1244. Maitra, Debasish & Dash, Saumya Ranjan, 2017. "Sentiment and stock market volatility revisited: A time–frequency domain approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 15(C), pages 74-91.
    1245. Igor Evstigneev & Thorsten Hens & Klaus Schenk-Hoppé, 2006. "Evolutionary stable stock markets," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 27(2), pages 449-468, January.
    1246. Jerker Denrell & Christina Fang, 2010. "Predicting the Next Big Thing: Success as a Signal of Poor Judgment," Management Science, INFORMS, vol. 56(10), pages 1653-1667, October.
    1247. Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Yousaf, Imran & Kumar Tiwari, Aviral & Li, Yanshuang, 2024. "Economic sanctions sentiment and global stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    1248. Umar, Zaghum & Gubareva, Mariya & Yousaf, Imran & Ali, Shoaib, 2021. "A tale of company fundamentals vs sentiment driven pricing: The case of GameStop," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    1249. Stephan Schulmeister, 2007. "The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics," WIFO Working Papers 290, WIFO.
    1250. Fong, Wai Mun, 2013. "Footprints in the market: Hedge funds and the carry trade," Journal of International Money and Finance, Elsevier, vol. 33(C), pages 41-59.
    1251. Bagella, Michele & Becchetti, Leonardo & Carpentieri, Andrea, 2000. ""The first shall be last". Size and value strategy premia at the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(6), pages 893-919, June.
    1252. Berardi, Michele, 2020. "Uncertainty and sentiments in asset prices," MPRA Paper 103798, University Library of Munich, Germany.
    1253. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2002. "Evolutionary dynamics in markets with many trader types," CeNDEF Working Papers 02-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1254. Carlos A. Ulibarri & Peter C. Anselmo & Karen Hovsepian & Jacob Tolk & Ionut Florescu, 2009. "'Noise-trader risk' and Bayesian market making in FX derivatives: rolling loaded dice?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(3), pages 1-1.
    1255. Zhifeng Dai & Tingyu Li & Mi Yang, 2022. "Forecasting stock return volatility: The role of shrinkage approaches in a data‐rich environment," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(5), pages 980-996, August.
    1256. Li Lin & Didier Sornette, 2009. "Diagnostics of Rational Expectation Financial Bubbles with Stochastic Mean-Reverting Termination Times," Papers 0911.1921, arXiv.org.
    1257. Brunetti, Celso & Büyükşahin, Bahattin & Harris, Jeffrey H., 2016. "Speculators, Prices, and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 51(5), pages 1545-1574, October.
    1258. Frank J. Fabozzi & Iason Kynigakis & Ekaterini Panopoulou & Radu S. Tunaru, 2020. "Detecting Bubbles in the US and UK Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 60(4), pages 469-513, May.
    1259. Daya, Wael & Mazouz, Khelifa & Freeman, Mark, 2012. "Information efficiency changes following FTSE 100 index revisions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(4), pages 1054-1069.
    1260. Lee, Chien-Chiang & Lee, Cheng-Feng & Lee, Chi-Chuan, 2014. "Asymmetric dynamics in REIT prices: Further evidence based on quantile regression analysis," Economic Modelling, Elsevier, vol. 42(C), pages 29-37.
    1261. Liu, Wenwen & Zhang, Chang & Qiao, Gaoxiu & Xu, Lei, 2022. "Impact of network investor sentiment and news arrival on jumps," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    1262. Tripathi, Abhinava & Pandey, Ashish, 2021. "Information dissemination across global markets during the spread of COVID-19 pandemic," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 103-115.
    1263. Vives, Xavier & Yang, Liyan & Mondria, Jordi, 2017. "Costly Interpretation of Asset Prices," CEPR Discussion Papers 12360, C.E.P.R. Discussion Papers.
    1264. Kirill N. Ilinski & Alexander S. Stepanenko, 1998. "Electrodynamical model of quasi-efficient financial market," Papers cond-mat/9806138, arXiv.org.
    1265. Annina Kaltenbrunner & Machiko Nissanke, 2009. "The Case for an Intermediate Exchange Rate Regime with Endogenizing Market Structures and Capital Mobility: The Empirical Study of Brazil," WIDER Working Paper Series RP2009-29, World Institute for Development Economic Research (UNU-WIDER).
    1266. Li, Yubin & Zhao, Chen & Zhong, Zhaodong (Ken), 2021. "Trading behavior of retail investors in derivatives markets: Evidence from Mini options," Journal of Banking & Finance, Elsevier, vol. 133(C).
    1267. Zhen Peng & Changsheng Hu, 2020. "Leveraged Trading, Irrational Sentiment and Sustainability in the Stock Market: Evidence from China," Sustainability, MDPI, vol. 12(4), pages 1-18, February.
    1268. Liu, Yang & Han, Liyan & Yin, Libo, 2019. "News implied volatility and long-term foreign exchange market volatility," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 126-142.
    1269. Shahid, Muhammad Sadiq & Abbas, Muhammad, 2019. "Does corporate governance play any role in investor confidence, corporate investment decisions relationship? Evidence from Pakistan and India," Journal of Economics and Business, Elsevier, vol. 105(C).
    1270. Behrendt, Simon & Peter, Franziska J. & Zimmermann, David J., 2020. "An encyclopedia for stock markets? Wikipedia searches and stock returns," International Review of Financial Analysis, Elsevier, vol. 72(C).
    1271. Malagon, Juliana & Moreno, David & Rodríguez, Rosa, 2015. "The idiosyncratic volatility anomaly: Corporate investment or investor mispricing?," Journal of Banking & Finance, Elsevier, vol. 60(C), pages 224-238.
    1272. Vagnani, Gianluca, 2009. "The Black-Scholes model as a determinant of the implied volatility smile: A simulation study," Journal of Economic Behavior & Organization, Elsevier, vol. 72(1), pages 103-118, October.
    1273. Felix Irresberger & Fee Elisabeth König & Gregor N. F. Weiß, 2017. "Crisis Sentiment in the U.S. Insurance Sector," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 84(4), pages 1295-1330, December.
    1274. Verrecchia, Robert E., 2001. "Essays on disclosure," Journal of Accounting and Economics, Elsevier, vol. 32(1-3), pages 97-180, December.
    1275. Lawrence Choo & Todd R. Kaplan & Ro’i Zultan, 2019. "Information aggregation in Arrow–Debreu markets: an experiment," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 625-652, September.
    1276. Chen, Haiwei, 2016. "A Tobin tax only on sellers," Finance Research Letters, Elsevier, vol. 19(C), pages 83-89.
    1277. Hirshleifer, David, 2014. "Behavioral Finance," MPRA Paper 59028, University Library of Munich, Germany.
    1278. Claudio M. P. Cunha, 2011. "Disposition Effect andAsymmetric Volatility of Individual Stocks," Anais do XXXVII Encontro Nacional de Economia [Proceedings of the 37th Brazilian Economics Meeting] 58, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    1279. James Dow & Gary Gorton, 2006. "Noise Traders," NBER Working Papers 12256, National Bureau of Economic Research, Inc.
    1280. Cajueiro, Daniel O. & Tabak, Benjamin M., 2009. "Multifractality and herding behavior in the Japanese stock market," Chaos, Solitons & Fractals, Elsevier, vol. 40(1), pages 497-504.
    1281. Josh Stillwagon, 2013. "The Excess Returns Puzzle in Currency Markets: Clues on Moving Forward," Working Papers 1313, Trinity College, Department of Economics.
    1282. Ryuichi Yamamoto, 2011. "Volatility clustering and herding agents: does it matter what they observe?," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 6(1), pages 41-59, May.
    1283. Mitra, Sovan & Raju Chinthalapati, V.L. & Clark, Ephraim & McGroarty, Frank, 2019. "Stock-ADR Arbitrage: Microstructure Risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 63(C).
    1284. Stephan Schulmeister, 2009. "Technical Trading and Trends in the Dollar-Euro Exchange Rate," WIFO Studies, WIFO, number 37582.
    1285. Greenwood, Robin, 2005. "Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage," Journal of Financial Economics, Elsevier, vol. 75(3), pages 607-649, March.
    1286. Chunpeng Yang & Jun Chi, 2023. "Investor sentiment and volatility of exchange‐traded funds: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(1), pages 668-680, January.
    1287. Lai, Ya-Wen & Lin, Chiou-Fa & Tang, Mei-Ling, 2017. "Mispricing and trader positions in the S&P 500 index futures market," The North American Journal of Economics and Finance, Elsevier, vol. 42(C), pages 250-265.
    1288. Taipalus, Katja, 2006. "Bubbles in the Finnish and US equities markets," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2006_035, July.
    1289. Biais, Bruno & Shadur, Raphael, 2000. "Darwinian selection does not eliminate irrational traders," European Economic Review, Elsevier, vol. 44(3), pages 469-490, March.
    1290. Christopher J. Neely & David E. Rapach & Jun Tu & Guofu Zhou, 2010. "Out-of-sample equity premium prediction: economic fundamentals vs. moving-average rules," Working Papers 2010-008, Federal Reserve Bank of St. Louis.
    1291. Rötheli, Tobias F., 2010. "Causes of the financial crisis: Risk misperception, policy mistakes, and banks' bounded rationality," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 39(2), pages 119-126, April.
    1292. Wang, Albert Y. & Young, Michael, 2020. "Terrorist attacks and investor risk preference: Evidence from mutual fund flows," Journal of Financial Economics, Elsevier, vol. 137(2), pages 491-514.
    1293. Zhang, Yeqing & Zhang, Xueyong, 2020. "Patent growth and the long-run performance of VC-backed IPOs," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 33-47.
    1294. Qian, Xiaolin, 2014. "Small investor sentiment, differences of opinion and stock overvaluation," Journal of Financial Markets, Elsevier, vol. 19(C), pages 219-246.
    1295. Guo, Kun & Sun, Yi & Qian, Xin, 2017. "Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 469(C), pages 390-396.
    1296. Gianluca Vagnani, 2009. "The Black-Scholes model as a determinant of the implied volatility smile: A simulation study," Post-Print hal-00736952, HAL.
    1297. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Bank of Finland Scientific Monographs, Bank of Finland, volume 0, number sm2012_047, July.
    1298. Behrendt, Simon & Schmidt, Alexander, 2018. "The Twitter myth revisited: Intraday investor sentiment, Twitter activity and individual-level stock return volatility," Journal of Banking & Finance, Elsevier, vol. 96(C), pages 355-367.
    1299. Shen, Junyan & Yu, Jianfeng & Zhao, Shen, 2017. "Investor sentiment and economic forces," Journal of Monetary Economics, Elsevier, vol. 86(C), pages 1-21.
    1300. Bazley, William J. & Dayani, Arash & Jannati, Sima, 2021. "Transient emotions, perceptions of well-being, and mutual fund flows," Finance Research Letters, Elsevier, vol. 41(C).
    1301. You, Wanhai & Guo, Yawei & Peng, Cheng, 2017. "Twitter's daily happiness sentiment and the predictability of stock returns," Finance Research Letters, Elsevier, vol. 23(C), pages 58-64.
    1302. Krainer, Robert E., 2013. "Towards a program for financial stability," Journal of Economic Behavior & Organization, Elsevier, vol. 85(C), pages 207-218.
    1303. Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011. "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO 1110304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
    1304. Ralf Ahrens & Stefan Reitz, 2000. "Chartist Prediction in the Foreign Exchange Market. Evidence from the Daily Dollar/DM Exchange Rate," Econometric Society World Congress 2000 Contributed Papers 1683, Econometric Society.
    1305. Ackert, Lucy F. & Church, Bryan K. & Schneider, Arnold, 2008. "Provision of non-audit services and individuals’ investment decisions: Experimental evidence," Research in Accounting Regulation, Elsevier, vol. 20(C), pages 177-185.
    1306. Ms. Thornton Matheson, 2011. "Taxing Financial Transactions: Issues and Evidence," IMF Working Papers 2011/054, International Monetary Fund.
    1307. Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2013. "ETF arbitrage: Intraday evidence," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3486-3498.
    1308. Kelvin Mutum, 2020. "Volatility Forecast Incorporating Investors’ Sentiment and its Application in Options Trading Strategies: A Behavioural Finance Approach at Nifty 50 Index," Vision, , vol. 24(2), pages 217-227, June.
    1309. Kandel, Shmuel & Wohl, Avi & Braverman, Oded, 2005. "The (Bad?) Timing of Mutual Fund Investors," CEPR Discussion Papers 5243, C.E.P.R. Discussion Papers.
    1310. Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013. "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, vol. 32(C), pages 532-538.
    1311. Terje Lensberg & Klaus Reiner Schenk-Hoppe, 2006. "On the Evolution of Investment Strategies and the Kelly Rule – A Darwinian Approach," Swiss Finance Institute Research Paper Series 06-38, Swiss Finance Institute.
    1312. Bo Zhang & Jinyan Hu & Mingming Jiang & Feng Guo, 2017. "Monetary Shocks And Stock Market Fluctuations: With An Application To The Chinese Stock Market," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(04), pages 875-904, September.
    1313. Hirshleifer, David & Lo, Andrew W. & Zhang, Ruixun, 2023. "Social contagion and the survival of diverse investment styles," Journal of Economic Dynamics and Control, Elsevier, vol. 154(C).
    1314. Ben Sita, Bernard, 2017. "Volatility patterns of the constituents of FTSE100 in the aftermath of the U.K. Brexit referendum," Finance Research Letters, Elsevier, vol. 23(C), pages 137-146.
    1315. Jank, Stephan & Roling, Christoph & Smajlbegovic, Esad, 2021. "Flying under the radar: The effects of short-sale disclosure rules on investor behavior and stock prices," Journal of Financial Economics, Elsevier, vol. 139(1), pages 209-233.
    1316. Andrew W. Lo & H. Allen Orr & Ruixun Zhang, 2018. "The growth of relative wealth and the Kelly criterion," Journal of Bioeconomics, Springer, vol. 20(1), pages 49-67, April.
    1317. Miwa, Kotaro, 2016. "Investor sentiment, stock mispricing, and long-term growth expectations," Research in International Business and Finance, Elsevier, vol. 36(C), pages 414-423.
    1318. Escobari, Diego & Sharma, Shahil, 2020. "Explaining the nonlinear response of stock markets to oil price shocks," Energy, Elsevier, vol. 213(C).
    1319. Cornell, Bradford & Liu, Qaio, 2001. "The parent company puzzle: when is the whole worth less than one of the parts?," Journal of Corporate Finance, Elsevier, vol. 7(4), pages 341-366, December.
    1320. Fang, Yi & Zhou, Xin & Wen, Yi-Feng & Ou, Qi-Lang, 2024. "Volume and stock returns in the Chinese market," International Review of Financial Analysis, Elsevier, vol. 94(C).
    1321. Hugh Kelley & Tom Evans, 2010. "Measuring the Impact of Behavioral Traders in the Market for Closed-end Country Funds from 2002 to 2009," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 16, Edward Elgar Publishing.
    1322. Kim, Bong Han & Min, Hong-Ghi, 2011. "Household lending, interest rates and housing price bubbles in Korea: Regime switching model and Kalman filter approach," Economic Modelling, Elsevier, vol. 28(3), pages 1415-1423, May.
    1323. Glenn Boyle, 2005. "Risk, expected return, and the cost of equity capital," New Zealand Economic Papers, Taylor & Francis Journals, vol. 39(2), pages 181-194.
    1324. Adnan Abo Al Haija & Rahma Lahyani, 2023. "Dynamic interactions of actual stock returns with forecasted stock returns and investors’ risk aversion: empirical evidence interplaying the impact of Covid-19 pandemic," Review of Quantitative Finance and Accounting, Springer, vol. 61(3), pages 1129-1149, October.
    1325. Han, Xing & Li, Youwei, 2017. "Can investor sentiment be a momentum time-series predictor? Evidence from China," Journal of Empirical Finance, Elsevier, vol. 42(C), pages 212-239.
    1326. Mai, Nhat Chi, 2016. "The Influence Of Macroeconomic Announcements Into Vietnamese Stock Market Volatility," OSF Preprints ydmhx, Center for Open Science.
    1327. Li Lin & Didier Sornette, 2015. ""Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets," Papers 1510.08162, arXiv.org.
    1328. Dimpfl, Thomas & Jank, Stephan, 2011. "Can internet search queries help to predict stock market volatility?," CFR Working Papers 11-15, University of Cologne, Centre for Financial Research (CFR).
    1329. M. Frenkel & G. Shimidt & G. Stadtmann & Nickle Christiane, 2002. "The Effects of Capital Controls on Exchange Rate Volatility and Output," International Economic Journal, Taylor & Francis Journals, vol. 16(4), pages 27-51.
    1330. Emmanuel Anoruo & Vasudeva N. R. Murthy, 2017. "An examination of the REIT return–implied volatility relation: a frequency domain approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(3), pages 581-594, July.
    1331. Chiang, Ming-Ti & Lin, Mei-Chen, 2019. "Market sentiment and herding in analysts’ stock recommendations," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 48-64.
    1332. Sciubba, E., 1999. "Asymmetric Information and Survival in Financial Markets," Cambridge Working Papers in Economics 9908, Faculty of Economics, University of Cambridge.
    1333. Stephan Schulmeister, 2012. "Technical Trading and Commodity Price Fluctuations," WIFO Studies, WIFO, number 45238.
    1334. Todd Feldman & Gabriele Lepori, 2016. "Asset price formation and behavioral biases," Review of Behavioral Finance, Emerald Group Publishing Limited, vol. 8(2), pages 137-155, November.
    1335. Ling Cen & Hai Lu & Liyan Yang, 2013. "Investor Sentiment, Disagreement, and the Breadth--Return Relationship," Management Science, INFORMS, vol. 59(5), pages 1076-1091, May.
    1336. Francisca Beer & Mohamad Watfa & Mohamed Zouaoui, 2011. "Do investors care about noise trader risk?," Working Papers CREGO 1111201, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations, revised Dec 2011.
    1337. Akbas, Ferhat & Boehmer, Ekkehart & Jiang, Chao & Koch, Paul D., 2022. "Overnight returns, daytime reversals, and future stock returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 850-875.
    1338. Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018. "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público 16974, Universidad EAFIT.
    1339. Mona Mortazian, 2022. "Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM)," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(2), pages 195-220, June.
    1340. Shaun P. Hargreaves Heap & Daniel John Zizzo, 2011. "Emotions and Chat in a Financial Markets Experiment," Working Paper Series 10, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
    1341. Pasricha, Gurnain Kaur, 2006. "Survey of Literature on Covered and Uncovered Interest Parities," MPRA Paper 22737, University Library of Munich, Germany.
    1342. Fu, Chengbo & Jacoby, Gady & Wang, Yan, 2015. "Investor sentiment and portfolio selection," Finance Research Letters, Elsevier, vol. 15(C), pages 266-273.
    1343. Sadka, Ronnie, 2006. "Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk," Journal of Financial Economics, Elsevier, vol. 80(2), pages 309-349, May.
    1344. Mazzotta, Stefano, 2022. "Immigration narrative sentiment from TV news and the stock market," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
    1345. Tanya Gulati & S. K. Bose & Supriyo Roy, 2017. "Short selling restrictions in 2005–2009 in Indian market and underpricing of initial public offerings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(1), pages 116-135, January.
    1346. Takashi Nishiwaki, "undated". "On the Stability of Equilibrium in the Market with Heterogeneous Investment Horizons," Working Papers 2101, Waseda University, Faculty of Political Science and Economics.
    1347. Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016. "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, vol. 119(3), pages 472-488.
    1348. Aase, Knut K. & Bjuland, Terje & Øksendal, Bernt, 2011. "Insider trading with partially informed traders," Discussion Papers 2011/21, Norwegian School of Economics, Department of Business and Management Science.
    1349. Perdomo Strauch, Alvaro Andrés, 2020. "Bubbles and crashes: A laboratory experiment," The Journal of Economic Asymmetries, Elsevier, vol. 21(C).
    1350. Evgeniou, Theodoros & de Fortuny, Enric Junqué & Nassuphis, Nick & Vermaelen, Theo, 2018. "Volatility and the buyback anomaly," Journal of Corporate Finance, Elsevier, vol. 49(C), pages 32-53.
    1351. Hommes, C.H., 2001. "Modeling the stylized facts in finance through simple nonlinear adaptive systems," CeNDEF Working Papers 01-06, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1352. Christopher J. Neely & Paul A. Weller, 2007. "Central bank intervention with limited arbitrage," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 12(2), pages 249-260.
    1353. Zuzana Rakovska, 2020. "Composite Survey Sentiment as a Predictor of Future Market Returns: Evidence for German Equity Indices," Working Papers 2020/13, Czech National Bank.
    1354. Malcolm Baker & Jeffrey Wurgler, 2011. "Behavioral Corporate Finance: An Updated Survey," NBER Working Papers 17333, National Bureau of Economic Research, Inc.
    1355. Nekat, Kai & Nippel, Peter, 2007. "The impact of a firm's payout policy on stock prices and shareholders' wealth in an inefficient market," Manuskripte aus den Instituten für Betriebswirtschaftslehre der Universität Kiel 619, Christian-Albrechts-Universität zu Kiel, Institut für Betriebswirtschaftslehre.
    1356. Chandana Gunathilaka & Mohamad Jais & Sophee Sulong Balia, 2017. "Illiquidity, Investor Sentiment and Stock Returns: Evidence from Malaysia," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 478-487.
    1357. Dang, Man & Puwanenthiren, Premkanth & Nguyen, Manh Toan & Hoang, Viet Anh & Mazur, Mieszko & Henry, Darren, 2022. "Does managerial tone matter for stock liquidity? Evidence from textual disclosures," Finance Research Letters, Elsevier, vol. 48(C).
    1358. Jiang, Shangwei & Jin, Xiu, 2021. "Effects of investor sentiment on stock return volatility: A spatio-temporal dynamic panel model," Economic Modelling, Elsevier, vol. 97(C), pages 298-306.
    1359. Thomas Palley, 1999. "Speculation and Tobin taxes: Why sand in the wheels can increase economic efficiency," Journal of Economics, Springer, vol. 69(2), pages 113-126, June.
    1360. Saskia ter Ellen & Willem F. C. Verschoor, 2018. "Heterogeneous Beliefs and Asset Price Dynamics: A Survey of Recent Evidence," Dynamic Modeling and Econometrics in Economics and Finance, in: Fredj Jawadi (ed.), Uncertainty, Expectations and Asset Price Dynamics, pages 53-79, Springer.
    1361. McMillan, David G., 2005. "Smooth-transition error-correction in exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 16(2), pages 217-232, August.
    1362. Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 2004-12, Center for Research in Economics and Statistics.
    1363. Chia, Yee-Ee & Lim, Kian-Ping & Goh, Kim-Leng, 2020. "More shareholders, higher liquidity? Evidence from an emerging stock market," Emerging Markets Review, Elsevier, vol. 44(C).
    1364. Lux, Thomas, 1997. "Time variation of second moments from a noise trader/infection model," Journal of Economic Dynamics and Control, Elsevier, vol. 22(1), pages 1-38, November.
    1365. Bouteska, Ahmed & Cardillo, Giovanni & Harasheh, Murad, 2023. "Is it all about noise? Investor sentiment and risk nexus: evidence from China," Finance Research Letters, Elsevier, vol. 57(C).
    1366. Kristine Gevorgyan, 2015. "Analysis of Price Bubbles on the Czech Real Estate Market [Analýza cenových bublin na českém trhu s nemovitostmi]," Acta Oeconomica Pragensia, Prague University of Economics and Business, vol. 2015(5), pages 45-63.
    1367. Kamini Solanki & Yudhvir Seetharam, 2014. "Is consumer confidence an indicator of JSE performance?," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 8(3), September.
    1368. Viet Hoang Nguyen & Yongcheol Shin, 2011. "Asymmetric Price Impacts of Order Flow on Exchange Rate Dynamics," Melbourne Institute Working Paper Series wp2011n14, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne.
    1369. Robert F. Stambaugh & Yu Yuan, 2015. "Mispricing Factors," NBER Working Papers 21533, National Bureau of Economic Research, Inc.
    1370. Lustig, Hanno & Verdelhan, Adrien, 2012. "Business cycle variation in the risk-return trade-off," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 35-49.
    1371. Qiulin Ke & Karen Sieracki, 2018. "Exploring sentiment-driven trading behavior of different types of investors in London office market," ERES eres2018_112, European Real Estate Society (ERES).
    1372. Brock, W.A. & Hommes, C.H. & Wagener, F.O.O., 2008. "More hedging instruments may destabilize markets," CeNDEF Working Papers 08-04, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1373. Francesca Biagini & Andrea Mazzon & Thilo Meyer-Brandis & Katharina Oberpriller, 2022. "Liquidity based modeling of asset price bubbles via random matching," Papers 2210.13804, arXiv.org, revised Nov 2022.
    1374. Antulio N. Bomfim, 2000. "Heterogeneous forecasts and aggregate dynamics," Finance and Economics Discussion Series 2000-16, Board of Governors of the Federal Reserve System (U.S.).
    1375. Behrendt, Simon & Prange, Philipp, 2021. "What are you searching for? On the equivalence of proxies for online investor attention," Finance Research Letters, Elsevier, vol. 38(C).
    1376. Dean Johnson & Patrick Joyce, 2012. "Bubbles and Crashes Revisited," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 29-42, August.
    1377. Sampson, Michael, 2003. "New Eras and Stock Market Bubbles," Structural Change and Economic Dynamics, Elsevier, vol. 14(3), pages 297-315, September.
    1378. Xiao Han & Nikolaos Sakkas & Jo Danbolt & Arman Eshraghi, 2022. "Persistence of investor sentiment and market mispricing," The Financial Review, Eastern Finance Association, vol. 57(3), pages 617-640, August.
    1379. Ariane Szafarz, 2012. "Financial crises in efficient markets: How fundamentalists fuel volatility," ULB Institutional Repository 2013/149191, ULB -- Universite Libre de Bruxelles.
    1380. Antonio Doria, Francisco, 2011. "J.B. Rosser Jr. , Handbook of Research on Complexity, Edward Elgar, Cheltenham, UK--Northampton, MA, USA (2009) 436 + viii pp., index, ISBN 978 1 84542 089 5 (cased)," Journal of Economic Behavior & Organization, Elsevier, vol. 78(1-2), pages 196-204, April.
    1381. Massimiliano Caporin & Luca Corazzini & Michele Costola, 2014. "Measuring the Behavioral Component of Financial Fluctuations: An Analysis Based on the S&P 500," CREATES Research Papers 2014-33, Department of Economics and Business Economics, Aarhus University.
    1382. Zhang, Zuochao & Zhang, Yongjie & Shen, Dehua & Zhang, Wei, 2018. "The cross-correlations between online sentiment proxies: Evidence from Google Trends and Twitter," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 508(C), pages 67-75.
    1383. Park, Sangkyun, 2006. "Effects of stock mispricing and regulatory capital constraints on bank lending," Journal of Economics and Business, Elsevier, vol. 58(2), pages 137-152.
    1384. Hsu, Yenshan, 1996. "Margin requirements and stock market volatility Another look at the case of Taiwan," Pacific-Basin Finance Journal, Elsevier, vol. 4(4), pages 409-419, December.
    1385. Leif Brandes & Katja Rost, 2009. "Media, Limited Attention and the Propensity of Individuals to Buy Stocks," Working Papers 0098, University of Zurich, Institute for Strategy and Business Economics (ISU), revised Sep 2009.
    1386. James Cordeiro & Manish Tewari, 2015. "Firm Characteristics, Industry Context, and Investor Reactions to Environmental CSR: A Stakeholder Theory Approach," Journal of Business Ethics, Springer, vol. 130(4), pages 833-849, September.
    1387. Seok, Sang Ik & Cho, Hoon & Ryu, Doojin, 2019. "Firm-specific investor sentiment and the stock market response to earnings news," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 221-240.
    1388. Zubillaga, Bernardo J. & Vilela, André L.M. & Wang, Chao & Nelson, Kenric P. & Stanley, H. Eugene, 2022. "A three-state opinion formation model for financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 588(C).
    1389. Yong Chen & Bing Han & Jing Pan, 2021. "Sentiment Trading and Hedge Fund Returns," Journal of Finance, American Finance Association, vol. 76(4), pages 2001-2033, August.
    1390. Jaideep Bedi & Anthony Richards & Paul Tennant, 2003. "The Characteristics and Trading Behaviour of Dual-listed Companies," RBA Research Discussion Papers rdp2003-06, Reserve Bank of Australia.
    1391. Rian Dolphin & Barry Smyth & Ruihai Dong, 2022. "Stock Embeddings: Learning Distributed Representations for Financial Assets," Papers 2202.08968, arXiv.org.
    1392. Flynn, Sean Masaki, 2003. "Limited Arbitrage, Segmentation, and Investor Heterogeneity: Why the Law of One Price So Often Fails," Vassar College Department of Economics Working Paper Series 56, Vassar College Department of Economics.
    1393. Chan, Wesley S. & Frankel, Richard & Kothari, S.P., 2004. "Testing behavioral finance theories using trends and consistency in financial performance," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 3-50, December.
    1394. Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024. "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 91(C).
    1395. Hanson, Samuel & Malkhozov, Aytek & Venter, Gyuri, 2022. "Demand-supply imbalance risk and long-term swap spreads," LSE Research Online Documents on Economics 118868, London School of Economics and Political Science, LSE Library.
    1396. Brown, Alasdair & Yang, Fuyu, 2019. "The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting," International Journal of Forecasting, Elsevier, vol. 35(1), pages 288-296.
    1397. Trifan, Emanuela, 2004. "Entscheidungsregeln und ihr Einfluss auf den Aktienkurs," Darmstadt Discussion Papers in Economics 131, Darmstadt University of Technology, Department of Law and Economics.
    1398. Laurs, DK & Renneboog, Luc, 2018. "My Kingdom for a Horse (or a Classic Car)," Other publications TiSEM 8f244bbd-b78b-491b-9021-d, Tilburg University, School of Economics and Management.
    1399. Zhang, Xinyue & Bissoondoyal-Bheenick, Emawtee & Zhong, Angel, 2023. "Investor sentiment and stock market anomalies in Australia," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 284-303.
    1400. Utz Weitzel & Christoph Huber & Florian Lindner & Jürgen Huber & Julia Rose & Michael Kirchler, 2018. "Bubbles and financial professionals," Working Papers 2018-04, Faculty of Economics and Statistics, Universität Innsbruck, revised Oct 2018.
    1401. Jiang, Xiong-Fei & Xiong, Long & Cen, Tao & Bai, Ling & Zhao, Na & Zhang, Jiu & Zheng, Chang-Juan & Jiang, Tian-Ying, 2022. "Analyst sentiment and earning forecast bias in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    1402. Anwesha Sengupta & Shashankaditya Upadhyay & Indranil Mukherjee & Prasanta K. Panigrahi, 2022. "Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective," Papers 2303.05432, arXiv.org.
    1403. Yagüe Gurucharri, Miguel & García-Hiernaux, Alfredo & Jerez, Miguel, 1974. "Rethinking Basel III and beyond: a theory model to understand credit allocation and real state bubbles," MPRA Paper 119559, University Library of Munich, Germany, revised 18 Dec 2023.
    1404. Liu, Tie-Ying & Lin, Ye, 2024. "Who has mastered exchange rate ups and downs: China or the United States?," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
    1405. Mehwish Aziz Khan & Eatzaz Ahmad, 2018. "Measurement of Investor Sentiment and Its Bi-Directional Contemporaneous and Lead–Lag Relationship with Returns: Evidence from Pakistan," Sustainability, MDPI, vol. 11(1), pages 1-20, December.
    1406. Guglielmo Maria Caporale & Fabio Spagnolo & Nicola Spagnolo, 2014. "Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Means Analysis," CESifo Working Paper Series 4912, CESifo.
    1407. John, Kose & Li, Jingrui, 2021. "COVID-19, volatility dynamics, and sentiment trading," Journal of Banking & Finance, Elsevier, vol. 133(C).
    1408. Ali M. Kutan & Ayse Y. Evrensel, 2004. "Creditor Moral Hazard in Equity Markets: A Theoretical Framework and Evidence from Indonesia and Korea," William Davidson Institute Working Papers Series 2004-659, William Davidson Institute at the University of Michigan.
    1409. Imran Riaz Malik & Attaullah Shah, 2016. "Resumption of Single Stock Futures (SSFs) with Stringent Regulations and their Impact on the Risk Characteristics of the Underlying Stocks," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, vol. 8(2), pages 1-22, October.
    1410. Malcolm Baker & Jeffrey Wurgler, 2003. "A Catering Theory of Dividends," NBER Working Papers 9542, National Bureau of Economic Research, Inc.
    1411. Jörn Dermietzel, 2008. "The Heterogeneous Agents Approach to Financial Markets – Development and Milestones," International Handbooks on Information Systems, in: Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), Handbook on Information Technology in Finance, chapter 19, pages 443-464, Springer.
    1412. Marcia L. Zindel & Emilio Menezes & Raul Matsushita & Sergio Da Silva, 2010. "Biological characteristics modulating investor overconfidence," Economics Bulletin, AccessEcon, vol. 30(2), pages 1496-1508.
    1413. Reitz, Stefan & Pierdzioch, Christian & Rülke, Jan-Christoph, 2015. "Nonlinear Expectation Formation in the U.S. Stock Market," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113210, Verein für Socialpolitik / German Economic Association.
    1414. McMillan, David G., 2005. "Non-linear dynamics in international stock market returns," Review of Financial Economics, Elsevier, vol. 14(1), pages 81-91.
    1415. Pegah Dehghani & Ros Zam Zam Sapian, 2014. "Sectoral herding behavior in the aftermarket of Malaysian IPOs," Venture Capital, Taylor & Francis Journals, vol. 16(3), pages 227-246, July.
    1416. Heimer, Rawley Z., 2014. "Friends do let friends buy stocks actively," Journal of Economic Behavior & Organization, Elsevier, vol. 107(PB), pages 527-540.
    1417. Haizhen Wang & Ratthachat Chatpatanasiri & Pairote Sattayatham, 2017. "Stock Trading Using PE ratio: A Dynamic Bayesian Network Modeling on Behavioral Finance and Fundamental Investment," Papers 1706.02985, arXiv.org.
    1418. Chau, Frankie & Deesomsak, Rataporn & Koutmos, Dimitrios, 2016. "Does investor sentiment really matter?," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 221-232.
    1419. Takeda, Fumiko & Wakao, Takumi, 2014. "Google search intensity and its relationship with returns and trading volume of Japanese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 1-18.
    1420. Salm, Christian A. & Schuppli, Michael, 2010. "Positive feedback trading in stock index futures: International evidence," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 313-322, December.
    1421. John Appleby & Markus Riedle & Catherine Swords, 2013. "Bubbles and crashes in a Black–Scholes model with delay," Finance and Stochastics, Springer, vol. 17(1), pages 1-30, January.
    1422. Andrea Gaunersdorfer & Cars Hommes & Florian Wagener, 2001. "Adaptive Beliefs and the volatility of asset prices," CeNDEF Workshop Papers, January 2001 5A.1, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
    1423. Zareei, Abalfazl, 2021. "Cross-momentum: Tracking idiosyncratic shocks," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 177-199.
    1424. Sonnemans, Joep & Hommes, Cars & Tuinstra, Jan & van de Velden, Henk, 2004. "The instability of a heterogeneous cobweb economy: a strategy experiment on expectation formation," Journal of Economic Behavior & Organization, Elsevier, vol. 54(4), pages 453-481, August.
    1425. Ajwa, Martine Therese, 1995. "Technical trading patterns: can they truly predict price movements and can they be exploited for excess returns?," ISU General Staff Papers 1995010108000011754, Iowa State University, Department of Economics.
    1426. Xu, Yongan & Liang, Chao & Li, Yan & Huynh, Toan L.D., 2022. "News sentiment and stock return: Evidence from managers’ news coverages," Finance Research Letters, Elsevier, vol. 48(C).
    1427. Jorge Casado & Luis Muga & Rafael Santamaria, 2013. "The effect of US holidays on the European markets: when the cat’s away…," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 53(1), pages 111-136, March.
    1428. Patrick Bolton & José Scheinkman & Wei Xiong, 2006. "Executive Compensation and Short-Termist Behaviour in Speculative Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 73(3), pages 577-610.
    1429. Taylor, Mark P. & Peel, David A., 1998. "Periodically collapsing stock price bubbles: a robust test," Economics Letters, Elsevier, vol. 61(2), pages 221-228, November.
    1430. Na, Haejung & Kim, Soonho, 2021. "Predicting stock prices based on informed traders’ activities using deep neural networks," Economics Letters, Elsevier, vol. 204(C).
    1431. Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023. "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, vol. 213(C), pages 251-270.
    1432. John Murray & Simon van Norden & Robert Vigfusson, 1996. "Excess Volatility and Speculative Bubbles in the Canadian Dollar: Real of Imagined?," Technical Reports 76, Bank of Canada.
    1433. Huang, Emily J., 2015. "The role of institutional investors and individual investors in financial markets: Evidence from closed-end funds," Review of Financial Economics, Elsevier, vol. 26(C), pages 1-11.
    1434. Grullon, Gustavo & Albert Wang, F., 2001. "Closed-End Fund Discounts with Informed Ownership Differential," Journal of Financial Intermediation, Elsevier, vol. 10(2), pages 171-205, April.
    1435. Tihana Škrinjarić & Branka Marasović & Boško Šego, 2021. "Does the Croatian Stock Market Have Seasonal Affective Disorder?," JRFM, MDPI, vol. 14(2), pages 1-16, February.
    1436. Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014. "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, vol. 11(C), pages 92-103.
    1437. N. S. Nanayakkara & P. D. Nimal & Y. K. Weerakoon, 2019. "Behavioural Asset Pricing: A Review," International Journal of Economics and Financial Issues, Econjournals, vol. 9(4), pages 101-108.
    1438. Christos Alexakis, 2011. "Financial Crisis, Ownership Effect and Investors Sentiment: Empirical Evidence from the Banking Sector in Greece," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 3-18.
    1439. Fiset, John & Oldford, Erin & Chu, Shaner, 2021. "Market signaling capacity of written and visual charismatic leadership tactics," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    1440. Shapiro, Dmitry, 2009. "Evolution of heterogeneous beliefs and asset overvaluation," Journal of Mathematical Economics, Elsevier, vol. 45(3-4), pages 277-292, March.
    1441. Roll, Richard & Schwartz, Eduardo & Subrahmanyam, Avanidhar, 2009. "Options trading activity and firm valuation," Journal of Financial Economics, Elsevier, vol. 94(3), pages 345-360, December.
    1442. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Bonsu, Christiana Osei & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022. "The effects of public sentiments and feelings on stock market behavior: Evidence from Australia," Journal of Economic Behavior & Organization, Elsevier, vol. 193(C), pages 443-472.
    1443. Umutlu, Mehmet & Shackleton, Mark B., 2015. "Stock-return volatility and daily equity trading by investor groups in Korea," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 43-70.
    1444. Saurabh, Samant & Dey, Kushankur, 2020. "Unraveling the relationship between social moods and the stock market: Evidence from the United Kingdom," Journal of Behavioral and Experimental Finance, Elsevier, vol. 26(C).
    1445. David Hirshleifer & Siew Hong Teoh, 2003. "Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis," European Financial Management, European Financial Management Association, vol. 9(1), pages 25-66, March.
    1446. Giacomo Morri & Pat McAllister & Charles Ward, 2005. "Explaining Deviations From NAV In UK Property Companies: Rationality And Sentimentality," Real Estate & Planning Working Papers rep-wp2005-20, Henley Business School, University of Reading.
    1447. Chang, Eric C. & Luo, Yan & Ren, Jinjuan, 2013. "Pricing deviation, misvaluation comovement, and macroeconomic conditions," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5285-5299.
    1448. Saint Kuttu & Godfred A. Bokpin, 2017. "Feedback Trading and Autocorrelation Patterns in Sub-Saharan African Equity Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 53(1), pages 213-225, January.
    1449. Stefano Dellavigna & Joshua M. Pollet, 2009. "Investor Inattention and Friday Earnings Announcements," Journal of Finance, American Finance Association, vol. 64(2), pages 709-749, April.
    1450. Yates Nicholas A, 2009. "Revisiting the Tobin Tax, in the Context of Development and the Financial Crisis," The Law and Development Review, De Gruyter, vol. 2(1), pages 257-282, November.
    1451. Grant, S. & Quiggin, J., 2001. "The Risk Premium for Equity : Explanations and Implications," Discussion Paper 2001-89, Tilburg University, Center for Economic Research.
    1452. Rösch, Dominik M. & Subrahmanyam, Avanidhar & van Dijk, Mathijs A., 2022. "Investor short-termism and real investment," Journal of Financial Markets, Elsevier, vol. 59(PB).
    1453. Sanders, Dwight R. & Irwin, Scott H. & Leuthold, Raymond M., 2003. "The Theory Of Contrary Opinion: A Test Using Sentiment Indices In Futures Markets," Journal of Agribusiness, Agricultural Economics Association of Georgia, vol. 21(1), pages 1-26.
    1454. Stylianos X. Koufadakis, 2016. "Mispricing Explanations of Closed-End Funds: A Survey Review," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 66(1-2), pages 108-135, January-J.
    1455. Hung, Chiayu & Lai, Hung-Neng, 2022. "Information asymmetry and the profitability of technical analysis," Journal of Banking & Finance, Elsevier, vol. 134(C).
    1456. Marcelo Perlin & Alfonso Dufour & Chris Brooks, 2014. "The determinants of a cross market arbitrage opportunity: theory and evidence for the European bond market," Annals of Finance, Springer, vol. 10(3), pages 457-480, August.
    1457. Wu, Yanran & Liu, Tingting & Han, Liyan & Yin, Libo, 2018. "Optimistic bias of analysts' earnings forecasts: Does investor sentiment matter in China?," Pacific-Basin Finance Journal, Elsevier, vol. 49(C), pages 147-163.
    1458. Aldo Levy & Larry Bensimhon, 2009. "Crises financières : rôle de l'information et mimétisme légal," Post-Print halshs-00593988, HAL.
    1459. Ichev, Riste & Marinč, Matej, 2018. "Stock prices and geographic proximity of information: Evidence from the Ebola outbreak," International Review of Financial Analysis, Elsevier, vol. 56(C), pages 153-166.
    1460. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," Department of Economics, Working Papers 072, Departamento de Economía, Facultad de Ciencias Económicas, Universidad Nacional de La Plata.
    1461. Ichkitidze, Yuri, 2018. "Temporary price trends in the stock market with rational agents," The Quarterly Review of Economics and Finance, Elsevier, vol. 68(C), pages 103-117.
    1462. ap Gwilym, Rhys, 2010. "Can behavioral finance models account for historical asset prices?," Economics Letters, Elsevier, vol. 108(2), pages 187-189, August.
    1463. Trifan, Emanuela, 2004. "Decision Rules and their Influence on Asset Prices," Darmstadt Discussion Papers in Economics 139, Darmstadt University of Technology, Department of Law and Economics.
    1464. Hu, May & Chao, Chi-Chur & Lim, Jin Hao, 2016. "Another explanation of the mutual fund fee puzzle," International Review of Economics & Finance, Elsevier, vol. 42(C), pages 134-152.
    1465. Tu, Anthony H. & Hsieh, Wen-Liang G. & Wu, Wei-Shao, 2016. "Market uncertainty, expected volatility and the mispricing of S&P 500 index futures," Journal of Empirical Finance, Elsevier, vol. 35(C), pages 78-98.
    1466. Ardalan, Kavous, 2018. "Neurofinance versus the efficient markets hypothesis," Global Finance Journal, Elsevier, vol. 35(C), pages 170-176.
    1467. Kirman, Alan & Ricciotti, Romain Fabio & Topol, Richard Léon, 2007. "Bubbles In Foreign Exchange Markets," Macroeconomic Dynamics, Cambridge University Press, vol. 11(S1), pages 102-123, November.
    1468. Cabrales, Antonio & Hoshi, Takeo, 1996. "Heterogeneous beliefs, wealth accumulation, and asset price dynamics," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1073-1100.
    1469. Turkmen Muldur Gozde & Kandir Serkan Yılmaz & Onal Yıldırım Beyazıt, 2019. "Investor Sentiment and Speculative Bond Yield Spreads," Foundations of Management, Sciendo, vol. 11(1), pages 177-186, January.
    1470. Li, Hui & Liu, Hong & Siganos, Antonios, 2016. "A comparison of the stock market reactions of convertible bond offerings between financial and non-financial institutions: Do they differ?," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 356-366.
    1471. Charlie X. Cai & Robert Faff & Yongcheol Shin, 2018. "Noise Momentum Around the World," Abacus, Accounting Foundation, University of Sydney, vol. 54(1), pages 79-104, March.
    1472. Philip Inyeob Ji & Sangbae Kim, 2013. "Mean-reversion in closed-end fund discount: evidence from half-life," Applied Economics, Taylor & Francis Journals, vol. 45(32), pages 4503-4515, November.
    1473. Shu-Peng Chen & Ling-Yun He, 2016. "The asset price bubbles in emerging financial markets: a new statistical approach," Papers 1610.07287, arXiv.org.
    1474. Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung, 2021. "Asymmetric information in the equity market and information flow from the equity market to the CDS market," Journal of Financial Markets, Elsevier, vol. 55(C).
    1475. Roger Koppl, 1991. "Retrospectives: Animal Spirits," Journal of Economic Perspectives, American Economic Association, vol. 5(3), pages 203-210, Summer.
    1476. Eugene N. White, 2006. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers 12138, National Bureau of Economic Research, Inc.
    1477. Cornell, Bradfor & Liu, Quiao, 2000. "The Parent Company Puzzle: When is the Whole Worth Less Than One of its Parts?" forthcoming, Journal of Corporate Finance," University of California at Los Angeles, Anderson Graduate School of Management qt1sv5f5xf, Anderson Graduate School of Management, UCLA.
    1478. Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Alagidede, Imhotep Paul & Gil-Alana, Luis Alberiko, 2022. "Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas," Finance Research Letters, Elsevier, vol. 47(PA).
    1479. Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021. "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, vol. 74(C).
    1480. Barber, Brad M. & Odean, Terrance & Zhu, Ning, 2009. "Systematic noise," Journal of Financial Markets, Elsevier, vol. 12(4), pages 547-569, November.
    1481. Assaf Razin & Itay Goldstein, 2012. "Review Of Theories of Financial Crises," 2012 Meeting Papers 214, Society for Economic Dynamics.
    1482. Zeira, Joseph, 1993. "Informational Overshooting, Booms and Crashes," CEPR Discussion Papers 823, C.E.P.R. Discussion Papers.
    1483. Park, Beum-Jo, 2014. "Time-varying, heterogeneous risk aversion and dynamics of asset prices among boundedly rational agents," Journal of Banking & Finance, Elsevier, vol. 43(C), pages 150-159.
    1484. Jiang, Jinglin & Nanda, Vikram & Xiao, Steven Chong, 2021. "Stock-market disruptions and corporate disclosure policies," Journal of Corporate Finance, Elsevier, vol. 66(C).
    1485. Kim, Jun Sik & Ryu, Doojin & Seo, Sung Won, 2014. "Investor sentiment and return predictability of disagreement," Journal of Banking & Finance, Elsevier, vol. 42(C), pages 166-178.
    1486. Joep Sonnemans, 2003. "Price Clustering and Natural Resistance Points in the Dutch Stock Market," Tinbergen Institute Discussion Papers 03-043/1, Tinbergen Institute.
    1487. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.
    1488. Gu, Ming & Kang, Wenjin & Xu, Bu, 2018. "Limits of arbitrage and idiosyncratic volatility: Evidence from China stock market," Journal of Banking & Finance, Elsevier, vol. 86(C), pages 240-258.
    1489. Xin Cheng & Dan Palmon & Yinan Yang & Cheng Yin, 2023. "Strategic Earnings Announcement Timing and Fraud Detection," Journal of Business Ethics, Springer, vol. 182(3), pages 851-874, January.
    1490. Drees, Burkhard & Eckwert, Bernhard, 1993. "Asset pricing with cognitive dissonance," Discussion Papers, Series II 213, University of Konstanz, Collaborative Research Centre (SFB) 178 "Internationalization of the Economy".
    1491. Dowling, Michael & Cummins, Mark & Lucey, Brian M., 2016. "Psychological barriers in oil futures markets," Energy Economics, Elsevier, vol. 53(C), pages 293-304.
    1492. Massimo Massa & William Goetzmann, 2001. "Dispersion of Opinion and Stock Returns: Evidence from Index Fund Investors," Yale School of Management Working Papers ysm227, Yale School of Management, revised 01 May 2003.
    1493. Zhu, Zhaobo & Sun, Licheng & Yung, Kenneth, 2020. "Fundamental strength strategy: The role of investor sentiment versus limits to arbitrage," International Review of Financial Analysis, Elsevier, vol. 71(C).
    1494. Lv, Dayong & Wu, Wenfeng, 2019. "Margin-trading volatility and stock price crash risk," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 179-196.
    1495. Aldo Levy & Larry Bensimhon, 2010. "The origin of stock-market crashes: proposal for a mimetic model using behavioral assumptions and an analysis of legal mimicry," Post-Print halshs-00593986, HAL.
    1496. Schauten, Marc B.J. & Willemstein, Robin & Zwinkels, Remco C.J., 2015. "A tale of feedback trading by hedge funds," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 239-259.
    1497. Tan, Zhengxun & Xiao, Binuo & Huang, Yilong & Zhou, Li, 2021. "Value at risk and return in Chinese and the US stock markets: Double long memory and fractional cointegration," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).
    1498. Michael R. Powers & David M. Schizer & Martin Shubik, 2003. "Market Bubbles and Wasteful Avoidance: Tax and Regulatory Constraints on Short Sales," Cowles Foundation Discussion Papers 1413, Cowles Foundation for Research in Economics, Yale University.
    1499. Zhu, Bo & Niu, Feng, 2016. "Investor sentiment, accounting information and stock price: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 38(C), pages 125-134.
    1500. Oguzhan Cepni & Rangan Gupta & Qiang Ji, 2021. "Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries," Working Papers 202126, University of Pretoria, Department of Economics.
    1501. Ho, Chienwei & Hung, Chi-Hsiou, 2009. "Investor sentiment as conditioning information in asset pricing," Journal of Banking & Finance, Elsevier, vol. 33(5), pages 892-903, May.
    1502. Gabriel Frahm & Alexander Jonen & Rainer Schüssler, 2019. "The Fundamental Theorems Of Asset Pricing And The Closed-End Fund Puzzle," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(05), pages 1-31, August.
    1503. Ricardo Cris'ostomo, 2020. "Estimating real-world probabilities: A forward-looking behavioral framework," Papers 2012.09041, arXiv.org, revised Jan 2021.
    1504. Petre Caraiani & Rangan Gupta & Chi Keung Marco Lau & Hardik A. Marfatia, 2019. "Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment," Working Papers 201953, University of Pretoria, Department of Economics.
    1505. Christian Peretti, 2007. "Long Memory and Hysteresis," Springer Books, in: Gilles Teyssière & Alan P. Kirman (ed.), Long Memory in Economics, pages 363-389, Springer.
    1506. Simões Vieira, Elisabete F. & Valente Pereira, Márcia S., 2015. "Herding behaviour and sentiment: Evidence in a small European market," Revista de Contabilidad - Spanish Accounting Review, Elsevier, vol. 18(1), pages 78-86.
    1507. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank, 2018. "Steady states, stability and bifurcations in multi-asset market models," BERG Working Paper Series 136, Bamberg University, Bamberg Economic Research Group.
    1508. Feng Sun & Cheng Liu & Xiaoguang Zhou, 2017. "Analysis of industry risk premium with MVS three dimensions vector factor model," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1374814-137, January.
    1509. Dilip Patro & Louis R. Piccotti & Yangru Wu, 2017. "Exploiting Closed-End Fund Discounts: A Systematic Examination Of Alphas," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 40(2), pages 223-248, June.
    1510. Cahill, Daniel & Wee, Marvin & Yang, Joey W., 2017. "Media sentiment and trading strategies of different types of traders," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 160-172.
    1511. Bask, Mikael, 2009. "Instrument rules in monetary policy under heterogeneity in currency trade," Journal of Economics and Business, Elsevier, vol. 61(2), pages 97-111.
    1512. Pierdzioch, Christian & Reitz, Stefan & Ruelke, Jan-Christoph, 2015. "Nonlinear expectation formation in the U.S. stock market: Empirical evidence from the Livingston survey," Kiel Working Papers 1947 [rev.], Kiel Institute for the World Economy (IfW Kiel).
    1513. Steven Tucker & Yilong Xu, 2020. "Nonspeculative Bubbles Revisited: Speculation Does Matter," Working Papers in Economics 20/09, University of Waikato.
    1514. Gene D'Avolio & Efi Gildor & Andrei Shleifer, 2001. "Technology, information production, and market efficiency," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 125-160.
    1515. Hussain, Shahzad & Akbar, Muhammad & Malik, Qaisar & Ahmad, Tanveer & Abbas, Nasir, 2021. "Downside Systematic Risk in Pakistani Stock Market: Role of Corporate Governance, Financial Liberalization and Investor Sentiment," CAFE Working Papers 14, Centre for Accountancy, Finance and Economics (CAFE), Birmingham City Business School, Birmingham City University.
    1516. Pierdzioch, Christian, 2000. "The Effectiveness of the FX Market Interventions of the Bundesbank During the Louvre Period: An Options-Based Analysis," Kiel Working Papers 971, Kiel Institute for the World Economy (IfW Kiel).
    1517. Thomas Dimpfl & Vladislav Kleiman, 2019. "Investor Pessimism and the German Stock Market: Exploring Google Search Queries," German Economic Review, Verein für Socialpolitik, vol. 20(1), pages 1-28, February.
    1518. Campbell, John Y., 2003. "Consumption-based asset pricing," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 13, pages 803-887, Elsevier.
    1519. Ledenyov, Dimitri O. & Ledenyov, Viktor O., 2015. "Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets," MPRA Paper 67470, University Library of Munich, Germany.
    1520. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Research Papers in Economics 2003:1, Stockholm University, Department of Economics.
    1521. Anna Blajer-Gołębiewska, 2021. "Individual corporate reputation and perception of collective corporate reputation regarding stock market investments," PLOS ONE, Public Library of Science, vol. 16(9), pages 1-21, September.
    1522. Virk, Nader Shahzad & Butt, Hilal Anwar, 2022. "Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    1523. Bauer, Christian & Herz, Bernhard, 2007. "Credibility of CIS exchange rate policies -- A technical trader's view," Emerging Markets Review, Elsevier, vol. 8(1), pages 50-66, March.
    1524. Chu, Xiaojun & Wan, Xinmin & Qiu, Jianying, 2023. "The relative importance of overnight sentiment versus trading-hour sentiment in volatility forecasting," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    1525. Caglayan, Mustafa Onur & Xue, Wenjun & Zhang, Liwen, 2020. "Global investigation on the country-level idiosyncratic volatility and its determinants," Journal of Empirical Finance, Elsevier, vol. 55(C), pages 143-160.
    1526. Niall O’Sullivan & Sheng Zhu & Jason Foran, 2019. "Sentiment versus liquidity pricing effects in the cross-section of UK stock returns," Journal of Asset Management, Palgrave Macmillan, vol. 20(4), pages 317-329, July.
    1527. Yang, Chunpeng & Cai, Chuangqun, 2014. "Higher order expectations in sentiment asset pricing model," Economic Modelling, Elsevier, vol. 39(C), pages 95-100.
    1528. Ernst Fehr & Jean-Robert Tyran, 2005. "Individual Irrationality and Aggregate Outcomes," Journal of Economic Perspectives, American Economic Association, vol. 19(4), pages 43-66, Fall.
    1529. Xiong, Xiong & Meng, Yongqiang & Joseph, Nathan Lael & Shen, Dehua, 2020. "Stock mispricing, hard-to-value stocks and the influence of internet stock message boards," International Review of Financial Analysis, Elsevier, vol. 72(C).
    1530. Pablo Calafiore & Gökçe Soydemir & Rahul Verma, 2010. "The Impact of Business and Consumer Sentiment on Stock Market Returns: Evidence from Brazil," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 18, Edward Elgar Publishing.
    1531. Paul Hribar & John McInnis, 2012. "Investor Sentiment and Analysts' Earnings Forecast Errors," Management Science, INFORMS, vol. 58(2), pages 293-307, February.
    1532. Cosset, Jean-Claude & Somé, Hyacinthe Y. & Valéry, Pascale, 2016. "Credible reforms and stock return volatility: Evidence from privatization," Journal of Banking & Finance, Elsevier, vol. 72(C), pages 99-120.
    1533. Diwan, Ishac & Errunza, Vihang & Senbet, Lemma W., 1992. "The pricing of country funds and their role in capital mobilization for emerging economies," Policy Research Working Paper Series 1058, The World Bank.
    1534. Roland Fuess & Massimo Guidolin & Christian Koeppel, 2019. "Sentiment Risk Premia in the Cross-Section of Global Equity and Currency Returns," BAFFI CAREFIN Working Papers 19116, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    1535. Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan, 2023. "Arbitrage in the market for cryptocurrencies," Journal of Financial Markets, Elsevier, vol. 64(C).
    1536. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
    1537. Fu, Junhui & Wu, Xiang & Liu, Yufang & Chen, Rongda, 2021. "Firm-specific investor sentiment and stock price crash risk," Finance Research Letters, Elsevier, vol. 38(C).
    1538. Pacces, Alessio M., 2000. "Financial intermediation in the securities markets law and economics of conduct of business regulation," International Review of Law and Economics, Elsevier, vol. 20(4), pages 479-510, December.
    1539. M. Zouaoui & G. Nouyrigat & F. Beer, 2010. "How does investor sentiment affect stock market crises? Evidence from panel data," Post-Print halshs-00534754, HAL.
    1540. Yiuman Tse & Michael Williams, 2011. "Does Index Speculation Impact Commodity Prices? An Intraday Futures Analysis Using intraday data, we find that unidirectional causality runs from commodity index linked commodity futures to non-index ," Working Papers 0007, College of Business, University of Texas at San Antonio.
    1541. Khurshid Ahmad & JingGuang Han & Elaine Hutson & Colm Kearney & Sha Liu, 2016. "Media-expressed negative tone and firm-level stock returns," Open Access publications 10197/8208, Research Repository, University College Dublin.
    1542. Behrendt, Simon & Schmidt, Alexander, 2021. "Nonlinearity matters: The stock price – trading volume relation revisited," Economic Modelling, Elsevier, vol. 98(C), pages 371-385.
    1543. Fan, John Hua & Mo, Di & Zhang, Tingxi, 2022. "The “necessary evil” in Chinese commodity markets," Journal of Commodity Markets, Elsevier, vol. 25(C).
    1544. Zhou, Liyun & Zhang, Rixin & Huang, Jialiang, 2019. "Investor trading behavior on agricultural future prices," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 365-379.
    1545. Hanna, Alan J. & Turner, John D. & Walker, Clive B., 2017. "News media and investor sentiment over the long run," QUCEH Working Paper Series 2017-06, Queen's University Belfast, Queen's University Centre for Economic History.
    1546. Jevgeni Tarassov & Nicolas Houli'e, 2023. "Bitcoin: A life in crises," Papers 2304.09939, arXiv.org.
    1547. Yang, Baochen & Ma, Yao, 2021. "Value at risk, mispricing and expected returns," International Review of Financial Analysis, Elsevier, vol. 78(C).
    1548. Lahr, Henry & Kaserer, Christoph, 2009. "Net asset value discounts in listed private equity funds," CEFS Working Paper Series 2009-12, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
    1549. A. Fiori Maccioni, 2011. "The risk neutral valuation paradox," Working Paper CRENoS 201112, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
    1550. Kwansoo Kim & Sang-Yong Tom Lee & Robert J. Kauffman, 2023. "Social informedness and investor sentiment in the GameStop short squeeze," Electronic Markets, Springer;IIM University of St. Gallen, vol. 33(1), pages 1-24, December.
    1551. Douglas de Medeiros Franco, 2022. "Expectations, Economic Uncertainty, and Sentiment," RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration), ANPAD - Associação Nacional de Pós-Graduação e Pesquisa em Administração, vol. 26(5), pages 210029-2100.
    1552. Julijana Angelovska, 2013. "Detecting Positive Feedback Trading when Autocorrelation is Positive," Zagreb International Review of Economics and Business, Faculty of Economics and Business, University of Zagreb, vol. 16(1), pages 93-101, May.
    1553. ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2013. "Dynamic expectation formation in the foreign exchange market," Journal of International Money and Finance, Elsevier, vol. 37(C), pages 75-97.
    1554. Elina Pradkhan, 2017. "Financial activity in agricultural futures markets: evidence from quantile regressions," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 61(4), pages 610-625, October.
    1555. Shah Saeed Hassan Chowdhury, 2023. "Spillover of Sentiments Between the GCC Stock Markets," Global Business Review, International Management Institute, vol. 24(6), pages 1434-1453, December.
    1556. Branch, William A. & Evans, George W., 2013. "Bubbles, crashes and risk," Economics Letters, Elsevier, vol. 120(2), pages 254-258.
    1557. Gadi Barlevy, 2007. "Economic theory and asset bubbles," Economic Perspectives, Federal Reserve Bank of Chicago, vol. 31(Q III), pages 44-59.
    1558. Jędrzej Białkowski & Moritz Wagner & Xiaopeng Wei, 2023. "Differences between NZ and U.S. individual investor sentiment: More noise or more information?," Working Papers in Economics 23/11, University of Canterbury, Department of Economics and Finance.
    1559. van Binsbergen, Jules H. & Boons, Martijn & Opp, Christian C. & Tamoni, Andrea, 2023. "Dynamic asset (mis)pricing: Build-up versus resolution anomalies," Journal of Financial Economics, Elsevier, vol. 147(2), pages 406-431.
    1560. Ng, Lilian & Wu, Fei, 2007. "The trading behavior of institutions and individuals in Chinese equity markets," Journal of Banking & Finance, Elsevier, vol. 31(9), pages 2695-2710, September.
    1561. Sophie Steelandt & Marie-Hélène Broihanne & Amélie Romain & Bernard Thierry & Valérie Dufour, 2013. "Decision-Making under Risk of Loss in Children," PLOS ONE, Public Library of Science, vol. 8(1), pages 1-10, January.
    1562. Massimiliano Affinito & Raffaele Santioni, 2021. "When the panic broke out: COVID-19 and investment funds' portfolio rebalancing around the world," Temi di discussione (Economic working papers) 1342, Bank of Italy, Economic Research and International Relations Area.
    1563. Leonardo dos Santos Pinheiro & Flavio Codeco COelho, 2017. "An Agent-based Model of Contagion in Financial Networks," Papers 1703.07513, arXiv.org.
    1564. Antoniou, Antonios & Koutmos, Gregory & Pericli, Andreas, 2005. "Index futures and positive feedback trading: evidence from major stock exchanges," Journal of Empirical Finance, Elsevier, vol. 12(2), pages 219-238, March.
    1565. Smales, L.A., 2022. "Investor attention in cryptocurrency markets," International Review of Financial Analysis, Elsevier, vol. 79(C).
    1566. García Iborra, Rafael & Howden, David, 2016. "Uses and Misuses of Arbitrage in Financial Theory, and a Suggested Alternative," MPRA Paper 79802, University Library of Munich, Germany.
    1567. Artikis, Panagiotis G. & Diamantopoulou, Lydia & Papanastasopoulos, Georgios A. & Sorros, John N., 2022. "Asset growth and stock returns in european equity markets: Implications of investment and accounting distortions," Journal of Corporate Finance, Elsevier, vol. 73(C).
    1568. Zigrand, Jean-Pierre, 1999. "Arbitrage and endogenous market integration," LSE Research Online Documents on Economics 119127, London School of Economics and Political Science, LSE Library.
    1569. Dirk-Jan Janssen & Sascha Füllbrunn & Utz Weitzel, 2019. "Individual speculative behavior and overpricing in experimental asset markets," Experimental Economics, Springer;Economic Science Association, vol. 22(3), pages 653-675, September.
    1570. Yang-Cheng Lu & Yu-Chen Wei, 2013. "The Chinese News Sentiment around Earnings Announcements," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 44-58, October.
    1571. Sangram Keshari Jena & Aviral Kumar Tiwari & Shawkat Hammoudeh & Muhammad Shahbaz, 2020. "Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?," The World Economy, Wiley Blackwell, vol. 43(8), pages 2263-2284, August.
    1572. Agoraki, Maria-Eleni & Aslanidis, Nektarios & Kouretas, Georgios P., 2021. "U.S. Banks’ lending behaviour, financial stability, and investor sentiment: A textual analysis," Working Papers 2072/534915, Universitat Rovira i Virgili, Department of Economics.
    1573. Agnieszka Kuś & Agnieszka Kuś, 2023. "Photovoltaic Companies on the Warsaw Stock Exchange—Another Speculative Bubble or a Sign of the Times?," Energies, MDPI, vol. 16(2), pages 1-21, January.
    1574. M. Frenkel & C. Pierdzionc & G. Stadtmann, 2001. "The foreign exchange market interventions of the European Central Bank," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 54(218), pages 249-287.
    1575. Martin Shubik, 1998. "Game Theory, Complexity and Simplicity. Part III: Critique and Prospective," Cowles Foundation Discussion Papers 1184, Cowles Foundation for Research in Economics, Yale University.
    1576. Buckley, Winston S. & Brown, Garfield O. & Marshall, Mario, 2012. "A mispricing model of stocks under asymmetric information," European Journal of Operational Research, Elsevier, vol. 221(3), pages 584-592.
    1577. Yiuman Tse & Michael R. Williams, 2013. "Does Index Speculation Impact Commodity Prices? An Intraday Analysis," The Financial Review, Eastern Finance Association, vol. 48(3), pages 365-383, August.
    1578. David Aharon & Renatas Kizys & Zaghum Umar & Adam Zaremba, 2023. "Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices," Post-Print hal-04583804, HAL.
    1579. Saleh Mothana Obadi & Matej Korecek, 2018. "The Crude Oil Price and Speculations: Investigation Using Granger Causality Test," International Journal of Energy Economics and Policy, Econjournals, vol. 8(3), pages 275-282.
    1580. Lazzarini, Sergio G. & Carvalho de Mello, Pedro, 2001. "Governmental versus self-regulation of derivative markets: examining the U.S. and Brazilian experience," Journal of Economics and Business, Elsevier, vol. 53(2-3), pages 185-207.
    1581. Bart Frijns & Aaron Gilbert & Alireza Tourani-Rad, 2011. "Heterogeneity and sentiment in the stock market," International Journal of Behavioural Accounting and Finance, Inderscience Enterprises Ltd, vol. 2(2), pages 140-151.
    1582. Harrison Hong & Motohiro Yogo, 2011. "What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?," NBER Working Papers 16712, National Bureau of Economic Research, Inc.
    1583. Scruggs, John T., 2007. "Noise trader risk: Evidence from the Siamese twins," Journal of Financial Markets, Elsevier, vol. 10(1), pages 76-105, February.
    1584. Li Qian & Mingsheng Li & Yan Li, 2020. "Does news travel slowly before a market crash? The role of margin traders," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 3065-3101, September.
    1585. Wu, Yanran & Zhang, Chao, 2022. "Hard to arbitrage, hard for analysts to forecast," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
    1586. Danbolt, Jo & Siganos, Antonios & Vagenas-Nanos, Evangelos, 2015. "Investor sentiment and bidder announcement abnormal returns," Journal of Corporate Finance, Elsevier, vol. 33(C), pages 164-179.
    1587. Syed Ali Raza, Muhammad Mansoor, Khalid M. Iraqi, 2019. "Influence of Investor Sentiments on Stock Market Capitalization of Different Economic Sectors in a Developing Economy: Evidence from Pakistan," Journal of Finance and Economics Research, Geist Science, Iqra University, Faculty of Business Administration, vol. 4(1), pages 31-43, March.
    1588. Frechette, Darren L., 1999. "The Supply Of Storage Under Heterogeneous Expectations," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 31(3), pages 1-14, December.
    1589. Bernardo, Antonio E. & Judd, Kenneth L., 2000. "Asset market equilibrium with general tastes, returns, and informational asymmetries," Journal of Financial Markets, Elsevier, vol. 3(1), pages 17-43, February.
    1590. Theobald, Michael & Yallup, Peter, 2005. "Intradaily volatility and adjustment," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 407-424, December.
    1591. Hannes Mohrschladt & Judith C. Schneider, 2021. "Idiosyncratic volatility, option-based measures of informed trading, and investor attention," Review of Derivatives Research, Springer, vol. 24(3), pages 197-220, October.
    1592. Luboš Komárek & Ivana Kubicová, 2011. "Možnosti identifikace bublin cen aktiv v české ekonomice [Methods of Identification Asset Price Bubbles In the Czech Economy]," Politická ekonomie, Prague University of Economics and Business, vol. 2011(2), pages 164-183.
    1593. Wu, Po-Chin & Liu, Shiao-Yen & Chen, Che-Ying, 2016. "Re-examining risk premiums in the Fama–French model: The role of investor sentiment," The North American Journal of Economics and Finance, Elsevier, vol. 36(C), pages 154-171.
    1594. Nerissa C. Brown & Theodore E. Christensen & W. Brooke Elliott & Richard D. Mergenthaler, 2012. "Investor Sentiment and Pro Forma Earnings Disclosures," Journal of Accounting Research, Wiley Blackwell, vol. 50(1), pages 1-40, March.
    1595. Bekiros, Stelios, 2014. "Nonlinear causality testing with stepwise multivariate filtering: Evidence from stock and currency markets," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 336-348.
    1596. Aloosh, Arash & Choi, Hyung-Eun & Ouzan, Samuel, 2023. "The tail wagging the dog: How do meme stocks affect market efficiency?," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 68-78.
    1597. Adriani, Fabrizio & Sonderegger, Silvia, 2009. "Trust, Introspection, and Market Participation: an Evolutionary Approach," MPRA Paper 16110, University Library of Munich, Germany.
    1598. Ravi Dhar & William Goetzmann, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management, revised 01 Aug 2006.
    1599. Oh, Natalie Y. & Parwada, Jerry T., 2007. "Relations between mutual fund flows and stock market returns in Korea," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 17(2), pages 140-151, April.
    1600. Ko, Hyungjin & Son, Bumho & Lee, Jaewook, 2024. "Portfolio insurance strategy in the cryptocurrency market," Research in International Business and Finance, Elsevier, vol. 67(PA).
    1601. Takatoshi Ito & Wen-Ling Lin, 1993. "Price Volatility and Volume Spillovers between the Tokyo and New York Stock Markets," NBER Working Papers 4592, National Bureau of Economic Research, Inc.
    1602. Sun, Xiaojin & Tsang, Kwok Ping, 2019. "Large price movements in housing markets," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 1-23.
    1603. Gu, Leilei & Li, Xiaoyu & Peng, Yuchao & Zhou, Junnan, 2022. "Voluntary CEO turnover, online information, and idiosyncratic volatility," Finance Research Letters, Elsevier, vol. 49(C).
    1604. Cheema, Muhammad A. & Nartea, Gilbert V., 2014. "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 173-188.
    1605. Makarov, Igor & Schoar, Antoinette, 2020. "Trading and arbitrage in cryptocurrency markets," Journal of Financial Economics, Elsevier, vol. 135(2), pages 293-319.
    1606. Daniel Perez-Liston & Daniel Huerta-Sanchez & Juan Gutierrez, 2018. "Do Domestic Sentiment and the Spillover of US Investor Sentiment Impact Mexican Stock Market Returns?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 17(2_suppl), pages 185-212, August.
    1607. Sendhil Mullainathan & Andrei Shleifer, 2002. "Media Bias," Harvard Institute of Economic Research Working Papers 1981, Harvard - Institute of Economic Research.
    1608. Dieci, Roberto & Schmitt, Noemi & Westerhoff, Frank H., 2022. "Boom-bust cycles and asset market participation waves: Momentum, value, risk and herding," BERG Working Paper Series 177, Bamberg University, Bamberg Economic Research Group.
    1609. Christian Bauer & Bernhard Herz, 2004. "Technical trading and the volatility of exchange rates," Quantitative Finance, Taylor & Francis Journals, vol. 4(4), pages 399-415.
    1610. Aakanksha Sethi & Vanita Tripathi, 2022. "Excess Volatility and Costly Arbitrage in Exchange Traded Funds (ETFs): Evidence from India," Global Business Review, International Management Institute, vol. 23(2), pages 334-353, April.
    1611. Kevin J. Lansing, 2008. "Speculative growth and overreaction to technology shocks," Working Paper Series 2008-08, Federal Reserve Bank of San Francisco.
    1612. Gao, Lin & Süss, Stephan, 2015. "Market sentiment in commodity futures returns," Journal of Empirical Finance, Elsevier, vol. 33(C), pages 84-103.
    1613. Tom Marty & Bruce Vanstone & Tobias Hahn, 2020. "News media analytics in finance: a survey," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(2), pages 1385-1434, June.
    1614. Sirio Aramonte, 2015. "Innovation, investor sentiment, and firm-level experimentation," Finance and Economics Discussion Series 2015-67, Board of Governors of the Federal Reserve System (U.S.).
    1615. Sanders, Dwight R. & Irwin, Scott H. & Merrin, Robert P., 2009. "A Speculative Bubble in Commodity Futures Prices? Cross-Sectional Evidence," 2009 Conference, April 20-21, 2009, St. Louis, Missouri 53050, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management.
    1616. Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
    1617. Francesca Biagini & Thomas Reitsam, 2019. "Asset Price Bubbles in market models with proportional transaction costs," Papers 1911.10149, arXiv.org, revised Dec 2020.
    1618. Winkler, Julian, 2023. "Managing fundamentals versus preferences: Re-balancing portfolios and stock returns," MPRA Paper 119149, University Library of Munich, Germany.
    1619. Matias Braun & Borja Larrain, 2005. "Supply matters for asset prices: evidence from IPOs in emerging markets," Working Papers 06-4, Federal Reserve Bank of Boston.
    1620. Kopányi, Dávid & Rabanal, Jean Paul & Rud, Olga A. & Tuinstra, Jan, 2019. "Can competition between forecasters stabilize asset prices in learning to forecast experiments?," Journal of Economic Dynamics and Control, Elsevier, vol. 109(C).
    1621. Chakraborty, Avik, 2009. "Learning, The Forward Premium Puzzle, And Market Efficiency," Macroeconomic Dynamics, Cambridge University Press, vol. 13(S1), pages 31-57, May.
    1622. William N. Goetzmann & Nadav Peles, 1997. "Cognitive Dissonance And Mutual Fund Investors," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 20(2), pages 145-158, June.
    1623. Richard W. Sias & Laura T. Starks & Seha M. Tiniç, 2001. "Is Noise Trader Risk Priced?," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 24(3), pages 311-329, September.
    1624. Bansal, Avijit & Jacob, Joshy, 2022. "Impact of Price Path on Disposition Bias," Journal of Banking & Finance, Elsevier, vol. 143(C).
    1625. Shiu-Sheng Chen, 2003. "Revisiting the Interest Rate-Exchange Rate Nexus: A Markov Switching Approach," International Finance 0303002, University Library of Munich, Germany, revised 05 Apr 2003.
    1626. Jacoby, Gady & Liao, Rose C., 2012. "Price discovery and sentiment," International Review of Financial Analysis, Elsevier, vol. 21(C), pages 108-118.
    1627. Dutta, Sunil & Nezlobin, Alexander, 2017. "Information disclosure, firm growth, and the cost of capital," Journal of Financial Economics, Elsevier, vol. 123(2), pages 415-431.
    1628. Kenneth A. Kim & Jungsoo Park, 2010. "Why Do Price Limits Exist in Stock Markets? A Manipulation†Based Explanation," European Financial Management, European Financial Management Association, vol. 16(2), pages 296-318, March.
    1629. Seiichiro Iwasawa & Tomonori Uchiyama, 2013. "A Behavioral Economics Exploration into the "Volatility Anomaly" ``," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(3), pages 457-490, September.
    1630. Audrino, Francesco & Sigrist, Fabio & Ballinari, Daniele, 2020. "The impact of sentiment and attention measures on stock market volatility," International Journal of Forecasting, Elsevier, vol. 36(2), pages 334-357.
    1631. Dan Bernhardt & Ryan Davies & John Spicer, 2000. "Long-term Information, Short-lived Derivative Securities," Working Paper 994, Economics Department, Queen's University.
    1632. Eric. W. K. See-To & Yang Yang, 2017. "Market sentiment dispersion and its effects on stock return and volatility," Electronic Markets, Springer;IIM University of St. Gallen, vol. 27(3), pages 283-296, August.
    1633. Sun, Licheng & Najand, Mohammad & Shen, Jiancheng, 2016. "Stock return predictability and investor sentiment: A high-frequency perspective," Journal of Banking & Finance, Elsevier, vol. 73(C), pages 147-164.
    1634. Donders, Pablo & Jara, Mauricio & Wagner, Rodrigo, 2018. "How sensitive is corporate debt to swings in commodity prices?," Journal of Financial Stability, Elsevier, vol. 39(C), pages 237-258.
    1635. Haim Kedar-Levy, 2002. "Price Bubbles of New-Technology IPOs," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 7(2), pages 11-32, Summer.
    1636. Robert F. Stambaugh, 2014. "Investment Noise and Trends," NBER Working Papers 20072, National Bureau of Economic Research, Inc.
    1637. Jinyong Kim & Yongsik Kim, 2022. "Market‐wide shocks and the predictive power for the real economy in the Korean stock market," Pacific Economic Review, Wiley Blackwell, vol. 27(4), pages 380-399, October.
    1638. Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
    1639. Chi-Wei Su & Xu-Yu Cai & Ran Tao, 2020. "Can Stock Investor Sentiment Be Contagious in China?," Sustainability, MDPI, vol. 12(4), pages 1-16, February.
    1640. Costa, Filipe & Fortuna, Natércia & Lobão, Júlio, 2024. "Herding states and stock market returns," Research in International Business and Finance, Elsevier, vol. 68(C).
    1641. Dragos Stefan Oprea, 2014. "Does Investor Sentiment Matter in Post-Communist East European Stock Markets?," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 4(8), pages 356-366, August.
    1642. Zhu, Qi & Jin, Sisi & Huang, Yuxuan & Yan, Cheng & Chen, Chuanglian, 2022. "Oil price uncertainty and stock price informativeness: Evidence from investment-price sensitivity in China," International Review of Financial Analysis, Elsevier, vol. 84(C).
    1643. Evrensel, Ayşe Y. & Kutan, Ali M., 2004. "Testing creditor moral hazard in sovereign bond markets: A unified theoretical approach and empirical evidence," ZEI Working Papers B 09-2004, University of Bonn, ZEI - Center for European Integration Studies.
    1644. Georgakopoulos, Nicholas L., 1996. "Why should disclosure rules subsidize informed traders?," International Review of Law and Economics, Elsevier, vol. 16(4), pages 417-431, December.
    1645. Lu, Jing & Qiu, Yuhang, 2024. "Does minority shareholder activism reduce stock idiosyncratic risk?," Research in International Business and Finance, Elsevier, vol. 67(PA).
    1646. Edward L. Glaeser, 2004. "Psychology and the Market," American Economic Review, American Economic Association, vol. 94(2), pages 408-413, May.
    1647. Eaton, Gregory W. & Green, T. Clifton & Roseman, Brian S. & Wu, Yanbin, 2022. "Retail trader sophistication and stock market quality: Evidence from brokerage outages," Journal of Financial Economics, Elsevier, vol. 146(2), pages 502-528.
    1648. Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov, 2018. "An Endogenous Mechanism of Business Cycles," Papers 1803.05002, arXiv.org, revised Sep 2019.
    1649. Doowoo Nam, 2004. "Do Foreign Investors Cause Noise in an Emerging Stock Market?," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 3(1), pages 21-36, January.
    1650. Anders Anderson, 2007. "All Guts, No Glory: Trading and Diversification among Online Investors," European Financial Management, European Financial Management Association, vol. 13(3), pages 448-471, June.
    1651. Hvide, Hans K., 2002. "Pragmatic beliefs and overconfidence," Journal of Economic Behavior & Organization, Elsevier, vol. 48(1), pages 15-28, May.
    1652. Wang, Yaw-Huei & Keswani, Aneel & Taylor, Stephen J., 2006. "The relationships between sentiment, returns and volatility," International Journal of Forecasting, Elsevier, vol. 22(1), pages 109-123.
    1653. Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Working Papers hal-02187362, HAL.
    1654. SaangJoon Baak, 2000. "Heterogeneous Expectations, Volatility and Welfare," Working Papers EMS_2000_01, Research Institute, International University of Japan.
    1655. Liu, Xufeng & Wan, Die, 2022. "Asymmetric positive feedback trading and stock pricing in China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
    1656. Souropanis, Ioannis & Vivian, Andrew, 2023. "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, vol. 74(C).
    1657. Rob Hayward, 2018. "Foreign Exchange Speculation: An Event Study," IJFS, MDPI, vol. 6(1), pages 1-13, February.
    1658. Yang, Chunpeng & Zhang, Rengui, 2013. "Dynamic asset pricing model with heterogeneous sentiments," Economic Modelling, Elsevier, vol. 33(C), pages 248-253.
    1659. Kaufmann, Robert K., 2011. "The role of market fundamentals and speculation in recent price changes for crude oil," Energy Policy, Elsevier, vol. 39(1), pages 105-115, January.
    1660. Meredith Beechey & David Gruen & James Vickery, 2000. "The Efficient Market Hypothesis: A Survey," RBA Research Discussion Papers rdp2000-01, Reserve Bank of Australia.
    1661. Donadelli, Michael & Kizys, Renatas & Riedel, Max, 2017. "Dangerous infectious diseases: Bad news for Main Street, good news for Wall Street?," Journal of Financial Markets, Elsevier, vol. 35(C), pages 84-103.
    1662. Lin Li & Peter Lam & Wilson H.S. Tong & Justin Law, 2024. "CEO Turnovers Due to Poor Industry Performances: An Examination of the Boards' Retention Criteria," Post-Print hal-04425594, HAL.
    1663. Kostov, Philip & Davidova, Sophia, 2017. "One size does not fit all: an empirical investigation of the Romanian agriculture production function," 91st Annual Conference, April 24-26, 2017, Royal Dublin Society, Dublin, Ireland 258642, Agricultural Economics Society.
    1664. Nofsinger, John R., 2001. "The impact of public information on investors," Journal of Banking & Finance, Elsevier, vol. 25(7), pages 1339-1366, July.
    1665. Paulo Vitor Jordão da Gama Silva & Augusto F.C. Neto & Marcelo Cabus Klotzle & Antonio Carlos Figueiredo pinto & Leonardo Lima Gomes, 2019. "Does the cryptocurrency market exhibits feedback trading?," Economics Bulletin, AccessEcon, vol. 39(4), pages 2830-2838.
    1666. Paul Grauwe, 2011. "Animal spirits and monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 47(2), pages 423-457, June.
    1667. Alexander Guzmán & Christian Pinto-Gutiérrez & María-Andrea Trujillo, 2021. "Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume," Mathematics, MDPI, vol. 9(15), pages 1-15, July.
    1668. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.
    1669. Olivier Damette & Beum-Jo Park, 2015. "Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework," Review of International Economics, Wiley Blackwell, vol. 23(5), pages 996-1022, November.
    1670. Dammak, Wael & Boutouria, Nahla & Ben Hamad, Salah & de Peretti, Christian, 2023. "Investor behavior in the currency option market during the COVID-19 pandemic," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    1671. Haase, Marco & Huss, Matthias, 2018. "Guilty speculators? Range-based conditional volatility in a cross-section of wheat futures," Journal of Commodity Markets, Elsevier, vol. 10(C), pages 29-46.
    1672. Menkhoff, L., 1998. "The noise trading approach -- questionnaire evidence from foreign exchange," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 547-564, June.
    1673. Zhang, Chris H. & Frijns, Bart, 2019. "Noise trading and informational efficiency," EconStor Preprints 198037, ZBW - Leibniz Information Centre for Economics.
    1674. Sophie Béreau & Antonia Lopez Villavicencio & Valérie Mignon, 2008. "Nonlinear Adjustment of the Real Exchange Rate Towards its Equilibrium Value: a Panel Smooth Transition Error Correction Modelling," Working Papers 2008-23, CEPII research center.
    1675. Montone, Maurizio, 2023. "Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
    1676. Gray, Wesley, 2008. "Information Exchange and the Limits of Arbitrage," MPRA Paper 12621, University Library of Munich, Germany.
    1677. BenMabrouk, Houda & Litimi, Houda, 2018. "Cross herding between American industries and the oil market," The North American Journal of Economics and Finance, Elsevier, vol. 45(C), pages 196-205.
    1678. Kramer, Charles, 1999. "Noise trading, transaction costs, and the relationship of stock returns and trading volume," International Review of Economics & Finance, Elsevier, vol. 8(4), pages 343-362, November.
    1679. Alimov, Azizjon & Mikkelson, Wayne, 2012. "Does favorable investor sentiment lead to costly decisions to go public?," Journal of Corporate Finance, Elsevier, vol. 18(3), pages 519-540.
    1680. Cheng, Minying & Jin, Ling & Li, Zhisheng & Lin, Bingxuan, 2022. "The effectiveness of government stock purchase during market crash: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
    1681. Bahloul, Walid & Bouri, Abdelfettah, 2016. "Profitability of return and sentiment-based investment strategies in US futures markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 254-270.
    1682. David A. Butz, 1991. "Free Cash Flow Theory Without the Free Cash Emphasis," UCLA Economics Working Papers 614, UCLA Department of Economics.
    1683. Gaies, Brahim & Nakhli, Mohamed Sahbi & Ayadi, Rim & Sahut, Jean-Michel, 2022. "Exploring the causal links between investor sentiment and financial instability: A dynamic macro-financial analysis," Journal of Economic Behavior & Organization, Elsevier, vol. 204(C), pages 290-303.
    1684. Basak, Suleyman, 2004. "Asset Prices with Heterogenous Beliefs," CEPR Discussion Papers 4256, C.E.P.R. Discussion Papers.
    1685. Tae-Seok Jang, 2015. "Identification of Social Interaction Effects in Financial Data," Computational Economics, Springer;Society for Computational Economics, vol. 45(2), pages 207-238, February.
    1686. Tseng‐Chan Tseng & Hung‐Cheng Lai & Jih‐Kuang Chen, 2022. "Impacts of relatively rational and irrational investor sentiment on realized volatility," Asian Economic Journal, East Asian Economic Association, vol. 36(4), pages 458-478, December.
    1687. Crystal Lin & Hamid Rahman & Kenneth Yung, 2009. "Investor Sentiment and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 39(4), pages 450-471, November.
    1688. Nippel, Peter & Pierdzioch, Christian & Schertler, Andrea, 2005. "Underpricing and Index Excess Returns," Kiel Working Papers 1259, Kiel Institute for the World Economy (IfW Kiel).
    1689. Schaub, Nic & Schmid, Markus, 2013. "Hedge fund liquidity and performance: Evidence from the financial crisis," Journal of Banking & Finance, Elsevier, vol. 37(3), pages 671-692.
    1690. Yili Chien & Harold Cole & Hanno Lustig, 2016. "Implications of Heterogeneity in Preferences, Beliefs and Asset Trading Technologies in an Endowment Economy," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 215-239, April.
    1691. Martin T. Bohl & Martin Stefan, 2018. "Return Dynamics During Periods of High Speculation in a Thinly-Traded Commodity Market," CQE Working Papers 7418, Center for Quantitative Economics (CQE), University of Muenster.
    1692. Nishiwaki, Takashi, 2022. "Impact of different investment horizons in heterogeneous agent models: Do long-term traders bring market stability?," Journal of Economic Behavior & Organization, Elsevier, vol. 196(C), pages 393-401.
    1693. Cai, Charlie X. & McGuinness, Paul B. & Zhang, Qi, 2011. "The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2123-2136, August.
    1694. Li, Yelin & Bu, Hui & Li, Jiahong & Wu, Junjie, 2020. "The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1541-1562.
    1695. Cooper, Kristen B. & Schneider, Henry S. & Waldman, Michael, 2017. "Limited rationality and the strategic environment: Further theory and experimental evidence," Games and Economic Behavior, Elsevier, vol. 106(C), pages 188-208.
    1696. Julius Probst, 2019. "Lawrence Summers Deserves a Nobel Prize for Reviving the Theory of Secular Stagnation," Econ Journal Watch, Econ Journal Watch, vol. 16(2), pages 342–373-3, September.
    1697. Alon Brav & Christopher Geczy & Paul A. Gompers, "undated". "Is the Abnormal Return Following Equity Issuances Anomalous?," Rodney L. White Center for Financial Research Working Papers 2-99, Wharton School Rodney L. White Center for Financial Research.
    1698. Bennett, Donyetta & Mekelburg, Erik & Strauss, Jack & Williams, T.H., 2024. "Unlocking the black box of sentiment and cryptocurrency: What, which, why, when and how?," Global Finance Journal, Elsevier, vol. 60(C).
    1699. Hong, Harrison & Yu, Jialin, 2009. "Gone fishin': Seasonality in trading activity and asset prices," Journal of Financial Markets, Elsevier, vol. 12(4), pages 672-702, November.
    1700. de Jong, Eelke & Verschoor, Willem F.C. & Zwinkels, Remco C.J., 2010. "Heterogeneity of agents and exchange rate dynamics: Evidence from the EMS," Journal of International Money and Finance, Elsevier, vol. 29(8), pages 1652-1669, December.
    1701. Clement, Michael B. & Hales, Jeffrey & Xue, Yanfeng, 2011. "Understanding analysts' use of stock returns and other analysts' revisions when forecasting earnings," Journal of Accounting and Economics, Elsevier, vol. 51(3), pages 279-299, April.
    1702. Buch, Claudia M. & Heinrich, Ralph P. & Pierdzioch, Christian, 1998. "Taxing short-term capital flows - An option for transition economies?," Kiel Discussion Papers 321, Kiel Institute for the World Economy (IfW Kiel).
    1703. Andrew Detzel & Hong Liu & Jack Strauss & Guofu Zhou & Yingzi Zhu, 2021. "Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard‐to‐value fundamentals," Financial Management, Financial Management Association International, vol. 50(1), pages 107-137, March.
    1704. Wei Tang & Tianhao Wu & Liheng Xu, 2017. "Skewness Preference and IPO Anomalies in China," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 173-199, May.
    1705. Kateryna Kononova & Anton Dek, 2017. "Financial Time Series Forecasting: Semantic Analysis Of Economic News," Papers 1705.08545, arXiv.org.
    1706. Frenkel, Michael & Stadtmann, Georg, 2002. "Capital controls, exchange rate volatility and risk premium," Research Notes 5, Deutsche Bank Research.
    1707. Carl Hopman, 2007. "Do supply and demand drive stock prices?," Quantitative Finance, Taylor & Francis Journals, vol. 7(1), pages 37-53.
    1708. Flynn, Sean M., 2005. "Noise-trader Risk: Does it Deter Arbitrage, and Is it Priced?," Vassar College Department of Economics Working Paper Series 69, Vassar College Department of Economics.
    1709. Carl Chiarella & Xue-Zhong He & Remco C.J. Zwinkels, 2014. "Heterogeneous Expectations in Asset Pricing: Empirical Evidence from the S&P500," Research Paper Series 344, Quantitative Finance Research Centre, University of Technology, Sydney.
    1710. Karamti, Chiraz & Jeribi, Ahmed, 2023. "Stock markets from COVID-19 to the Russia–Ukraine crisis: Structural breaks in interactive effects panels," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
    1711. Jung, Chan Shik & Kim, Woojin & Lee, Dong Wook, 2013. "Short selling by individual investors: Destabilizing or price discovering?," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1232-1248.
    1712. Zhang, Yongjie & Zhang, Yuzhao & Shen, Dehua & Zhang, Wei, 2017. "Investor sentiment and stock returns: Evidence from provincial TV audience rating in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 288-294.
    1713. Keunbae Ahn, 2021. "Predictable Fluctuations in the Cross-Section and Time-Series of Asset Prices," PhD Thesis, Finance Discipline Group, UTS Business School, University of Technology, Sydney, number 1-2021, January-A.
    1714. ap Gwilym, O. & Kita, A. & Wang, Q., 2014. "Speculate against speculative demand," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 212-221.
    1715. Mohrschladt, Hannes & Schneider, Judith C., 2021. "Option-implied skewness: Insights from ITM-options," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
    1716. Nawaf Almaskati & Ron Bird & Yue Lu & Danny Leung, 2019. "Corporate Governance, Information Uncertainty and Market Reaction to Information Signals," Working Papers in Economics 19/15, University of Waikato.
    1717. Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina, 2024. "Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
    1718. Labidi, Chiraz & Yaakoubi, Soumaya, 2016. "Investor sentiment and aggregate volatility pricing," The Quarterly Review of Economics and Finance, Elsevier, vol. 61(C), pages 53-63.
    1719. Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Melvin, Michael, 2014. "Little guys, liquidity, and the informational efficiency of price: Evidence from the Tokyo Stock Exchange on the effects of small investor participation," Pacific-Basin Finance Journal, Elsevier, vol. 29(C), pages 163-181.
    1720. Mariano González-Sánchez & M. Encina Morales de Vega, 2021. "Influence of Bloomberg’s Investor Sentiment Index: Evidence from European Union Financial Sector," Mathematics, MDPI, vol. 9(4), pages 1-21, February.
    1721. Yamini Yadav & Pramod Kumar Naik, 2024. "Investors’ Irrational Sentiment and Stock Market Returns: A Quantile Regression Approach Using Indian Data," Business Perspectives and Research, , vol. 12(1), pages 45-64, January.
    1722. Jasman Tuyon & Zamri Ahmad, 2018. "Behavioural Asset Pricing Determinants in a Factor and Style Investing Framework," Capital Markets Review, Malaysian Finance Association, vol. 26(2), pages 32-52.
    1723. Alexander Porshnev & Valeria Lakshina & Ilya Redkin, 2016. "Could Emotional Markers in Twitter Posts Add Information to the Stock Market Armax-Garch Model," HSE Working papers WP BRP 54/FE/2016, National Research University Higher School of Economics.
    1724. Shanker, Latha, 2017. "New indices of adequate and excess speculation and their relationship with volatility in the crude oil futures market," Journal of Commodity Markets, Elsevier, vol. 5(C), pages 18-35.
    1725. Irwin, Scott H. & Sanders, Dwight R., 2012. "Testing the Masters Hypothesis in commodity futures markets," Energy Economics, Elsevier, vol. 34(1), pages 256-269.
    1726. Chan, Konan & Lin, Yueh-Hsiang & Wang, Yanzhi, 2017. "Limits-to-arbitrage, investment frictions, and innovation anomalies," Pacific-Basin Finance Journal, Elsevier, vol. 43(C), pages 1-14.
    1727. Xu, Yingying & Lien, Donald, 2022. "Which affects stock performances more, words or deeds of the key person?," International Review of Financial Analysis, Elsevier, vol. 84(C).
    1728. Zongwu Cai & Pixiong Chen, 2022. "New Online Investor Sentiment and Asset Returns," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202216, University of Kansas, Department of Economics, revised Nov 2022.
    1729. Wang, F. Albert, 2001. "Overconfidence, Investor Sentiment, and Evolution," Journal of Financial Intermediation, Elsevier, vol. 10(2), pages 138-170, April.
    1730. Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2023. "Trend Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series auwp2023-08, Department of Economics, Auburn University.
    1731. Nyanine Chuele Fonou-Dombeu & Josue Mbonigaba & Odunayo Magret Olarewaju & Bomi Cyril Nomlala, 2022. "Earnings quality measures and stock return volatility in South Africa," Future Business Journal, Springer, vol. 8(1), pages 1-15, December.
    1732. Nguyen, An Pham Ngoc & Mai, Tai Tan & Bezbradica, Marija & Crane, Martin, 2023. "Volatility and returns connectedness in cryptocurrency markets: Insights from graph-based methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 632(P1).
    1733. Kühl, Michael, 2009. "Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates," University of Göttingen Working Papers in Economics 89, University of Goettingen, Department of Economics.
    1734. Antti Petajisto, 2004. "Why Do Demand Curves for Stocks Slope Down?," Yale School of Management Working Papers amz2458, Yale School of Management, revised 01 Sep 2008.
    1735. Chiah, Mardy & Hu, Xiaolu & Zhong, Angel, 2022. "Photo sentiment and stock returns around the world," Finance Research Letters, Elsevier, vol. 46(PB).
    1736. Humayun Kabir, M. & Shakur, Shamim, 2018. "Regime-dependent herding behavior in Asian and Latin American stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 47(C), pages 60-78.
    1737. Xiaoliang Liu & Guenther Filler & Martin Odening, 2013. "Testing for speculative bubbles in agricultural commodity prices: a regime switching approach," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 73(1), pages 179-200, May.
    1738. Palomino, F.A., 1997. "Relative Performance Equilibrium in Financial Markets," Other publications TiSEM 08a7d29b-8d3c-4ba2-9b43-3, Tilburg University, School of Economics and Management.
    1739. Paul De Grauwe, 2012. "Lectures on Behavioral Macroeconomics," Economics Books, Princeton University Press, edition 1, volume 1, number 9891.
    1740. Shulin Shen & Yiyi Zhao & Jindong Pang, 2024. "Local Housing Market Sentiments and Returns: Evidence from China," The Journal of Real Estate Finance and Economics, Springer, vol. 68(3), pages 488-522, April.
    1741. Kaplanski, Guy & Levy, Haim, 2014. "Sentiment, irrationality and market efficiency: The case of the 2010 FIFA World Cup," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 49(C), pages 35-43.
    1742. Angela J. Black & David G. McMillan, 2004. "Non‐linear Predictability of Value and Growth Stocks and Economic Activity," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(3‐4), pages 439-474, April.
    1743. Dufrénot, Gilles & Lardic, Sandrine & Mathieu, Laurent & Mignon, Valérie & Péguin-Feissolle, Anne, 2008. "Explaining the European exchange rates deviations: Long memory or non-linear adjustment?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 18(3), pages 207-215, July.
    1744. Baumann, Michael Heinrich & Baumann, Michaela & Erler, Alexander, 2019. "Limitations of stabilizing effects of fundamentalists: Facing positive feedback traders," Economics Discussion Papers 2019-3, Kiel Institute for the World Economy (IfW Kiel).
    1745. Francesco Cordoni, 2022. "Multi-Asset Bubbles Equilibrium Price Dynamics," Papers 2206.01468, arXiv.org, revised Sep 2024.
    1746. Jasman Tuyon & Zamri Ahmad, 2021. "Dynamic risk attributes in Malaysia stock markets: Behavioural finance insights," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 5793-5814, October.
    1747. Ravi Dhar & William Goetzmann, 2005. "Bubble Investors: What Were They Thinking?," Yale School of Management Working Papers ysm446, Yale School of Management, revised 01 Aug 2006.
    1748. Byun, Suk-Joon & Kim, Da-Hea, 2016. "Gambling preference and individual equity option returns," Journal of Financial Economics, Elsevier, vol. 122(1), pages 155-174.
    1749. Verma, Rahul & Verma, Priti, 2008. "Are survey forecasts of individual and institutional investor sentiments rational?," International Review of Financial Analysis, Elsevier, vol. 17(5), pages 1139-1155, December.
    1750. Simone Alfarano & Thomas Lux & Friedrich Wagner, 2005. "Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model," Computational Economics, Springer;Society for Computational Economics, vol. 26(1), pages 19-49, August.
    1751. Webb, Robert I., 1995. "Futures trading in less 'noisy' markets," Japan and the World Economy, Elsevier, vol. 7(2), pages 155-173, July.
    1752. Desrosiers, Stéphanie & L’Her, Jean-François & Tnani, Mohamed Yassine, 2002. "Stratégies de momentum sectoriel au Canada," L'Actualité Economique, Société Canadienne de Science Economique, vol. 78(3), pages 371-395, Septembre.
    1753. Andrea Gaunersdorfer & Cars Hommes & Florian O.O. Wagener, 2001. "Bifurcation Routes to Volatility Clustering," Tinbergen Institute Discussion Papers 01-015/1, Tinbergen Institute.
    1754. Keiber, Karl Ludwig & Samyschew, Helene, 2016. "The pricing of sentiment risk in European stock markets," Discussion Papers 384, European University Viadrina Frankfurt (Oder), Department of Business Administration and Economics.
    1755. Li, Jie & Zhang, Yongjie & Wang, Lidan, 2021. "Information transmission between large shareholders and stock volatility," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    1756. Jinfang Li, 2021. "The term structure effects of individual stock investor sentiment on excess returns," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1695-1705, April.
    1757. Kyubin Yim & Gabjin Oh & Seunghwan Kim, 2016. "Understanding Financial Market States Using an Artificial Double Auction Market," PLOS ONE, Public Library of Science, vol. 11(3), pages 1-15, March.
    1758. Timm O. Sprenger & Andranik Tumasjan & Philipp G. Sandner & Isabell M. Welpe, 2014. "Tweets and Trades: the Information Content of Stock Microblogs," European Financial Management, European Financial Management Association, vol. 20(5), pages 926-957, November.
    1759. Tsai, Chia-Fen & Chang, Jung-Hsien & Tsai, Feng-Tse, 2021. "Lottery preferences and retail short selling," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
    1760. Hong, Harrison & Stein, Jeremy, 2007. "Disagreement and the Stock Market," Scholarly Articles 2894690, Harvard University Department of Economics.
    1761. Ajay Kumar Chauhan & Barnali Chaklader, 2023. "Do Local Investors Exhibit Smart Value Investment? Empirical Evidence from India," Global Business Review, International Management Institute, vol. 24(5), pages 833-844, October.
    1762. Domonkos F. Vamossy, 2024. "Social Media Emotions and Market Behavior," Papers 2404.03792, arXiv.org.
    1763. Yue-Jun Zhang & Shu-Hui Li, 2019. "The impact of investor sentiment on crude oil market risks: evidence from the wavelet approach," Quantitative Finance, Taylor & Francis Journals, vol. 19(8), pages 1357-1371, August.
    1764. Galindo, Luis M., 1995. "La hipótesis de expectativas en el mercado de Cetes en México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, vol. 10(1), pages 67-88.
    1765. Paul Docherty & Steve Easton, 2012. "Market efficiency and continuous information arrival: evidence from prediction markets," Applied Economics, Taylor & Francis Journals, vol. 44(19), pages 2461-2471, July.
    1766. Danyan Wen & Mengxi He & Yaojie Zhang & Yudong Wang, 2022. "Forecasting realized volatility of Chinese stock market: A simple but efficient truncated approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(2), pages 230-251, March.
    1767. N. Banholzer & S. Heiden & D. Schneller, 2019. "Exploiting investor sentiment for portfolio optimization," Business Research, Springer;German Academic Association for Business Research, vol. 12(2), pages 671-702, December.
    1768. Junmao Chiu & Huimin Chung & Keng-Yu Ho, 2014. "Fear Sentiment, Liquidity, and Trading Behavior: Evidence from the Index ETF Market," Review of Pacific Basin Financial Markets and Policies (RPBFMP), World Scientific Publishing Co. Pte. Ltd., vol. 17(03), pages 1-25.
    1769. Ye, Jing & Xue, Minggao, 2021. "Influences of sentiment from news articles on EU carbon prices," Energy Economics, Elsevier, vol. 101(C).
    1770. Dionysios Chionis, 2002. "The Hysteretic Effects on the Real Exchange Rates," International Review of Applied Economics, Taylor & Francis Journals, vol. 16(4), pages 451-463.
    1771. Sakthivel SANTHOSHKUMAR & Murugesan SELVAM & Balasundram MANIAM, 2023. "The relationship between google trends search and energy commodity prices," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(637), W), pages 291-298, Winter.
    1772. Chia‐Cheng Ho & Chi‐Ling Huang & Chien‐Ting Lin & George Y.C. Lin, 2010. "Managing News Coverage around Initial Public Offerings," Financial Management, Financial Management Association International, vol. 39(1), pages 187-225, March.
    1773. Christina Sklibosios Nikitopoulos & Alice Carole Thomas & Jianxin Wang, 2024. "Hedging pressure and oil volatility: Insurance versus liquidity demands," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 44(2), pages 252-280, February.
    1774. Mariem Talbi & Amel Ben Halima, 2019. "Global Contagion of Investor Sentiment during the US Subprime Crisis: The Case of the USA and the Region of Latin America," International Journal of Economics and Financial Issues, Econjournals, vol. 9(3), pages 163-174.
    1775. Zhuo Li & Meiyu Tian & Guangda Ouyang & Fenghua Wen, 2021. "Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2748-2765, April.
    1776. Wouter Botzen, W.J. & Marey, Philip S., 2006. "Does the ECB respond to the stock market?," Serie Research Memoranda 0017, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    1777. Li, Jinfang, 2014. "Multi-period sentiment asset pricing model with information," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 118-130.
    1778. He, Ling T. & Casey, K.M., 2015. "Forecasting ability of the investor sentiment endurance index: The case of oil service stock returns and crude oil prices," Energy Economics, Elsevier, vol. 47(C), pages 121-128.
    1779. Jawadi, Fredj & Namouri, Hela & Ftiti, Zied, 2018. "An analysis of the effect of investor sentiment in a heterogeneous switching transition model for G7 stock markets," Journal of Economic Dynamics and Control, Elsevier, vol. 91(C), pages 469-484.
    1780. Joey W. Yang & Lewis May & John Gould, 2023. "Exchange‐traded fund ownership and underlying stock mispricing," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1417-1445, April.
    1781. Joseph Gyourko, 2009. "Understanding Commercial Real Estate: Just How Different from Housing Is It?," NBER Working Papers 14708, National Bureau of Economic Research, Inc.
    1782. Zhenni Jin & Kun Guo & Yi Sun & Lin Lai & Zhewen Liao, 2020. "The industrial asymmetry of the stock price prediction with investor sentiment: Based on the comparison of predictive effects with SVR," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(7), pages 1166-1178, November.
    1783. Chuan ‘Chewie’ Ang, Tze & Lam, F.Y. Eric C. & Ma, Tai & Wang, Shujing & Wei, K.C. John, 2019. "What is the real relationship between cash holdings and stock returns?," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 513-528.
    1784. Paul De Grauwe & Marianna Grimaldi, 2005. "The Exchange Rate and its Fundamentals in a Complex World," Review of International Economics, Wiley Blackwell, vol. 13(3), pages 549-575, August.
    1785. Masako Darrough & Rong Huang & Sha Zhao, 2020. "Spillover Effects of Fraud Allegations and Investor Sentiment," Contemporary Accounting Research, John Wiley & Sons, vol. 37(2), pages 982-1014, June.
    1786. Duffie, Darrell & Garleanu, Nicolae & Pedersen, Lasse Heje, 2002. "Securities lending, shorting, and pricing," Journal of Financial Economics, Elsevier, vol. 66(2-3), pages 307-339.
    1787. Kyungyeon (Rachel) Koh, 2020. "Revisiting the investment anomaly: Financing constraints or limits‐to‐arbitrage?," Review of Financial Economics, John Wiley & Sons, vol. 38(4), pages 655-673, October.
    1788. Christopher J. Neely, 1997. "Technical analysis in the foreign exchange market: a layman's guide," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 23-38.
    1789. Kevin Chiang & Ming-Long Lee, 2010. "The Role of Correlated Trading in Setting REIT Prices," The Journal of Real Estate Finance and Economics, Springer, vol. 41(3), pages 320-338, October.
    1790. Sommervoll, Dag Einar & Borgersen, Trond-Arne & Wennemo, Tom, 2010. "Endogenous housing market cycles," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 557-567, March.
    1791. Jitka Veselá, 2011. "Factors of Occurrence of Speculative Bubbles on the Financial Markets [Okolnosti výskytu spekulativních bublin na finančních trzích]," Český finanční a účetní časopis, Prague University of Economics and Business, vol. 2011(3), pages 6-21.
    1792. Xu, Juanyi, 2010. "Noise traders, exchange rate disconnect puzzle, and the Tobin tax," Journal of International Money and Finance, Elsevier, vol. 29(2), pages 336-357, March.
    1793. Peter, Bossaerts & Jason, Shachat & Kuangli, Xie, 2018. "Arbitrage Opportunities: Anatomy and Remediation," MPRA Paper 87273, University Library of Munich, Germany.
    1794. Enrique Sentana, 1993. "The econometrics of the stock market I: rationality tests," Investigaciones Economicas, Fundación SEPI, vol. 17(3), pages 401-420, September.
    1795. Guth, Werner & Huck, Steffen, 1997. "A new justification of monopolistic competition," Economics Letters, Elsevier, vol. 57(2), pages 177-182, December.
    1796. Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
    1797. Malika, HAMADI & Erick, RENGIFO & Diego SALZMAN, 2004. "Illusionary Finance and Trading Behavior," Discussion Papers (ECON - Département des Sciences Economiques) 2005012, Université catholique de Louvain, Département des Sciences Economiques, revised 15 Jan 2005.
    1798. Łukowski, Michał & Gemra, Kamil & Maruszewski, Janusz & Śliwiński, Paweł & Zygmanowski, Piotr, 2020. "Equity premium puzzle — Evidence from Poland," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).
    1799. Rui Li & Nan Li & Jiahui Li & Chongfeng Wu, 2018. "Short selling, margin buying and stock return in China market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(2), pages 477-501, June.
    1800. Mahmoudi, Nader & Docherty, Paul & Melia, Adrian, 2022. "Firm-level investor sentiment and corporate announcement returns," Journal of Banking & Finance, Elsevier, vol. 144(C).
    1801. Avinash Persaud, 2001. "The puzzling decline in financial market liquidity," BIS Papers chapters, in: Bank for International Settlements (ed.), Market liquidity: proceedings of a workshop held at the BIS, volume 2, pages 152-158, Bank for International Settlements.
    1802. Broman, Markus S., 2020. "Local demand shocks, excess comovement and return predictability," Journal of Banking & Finance, Elsevier, vol. 119(C).
    1803. Wael DAMMAK, 2024. "Assessing Effect of Market Sentiment on Pricing of European Currency Options ‎," International Journal of Research and Innovation in Social Science, International Journal of Research and Innovation in Social Science (IJRISS), vol. 8(6), pages 1224-1244, June.
    1804. Chen, Zhijuan & Lin, William T. & Ma, Changfeng & Tsai, Shih-Chuan, 2014. "Liquidity provisions by individual investor trading prior to dividend announcements: Evidence from Taiwan," The North American Journal of Economics and Finance, Elsevier, vol. 28(C), pages 358-374.
    1805. Daniel C. Indro, 2010. "Does Mutual Fund Flow Reflect Investor Sentiment?," Chapters, in: Brian Bruce (ed.), Handbook of Behavioral Finance, chapter 10, Edward Elgar Publishing.
    1806. Liang, Chao & Tang, Linchun & Li, Yan & Wei, Yu, 2020. "Which sentiment index is more informative to forecast stock market volatility? Evidence from China," International Review of Financial Analysis, Elsevier, vol. 71(C).
    1807. Chen, Wen, 2021. "Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses," Journal of Financial Markets, Elsevier, vol. 55(C).
    1808. Chunpeng Yang & Bin Gao & Jianlei Yang, 2016. "Option pricing model with sentiment," Review of Derivatives Research, Springer, vol. 19(2), pages 147-164, July.
    1809. Pyo, Dong-Jin, 2015. "Animal spirits and stock market dynamics," ISU General Staff Papers 201501010800005596, Iowa State University, Department of Economics.
    1810. Orosel, Gerhard O., 1996. "Informational efficiency and welfare in the stock market," European Economic Review, Elsevier, vol. 40(7), pages 1379-1411, August.
    1811. Black, Angela J. & Fraser, Patricia & McMillan, David G., 2007. "Are international value premiums driven by the same set of fundamentals?," International Review of Economics & Finance, Elsevier, vol. 16(1), pages 113-129.
    1812. Mikael Bask, 2009. "Announcement effects on exchange rates," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(1), pages 64-84.
    1813. Sophie van Huellen, 2013. "Price Non-Convergence in Commodities: A Case Study of the Wheat Conundrum," Working Papers 185, Department of Economics, SOAS University of London, UK.
    1814. Yang, Chunpeng & Hu, Xiaoyi, 2021. "Individual stock sentiment beta and stock returns," The North American Journal of Economics and Finance, Elsevier, vol. 55(C).
    1815. Lee, Charles M. C., 2001. "Market efficiency and accounting research: a discussion of 'capital market research in accounting' by S.P. Kothari," Journal of Accounting and Economics, Elsevier, vol. 31(1-3), pages 233-253, September.
    1816. Yang, Chunpeng & Li, Jinfang, 2014. "Two-period trading sentiment asset pricing model with information," Economic Modelling, Elsevier, vol. 36(C), pages 1-7.
    1817. Nelson C. Mark & Yangru Wu, 1997. "Risk, Policy Rules, and Noise: Rethinking Deviations from Uncovered Interest Parity," Tinbergen Institute Discussion Papers 97-041/2, Tinbergen Institute.
    1818. Shi, Yang & Chen, Shu & Liu, Ruiming & Kang, Yankun, 2022. "Fund renaming and fund flows: Evidence from China's stock market crash in 2015," Economic Modelling, Elsevier, vol. 108(C).
    1819. Hadad, Elroi & Kedar-Levy, Haim, 2024. "The impact of retail investor sentiment on the conditional volatility of stocks and bonds: Evidence from the Tel-Aviv stock exchange," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1303-1313.
    1820. Menkhoff, Lukas & Schmidt, Ulrich, 2005. "The Use of Trading Strategies by Fund Managers: Some First Survey Evidence," Hannover Economic Papers (HEP) dp-314, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
    1821. Harrison Hong & Jeremy C. Stein, 1999. "Differences of Opinion, Rational Arbitrage and Market Crashes," NBER Working Papers 7376, National Bureau of Economic Research, Inc.
    1822. Mashruwala, Christina & Rajgopal, Shivaram & Shevlin, Terry, 2006. "Why is the accrual anomaly not arbitraged away? The role of idiosyncratic risk and transaction costs," Journal of Accounting and Economics, Elsevier, vol. 42(1-2), pages 3-33, October.
    1823. Wang, Hua & Xu, Liao & Sharma, Susan Sunila, 2021. "Does investor attention increase stock market volatility during the COVID-19 pandemic?," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
    1824. Maennig, Wolfgang & Wilhelm, Stefan, 2023. "News and noise in crime politics: The role of announcements and risk attitudes," Economic Modelling, Elsevier, vol. 129(C).
    1825. Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023. "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
    1826. Wai Khuen Cheng & Khean Thye Bea & Steven Mun Hong Leow & Jireh Yi-Le Chan & Zeng-Wei Hong & Yen-Lin Chen, 2022. "A Review of Sentiment, Semantic and Event-Extraction-Based Approaches in Stock Forecasting," Mathematics, MDPI, vol. 10(14), pages 1-20, July.
    1827. Choo, Lawrence, 2016. "Market competition for decision rights: An experiment based on the “Hat Puzzle Problem”," MPRA Paper 73408, University Library of Munich, Germany.
    1828. Giovanni Campisi & Silvia Muzzioli, 2020. "Fundamentalists heterogeneity and the role of the sentiment indicator," Department of Economics 0167, University of Modena and Reggio E., Faculty of Economics "Marco Biagi".
    1829. Dichtl, Hubert & Drobetz, Wolfgang & Otto, Tizian, 2023. "Forecasting Stock Market Crashes via Machine Learning," Journal of Financial Stability, Elsevier, vol. 65(C).
    1830. Paulo Pereira da Silva & Carlos Vieira & Isabel Vieira, 2018. "Central clearing and CDS market quality," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(6), pages 731-753, June.
    1831. Fäßler, Robert & Kraus, Christina & Weiler, Sebastian M. & Abukadyrova, Kamila, 2011. "Portfolio-Management für Privatanleger auf Basis des State Preference Ansatzes," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers) 2011-03, University of Bayreuth, Chair of Finance and Banking.
    1832. Michael Bleaney & R. Todd Smith, 2006. "Closed-End Fund Betas," Discussion Papers 06/04, University of Nottingham, School of Economics.
    1833. John Fender, 2015. "Towards a General Theory of the Stock Market," Discussion Papers 15-15, Department of Economics, University of Birmingham.
    1834. Liangliang Jiang & Yi Zhu, 2014. "Effects of Foreign Institutional Ownership on Foreign Bank Lending: Some Evidence for Emerging Markets," International Review of Finance, International Review of Finance Ltd., vol. 14(2), pages 263-293, June.
    1835. Li, Xiao & Shen, Dehua & Xue, Mei & Zhang, Wei, 2017. "Daily happiness and stock returns: The case of Chinese company listed in the United States," Economic Modelling, Elsevier, vol. 64(C), pages 496-501.
    1836. Bernhard Eckwert & Andreas Szczutkowski, 2006. "Rationally mispriced assets in equilibrium," Spanish Economic Review, Springer;Spanish Economic Association, vol. 8(4), pages 285-299, December.
    1837. Cook, Douglas O. & Luo, Shikong (Scott), 2023. "Fund flow-induced volatility and the cost of debt," Journal of Banking & Finance, Elsevier, vol. 146(C).
    1838. Zhang, Jiahang & Zhang, Chi, 2022. "Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter," Research in International Business and Finance, Elsevier, vol. 61(C).
    1839. Stefano DellaVigna & Joshua Pollet, 2005. "Investor Inattention, Firm Reaction, and Friday Earnings Announcements," NBER Working Papers 11683, National Bureau of Economic Research, Inc.
    1840. Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022. "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, vol. 80(C).
    1841. Siu Y. Chan & Wai‐Ming Fong, 2004. "Individual Investors’ Sentiment and Temporary Stock Price Pressure," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 31(5‐6), pages 823-836, June.
    1842. K. Liagkouras & K. Metaxiotis & G. Tsihrintzis, 2022. "Incorporating environmental and social considerations into the portfolio optimization process," Annals of Operations Research, Springer, vol. 316(2), pages 1493-1518, September.
    1843. Marc Joëts, 2012. "Energy price transmissions during extreme movements," Working Papers hal-04141047, HAL.
    1844. Yin-Wong Cheung & Menzie D. Chinn, 2000. "Currency Traders and Exchange Rate Dynamics: A Survey of the U.S. Market," CESifo Working Paper Series 251, CESifo.
    1845. Aboulamer, Anas & Kryzanowski, Lawrence, 2016. "Are idiosyncratic volatility and MAX priced in the Canadian market?," Journal of Empirical Finance, Elsevier, vol. 37(C), pages 20-36.
    1846. Al-Nasseri, Alya & Menla Ali, Faek, 2018. "What does investors' online divergence of opinion tell us about stock returns and trading volume?," Journal of Business Research, Elsevier, vol. 86(C), pages 166-178.
    1847. Kostopoulos, Dimitrios & Meyer, Steffen, 2018. "Disentangling investor sentiment: Mood and household attitudes towards the economy," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 28-78.
    1848. Yanhui Chen & Hanhui Zhao & Ziyu Li & Jinrong Lu, 2020. "A dynamic analysis of the relationship between investor sentiment and stock market realized volatility: Evidence from China," PLOS ONE, Public Library of Science, vol. 15(12), pages 1-18, December.
    1849. Jawad M. Addoum & Alok Kumar, 2016. "Political Sentiment and Predictable Returns," The Review of Financial Studies, Society for Financial Studies, vol. 29(12), pages 3471-3518.
    1850. Xue-Zhong He & Youwei Li, 2008. "Heterogeneity, convergence, and autocorrelations," Quantitative Finance, Taylor & Francis Journals, vol. 8(1), pages 59-79.
    1851. Lin, L. & Ren, R.E. & Sornette, D., 2014. "The volatility-confined LPPL model: A consistent model of ‘explosive’ financial bubbles with mean-reverting residuals," International Review of Financial Analysis, Elsevier, vol. 33(C), pages 210-225.
    1852. Imad A. Moosa, 2015. "The random walk versus unbiased efficiency: can we separate the wheat from the chaff?," Journal of Post Keynesian Economics, Taylor & Francis Journals, vol. 38(2), pages 251-279, October.
    1853. Laurence Lescourret, 2017. "Cold Case File? Inventory Risk and Information Sharing during the pre†1997 NASDAQ," European Financial Management, European Financial Management Association, vol. 23(4), pages 761-806, September.
    1854. Eierle, Brigitte & Klamer, Sebastian & Muck, Matthias, 2022. "Does it really pay off for investors to consider information from social media?," International Review of Financial Analysis, Elsevier, vol. 81(C).
    1855. Thomas Delcey & Francesco Sergi, 2019. "The Efficient Market Hypothesis and Rational Expectations. How Did They Meet and Live (Happily?) Ever After," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-02187362, HAL.
    1856. Stephan Schulmeister & Margit Schratzenstaller & Oliver Picek, 2008. "A General Financial Transaction Tax. Motives, Revenues, Feasibility and Effects," WIFO Studies, WIFO, number 31819.
    1857. Yang Gao & Chengjie Zhao & Bianxia Sun & Wandi Zhao, 2022. "Effects of investor sentiment on stock volatility: new evidences from multi-source data in China’s green stock markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
    1858. Bhattacharya, Utpal, 2003. "The optimal design of Ponzi schemes in finite economies," Journal of Financial Intermediation, Elsevier, vol. 12(1), pages 2-24, January.
    1859. Liu, Jun & Wu, Kai & Zhou, Ming, 2023. "News tone, investor sentiment, and liquidity premium," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 167-181.
    1860. Lykourgos Alexiou & Leonidas S. Rompolis, 2022. "Option‐implied moments and the cross‐section of stock returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(4), pages 668-691, April.
    1861. Shin, Jong Kook & Subramanian, Chetan, 2016. "Monetary policy and noise traders: A welfare analysis," Journal of Macroeconomics, Elsevier, vol. 49(C), pages 33-45.
    1862. Werner F. M. De Bondt & Richard H. Thaler, 1994. "Financial Decision-Making in Markets and Firms: A Behavioral Perspective," NBER Working Papers 4777, National Bureau of Economic Research, Inc.
    1863. Christian Bauer & Bernhard Herz, 2006. "Monetary and Exchange Rate Stability at the EU. Mediterranean Borders," Revue économique, Presses de Sciences-Po, vol. 57(4), pages 899-917.
    1864. Li JIN & Stewart C. MYERS, 2004. "R2 Around the World: New Theory and New Tests," FAME Research Paper Series rp158, International Center for Financial Asset Management and Engineering.
    1865. HAMADA Kouichi & TANABE Yasuo, 2003. "Noisy Signals and Unsophisticated Players in a Coordination Model of a Barter Economy," ESRI Discussion paper series 076, Economic and Social Research Institute (ESRI).
    1866. Chen, Rongda & Wang, Shengnan & Jin, Chenglu & Yu, Jingjing & Zhang, Xinyu & Zhang, Shuonan, 2023. "Comovements between multidimensional investor sentiment and returns on internet financial products," International Review of Financial Analysis, Elsevier, vol. 85(C).
    1867. Douglas Elmendorf & Mary Hirshfeld & David Weil, 1992. "The Effect of News on Bond Prices: Evidence from the United Kingdom 1900-1920," NBER Working Papers 4234, National Bureau of Economic Research, Inc.
    1868. Binghui Wu & Tingting Duan, 2019. "Nonlinear Dynamics Characteristic of Risk Contagion in Financial Market Based on Agent Modeling and Complex Network," Complexity, Hindawi, vol. 2019, pages 1-12, June.
    1869. Wu, Qinqin & Hao, Ying & Lu, Jing, 2017. "Investor sentiment, idiosyncratic risk, and mispricing of American Depository Receipt," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 51(C), pages 1-14.
    1870. Fang, Yi & Niu, Hui & Tong, Xiangda, 2022. "Crash probability anomaly in the Chinese stock market," Finance Research Letters, Elsevier, vol. 44(C).
    1871. Haritha P H & Abdul Rishad, 2020. "An empirical examination of investor sentiment and stock market volatility: evidence from India," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 6(1), pages 1-15, December.
    1872. Bernhard O. Ishioro, 2014. "The Dynamics Of Exchange Rate Expectations Formation: The Nigerian Perspective," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 23(2), pages 431-460, december.
    1873. Azilawati Banchit & Sazali Abidin & Sophyafadeth Lim & Fareiny Morni, 2020. "Investor Sentiment, Portfolio Returns, and Macroeconomic Variables," JRFM, MDPI, vol. 13(11), pages 1-14, October.
    1874. Charles-Cadogan, G., 2021. "Market Instability, Investor Sentiment, And Probability Judgment Error in Index Option Prices," CRETA Online Discussion Paper Series 71, Centre for Research in Economic Theory and its Applications CRETA.
    1875. Obaid, Khaled & Pukthuanthong, Kuntara, 2022. "A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news," Journal of Financial Economics, Elsevier, vol. 144(1), pages 273-297.
    1876. Jan Overgaard Olesen, "undated". "A Simple Explanation of Stock Price Behavior in the Long Run: Evidence for Denmark," EPRU Working Paper Series 00-09, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    1877. Ben R. Marshall & Nuttawat Visaltanachoti & Genevieve Cooper, 2014. "Sell the rumour, buy the fact?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 54(1), pages 237-249, March.
    1878. Schuppli, Michael & Bohl, Martin T., 2010. "Do foreign institutional investors destabilize China's A-share markets?," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 20(1), pages 36-50, February.
    1879. Kang, Junqing, 2022. "Comments on “Government intervention through informed trading in financial markets” by Shao’an Huang, Zhigang Qiu, Gaowang Wang and Xiaodan Wang," Journal of Economic Dynamics and Control, Elsevier, vol. 141(C).
    1880. Krusell, Per & Smith, Anthony Jr., 1996. "Rules of thumb in macroeconomic equilibrium A quantitative analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 20(4), pages 527-558, April.
    1881. Stefan Reitz & M.P Taylor, 2006. "The Coordination Channel of Foreign Exchange Intervention," Computing in Economics and Finance 2006 16, Society for Computational Economics.
    1882. Hilary Tinotenda Muguto & Lorraine Rupande & Paul-Francois Muzindutsi, 2019. "Investor sentiment and foreign financial flows: Evidence from South Africa," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 473-498.
    1883. Gwilym, Owain Ap & Wang, Qvigwei & Hasan, Iftekhar & Xie, Ru, 2013. "In search of concepts: The effects of speculative demand on returns and volume," Bank of Finland Research Discussion Papers 10/2013, Bank of Finland.
    1884. Barka, Zeineb & Hamza, Taher & Mrad, Senda, 2023. "Corporate ESG scores and equity market misvaluation: Toward ethical investor behavior," Economic Modelling, Elsevier, vol. 127(C).
    1885. Andrew Filardo, 2004. "Monetary policy and asset price bubbles: calibrating the monetary policy trade-offs," BIS Working Papers 155, Bank for International Settlements.
    1886. Payzan-LeNestour, Elise & Pradier, Lionnel & Putniņš, Tālis J., 2023. "Biased risk perceptions: Evidence from the laboratory and financial markets," Journal of Banking & Finance, Elsevier, vol. 154(C).
    1887. Yukun Liu & Aleh Tsyvinski & Xi Wu, 2022. "Common Risk Factors in Cryptocurrency," Journal of Finance, American Finance Association, vol. 77(2), pages 1133-1177, April.
    1888. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 89-117, May.
    1889. Dahai Yu, 1998. "Rational bubbles under diverse information," International Finance Discussion Papers 621, Board of Governors of the Federal Reserve System (U.S.).
    1890. Michael Lachanski & Steven Pav, 2017. "Shy of the Character Limit: "Twitter Mood Predicts the Stock Market" Revisited," Econ Journal Watch, Econ Journal Watch, vol. 14(3), pages 302–345-3, September.
    1891. Muhammad Kashif & Fatima Sultana & Muhammad Atif & Muhammad Aslam & Ammara Sarwar & Umar Farooq Awan & Muhammad Wasif Hanif, 2023. "COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC)," Journal of Economic Impact, Science Impact Publishers, vol. 5(1), pages 50-63.
    1892. Chung, San-Lin & Hung, Chi-Hsiou & Yeh, Chung-Ying, 2012. "When does investor sentiment predict stock returns?," Journal of Empirical Finance, Elsevier, vol. 19(2), pages 217-240.
    1893. Utku Uygur & Oktay Taş, 2014. "The impacts of investor sentiment on returns and conditional volatility of international stock markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 48(3), pages 1165-1179, May.
    1894. Green, Christopher J. & Maggioni, Paolo & Murinde, Victor, 2000. "Regulatory lessons for emerging stock markets from a century of evidence on transactions costs and share price volatility in the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(4), pages 577-601, April.
    1895. Jinliang Li, 2016. "When noise trading fades, volatility rises," Review of Quantitative Finance and Accounting, Springer, vol. 47(3), pages 475-512, October.
    1896. Owain Ap Gwilym & Iftekhar Hasan & Qingwei Wang & Ru Xie, 2016. "In Search of Concepts: The Effects of Speculative Demand on Stock Returns," European Financial Management, European Financial Management Association, vol. 22(3), pages 427-449, June.
    1897. Chen Gu & Denghui Chen & Raluca Stan, 2021. "Investor sentiment and the market reaction to macroeconomic news," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1412-1426, September.
    1898. Ron Bird & Lorenzo Casavecchia & Paul Woolley, 2008. "Insights into the Market Impact of Different Investment Styles," Working Paper Series 1, The Paul Woolley Centre for Capital Market Dysfunctionality, University of Technology, Sydney.
    1899. Robertson, Donald & Wright, Stephen, 1998. "The Good News and the Bad News about Long-run Stock Market Returns," Cambridge Working Papers in Economics 9822, Faculty of Economics, University of Cambridge.
    1900. Levis, Mario & Thomas, Dylan C., 1995. "Investment trust IPOs: Issuing behaviour and price performance Evidence from the London Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 19(8), pages 1437-1458, November.
    1901. Samira Haddou, 2011. "Is Tunisian Real Effective Exchange Rate Mean Reverting? Evidence from Nonlinear Models," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), vol. 18(1), pages 164-178, September.
    1902. Helland, Leif & Moen, Espen R. & Preugschat, Edgar, 2017. "Information and coordination frictions in experimental posted offer markets," Journal of Economic Theory, Elsevier, vol. 167(C), pages 53-74.
    1903. Bingxin Li & Natalia Piqueira, 2019. "State-dependent size and value premium: evidence from a regime-switching asset pricing model," Journal of Asset Management, Palgrave Macmillan, vol. 20(3), pages 229-249, May.
    1904. Eugene N. White & Peter Rappoport, 1994. "The New York Stock Market in the 1920s and 1930s: Did Stock Prices Move Together Too Much?," NBER Working Papers 4627, National Bureau of Economic Research, Inc.
    1905. Marianna Grimaldi & Paul De Grauwe, 2003. "Bubbling and Crashing Exchange Rates," CESifo Working Paper Series 1045, CESifo.
    1906. Samuel Agyei‐Ampomah & J. R. Davies, 2005. "Excess Volatility and UK Investment Trusts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 1033-1062, June.
    1907. Lipe, M. G., 1998. "Individual investors' risk judgments and investment decisions: The impact of accounting and market data," Accounting, Organizations and Society, Elsevier, vol. 23(7), pages 625-640, October.
    1908. Lagoarde-Segot, Thomas, 2017. "Financialization: Towards a new research agenda," International Review of Financial Analysis, Elsevier, vol. 51(C), pages 113-123.
    1909. Guanqing Liu, 2019. "Technical Trading Behaviour: Evidence from Chinese Rebar Futures Market," Computational Economics, Springer;Society for Computational Economics, vol. 54(2), pages 669-704, August.
    1910. Detlef Seese & Christof Weinhardt & Frank Schlottmann (ed.), 2008. "Handbook on Information Technology in Finance," International Handbooks on Information Systems, Springer, number 978-3-540-49487-4, November.
    1911. Christian Weis & René-Ojas Woltering & Steffen Sebastian, 2018. "New Insights into the NAV Spread Puzzle of Listed Real Estate: Idiosyncratic and Systematic Evidence," ERES eres2018_224, European Real Estate Society (ERES).
    1912. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.
    1913. Kryzanowski, Lawrence & Switzer, Lorne & Jiang, Li, 1995. "Stock market crash behavior of screen-sorted portfolios," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 227-244.
    1914. Avery, Christopher & Chevalier, Judith, 1999. "Identifying Investor Sentiment from Price Paths: The Case of Football Betting," The Journal of Business, University of Chicago Press, vol. 72(4), pages 493-521, October.
    1915. Carlson, John A. & Osler, C. L., 2000. "Rational speculators and exchange rate volatility1," European Economic Review, Elsevier, vol. 44(2), pages 231-253, February.
    1916. Stéphane Goutte & David Guerreiro & Bilel Sanhaji & Sophie Saglio & Julien Chevallier, 2019. "International Financial Markets," Post-Print halshs-02183053, HAL.
    1917. Jay Wang, Z. & Nanda, Vikram, 2011. "Payout policies and closed-end fund discounts: Signaling, agency costs, and the role of institutional investors," Journal of Financial Intermediation, Elsevier, vol. 20(4), pages 589-619, October.
    1918. Michael Youssefmir & Bernardo Huberman & Tad Hogg, 1994. "Bubbles and Market Crashes," Finance 9409001, University Library of Munich, Germany.
    1919. Youwei Li & Xue-Zhong (Tony) He, 2005. "Heterogeneity, Profitability and Autocorrelations," Computing in Economics and Finance 2005 244, Society for Computational Economics.
    1920. Urzúa Infante, F., 2014. "Essays on ownership and control," Other publications TiSEM f17a9a42-f7a7-4ffa-a95d-a, Tilburg University, School of Economics and Management.
    1921. Bastourre, Diego, 2008. "Cambio fundamental o especulación financiera en los mercados de commodities? Un modelo con ajuste no lineal al equilibrio [Structural break or financial speculation in commodity markets? A multivar," MPRA Paper 9910, University Library of Munich, Germany.
    1922. Cong Chen & Changsheng Hu & Liang Wu, 2023. "Feedback Trading, Investor Sentiment and the Volatility Puzzle: An Infinite Theoretical Framework," Mathematics, MDPI, vol. 11(14), pages 1-15, July.
    1923. Jie Zheng, 2008. "Strong Bubbles and Common Expected Bubbles in a Finite Horizon Model," Levine's Working Paper Archive 814577000000000038, David K. Levine.
    1924. Alvarez-Ramírez, José & Rodríguez, Eduardo, 2012. "Temporal variations of serial correlations of trading volume in the US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(16), pages 4128-4135.
    1925. Machiko Nissanke, 2003. "Revenue Potential of the Currency Transaction Tax for Development Finance: A Critical Appraisal," WIDER Working Paper Series DP2003-81, World Institute for Development Economic Research (UNU-WIDER).
    1926. Zhang, Xiaotao & Li, Guoran & Li, Yishuo & Zou, Gaofeng & Wu, Ji George, 2023. "Which is more important in stock market forecasting: Attention or sentiment?," International Review of Financial Analysis, Elsevier, vol. 89(C).
    1927. Jullavut Kittiakarasakun & Lalatendu Misra & Sinan Yildirim, 2018. "An analysis of closed-end funds discounts viewed from a lack of redemption perspective," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 415-440, February.
    1928. Janssen, Dirk-Jan & Weitzel, Utz & Füllbrunn, Sascha, 2015. "Speculative Bubbles - An introduction and application of the Speculation Elicitation Task (SET)," MPRA Paper 63028, University Library of Munich, Germany.
    1929. Ilaria Gianstefani & Luigi Longo & Massimo Riccaboni, 2022. "The echo chamber effect resounds on financial markets: a social media alert system for meme stocks," Papers 2203.13790, arXiv.org.
    1930. Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
    1931. Fos, Vyacheslav & Chinco, Alex, 2019. "The Sound Of Many Funds Rebalancing," CEPR Discussion Papers 13561, C.E.P.R. Discussion Papers.
    1932. De Grauwe, Paul, 2008. "DSGE-Modelling: when agents are imperfectly informed," Working Paper Series 897, European Central Bank.
    1933. Simonyan, Karen, 2014. "What determines takeover premia: An empirical analysis," Journal of Economics and Business, Elsevier, vol. 75(C), pages 93-125.
    1934. Yawen Hudson & Christopher J. Green, 2013. "Born in the USA? Contagious investor sentiment and UK equity returns," Discussion Paper Series 2013_13, Department of Economics, Loughborough University, revised Nov 2013.
    1935. Qiang Kang, 2019. "Business-cycle pattern of asset returns: a general equilibrium explanation," Annals of Finance, Springer, vol. 15(4), pages 539-561, December.
    1936. Jia-Ping Huang & Yang Zhang & Juanxi Wang, 2023. "Dynamic effects of social influence on asset prices," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(3), pages 671-699, July.
    1937. Wenzelburger, Jan, 2004. "Learning to predict rationally when beliefs are heterogeneous," Journal of Economic Dynamics and Control, Elsevier, vol. 28(10), pages 2075-2104, September.
    1938. Diego Bastourre, 2008. "Inversores Financieros en los Mercados de Commodities: Un Modelo con Dinámica de Ajuste no Lineal al Equilibrio," IIE, Working Papers 072, IIE, Universidad Nacional de La Plata.
    1939. W A Razzak & Thomas Grennes, 1998. "The long-run nominal exchange rate: specification and estimation issues," Reserve Bank of New Zealand Discussion Paper Series G98/5, Reserve Bank of New Zealand.
    1940. Stefano DellaVigna & Joshua M. Pollet, 2007. "Demographics and Industry Returns," American Economic Review, American Economic Association, vol. 97(5), pages 1667-1702, December.
    1941. Pham, Son D. & Marshall, Ben R. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat, 2021. "The liquidity of active ETFs," Global Finance Journal, Elsevier, vol. 49(C).
    1942. Gyamfi-Yeboah, Frank & Ling, David C. & Naranjo, Andy, 2012. "Information, uncertainty, and behavioral effects: Evidence from abnormal returns around real estate investment trust earnings announcements," Journal of International Money and Finance, Elsevier, vol. 31(7), pages 1930-1952.
    1943. Haim Kedar-Levy, 2007. "Why Would Financial Bubbles Evolve After New Technologies?," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 12(1), pages 83-106, Spring.
    1944. André Orléan, 1994. "Analyse des phénomènes d'influence : de la psychologie sociale et cognitive à l'économie financière," Revue Économique, Programme National Persée, vol. 45(3), pages 657-672.
    1945. Pontiff, Jeffrey, 1995. "Closed-end fund premia and returns Implications for financial market equilibrium," Journal of Financial Economics, Elsevier, vol. 37(3), pages 341-370, March.
    1946. Kedar-Levy, Haim, 2020. "Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes," Journal of Financial Markets, Elsevier, vol. 48(C).

  30. J. Bradford De Long, "undated". "Productivity Growth, Convergence, and Welfare: Comment," J. Bradford De Long's Working Papers _129, University of California at Berkeley, Economics Department.

    Cited by:

    1. Julie LE GALLO (IERSO, IFReDE-GRES) & Sandy DALL’ERBA (REAL, University of Illinois at Urbana-Champaign), 2004. "Evaluating the Temporal and the Spatial Heterogeneity of the European Convergence Process, 1980-1999," Cahiers du GRES (2002-2009) 2004-23, Groupement de Recherches Economiques et Sociales.
    2. Torrisi, Gianpiero, 2009. "Infrastructures and economic performance: a critical comparison across four approaches," MPRA Paper 18688, University Library of Munich, Germany.
    3. George W. Hammond & Eric C. Thompson, 2010. "Divergence and Mobility in College sag Attainment Across U.S. Labor Market Areas: 1970—2000," International Regional Science Review, , vol. 33(4), pages 397-420, October.
    4. Jeffrey G. Williamson, 1998. "Globalization, Labor Markets and Policy Backlash in the Past," Journal of Economic Perspectives, American Economic Association, vol. 12(4), pages 51-72, Fall.
    5. Rubina Vohra, 1997. "An empirical investigation of forces influencing productivity and the rate of convergence among states," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 25(4), pages 412-419, December.
    6. Marcelo Mello & Roberto Guimaraes-Filho, 2007. "A note on fractional stochastic convergence," Economics Bulletin, AccessEcon, vol. 3(16), pages 1-14.
    7. Sala-i-martin, X., 1995. "The Classical Approach to Convergence Analysis," Papers 734, Yale - Economic Growth Center.
    8. Paul Cashdm, 1995. "Economic Growth and Convergence Across the Seven Colonies of Australasia: 1861–1991," The Economic Record, The Economic Society of Australia, vol. 71(2), pages 132-144, June.
    9. Jeffrey D. Sachs & Andrew M. Warner, 1995. "Economic Convergence and Economic Policies," Harvard Institute of Economic Research Working Papers 1715, Harvard - Institute of Economic Research.
    10. Yin-wong Cheung & Antonio Garcia-Pascual, 2004. "Testing for Output Convergence: A Re-examination," Working Papers 052004, Hong Kong Institute for Monetary Research.
    11. Paulo Santos & Christopher B. Barrett, 2017. "Heterogeneous Wealth Dynamics: On the Roles of Risk and Ability," NBER Chapters, in: The Economics of Poverty Traps, pages 265-290, National Bureau of Economic Research, Inc.
    12. Brock,W.A. & Taylor,M.S., 2004. "The Green Solow model," Working papers 16, Wisconsin Madison - Social Systems.
    13. John Tang, 2016. "A Tale of Two Sics: Japanese and American Industrialization in Historical Perspective," CEH Discussion Papers 045, Centre for Economic History, Research School of Economics, Australian National University.
    14. David Cuberes & Luis Andrés & Tomás Serebrisky & Mame Astou Diouf, 2010. "The diffusion of Internet: a cross-country analysis," Working Papers. Serie AD 2010-07, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    15. Nancy L. Stokey, 2012. "Catching Up and Falling Behind," NBER Working Papers 18654, National Bureau of Economic Research, Inc.
    16. Tiia P¸ss & Mare Viies & Reet Maldre, 2007. "Convergence Analysis of the Structure of Tax Revenue and Tax Burden in EU," Working Papers 166, Tallinn School of Economics and Business Administration, Tallinn University of Technology.
    17. Stiglitz, Joseph E., 2015. "Leaders and followers: Perspectives on the Nordic model and the economics of innovation," Journal of Public Economics, Elsevier, vol. 127(C), pages 3-16.
    18. Mohtadi, Hamid & Kim, Sunwoong, 1992. "Labor Specialization and Endogenous Growth," Bulletins 7452, University of Minnesota, Economic Development Center.
    19. Cem Ertur & Thiaw Kalidou, 2005. "Growth and Spatial Dependence - The Mankiw, Romer and Weil model revisited," ERSA conference papers ersa05p660, European Regional Science Association.
    20. Mohtadi, Hamid & Roe, Terry, 1998. "Growth, lobbying and public goods," European Journal of Political Economy, Elsevier, vol. 14(3), pages 453-473, August.
    21. Skott, Peter, 1999. "Economic divergence and institutional change: some observations on the convergence literature," Journal of Economic Behavior & Organization, Elsevier, vol. 39(3), pages 235-247, July.
    22. Diego A. Comin & Bart Hobijn, 2010. "Technology Diffusion and Postwar Growth," Harvard Business School Working Papers 11-027, Harvard Business School.
    23. Goodfriend, Marvin & McDermott, John, 1998. "Industrial Development and the Convergence Question," American Economic Review, American Economic Association, vol. 88(5), pages 1277-1289, December.
    24. John F. Helliwell, 1992. "Empirical Linkages Between Democracy and Economic Growth," NBER Working Papers 4066, National Bureau of Economic Research, Inc.
    25. Benhabib, Jess & Rustichini, Aldo, 1996. "Social Conflict and Growth," Journal of Economic Growth, Springer, vol. 1(1), pages 125-142, March.
    26. Krishna Mazumdar, 2003. "Do Standards of Living Converge? A Cross-country Study," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 64(1), pages 29-50, October.
    27. Heng-fu Zou, 1995. "'The spirit of capitalism' and long-run growth," CEMA Working Papers 94, China Economics and Management Academy, Central University of Finance and Economics.
    28. Landon-Lane, John S. & Robertson, Peter E., 2009. "Long-run growth in the OECD: A test of the parallel growth paths hypothesis," Explorations in Economic History, Elsevier, vol. 46(3), pages 346-355, July.
    29. Esa Mangeloja, 2004. "Economic Growth and Religious Production Efficiency," DEGIT Conference Papers c009_040, DEGIT, Dynamics, Economic Growth, and International Trade.
    30. James Alm & Janet Rogers, 2011. "Do State Fiscal Policies Affect State Economic Growth?," Working Papers 1107, Tulane University, Department of Economics.
    31. Diego Comin & Bart Hobiijn, 2006. "An Exploration of Technology Diffusion," NBER Working Papers 12314, National Bureau of Economic Research, Inc.
    32. Cem Ertur & Julie Le Gallo & Catherine Baumont, 2006. "The European Regional Convergence Process, 1980-1995: Do Spatial Regimes and Spatial Dependence Matter?," International Regional Science Review, , vol. 29(1), pages 3-34, January.
    33. Cunado, J. & Perez de Gracia, F., 2006. "Real convergence in Africa in the second-half of the 20th century," Journal of Economics and Business, Elsevier, vol. 58(2), pages 153-167.
    34. J. Bradford De Long, 1991. "Productivity and Machinery Investment: A Long Run Look 1870-1980," NBER Working Papers 3903, National Bureau of Economic Research, Inc.
    35. Diego Comin & Bart Hobijn, 2004. "Neoclassical Growth and the Adoption of Technologies," NBER Working Papers 10733, National Bureau of Economic Research, Inc.
    36. Assaf Razin & Chi-Wa Yuen, 1995. "Factor Mobility and Income Growth: Two Convergence Hypotheses," NBER Working Papers 5135, National Bureau of Economic Research, Inc.
    37. Assaf Razin & Chi-Wa Yuen, 1992. "Convergence in Growth Rates: The Role of Capital Mobility and International Taxation," NBER Working Papers 4214, National Bureau of Economic Research, Inc.
    38. Shin, Inyong, 2012. "Income inequality and economic growth," Economic Modelling, Elsevier, vol. 29(5), pages 2049-2057.
    39. Hao, Yu & Liao, Hua & Wei, Yi-Ming, 2015. "Is China’s carbon reduction target allocation reasonable? An analysis based on carbon intensity convergence," Applied Energy, Elsevier, vol. 142(C), pages 229-239.
    40. Tamura, Robert, 1996. "From decay to growth: A demographic transition to economic growth," Journal of Economic Dynamics and Control, Elsevier, vol. 20(6-7), pages 1237-1261.
    41. Gilles Dufrénot & Valérie Mignon & Théo Naccache, 2009. "The slow convergence of per capita income between the developing countries: “growth resistance” and sometimes “growth tragedy”," Discussion Papers 09/03, University of Nottingham, CREDIT.
    42. Cani�ls, M.C.J. & Verspagen, B., 1999. "The effects of economic integration on regional growth, an evolutionary model," Working Papers 99.13, Eindhoven Center for Innovation Studies.
    43. Greasley, David & Oxley, Les, 1998. "Comparing British and American Economic and Industrial Performance 1860-1993: A Time Series Perspective," Explorations in Economic History, Elsevier, vol. 35(2), pages 171-195, April.
    44. V. V. Chari & Patrick J. Kehoe & Ellen R. McGrattan, 1997. "The poverty of nations: a quantitative exploration," Staff Report 204, Federal Reserve Bank of Minneapolis.
    45. Caplan, Bryan, 2003. "The idea trap: the political economy of growth divergence," European Journal of Political Economy, Elsevier, vol. 19(2), pages 183-203, June.
    46. Kutub Uddin & Zohurul Anis & Muhammad Jakir Hossain & Zohurul Islam Shamol, 2016. "Examining Convergence in Per Capita Agricultural Production across Selected Asian countries," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, vol. 6(10), pages 178-194, October.
    47. Harun UCAK, 2012. "Producer price disparities in the EU agriculture: divergence or convergence?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 58(8), pages 367-371.
    48. Steven N. Durlauf, 1991. "Nonergodic Economic Growth," NBER Working Papers 3719, National Bureau of Economic Research, Inc.
    49. Oleg Badunenko & Daniel J. Henderson & Valentin Zelenyuk, 2007. "Technological Change and Transition: Relative Contributions to Worldwide Growth during the 1990s," Discussion Papers of DIW Berlin 740, DIW Berlin, German Institute for Economic Research.
    50. Miguel Lebre de Freitas, 2005. "Portugal-EU convergence revisited: evidence for the period 1960-2003," NIPE Working Papers 10/2005, NIPE - Universidade do Minho.
    51. Peter Mulder & Henri L.F. de Groot, 2004. "Sectoral Energy- and Labour-Productivity Convergence," Tinbergen Institute Discussion Papers 04-003/3, Tinbergen Institute.
    52. Furman, Jeffrey L. & Hayes, Richard, 2004. "Catching up or standing still?: National innovative productivity among 'follower' countries, 1978-1999," Research Policy, Elsevier, vol. 33(9), pages 1329-1354, November.
    53. Julie Le Gallo & Sandy Dall'erba, 2008. "Spatial and sectoral productivity convergence between European regions, 1975–2000," Papers in Regional Science, Wiley Blackwell, vol. 87(4), pages 505-525, November.
    54. Rubina Vohra, 1998. "Convergence (divergence) and the U.S. states," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 26(4), pages 372-378, December.
    55. Juan Carlos Odar Zagaceta, 2002. "Convergencia y polarización. El caso Peruano: 1961 - 1996," Estudios de Economia, University of Chile, Department of Economics, vol. 29(1 Year 20), pages 47-70, June.
    56. John F. Helliwell & Alan Chung, 1992. "Convergence and Growth Linkages Between North and South," NBER Working Papers 3948, National Bureau of Economic Research, Inc.
    57. Lant Pritchett, 1997. "Divergence, Big Time," Journal of Economic Perspectives, American Economic Association, vol. 11(3), pages 3-17, Summer.
    58. Saúl N. Keifman & Diego Herrero, 2020. "Convergencia económica e industrial entre países. ¿Qué dice la evidencia?," Asociación Argentina de Economía Política: Working Papers 4361, Asociación Argentina de Economía Política.
    59. N. Gregory Mankiw & David Romer & David Weil, 1990. "A Contribution to the Empirics of Economic Growth," Working Papers 1990-24, Brown University, Department of Economics.
    60. Torrisi, Gianpiero, 2009. "A multilevel analysis on the economic impact of public infrastructure and corruption on Italian regions," MPRA Paper 15487, University Library of Munich, Germany.
    61. Faiza A. Khan, 2014. "Economic Convergence in the African Continent: Closing the Gap," South African Journal of Economics, Economic Society of South Africa, vol. 82(3), pages 354-370, September.
    62. Arthur A. van Benthem, 2015. "Energy Leapfrogging," Journal of the Association of Environmental and Resource Economists, University of Chicago Press, vol. 2(1), pages 93-132.
    63. Roberto Ezcurra, 2001. "Convergencia Y Cambio Estructural En La Unión Europea," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0111, Departamento de Economía - Universidad Pública de Navarra.
    64. Charles I. Jones & Paul M. Romer, 2009. "The New Kaldor Facts: Ideas, Institutions, Population, and Human Capital," NBER Working Papers 15094, National Bureau of Economic Research, Inc.
    65. Kevin H. O'Rourke & Jeffrey G. Williamson & T. J. Hatton, 1993. "Mass migration, commodity market integration and real wage convergence : the late nineteenth century Atlantic economy," Working Papers 199325, School of Economics, University College Dublin.
    66. Gianfranco Di Vaio & Kerstin Enflo, 2009. "Did Globalization Lead to Segmentation? Identifying Cross-Country Growth Regimes in the Long-Run," Discussion Papers 09-08, University of Copenhagen. Department of Economics.
    67. O'Rourke, Kevin H. & Williamson, Jeffrey G., 1997. "Around the European periphery 1870–1913: Globalization, schooling and growth," European Review of Economic History, Cambridge University Press, vol. 1(2), pages 153-190, August.
    68. García Callejas, Danny, 2011. "Per Capita GDP Convergence in South America, 1960-2007," Borradores Departamento de Economía 8983, Universidad de Antioquia, CIE.
    69. Paun, Cristian, 2010. "An empirical estimation of Balassa – Samuelson Effect in case of Eastern European Countries," MPRA Paper 31407, University Library of Munich, Germany.
    70. Federico Zincenko & Walter Sosa-Escudero & Gabriel Montes-Rojas, 2014. "Robust tests for time-invariant individual heterogeneity versus dynamic state dependence," Empirical Economics, Springer, vol. 47(4), pages 1365-1387, December.
    71. George W. Hammond & Eric C. Thompson, 2008. "Determinants of Income Growth in Metropolitan and Nonmetropolitan Labor Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 90(3), pages 783-793.
    72. Les Oxley & David Greasley, 1995. "A Time‐Series Perspective on Convergence: Australia, UK and USA since 1870," The Economic Record, The Economic Society of Australia, vol. 71(3), pages 259-270, September.
    73. Di Vaio, Gianfranco & Enflo, Kerstin, 2011. "Did globalization drive convergence? Identifying cross-country growth regimes in the long run," European Economic Review, Elsevier, vol. 55(6), pages 832-844, August.
    74. van Wincoop, Eric, 1999. "How big are potential welfare gains from international risksharing?," Journal of International Economics, Elsevier, vol. 47(1), pages 109-135, February.
    75. Yael S. Hadass & Jeffrey G. Williamson, 2001. "Terms of Trade Shocks and Economic Performance 1870-1940: Prebisch and Singer Revisited," NBER Working Papers 8188, National Bureau of Economic Research, Inc.
    76. Wagner, Martin & Hlouskova, Jaroslava, 2002. "The CEEC10's Real Convergence Prospects," CEPR Discussion Papers 3318, C.E.P.R. Discussion Papers.
    77. Hobijn, Bart & Franses, Philip Hans, 2001. "Are living standards converging?," Structural Change and Economic Dynamics, Elsevier, vol. 12(2), pages 171-200, July.
    78. Ben Dolman & Dean Parham & Simon Zheng, 2007. "Can Australia Match US Productivity Performance?," Staff Working Papers 0703, Productivity Commission, Government of Australia.
    79. Martin Wagner & Jaroslava Hlouskova, 2004. "CEEC Growth Projections: Certainly Necessary and Necessarily Uncertain," Diskussionsschriften dp0403, Universitaet Bern, Departement Volkswirtschaft.
    80. Hashemi, Fariba, 2013. "On the dynamics of convergence in cross-country incomes," Economic Modelling, Elsevier, vol. 30(C), pages 394-404.
    81. Cem Ertur & Wilfried Koch, 2007. "Growth, technological interdependence and spatial externalities: theory and evidence," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(6), pages 1033-1062.
    82. Carolina Castaldi & Mario Cimoli & Nelson Correa & Giovanni Dosi, 2004. "Technological Learning, Policy Regimes and Growth in a `Globalized' Economy: General Patterns and the Latin American Experience," LEM Papers Series 2004/01, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    83. Roberto Ezcurra & Pedro Pascual & Manuel Rapún, 2007. "Spatial disparities in the European Union: an analysis of regional polarization," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 41(2), pages 401-429, June.
    84. Altman, Morris, 2001. "Culture, human agency, and economic theory: culture as a determinant of material welfare," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 30(5), pages 379-391.
    85. T. N. Srinivasan, 1995. "Long-Run Growth Theories and Empirics: Anything New?," NBER Chapters, in: Growth Theories in Light of the East Asian Experience, pages 37-70, National Bureau of Economic Research, Inc.
    86. Dan Ben-David, 1991. "Equalizing Exchange: A Study of the Effects of Trade Liberalization," NBER Working Papers 3706, National Bureau of Economic Research, Inc.
    87. Robert J. Barro, 2016. "Economic Growth and Convergence, Applied Especially to China," NBER Working Papers 21872, National Bureau of Economic Research, Inc.
    88. Charles I. Jones, "undated". "On the Evolution of the World Income Distribution," Working Papers 97009, Stanford University, Department of Economics.
    89. Robert C. Feenstra, 1990. "Trade and Uneven Growth," NBER Working Papers 3276, National Bureau of Economic Research, Inc.
    90. Henrekson, Magnus & Stenkula, Mikael, 2021. "William J. Baumol: Innovative Contributor to Entrepreneurship Economics," Working Paper Series 1403, Research Institute of Industrial Economics, revised 21 Apr 2022.
    91. William Easterly & Ross Levine, 2002. "It´s Not Factor Accumulation: Stylized Facts and Growth Models," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 3, pages 061-114, Central Bank of Chile.
    92. Li, Qing & Papell, David, 1999. "Convergence of international output Time series evidence for 16 OECD countries," International Review of Economics & Finance, Elsevier, vol. 8(3), pages 267-280, September.
    93. Ahmed Nawaz Hakro & Bashir Ahmad Fida, 2009. "Trade and Income Convergence in Selected South Asian Countries and Their Trading Partners," Lahore Journal of Economics, Department of Economics, The Lahore School of Economics, vol. 14(2), pages 49-70, Jul-Dec.
    94. Hiroshi Osano, 1989. "Coordination Failure and Long Run Growth," Discussion Papers 831, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
    95. Glaeser, Edward L. & Scheinkman, JoseA. & Shleifer, Andrei, 1995. "Economic growth in a cross-section of cities," Journal of Monetary Economics, Elsevier, vol. 36(1), pages 117-143, August.
    96. Alberto F. Ades & Edward L. Glaeser, 1994. "Evidence on Growth, Increasing Returns and the Extent of the Market," NBER Working Papers 4714, National Bureau of Economic Research, Inc.
    97. Juncal Cunado & Fernando Perez de Gracia, 2006. "Real convergence in some Central and Eastern European countries," Applied Economics, Taylor & Francis Journals, vol. 38(20), pages 2433-2441.
    98. Camarero, Mariam, & Flôres, R. & C. Tamarit, 2002. "Time series evidence of international output convergence in Mercosur," Computing in Economics and Finance 2002 87, Society for Computational Economics.
    99. Athanasoulis, Stefano & van Wincoop, Eric, 1997. "Growth Uncertainty And Risksharing," Economic Reports 18194, Iowa State University, Department of Economics.
    100. Palivos, Theodore, 1995. "Endogenous fertility, multiple growth paths, and economic convergence," Journal of Economic Dynamics and Control, Elsevier, vol. 19(8), pages 1489-1510, November.
    101. Peter J. Klenow & Andres Rodriguez-Clare, 2004. "Externalities and Growth," NBER Working Papers 11009, National Bureau of Economic Research, Inc.
    102. Jacob, J. & Meister, C., 2004. "Productivity gains, intersectoral linkages, and trade: Indonesian manufacturing, 1980-1996," Working Papers 04.14, Eindhoven Center for Innovation Studies.
    103. Carolina Castaldi & Giovanni Dosi, 2010. "Technical Change and Economic Growth: Some Lessons from Secular Patterns and Some Conjectures on the Current Impact of ICT," Chapters, in: Mario Cimoli & André A. Hofman & Nanno Mulder (ed.), Innovation and Economic Development, chapter 2, Edward Elgar Publishing.
    104. Diego Herrero & Saúl Nestor Keifman, 2019. "Convergencia absoluta y condicional en el crecimiento económico de los países: evidencia empírica para 1950-2014," Documentos de trabajo del Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET) 2020-49, Universidad de Buenos Aires, Facultad de Ciencias Económicas, Instituto Interdisciplinario de Economía Política IIEP (UBA-CONICET).
    105. Oxley, Les & Greasley, David, 1997. "Convergence in GDP per capita and real wages: Some results for Australia and the UK," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 43(3), pages 429-436.
    106. Philip Lowe, 1991. "Resource Convergence and Intra-industry Trade," RBA Research Discussion Papers rdp9110, Reserve Bank of Australia.
    107. Alan M. Taylor, 1996. "On the Costs of Inward-Looking Development: Historical Perspectives on Price Distortions, Growth, and Divergence in Latin American from 1930s - 1980s," NBER Working Papers 5432, National Bureau of Economic Research, Inc.
    108. Andersson, Martin & Klinthäll, Martin, 2012. "The opening of the North–South divide: Cumulative causation, household income disparity and the regional bonus in Taiwan 1976–2005," Structural Change and Economic Dynamics, Elsevier, vol. 23(2), pages 170-179.
    109. Steven N. Durlauf & Paul A. Johnson, 1992. "Local Versus Global Convergence Across National Economies," NBER Working Papers 3996, National Bureau of Economic Research, Inc.
    110. Javier Papa & Luke Rehill & Brendan O’Connor, 2018. "Patterns of firm level productivity in Ireland," OECD Productivity Working Papers 15, OECD Publishing.
    111. Gerald A. Carlino & Leonard O. Mills, 1993. "Testing neoclassical convergence in regional incomes and earnings," Working Papers 93-22, Federal Reserve Bank of Philadelphia.
    112. Steven N. Durlauf & Danny T. Quah, 1998. "The New Empirics of Economic Growth," Working Papers 98-01-012, Santa Fe Institute.
    113. Miller, Stephen M. & Upadhyay, Mukti P., 2002. "Total factor productivity and the convergence hypothesis," Journal of Macroeconomics, Elsevier, vol. 24(2), pages 267-286, June.
    114. G. Silverberg & B. Verspagen, 1995. "Evolutionary Theorizing on Economic Growth," Working Papers wp95078, International Institute for Applied Systems Analysis.
    115. Charles I. Jones, 2015. "The Facts of Economic Growth," NBER Working Papers 21142, National Bureau of Economic Research, Inc.
    116. Baafi Antwi, Joseph, 2010. "Ghana's Economic Growth in perspective: A time series approach to Convergence and Growth Determinants," MPRA Paper 23455, University Library of Munich, Germany, revised 12 Jun 2010.
    117. Miketa, Asami & Mulder, Peter, 2005. "Energy productivity across developed and developing countries in 10 manufacturing sectors: Patterns of growth and convergence," Energy Economics, Elsevier, vol. 27(3), pages 429-453, May.
    118. Greasley, David & Oxley, Les, 2004. "Globalization and real wages in New Zealand 1873-1913," Explorations in Economic History, Elsevier, vol. 41(1), pages 26-47, January.
    119. Bernard, Andrew B. & Durlauf, Steven N., 1996. "Interpreting tests of the convergence hypothesis," Journal of Econometrics, Elsevier, vol. 71(1-2), pages 161-173.
    120. Mukherjee, D., 2006. "Is the Rate of ‘Convergence’ Always Constant? Some Empirical Evidence from Sector Level Data of 56 countries, 1975-99," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 6(2).
    121. Peter Drysdale & Yiping Huang, 1997. "Technological Catch‐Up and Economic Growth in East Asia and the Pacific," The Economic Record, The Economic Society of Australia, vol. 73(222), pages 201-211, September.
    122. Peter C. B. Phillips & Donggyu Sul, 2009. "Economic transition and growth," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(7), pages 1153-1185, November.
    123. Lydia Greunz, 2001. "European regional growth, technology gap and R&D efforts," ERSA conference papers ersa01p92, European Regional Science Association.
    124. Johan Lundberg, 2006. "Using spatial econometrics to analyse local growth in Sweden," Regional Studies, Taylor & Francis Journals, vol. 40(3), pages 303-316.
    125. Crafts, Nicholas & O’Rourke, Kevin Hjortshøj, 2014. "Twentieth Century Growth*This research has received funding from the European Research Council under the European Union’s Seventh Framework Programme (FP7/2007-2013) / ERC grant agreement no. 249546.," Handbook of Economic Growth, in: Philippe Aghion & Steven Durlauf (ed.), Handbook of Economic Growth, edition 1, volume 2, chapter 6, pages 263-346, Elsevier.
    126. Robert J. Barro & Xavier Sala-i-Martin, 1990. "Economic Growth and Convergence across The United States," NBER Working Papers 3419, National Bureau of Economic Research, Inc.
    127. Chi-Wei Su & Hsu-Ling Chang, 2013. "Is income converging in China?," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 21(2), pages 341-356, April.
    128. Gundlach, Erich & Paldam, Martin, 2020. "A hump-shaped transitional growth path as a general pattern in long-run development," Economic Systems, Elsevier, vol. 44(3).
    129. KOCH, Wilfried, 2006. "Growth and Spatial Dependence in Europe," LEG - Document de travail - Economie 2006-02, LEG, Laboratoire d'Economie et de Gestion, CNRS, Université de Bourgogne.
    130. Rahman, Md Habibur & Hossain, Md Sakhawat, 2009. "Convergence in Per Capita Income across Regions in Bangladesh," Bangladesh Development Studies, Bangladesh Institute of Development Studies (BIDS), vol. 32(1), pages 45-60, March.
    131. J. Bradford DeLong & Lawrence H. Summers, 1992. "Macroeconomic policy and long-run growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 93-128.
    132. Steven J. Davis & Jeremy Nalewaik & Paul Willen, 2000. "On the Gains to International Trade in Risky Financial Assets," NBER Working Papers 7796, National Bureau of Economic Research, Inc.
    133. Andrew B. Bernard & Steven N. Durlauf, 1991. "Convergence of International Output Movements," NBER Working Papers 3717, National Bureau of Economic Research, Inc.
    134. de la Fuente, A., 1995. "The Empirics of Growth and Convergence: A Selective Review," UFAE and IAE Working Papers 294.95, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
    135. Tiia Püss & Mare Viies & Kaie Kerem, 2005. "Convergence Analysis of the Structure of Social Protection Financing," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 11(1), pages 19-27, February.
    136. Matilde Mas Ivars & Francisco José Goerlich Gisbert, 1998. "- Japan/Usa: (The Apparent) Miracle Of Convergence," Working Papers. Serie EC 1998-20, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
    137. Michael Carter & Christopher Barrett, 2006. "The economics of poverty traps and persistent poverty: An asset-based approach," Journal of Development Studies, Taylor & Francis Journals, vol. 42(2), pages 178-199.
    138. Pooran Lall & Allen Featherstone & David Norman, 2002. "Productivity Growth in the Western Hemisphere (1978–94): The Caribbean in Perspective," Journal of Productivity Analysis, Springer, vol. 17(3), pages 213-231, May.
    139. Faiza Azhar KHAN, 2016. "Revisiting the Relationship between β and σ Convergence," Pakistan Journal of Applied Economics, Applied Economics Research Centre, vol. 26(1), pages 43-52.
    140. Bimonte, Salvatore, 2009. "Growth and environmental quality: Testing the double convergence hypothesis," Ecological Economics, Elsevier, vol. 68(8-9), pages 2406-2411, June.
    141. Alejandro Diaz Bautista & Mauro Diaz Dominguez, 2004. "Capital Humano y Crecimiento Económico en México (1970-2000). Human Capital and Economic Growth in Mexico," Urban/Regional 0405008, University Library of Munich, Germany.
    142. Fung, Michael K., 2009. "Financial development and economic growth: Convergence or divergence?," Journal of International Money and Finance, Elsevier, vol. 28(1), pages 56-67, February.
    143. Michael Kremer & Alexei Onatski & James Stock, 2001. "Searching for Prosperity," NBER Working Papers 8250, National Bureau of Economic Research, Inc.
    144. Cameron, G., 1996. "Innovation and economic growth," LSE Research Online Documents on Economics 20685, London School of Economics and Political Science, LSE Library.
    145. Sassi, Seifallah & Gasmi, Amira, 2014. "The effect of enterprise and household credit on economic growth: New evidence from European union countries," Journal of Macroeconomics, Elsevier, vol. 39(PA), pages 226-231.
    146. Heng-fu Zou, 1995. "The spirit of capitalism and savings behavior," Journal of Economic Behavior & Organization, Elsevier, vol. 28(1), pages 131-143, September.
    147. M.A.B. Siddique, 1997. "Economic development: Then and now," Economics Discussion / Working Papers 97-05, The University of Western Australia, Department of Economics.
    148. John Nixon, "undated". "Convergence Analysis of Health Care Expenditure in the EU Countries Using Two Approaches," Discussion Papers 99/3, Department of Economics, University of York.
    149. Diego Comin & Bart Hobijn & Emilie Rovito, 2006. "Five Facts You Need to Know About Technology Diffusion," NBER Working Papers 11928, National Bureau of Economic Research, Inc.
    150. IFEGWU, Kalu Ukpai & AJETOMOBI, Joshua Olusegun & AJIBOYE, Babatunde Oluseyi, 2015. "Test Of The Catch-Up Hypothesis In African Agricultural Growth Rates," Review of Agricultural and Applied Economics (RAAE), Faculty of Economics and Management, Slovak Agricultural University in Nitra, vol. 18(2), pages 1-8, September.
    151. Sari Anneli Pekkala, 1998. "Regional convergence in Finnish provinces and subregions, 1960-94," ERSA conference papers ersa98p25, European Regional Science Association.
    152. Vinish Kathuria & Rajesh Raj Natarajan, 2013. "Is Manufacturing an Engine of Growth in India in the Post-Nineties?," Journal of South Asian Development, , vol. 8(3), pages 385-408, December.
    153. Beeson, Patricia E. & DeJong, David N. & Troesken, Werner, 2001. "Population growth in U.S. counties, 1840-1990," Regional Science and Urban Economics, Elsevier, vol. 31(6), pages 669-699, November.
    154. Cull, Robert J., 1997. "Financial sector adjustment lending : a mid-course analysis," Policy Research Working Paper Series 1804, The World Bank.
    155. Miron, Dumitru & Dima, Alina & Paun, Cristian, 2009. "A model for assessing Romania's real convergence based on distances and clusters methods," MPRA Paper 31410, University Library of Munich, Germany.
    156. Spruk, Rok, 2011. "Productivity and income convergence in transition: theory and evidence from Central Europe," MPRA Paper 33389, University Library of Munich, Germany.
    157. Paola Barrientos, 2007. "Theory, History and Evidence of Economic Convergence in Latin America," Development Research Working Paper Series 13/2007, Institute for Advanced Development Studies.
    158. NGELEZA, Guyslain K. & FLORAX, Raymond J.G.M. & MASTERS, William A, 2011. "Spatial Inequality: Overcoming Neighborhood Effects In Africa," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 11(2).
    159. Hans Aage, 1997. "Institutions and Performance in Transition Economies," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 24, pages 125-144.
    160. John Tang, 2014. "A tale of two SICs: industrial development in Japan and the United States in the late nineteenth century," Working Papers 14002, Economic History Society.
    161. Wilfried Koch, 2005. "Neighborhood Effects In The Solow Model With Spatial Externalities," ERSA conference papers ersa05p723, European Regional Science Association.
    162. Sala-i-Martin, Xavier, 1990. "Lecture Notes on Economic Growth: Five Prototype Models of Endogenous Growth. Volume II," Center Discussion Papers 321324, Yale University, Economic Growth Center.
    163. John Micklewright & Kitty Stewart, "undated". "Is Child Welfare Converging in the European Union?," Canadian International Labour Network Working Papers 42, McMaster University.
    164. Maiju Perälä, 2003. "Persistence of Underdevelopment: Does the Type of Natural Resource Endowment Matter?," WIDER Working Paper Series DP2003-37, World Institute for Development Economic Research (UNU-WIDER).
    165. Ucar, Nuri & Guler, Huseyin, 2010. "Testing stochastic income convergence in seasonal heterogeneous panels," Economic Modelling, Elsevier, vol. 27(1), pages 422-431, January.
    166. Alan M. Taylor, 1995. "Growth and Convergence in the Asia-Pacific Region: On the Role of Openness, Trade and Migration," NBER Working Papers 5276, National Bureau of Economic Research, Inc.
    167. Florian Straßberger, 1995. "Technischer Wandel und wirtschaftliches Wachstum: Einige jüngere Entwicklungen, empirische Ergebnisse und wirtschaftliche Konsequenzen," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 64(2), pages 200-220.
    168. Sarno, Lucio, 1999. "Stochastic growth: Empirical evidence from the G7 countries," Journal of Macroeconomics, Elsevier, vol. 21(4), pages 691-712.
    169. Andrew Bernard & Márcio Gomes Pinto Garcia, 1997. "Public and private provision of infrastructure and economic development," Textos para discussão 375, Department of Economics PUC-Rio (Brazil).
    170. Rita De Siano & Marcella D'Uva, 2006. "Is There A Club Convergence Among Italian Regions?," Working Papers 1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
    171. Guanghua Wan & Peter J. Morgan & Robert J. Barro, 2016. "Economic Growth and Convergence, Applied to China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 24(5), pages 5-19, September.
    172. Hirnissa, M.T & Habibullah, M.S., 2008. "Finance and other services sectors in Peninsular Malaysia, Sabah and Sarawak: Testing for stochastic convergence," MPRA Paper 12108, University Library of Munich, Germany.
    173. George W. Hammond & Eric Thompson, 2006. "Convergence and Mobility: Personal Income Trends in U.S. Metropolitan and Nonmetropolitan Regions," International Regional Science Review, , vol. 29(1), pages 35-63, January.
    174. Grier, Kevin & Grier, Robin, 2007. "Only income diverges: A neoclassical anomaly," Journal of Development Economics, Elsevier, vol. 84(1), pages 25-45, September.
    175. Cunado, J. & Gil-Alana, L. A. & Perez de Gracia, F., 2004. "Real convergence in Taiwan: a fractionally integrated approach," Journal of Asian Economics, Elsevier, vol. 15(3), pages 529-547, June.

  31. J. Bradford De Long & Andrei Shleifer, "undated". "Princes and Merchants: City Growth Before the Industrial Revolution," J. Bradford De Long's Working Papers _111, University of California at Berkeley, Economics Department.

    Cited by:

    1. Jean-Philippe C. Stijns, 2001. "Natural Resource Abundance and Human Capital Accumulation," Development and Comp Systems 0112001, University Library of Munich, Germany.
    2. Rebecca Menes, 1999. "The Effect of Patronage Politics on City Government in American Cities, 1900-1910," NBER Working Papers 6975, National Bureau of Economic Research, Inc.

  32. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "The Size and Incidence of Losses from Noise Trading," J. Bradford De Long's Working Papers _128, University of California at Berkeley, Economics Department.

    Cited by:

    1. Ricardo Caballero & Emmanuel Farhi & Mohamad L. Hammour, 2004. "Speculative Growth: Hints from the US Economy," NBER Working Papers 10518, National Bureau of Economic Research, Inc.
    2. Tay, Nicholas S. P. & Linn, Scott C., 2001. "Fuzzy inductive reasoning, expectation formation and the behavior of security prices," Journal of Economic Dynamics and Control, Elsevier, vol. 25(3-4), pages 321-361, March.
    3. Ross Levine & Sara Zervos, "undated". "Stock markets, banks and economic growth ," CERF Discussion Paper Series 95-11, Economics and Finance Section, School of Social Sciences, Brunel University.
    4. Castaneda, Gonzalo, 2006. "Economic growth and concentrated ownership in stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 59(2), pages 249-286, February.
    5. Shleifer, Andrei & Vishny, Robert W., 1997. "A Survey of Corporate Governance," Scholarly Articles 30728046, Harvard University Department of Economics.
    6. Narayan, Paresh Kumar & Narayan, Seema, 2013. "The short-run relationship between the financial system and economic growth: New evidence from regional panels," International Review of Financial Analysis, Elsevier, vol. 29(C), pages 70-78.
    7. Bahloul, Walid & Bouri, Abdelfettah, 2016. "The impact of investor sentiment on returns and conditional volatility in U.S. futures markets," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 89-102.
    8. Ludovic Cal`es & Apostolos Chalkis & Ioannis Z. Emiris, 2021. "The cross-sectional distribution of portfolio returns and applications," Papers 2105.06573, arXiv.org.
    9. Apostolos Chalkis & Emmanouil Christoforou & Ioannis Z. Emiris & Theodore Dalamagas, 2020. "Modeling asset allocation strategies and a new portfolio performance score," Papers 2012.05088, arXiv.org, revised Sep 2021.
    10. Art Durnev & Kan Li & Randall Mørck & Bernard Yeung, 2004. "Capital markets and capital allocation: Implications for economies in transition," The Economics of Transition, The European Bank for Reconstruction and Development, vol. 12(4), pages 593-634, December.
    11. Thomas M. Mertens & Tarek A. Hassan, 2010. "The Social Cost of Near-Rational Investment," 2010 Meeting Papers 370, Society for Economic Dynamics.
    12. C. Yiu & S. Wong & K. Chau, 2009. "Transaction Volume and Price Dispersion in the Presale and Spot Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 241-253, April.
    13. Nicholas Barberis & Robin Greenwood & Lawrence Jin & Andrei Shleifer, "undated". "X-CAPM: An Extrapolative Capital Asset Pricing Model," Working Paper 86521, Harvard University OpenScholar.
    14. J. Bradford Delong, 1999. "Financial Crises in the 1890s and the 1990s: Must History Repeat," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 30(2), pages 253-294.
    15. Vesna Karadžic & Tamara Backovic Vulic, 2011. "The Montenegrin Capital Market: Calendar Anomalies," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 56(191), pages 107-122, October-D.
    16. John E. Floyd, 1995. "Uncovered Interest Parity: A Further Reconsideration," Working Papers floyd-95-01, University of Toronto, Department of Economics.
    17. Philip Arestis & Panicos O. Demetriades & Kul B. Luintel, 1997. "Financial Development and Economic Growth: the Role of Stock Markets," Keele Department of Economics Discussion Papers (1995-2001) 97/05, Department of Economics, Keele University.
    18. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1997. "Noise Traders, Market Sentiment, and Futures Price Behavior," Finance 9707001, University Library of Munich, Germany.
    19. Po-Keng Cheng & Young Shin Kim, 2017. "Speculative bubbles and crashes： Fundamentalists and positive‐feedback trading," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1381370-138, January.
    20. Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason about the Pricing of Climate Risk?," CESifo Working Paper Series 11149, CESifo.
    21. Kusen, Alex & Rudolf, Markus, 2019. "Feedback trading: Strategies during day and night with global interconnectedness," Research in International Business and Finance, Elsevier, vol. 48(C), pages 438-463.
    22. Jia, Xue, 2016. "On the role of information disclosures in capital markets," Other publications TiSEM 9bacfbaa-2162-49fe-92e6-5, Tilburg University, School of Economics and Management.
    23. Weisbach, David A., 1997. "Should a Short Sale Against the Box Be a Realization Event?," National Tax Journal, National Tax Association;National Tax Journal, vol. 50(3), pages 495-506, September.
    24. Jeremy C. Stein, 1996. "Rational Capital Budgeting in an Irrational World," NBER Working Papers 5496, National Bureau of Economic Research, Inc.
    25. Olivier Jeanne & Andrew K Rose, 1999. "Noise trading and exchange rate regimes," Reserve Bank of New Zealand Discussion Paper Series G99/2, Reserve Bank of New Zealand.
    26. Warren Bailey & Lin Zheng, 2013. "Banks, Bears, and the Financial Crisis," Journal of Financial Services Research, Springer;Western Finance Association, vol. 44(1), pages 1-51, August.
    27. Li Jin & Stewart C. Myers, 2004. "R-Squared Around the World: New Theory and New Tests," NBER Working Papers 10453, National Bureau of Economic Research, Inc.
    28. Cheema, Arbab K. & Eshraghi, Arman & Wang, Qingwei, 2023. "Macroeconomic news and price synchronicity," Journal of Empirical Finance, Elsevier, vol. 73(C), pages 390-412.
    29. Christopher J. Neely, 2007. "Central bank authorities’ beliefs about foreign exchange intervention," Working Papers 2006-045, Federal Reserve Bank of St. Louis.
    30. Wang, Jiang & Grossman, Sanford & Campbell, John, 1993. "Trading Volume and Serial Correlation in Stock Returns," Scholarly Articles 3128710, Harvard University Department of Economics.
    31. Gagnon, Louis & Karolyi, G. Andrew, 2004. "Multi-market Trading and Arbitrage," Working Paper Series 2004-9, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
    32. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Scholarly Articles 33077921, Harvard University Department of Economics.
    33. Cheng, Su-Yin, 2012. "Substitution or complementary effects between banking and stock markets: Evidence from financial openness in Taiwan," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(3), pages 508-520.
    34. Prashant Das & Julia Freybote & Gianluca Marcato, 2015. "An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market," The Journal of Real Estate Finance and Economics, Springer, vol. 51(2), pages 160-189, August.
    35. Robert S. Chirinko & Huntley Schaller, 2011. "Fundamentals, Misvaluation, and Business Investment," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 43(7), pages 1423-1442, October.
    36. Simon van Norden & Huntley Schaller, 2002. "Fads or bubbles?," Empirical Economics, Springer, vol. 27(2), pages 335-362.
    37. H. F. Baklaci & O. Olgun & E. Can, 2011. "Noise traders: a new approach to understand the phantom of stock markets," Applied Economics Letters, Taylor & Francis Journals, vol. 18(11), pages 1035-1041.
    38. Roberto J. Santillán-Salgado, 2011. "Is the Mexican Stock Market Becoming More Efficient?," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 6(1), pages 87-102, Julio-Dic.
    39. Ho, Sin-Yu, 2018. "Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development," MPRA Paper 88788, University Library of Munich, Germany.
    40. Sandroni, Alvaro, 2005. "Market selection when markets are incomplete," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 91-104, February.
    41. Linn, Scott C. & Stanhouse, Bryan E., 1997. "The economic advantage of least squares learning in a risky asset market," Journal of Economics and Business, Elsevier, vol. 49(4), pages 303-319.
    42. Chini, Emilio Zanetti, 2023. "Can we estimate macroforecasters’ mis-behavior?," Journal of Economic Dynamics and Control, Elsevier, vol. 149(C).
    43. Kühl, Michael, 2008. "Strong comovements of exchange rates: Theoretical and empirical cases when currencies become the same asset," University of Göttingen Working Papers in Economics 76, University of Goettingen, Department of Economics.
    44. André Betzer & Jan Philipp Harries, 2022. "How online discussion board activity affects stock trading: the case of GameStop," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 36(4), pages 443-472, December.
    45. Brown, Gregory W. & Cliff, Michael T., 2004. "Investor sentiment and the near-term stock market," Journal of Empirical Finance, Elsevier, vol. 11(1), pages 1-27, January.
    46. Dwight R. Sanders & Scott H. Irwin & Raymond M. Leuthold, 1996. "Noise Trader Demand in Futures Markets," Finance 9609001, University Library of Munich, Germany.
    47. Claudio Boido & Antonio Fasano, 2015. "CAPM with Sentiment," Journal of Financial Management, Markets and Institutions, Società editrice il Mulino, issue 2, pages 265-288, December.
    48. Thomas Schuster, 2003. "Meta-Communication and Market Dynamics. Reflexive Interactions of Financial Markets and the Mass Media," Finance 0307014, University Library of Munich, Germany.
    49. Valeriano F. García & Lin Liu, 1999. "Macroeconomic Determinants of Stock Market Development," Journal of Applied Economics, Universidad del CEMA, vol. 2, pages 29-59, May.
    50. Ulrich Horst & Jan Wezelburger, 2006. "Non-ergodic Behavior in a Financial Market with Interacting Investors," 2006 Meeting Papers 229, Society for Economic Dynamics.
    51. Ed Westerhout, 2002. "The Capital Tax and Welfare Effects from Asymmetric Information on Equity Markets," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 9(3), pages 219-233, May.
    52. Daehwan Kim & Chi-Young Song, 2017. "Bankruptcy of Lehman Brothers: Determinants of Cross-country Impacts on Stock Market Volatility," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 210-219.
    53. Levine, Ross & Zervos, Sara, 1998. "Capital Control Liberalization and Stock Market Development," World Development, Elsevier, vol. 26(7), pages 1169-1183, July.
    54. J. Bradford De Long & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, "undated". "Noise Trader Risk in Financial Markets," J. Bradford De Long's Working Papers _124, University of California at Berkeley, Economics Department.
    55. Mark L. Defond & Mingyi Hung, 2004. "Investor Protection and Corporate Governance: Evidence from Worldwide CEO Turnover," Journal of Accounting Research, Wiley Blackwell, vol. 42(2), pages 269-312, May.
    56. Mr. Fabian Lipinsky & Ms. Li L Ong, 2014. "Asia’s Stock Markets: Are There Crouching Tigers and Hidden Dragons?," IMF Working Papers 2014/037, International Monetary Fund.
    57. Randall Morck & Bernard Yeung & Wayne Wu, 1999. "The Information Content of Stock Markets: Why do Emerging Markets have Synchronous Stock Price Movements?," William Davidson Institute Working Papers Series 44, William Davidson Institute at the University of Michigan.
    58. Rob Bauer & Katrin Gödker & Paul Smeets & Florian Zimmermann, 2024. "Mental Models in Financial Markets: How Do Experts Reason About the Pricing of Climate Change?," CRC TR 224 Discussion Paper Series crctr224_2024_569, University of Bonn and University of Mannheim, Germany.
    59. Chen, Zhenhua & Liu, Zhenya & Teka, Hanen & Zhang, Yifan, 2022. "Smart money in China's A-share market: Evidence from big data," Research in International Business and Finance, Elsevier, vol. 61(C).
    60. Pierre-Marie Larnac, 1990. "Équilibres financiers concurrentiels avec risque d'information privée," Revue Économique, Programme National Persée, vol. 41(5), pages 799-816.
    61. Pauline M. Shum & James E. Pesando, 1996. "Share Price Response to New Information with Short Horizon Investors the Case of Hong Kong," Working Papers 1997_02, York University, Department of Economics.
    62. Bhanwar Singh & Rosy Dhall & Sahil Narang & Savita Rawat, 2024. "The Outbreak of COVID-19 and Stock Market Responses: An Event Study and Panel Data Analysis for G-20 Countries," Global Business Review, International Management Institute, vol. 25(3), pages 606-631, June.
    63. Clark, Gordon L. & Fiaschetti, Maurizio & Tufano, Peter & Viehs, Michael, 2018. "Playing with your future: Who gambles in defined-contribution pension plans?," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 213-225.
    64. Kirman, Alan & Teyssiere, Gilles, 2005. "Testing for bubbles and change-points," Journal of Economic Dynamics and Control, Elsevier, vol. 29(4), pages 765-799, April.
    65. John R. Conlon, 2015. "Should Central Banks Burst Bubbles? Some Microeconomic Issues," Economic Journal, Royal Economic Society, vol. 125(582), pages 141-161, February.
    66. Uri M. Possen & Mikko Puhakka, 1994. "Rationality of limited rationality : some aggregate implications," Finnish Economic Papers, Finnish Economic Association, vol. 7(2), pages 83-93, Autumn.
    67. Ackert, Lucy F. & Church, Bryan K. & Schneider, Arnold, 2008. "Provision of non-audit services and individuals’ investment decisions: Experimental evidence," Research in Accounting Regulation, Elsevier, vol. 20(C), pages 177-185.
    68. Akbas, Ferhat & Boehmer, Ekkehart & Jiang, Chao & Koch, Paul D., 2022. "Overnight returns, daytime reversals, and future stock returns," Journal of Financial Economics, Elsevier, vol. 145(3), pages 850-875.
    69. Paula A. Yepes-Henao & Diego A. Agudelo & Ramazan Gencay, 2018. "Muddying the waters: Who Induces Volatility in an Emerging Market?," Documentos de Trabajo de Valor Público 16974, Universidad EAFIT.
    70. Malcolm Baker & Jeffrey Wurgler, 2011. "Behavioral Corporate Finance: An Updated Survey," NBER Working Papers 17333, National Bureau of Economic Research, Inc.
    71. Laurent Calvet & Jean-Michel Grandmont & Isabelle Lemaire, 2004. "Aggregation oh Heterogeneous Beliefs, Asset Pricing and Risk Sharing in Complete Financial Markets," Working Papers 2004-12, Center for Research in Economics and Statistics.
    72. Mishra, Sagarika & Narayan, Paresh Kumar, 2015. "A nonparametric model of financial system and economic growth," International Review of Economics & Finance, Elsevier, vol. 39(C), pages 175-191.
    73. John Conlon, 2005. "Should Central Banks Burst Bubbles?," Game Theory and Information 0508007, University Library of Munich, Germany.
    74. Rilwan Sakariyahu & Audrey Paterson & Eleni Chatzivgeri & Rodiat Lawal, 2024. "Chasing noise in the stock market: an inquiry into the dynamics of investor sentiment and asset pricing," Review of Quantitative Finance and Accounting, Springer, vol. 62(1), pages 135-169, January.
    75. Elena Valentina Ţilică & Victor Dragotă & Camelia Delcea & Răzvan Ioan Tătaru, 2024. "Portfolio management under capital market frictions: a grey clustering approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-36, December.
    76. Janussek, Maximilian, 2022. "Blessing or Curse? The Influence of Neobrokers on the Investment Behavior of Young Investors," Junior Management Science (JUMS), Junior Management Science e. V., vol. 7(5), pages 1375-1399.
    77. Gregory James & Michail Karoglou, 2009. "Financial Liberalisation and Stock Market Volatility: The Case of Indonesia," Discussion Paper Series 2009_11, Department of Economics, Loughborough University, revised Sep 2009.
    78. Dufwenberg, Martin & Lindqvist, Tobias & Moore, Evan, 2003. "Bubbles and Experience: An Experiment on Speculation," Research Papers in Economics 2003:1, Stockholm University, Department of Economics.
    79. Ismail O. Fasanya & Adegbemi B. O Onakoya & Donald Ikenna Ofoegbu, 2013. "Capital Market Development: A Spur to Economic Growth in Nigeria," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(5), pages 222-234, October.
    80. Ridha Esghaier, 2017. "Capital Structure Choices and Behavioral Biases: An Application to a Panel of US Industrial Companies," International Journal of Economics and Financial Issues, Econjournals, vol. 7(4), pages 608-622.
    81. Osler, C. L., 1998. "Short-term speculators and the puzzling behaviour of exchange rates," Journal of International Economics, Elsevier, vol. 45(1), pages 37-57, June.
    82. Pacces, Alessio M., 2000. "Financial intermediation in the securities markets law and economics of conduct of business regulation," International Review of Law and Economics, Elsevier, vol. 20(4), pages 479-510, December.
    83. Chu, Lan Khanh & Chu, Hung Viet, 2020. "Is too much liquidity harmful to economic growth?," The Quarterly Review of Economics and Finance, Elsevier, vol. 76(C), pages 230-242.
    84. Bjursell, Johan & Frino, Alex & Tse, Yiuman & Wang, George H.K., 2010. "Volatility and trading activity following changes in the size of futures contracts," Journal of Empirical Finance, Elsevier, vol. 17(5), pages 967-980, December.
    85. Andrew Coleman, 1999. "Economic Integration and Monetary Union," Treasury Working Paper Series 99/06, New Zealand Treasury.
    86. Georgantopoulos, Andreas G. & Tsamis, Anastasios D. & Agoraki, Maria-Eleni K., 2015. "The Euro-adoption effect and the bank, market, and growth nexus: New evidence from EU panels," The Journal of Economic Asymmetries, Elsevier, vol. 12(1), pages 41-51.
    87. Menkhoff, L., 1998. "The noise trading approach -- questionnaire evidence from foreign exchange," Journal of International Money and Finance, Elsevier, vol. 17(3), pages 547-564, June.
    88. Scott Fung & Hoje Jo & Shih‐Chuan Tsai, 2009. "Agency problems in stock market‐driven acquisitions," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 8(4), pages 388-430, October.
    89. Bahloul, Walid & Bouri, Abdelfettah, 2016. "Profitability of return and sentiment-based investment strategies in US futures markets," Research in International Business and Finance, Elsevier, vol. 36(C), pages 254-270.
    90. Calès, Ludovic & Chalkis, Apostolos & Emiris, Ioannis Z., 2019. "On the cross-sectional distribution of portfolio returns," Working Papers 2019-11, Joint Research Centre, European Commission.
    91. Wang, F. Albert, 2001. "Overconfidence, Investor Sentiment, and Evolution," Journal of Financial Intermediation, Elsevier, vol. 10(2), pages 138-170, April.
    92. Jean-Paul Pollin, 2004. "Finance comportementale et volatilité," Revue d'Économie Financière, Programme National Persée, vol. 74(1), pages 139-156.
    93. Yun Wang & Renhai Hua & Zongcheng Zhang, 2011. "The investor behavior and futures market volatility," China Finance Review International, Emerald Group Publishing Limited, vol. 1(4), pages 388-407, September.
    94. Malcolm Baker & Richard S. Ruback & Jeffrey Wurgler, 2004. "Behavioral Corporate Finance: A Survey," NBER Working Papers 10863, National Bureau of Economic Research, Inc.
    95. Yanying Zhang & Yiuman Tse & Gaiyan Zhang, 2022. "Return predictability between industries and the stock market in China," Pacific Economic Review, Wiley Blackwell, vol. 27(2), pages 194-220, May.
    96. Li JIN & Stewart C. MYERS, 2004. "R2 Around the World: New Theory and New Tests," FAME Research Paper Series rp158, International Center for Financial Asset Management and Engineering.
    97. Dailami, Mansoor & Atkin, Michael, 1990. "Stock markets in developing countries : key issues and a research agenda," Policy Research Working Paper Series 515, The World Bank.
    98. Alan Kirman, 2006. "Heterogeneity in Economics," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 1(1), pages 89-117, May.
    99. Muhammad Kashif & Fatima Sultana & Muhammad Atif & Muhammad Aslam & Ammara Sarwar & Umar Farooq Awan & Muhammad Wasif Hanif, 2023. "COVID-19 Attack on Stock Markets: Event Study and Panel Data Analysis of Organization of Islamic Countries (OIC)," Journal of Economic Impact, Science Impact Publishers, vol. 5(1), pages 50-63.
    100. Samuel Agyei‐Ampomah & J. R. Davies, 2005. "Excess Volatility and UK Investment Trusts," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 32(5‐6), pages 1033-1062, June.
    101. Lipe, M. G., 1998. "Individual investors' risk judgments and investment decisions: The impact of accounting and market data," Accounting, Organizations and Society, Elsevier, vol. 23(7), pages 625-640, October.
    102. Gaganis, Chrysovalantis & Hasan, Iftekhar & Papadimitri, Panagiota & Tasiou, Menelaos, 2019. "National culture and risk-taking: Evidence from the insurance industry," Journal of Business Research, Elsevier, vol. 97(C), pages 104-116.
    103. Follmer, Hans & Horst, Ulrich & Kirman, Alan, 2005. "Equilibria in financial markets with heterogeneous agents: a probabilistic perspective," Journal of Mathematical Economics, Elsevier, vol. 41(1-2), pages 123-155, February.
    104. Chu, Xiaojun & Gu, Zherong & Zhou, Haigang, 2019. "Intraday momentum and reversal in Chinese stock market," Finance Research Letters, Elsevier, vol. 30(C), pages 83-88.

  33. J. Bradford De Long & Kevin Lang, "undated". "Are All Economic Hypotheses False?," J. Bradford De Long's Working Papers _117, University of California at Berkeley, Economics Department.

    Cited by:

    1. Brodeur, Abel & Carrell, Scott E. & Figlio, David N. & Lusher, Lester, 2023. "Unpacking P-Hacking and Publication Bias," IZA Discussion Papers 16369, Institute of Labor Economics (IZA).
    2. Darren Grant & William Green, 2013. "Grades as incentives," Empirical Economics, Springer, vol. 44(3), pages 1563-1592, June.
    3. Fabo, Brian & Jančoková, Martina & Kempf, Elisabeth & Pástor, Ľuboš, 2021. "Fifty shades of QE: Comparing findings of central bankers and academics," Journal of Monetary Economics, Elsevier, vol. 120(C), pages 1-20.
    4. Philipp Heimberger, 2019. "Beeinflusst die ökonomische Globalisierung die Einkommensungleichheit? Eine Meta-Analyse," Wirtschaft und Gesellschaft - WuG, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik, vol. 45(4), pages 497-529.
    5. Jarle Møen & Helge Sandvig Thorsen, 2017. "Publication Bias in the Returns to R&D Literature," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 8(3), pages 987-1013, September.
    6. Reckova, Dominika & Irsova, Zuzana, 2015. "Publication Bias in Measuring Anthropogenic Climate Change," MPRA Paper 64455, University Library of Munich, Germany.
    7. Charles Bellemare & Luc Bissonnette & Sabine Kröger, 2014. "Statistical Power of Within and Between-Subjects Designs in Economic Experiments," CESifo Working Paper Series 5055, CESifo.
    8. Fišar, Miloš & Greiner, Ben & Huber, Christoph & Katok, Elena & Ozkes, Ali & Management Science Reproducibility Collaboration, 2023. "Reproducibility in Management Science," Department for Strategy and Innovation Working Paper Series 03/2023, WU Vienna University of Economics and Business.
    9. Havranek, Tomas & Horvath, Roman & Irsova, Zuzana & Rusnak, Marek, 2015. "Cross-country heterogeneity in intertemporal substitution," Journal of International Economics, Elsevier, vol. 96(1), pages 100-118.
    10. Furukawa, Chishio, 2019. "Publication Bias under Aggregation Frictions: Theory, Evidence, and a New Correction Method," EconStor Preprints 194798, ZBW - Leibniz Information Centre for Economics.
    11. Martin Popp, 2023. "How elastic is labor demand? A meta-analysis for the German labor market," Journal for Labour Market Research, Springer;Institute for Employment Research/ Institut für Arbeitsmarkt- und Berufsforschung (IAB), vol. 57(1), pages 1-21, December.
    12. Michael Lounsbury & Christine M. Beckman, 2015. "Celebrating Organization Theory," Journal of Management Studies, Wiley Blackwell, vol. 52(2), pages 288-308, March.
    13. Abel Brodeur & Nikolai Cook & Anthony Heyes, 2020. "Methods Matter: p-Hacking and Publication Bias in Causal Analysis in Economics," American Economic Review, American Economic Association, vol. 110(11), pages 3634-3660, November.
    14. Esther Duflo & Rachel Glennerster & Michael Kremer, 2006. "Using Randomization in Development Economics Research: A Toolkit," NBER Technical Working Papers 0333, National Bureau of Economic Research, Inc.
    15. Ferman, Bruno & Pinto, Cristine & Possebom, Vitor, 2017. "Cherry Picking with Synthetic Controls," MPRA Paper 78213, University Library of Munich, Germany.
    16. Alexander Libman & Joachim Zweynert, 2014. "Ceremonial Science: The State of Russian Economics Seen Through the Lens of the Work of ‘Doctor of Science’ Candidates," Working Papers 337, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
    17. John List & Zacharias Maniadis & Fabio Tufano, 2014. "One Swallow Doesn't Make a Summer: Reply to Kataria," Natural Field Experiments 00457, The Field Experiments Website.
    18. Chris (hristos) Doucouliagos & Patrice Laroche & Douglas L Kruse & T.D. Stanley, 2019. "Is profit sharing productive? A meta-regression analysis," Post-Print hal-02976884, HAL.
    19. T. D. Stanley, 2005. "Beyond Publication Bias," Journal of Economic Surveys, Wiley Blackwell, vol. 19(3), pages 309-345, July.
    20. Tomas Havranek, 2013. "Publication Bias in Measuring Intertemporal Substitution," Working Papers IES 2013/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2013.
    21. Justin McCrary & Garret Christensen & Daniele Fanelli, 2016. "Conservative Tests under Satisficing Models of Publication Bias," PLOS ONE, Public Library of Science, vol. 11(2), pages 1-10, February.
    22. Lars P. Feld & Jost Henrich Heckemeyer & Michael Overesch, 2011. "Capital Structure Choice and Company Taxation: A Meta-Study," CESifo Working Paper Series 3400, CESifo.
    23. Sebastian Gechert & Tomas Havranek & Zuzana Irsova & Dominika Kolcunova, 2022. "Measuring Capital-Labor Substitution: The Importance of Method Choices and Publication Bias," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 45, pages 55-82, July.
    24. Bewley, Ronald, 1997. "The forecast process and academic research," International Journal of Forecasting, Elsevier, vol. 13(4), pages 433-437, December.
    25. Raphael Calel, 2020. "Adopt or Innovate: Understanding Technological Responses to Cap-and-Trade," American Economic Journal: Economic Policy, American Economic Association, vol. 12(3), pages 170-201, August.
    26. Rajeev Dehejia, 2013. "The Porous Dialectic: Experimental and Non-Experimental Methods in Development Economics," WIDER Working Paper Series wp-2013-011, World Institute for Development Economic Research (UNU-WIDER).
    27. Justine Burns & Malcolm Kewsell & Rebecca Thornton, 2009. "Evaluating the Impact of Health Programmes," SALDRU Working Papers 40, Southern Africa Labour and Development Research Unit, University of Cape Town.
    28. Tomáš Havránek & Zuzana Iršová, 2011. "How to Stir Up FDI Spillovers: Evidence from a Large Meta-Analysis," Working Papers IES 2011/34, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Oct 2011.
    29. Tomáš Havránek, 2015. "Measuring Intertemporal Substitution: The Importance Of Method Choices And Selective Reporting," Journal of the European Economic Association, European Economic Association, vol. 13(6), pages 1180-1204, December.
    30. Paolo Crosetto & Antonio Filippin & Janna Heider, 2015. "A study of outcome reporting bias using gender differences in risk attitudes," Post-Print hal-01519150, HAL.
    31. Tomas Kucera, 2020. "Are Employment Effects of Minimum Wage the Same Across the EU? A Meta-Regression Analysis," Working Papers IES 2020/2, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jan 2020.
    32. Auspurg Katrin & Hinz Thomas, 2011. "What Fuels Publication Bias?: Theoretical and Empirical Analyses of Risk Factors Using the Caliper Test," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(5-6), pages 636-660, October.
    33. Bernard Black & Alex Hollingsworth & Leticia Nunes & Kosali Simon, 2019. "Simulated Power Analyses for Observational Studies: An Application to the Affordable Care Act Medicaid Expansion," NBER Working Papers 25568, National Bureau of Economic Research, Inc.
    34. Tomas Havranek & Anna Sokolova, 2020. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 144 Studies Say 'Probably Not'," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 35, pages 97-122, January.
    35. Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
    36. Havranek, Tomas & Irsova, Zuzana & Janda, Karel, 2011. "Demand for gasoline is more price-inelastic than commonly thought," CUDARE Working Papers 120416, University of California, Berkeley, Department of Agricultural and Resource Economics.
    37. Weiß Bernd & Wagner Michael, 2011. "The Identification and Prevention of Publication Bias in the Social Sciences and Economics," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 231(5-6), pages 661-684, October.
    38. Stanley, T. D. & Doucouliagos, Chris & Steel, Piers, 2015. "Does ICT generate economic growth? A meta-regression analysis," Working Papers eco_2015_9, Deakin University, Department of Economics.
    39. Ashish Arora & Michelle Gittelman & Sarah Kaplan & John Lynch & Will Mitchell & Nicolaj Siggelkow & Brent Goldfarb & Andrew A. King, 2016. "Scientific apophenia in strategic management research: Significance tests & mistaken inference," Strategic Management Journal, Wiley Blackwell, vol. 37(1), pages 167-176, January.
    40. Abel Brodeur & Mathias Lé & Marc Sangnier & Yanos Zylberberg, 2016. "Star Wars: The Empirics Strike Back," Post-Print hal-01447851, HAL.
    41. Marco Colagrossi & Domenico Rossignoli & Mario A. Maggioni, 2017. "Does democracy cause growth? A meta-analysis perspective," DISEIS - Quaderni del Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo dis1703, Università Cattolica del Sacro Cuore, Dipartimento di Economia internazionale, delle istituzioni e dello sviluppo (DISEIS).
    42. Diana Zigraiova & Tomas Havranek, 2015. "Bank Competition and Financial Stability: Much Ado About Nothing?," William Davidson Institute Working Papers Series wp1087, William Davidson Institute at the University of Michigan.
    43. Sebastian Gechert & Thomas Havranek & Zuzana Irsova & Dominika Kolcunova, 2019. "Death to the Cobb-Douglas production function," IMK Working Paper 201-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
    44. Philipp Heimberger, 2019. "Does Economic Globalisation Affect Income Inequality? A Meta-analysis," wiiw Working Papers 165, The Vienna Institute for International Economic Studies, wiiw.
    45. Sebastian Gechert & Tomas Havranek & Zuzana Irsova & Dominika Ehrenbergerova, 2019. "Death to the Cobb-Douglas Production Function? A Quantitative Survey of the Capital-Labor Substitution Elasticity," Working Papers 2019/8, Czech National Bank.
    46. Tomas Havranek & Anna Sokolova, 2016. "Do Consumers Really Follow a Rule of Thumb? Three Thousand Estimates from 130 Studies Say “Probably Not”," Working Papers IES 2016/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jul 2016.
    47. Sebastian Jobjörnsson & Henning Schaak & Oliver Musshoff & Tim Friede, 2023. "Improving the statistical power of economic experiments using adaptive designs," Experimental Economics, Springer;Economic Science Association, vol. 26(2), pages 357-382, April.
    48. Polák, Petr, 2017. "The productivity paradox: A meta-analysis," Information Economics and Policy, Elsevier, vol. 38(C), pages 38-54.
    49. Tomas Havranek & Zuzana Irsova, 2017. "Do Borders Really Slash Trade? A Meta-Analysis," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(2), pages 365-396, June.
    50. Lichter, Andreas & Peichl, Andreas & Siegloch, Sebastian, 2014. "The Own-Wage Elasticity of Labor Demand: A Meta-Regression Analysis," IZA Discussion Papers 7958, Institute of Labor Economics (IZA).
    51. Shahbaz, Muhammad & Mutascu, Mihai & Tiwari, Aviral Kumar, 2012. "Revisiting the Relationship between Electricity Consumption, Capital and Economic Growth: Cointegration and Causality Analysis in Romania," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 97-120, September.
    52. Daniel S. Hamermesh, 2007. "Viewpoint: Replication in economics," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 40(3), pages 715-733, August.
    53. Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
    54. Kim, Jae, 2016. "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper 70692, University Library of Munich, Germany.
    55. Guillaume Coqueret, 2023. "Forking paths in financial economics," Papers 2401.08606, arXiv.org.
    56. Ellis, Christopher J. & Thoma, Mark A., 1996. "The implications for an open economy of partisan political business cycles: Theory and evidence," European Journal of Political Economy, Elsevier, vol. 11(4), pages 635-651, April.
    57. Koń, Beata & Jakubczyk, Michał, 2019. "Is the literature on the WTP-WTA disparity biased?," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 82(C).
    58. Colagrossi, Marco & Rossignoli, Domenico & Maggioni, Mario A., 2020. "Does democracy cause growth? A meta-analysis (of 2000 regressions)," European Journal of Political Economy, Elsevier, vol. 61(C).
    59. Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020. "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working and Discussion Papers WP 5/2020, Research Department, National Bank of Slovakia.
    60. Zacharias Maniadis & Fabio Tufano & John A. List, 2017. "To Replicate or Not To Replicate? Exploring Reproducibility in Economics through the Lens of a Model and a Pilot Study," Economic Journal, Royal Economic Society, vol. 127(605), pages 209-235, October.
    61. Andrew Y. Chen & Tom Zimmermann, 2022. "Publication Bias in Asset Pricing Research," Papers 2209.13623, arXiv.org, revised Sep 2023.
    62. Havranek, Tomas & Irsova, Zuzana, 2011. "Estimating vertical spillovers from FDI: Why results vary and what the true effect is," Journal of International Economics, Elsevier, vol. 85(2), pages 234-244.
    63. Cristina Blanco-Perez & Abel Brodeur, 2019. "Publication Bias and Editorial Statement on Negative Findings," Working Papers 1907E, University of Ottawa, Department of Economics.
    64. Jost H. Heckemeyer & Michael Overesch, 2017. "Multinationals’ profit response to tax differentials: Effect size and shifting channels," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(4), pages 965-994, November.
    65. Heckemeyer, Jost H. & Overesch, Michael, 2013. "Multinationals' profit response to tax differentials: Effect size and shifting channels," ZEW Discussion Papers 13-045, ZEW - Leibniz Centre for European Economic Research.
    66. Marek Rusnak & Tomas Havranek & Roman Horvath, 2013. "How to Solve the Price Puzzle? A Meta-Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 37-70, February.
    67. Paul Glewwe & Michael Kremer, 2005. "Schools, Teachers, and Education Outcomes in Developing Countries," CID Working Papers 122, Center for International Development at Harvard University.
    68. Hippolyte W. BALIMA & Eric Gabin KILAMA & René TAPSOBA, 2017. "Settling the Inflation Targeting Debate: Lights from a Meta-Regression Analysis," Working Papers 4083, FERDI.
    69. Gechert, Sebastian & Mey, Bianka & Opatrny, Matej & Havranek, Tomas & Stanley, T. D. & Bom, Pedro R. D. & Doucouliagos, Hristos & Heimberger, Philipp & Irsova, Zuzana & Rachinger, Heiko J., 2023. "Conventional Wisdom, Meta-Analysis, and Research Revision in Economics," EconStor Preprints 280745, ZBW - Leibniz Information Centre for Economics.
    70. Daniele Fanelli, 2012. "Negative results are disappearing from most disciplines and countries," Scientometrics, Springer;Akadémiai Kiadó, vol. 90(3), pages 891-904, March.
    71. Alan S. Gerber & Neil Malhotra, 2008. "Publication Bias in Empirical Sociological Research," Sociological Methods & Research, , vol. 37(1), pages 3-30, August.
    72. Michael Greenstone & Ted Gayer, 2007. "Quasi-Experimental and Experimental Approaches to Environmental Economics," Working Papers 0713, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
    73. Doucouliagos, Hristos & Stanley, T. D. & Giles, Margaret, 2011. "Are estimates of the value of a statistical life exaggerated?," Working Papers eco_2011_2, Deakin University, Department of Economics.
    74. Kseniya Bortnikova, 2020. "Beauty and Productivity: A Meta-Analysis," Working Papers IES 2020/18, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2020.
    75. Adrian C. Darnell, 1994. "A Dictionary Of Econometrics," Books, Edward Elgar Publishing, number 118.
    76. Hans-Jurgen Engelbrecht, 1997. "The Impact of International Trade on Real Wages in U.S. Manufacturing, 1985-1989," International Economic Journal, Taylor & Francis Journals, vol. 11(1), pages 69-86.
    77. Tomas Havranek & Zuzana Irsova, 2010. "Which Foreigners Are Worth Wooing? A Meta-Analysis of Vertical Spillovers from FDI," Working Papers 2010/03, Czech National Bank.
    78. Brice Corgnet & Cary Deck & Mark DeSantis & Kyle Hampton & Erik O. Kimbrough, 2023. "When Do Security Markets Aggregate Dispersed Information?," Management Science, INFORMS, vol. 69(6), pages 3697-3729, June.
    79. Stephen A. Gorman & Frank J. Fabozzi, 2021. "The ABC’s of the alternative risk premium: academic roots," Journal of Asset Management, Palgrave Macmillan, vol. 22(6), pages 405-436, October.
    80. Eszter Czibor & David Jimenez-Gomez & John List, 2019. "The Dozen Things Experimental Economists Should Do (More of)," Artefactual Field Experiments 00648, The Field Experiments Website.
    81. Roger Perman & Stephan Gaetan & Christophe Tavera, 2013. "Okun's law - a meta analysis," Working Papers 1311, University of Strathclyde Business School, Department of Economics.
    82. Akhabbar, Amanar, 2019. "Introduction : Malaise dans la science économique ? [Introduction: Economics and Its Discontents]," MPRA Paper 93328, University Library of Munich, Germany.
    83. Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Journal of Finance, American Finance Association, vol. 75(5), pages 2503-2553, October.
    84. Stanley, T. D., 2000. "An empirical critique of the Lucas critique," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 29(1), pages 91-107.
    85. Kevin Lang & Jay Zagorsky, 1998. "Why are Canadian and US Unemployment Rates So Highly Correlated?," Canadian Public Policy, University of Toronto Press, vol. 24(s1), pages 56-71, February.
    86. Hristos Doucouliagos & Janto Haman & T.D. Stanley, 2012. "Pay for Performance and Corporate Governance Reform," Industrial Relations: A Journal of Economy and Society, Wiley Blackwell, vol. 51(3), pages 670-703, July.
    87. Brian Albert Monroe, 2020. "The statistical power of individual-level risk preference estimation," Journal of the Economic Science Association, Springer;Economic Science Association, vol. 6(2), pages 168-188, December.
    88. David Neumark & William Wascher, 1996. "Is the Time-Series Evidence on Minimum Wage Effects Contaminated by Publication Bias?," NBER Working Papers 5631, National Bureau of Economic Research, Inc.
    89. Hamermesh, Daniel S., 2007. "Replication in Economics," IZA Discussion Papers 2760, Institute of Labor Economics (IZA).
    90. Stanley, T. D. & Doucouliagos, Chris, 2019. "Practical Significance, Meta-Analysis and the Credibility of Economics," IZA Discussion Papers 12458, Institute of Labor Economics (IZA).
    91. Kasy, Maximilian & Andrews, Isaiah, 2018. "Identification of and correction for publication bias," MetaArXiv 49yst, Center for Open Science.
    92. Libman, Alexander & Zweynert, Joachim, 2014. "Ceremonial science: The state of Russian economics seen through the lens of the work of ‘Doctor of Science’ candidates," Economic Systems, Elsevier, vol. 38(3), pages 360-378.
    93. Steven M. Shugan, 2002. "In Search of Data: An Editorial," Marketing Science, INFORMS, vol. 21(4), pages 369-377.
    94. Megan Linde Leonard & T. D. Stanley & Hristos Doucouliagos, 2014. "Does the UK Minimum Wage Reduce Employment? A Meta-Regression Analysis," British Journal of Industrial Relations, London School of Economics, vol. 52(3), pages 499-520, September.
    95. Lan Nguyen, Thi Mai & Papyrakis, Elissaios & van Bergeijk, Peter A.G., 2021. "Publication bias in the price effects of monetary policy: A meta-regression analysis for emerging and developing economies," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 567-583.
    96. Campbell R. Harvey & Yan Liu, 2020. "False (and Missed) Discoveries in Financial Economics," Papers 2006.04269, arXiv.org.
    97. Huntington-Klein, Nick & Arenas, Andreu & Beam, Emily & Bertoni, Marco & Bloem, Jeffrey R. & Burli, Pralhad & Chen, Naibin & Greico, Paul & Ekpe, Godwin & Pugatch, Todd & Saavedra, Martin & Stopnitzky, 2020. "The Influence of Hidden Researcher Decisions in Applied Microeconomics," GLO Discussion Paper Series 537, Global Labor Organization (GLO).
    98. Hristos Doucouliagos & T. D. Stanley, 2009. "Publication Selection Bias in Minimum‐Wage Research? A Meta‐Regression Analysis," British Journal of Industrial Relations, London School of Economics, vol. 47(2), pages 406-428, June.
    99. G. Jones & T. Kane, 2012. "U.S. Troops and Foreign Economic Growth," Defence and Peace Economics, Taylor & Francis Journals, vol. 23(3), pages 225-249, June.
    100. Robert Hofmeister & Matthias Krapf, 2011. "How Do Editors Select Papers, and How Good are They at Doing It?," Working Paper Series of the Department of Economics, University of Konstanz 2011-37, Department of Economics, University of Konstanz.
    101. Dominika Reckova & Zuzana Irsova, 2015. "Publication Bias in Measuring Climate Sensitivity," Working Papers IES 2015/14, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2015.
    102. Luca Berchicci & Andrew A. King, 2022. "Building knowledge by mapping model uncertainty in six studies of social and financial performance," Strategic Management Journal, Wiley Blackwell, vol. 43(7), pages 1319-1346, July.
    103. Snyder, Christopher & Zhuo, Ran, 2018. "Sniff Tests in Economics: Aggregate Distribution of Their Probability Values and Implications for Publication Bias," MetaArXiv 8vdrh, Center for Open Science.
    104. Higney, Anthony & Hanley, Nick & Moro, Mirko, 2022. "The lead-crime hypothesis: A meta-analysis," Regional Science and Urban Economics, Elsevier, vol. 97(C).
    105. Costa-Font, Joan & McGuire, Alistair & Stanley, Tom, 2013. "Publication selection in health policy research: The winner's curse hypothesis," Health Policy, Elsevier, vol. 109(1), pages 78-87.
    106. Asatryan, Zareh & Havlik, Annika & Heinemann, Friedrich & Nover, Justus, 2019. "Biases in fiscal multiplier estimates," ZEW Discussion Papers 19-025, ZEW - Leibniz Centre for European Economic Research.
    107. Doucouliagos, Hristos & Paldam, Martin, 2011. "The ineffectiveness of development aid on growth: An update," European Journal of Political Economy, Elsevier, vol. 27(2), pages 399-404, June.
    108. Esther Duflo, 2005. "Évaluer l'impact des programmes d'aide au développement : le rôle des évaluations par assignation aléatoire," Revue d’économie du développement, De Boeck Université, vol. 13(2), pages 185-226.
    109. Jae H. Kim, 2022. "Moving to a world beyond p-value," Review of Managerial Science, Springer, vol. 16(8), pages 2467-2493, November.
    110. Bui Dieu Thao Nguyen, 2023. "A meta-analysis of the multiplier effects of the money supply on prices," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(4), pages 985-1024, November.
    111. Hamermesh, Daniel S., 1997. "Some thoughts on replications and reviews," Labour Economics, Elsevier, vol. 4(2), pages 107-109, June.
    112. Stanley, T. D. & Doucouliagos, Hristos, 2011. "Meta-regression approximations to reduce publication selection bias," Working Papers eco_2011_4, Deakin University, Department of Economics.
    113. Todd Mitton, 2022. "Methodological Variation in Empirical Corporate Finance," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 527-575.
    114. Nelson, Jon Paul, 2020. "Fixed-effect versus random-effects meta-analysis in economics: A study of pass-through rates for alcohol beverage excise taxes," Economics Discussion Papers 2020-1, Kiel Institute for the World Economy (IfW Kiel).
    115. Paldam, Martin, 2018. "A model of the representative economist, as researcher and policy advisor," European Journal of Political Economy, Elsevier, vol. 54(C), pages 5-15.
    116. Jae H. Kim & Kamran Ahmed & Philip Inyeob Ji, 2018. "Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 524-546, December.
    117. Beltrán, Allan & Maddison, David & Elliott, Robert J R, 2018. "Is flood risk capitalised into property values?," LSE Research Online Documents on Economics 86458, London School of Economics and Political Science, LSE Library.
    118. Christopher Snyder & Ran Zhuo, 2018. "Sniff Tests as a Screen in the Publication Process: Throwing out the Wheat with the Chaff," NBER Working Papers 25058, National Bureau of Economic Research, Inc.
    119. Carl Berning & Bernd Weiß, 2016. "Publication bias in the German social sciences: an application of the caliper test to three top-tier German social science journals," Quality & Quantity: International Journal of Methodology, Springer, vol. 50(2), pages 901-917, March.
    120. Hristos Doucouliagos & Martin Paldam, 2009. "Development Aid and Growth: An association converging to zero," Economics Working Papers 2009-17, Department of Economics and Business Economics, Aarhus University.
    121. Thi Mai Lan Nguyen, 2020. "Output Effects of Monetary Policy in Emerging and Developing Countries: Evidence from a Meta-Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 56(1), pages 68-85, January.
    122. Jost H. Heckemeyer & Michael Overesch, 2017. "Multinationals profit response to tax differentials: Effect size and shifting channels," Canadian Journal of Economics, Canadian Economics Association, vol. 50(4), pages 965-994, November.
    123. Havranek, Tomas & Irsova, Zuzana & Gechert, Sebastian & Kolcunova, Dominika, 2019. "Death to the Cobb-Douglas Production Function? A Meta-Analysis of the Capital-Labor Substitution Elasticity," MetaArXiv 6um5g, Center for Open Science.
    124. Stephan B. Bruns, 2016. "The Fragility of Meta-Regression Models in Observational Research," MAGKS Papers on Economics 201603, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
    125. Stephan B. Bruns, 2017. "Meta-Regression Models and Observational Research," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(5), pages 637-653, October.
    126. Philipp Heimberger, 2021. "Does economic globalization affect government spending? A meta-analysis," Public Choice, Springer, vol. 187(3), pages 349-374, June.
    127. Balima, Hippolyte W. & Kilama, Eric G. & Tapsoba, René, 2020. "Inflation targeting: Genuine effects or publication selection bias?," European Economic Review, Elsevier, vol. 128(C).
    128. Tom Engsted, 2024. "What Is the False Discovery Rate in Empirical Research?," Econ Journal Watch, Econ Journal Watch, vol. 21(1), pages 1-92–112, March.
    129. Hristos Doucouliagos & Patrice Laroche, 2009. "Unions and Profits: A meta-regression Analysis," Post-Print hal-00648569, HAL.
    130. Chris Doucouliagos & T.D. Stanley, 2013. "Are All Economic Facts Greatly Exaggerated? Theory Competition And Selectivity," Journal of Economic Surveys, Wiley Blackwell, vol. 27(2), pages 316-339, April.

  34. Robert B. Barsky & J. Bradford De Long, "undated". "Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard," J. Bradford De Long's Working Papers _121, University of California at Berkeley, Economics Department.

    Cited by:

    1. Andrew Filardo & Claudio E. V. Borio, 2004. "Back to the future? Assessing the deflation record," BIS Working Papers 152, Bank for International Settlements.
    2. Jason Lennard & Finn Meinecke & Solomos Solomou, 2023. "Measuring inflation expectations in interwar Britain," Economic History Review, Economic History Society, vol. 76(3), pages 844-870, August.
    3. J. Bradford De Long, "undated". "America's Peacetime Inflation: The 1970s," J. Bradford De Long's Working Papers _104, University of California at Berkeley, Economics Department.
    4. Kandil, Magda, 2005. "Money, interest, and prices: Some international evidence," International Review of Economics & Finance, Elsevier, vol. 14(2), pages 129-147.
    5. Mr. Luis Catão & Mr. George A Mackenzie, 2006. "Perspectiveson Low Global Interest Rates," IMF Working Papers 2006/076, International Monetary Fund.
    6. Sussman, Nathan & Spivak, Avia, 2008. "Inflation Targeting as the New Golden Standard," CEPR Discussion Papers 7001, C.E.P.R. Discussion Papers.
    7. Glenn D. Rudebusch & Eric T. Swanson, 2008. "The bond premium in a DSGE model with long-run real and nominal risks," Working Paper Series 2008-31, Federal Reserve Bank of San Francisco.
    8. Luca Benati, 2005. "U.K. Monetary Regimes and Macroeconomic Stylised Facts," Computing in Economics and Finance 2005 107, Society for Computational Economics.
    9. Freeman, Mark C. & Groom, Ben & Panopoulou, Ekaterini & Pantelidis, Theologos, 2015. "Declining discount rates and the Fisher Effect: Inflated past, discounted future?," Journal of Environmental Economics and Management, Elsevier, vol. 73(C), pages 32-49.
    10. Mitchener, Kris James & Weidenmier, Marc D, 2013. "Searching for Irving Fisher," CAGE Online Working Paper Series 133, Competitive Advantage in the Global Economy (CAGE).
    11. Pavol Povala & Anna Cieslak, 2012. "Understanding bond risk premia," 2012 Meeting Papers 771, Society for Economic Dynamics.
    12. Beckworth, David, 2007. "The postbellum deflation and its lessons for today," The North American Journal of Economics and Finance, Elsevier, vol. 18(2), pages 195-214, August.
    13. Pelaez, Rolando F., 1995. "The Fisher effect: Reprise," Journal of Macroeconomics, Elsevier, vol. 17(2), pages 333-346.
    14. Robert B. Barsky & J. Bradford De Long, 1993. "Why Does the Stock Market Fluctuate?," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 108(2), pages 291-311.
    15. Hanes, Christopher & Rhode, Paul W., 2013. "Harvests and Financial Crises in Gold Standard America," The Journal of Economic History, Cambridge University Press, vol. 73(1), pages 201-246, March.
    16. Muscatelli, Vito Antonio & Spinelli, Franco, 2000. "Fisher, Barro, and the Italian Interest Rate, 1845-93," Journal of Policy Modeling, Elsevier, vol. 22(2), pages 149-169, March.
    17. Borio, Claudio & Filardo, Andrew J., 2004. "Looking back at the international deflation record," The North American Journal of Economics and Finance, Elsevier, vol. 15(3), pages 287-311, December.
    18. Binder, Carola Conces, 2016. "Estimation of historical inflation expectations," Explorations in Economic History, Elsevier, vol. 61(C), pages 1-31.
    19. Jakob B. Madsen, 2003. "The Equity Risk Premium and the Required Share Returns in a Tobin’s q Model," EPRU Working Paper Series 03-10, Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics.
    20. J. Bradford De Long, 1996. "America's Only Peacetime Inflation: The 1970s," NBER Historical Working Papers 0084, National Bureau of Economic Research, Inc.
    21. Paul Evans & Xiaojun Wang, 2005. "A Tale of Two Effects," Working Papers 200506, University of Hawaii at Manoa, Department of Economics.
    22. Perez, Stephen J. & Siegler, Mark V., 2006. "Agricultural and monetary shocks before the great depression: A graph-theoretic causal investigation," Journal of Macroeconomics, Elsevier, vol. 28(4), pages 720-736, December.
    23. Kris James Mitchener & Marc D. Weidenmier, 2010. "Searching for Irving Fisher," NBER Working Papers 15670, National Bureau of Economic Research, Inc.
    24. Daniel Kaufmann, 2016. "Is Deflation Costly After All? Evidence from Noisy Historical Data," KOF Working papers 16-421, KOF Swiss Economic Institute, ETH Zurich.

Articles

  1. J. Bradford Delong, 2002. "Review of Skidelsky's John Maynard Keynes: Fighting for Britain," Journal of Economic Literature, American Economic Association, vol. 40(1), pages 155-162, March.

    Cited by:

    1. Pedro Garcia Duarte & Yann Giraud, 2014. "Chasing the B: A Bibliographic Account of Economics’ Relation to its Past, 1991-2011," Working Papers, Department of Economics 2014_06, University of São Paulo (FEA-USP).

  2. J. Bradford DeLong, 2002. "Macroeconomic Vulnerabilities in the Twenty–first Century Economy: A Preliminary Taxonomy," International Finance, Wiley Blackwell, vol. 5(2), pages 285-309.

    Cited by:

    1. Adam S. Posen, 2006. "Why Central Banks Should Not Burst Bubbles," Working Paper Series WP06-1, Peterson Institute for International Economics.
    2. Panzera, Fabio S., 2011. "Price stability and financial imbalances: rethinking the macrofinancial framework after the 2007-8 financial crisis," FSES Working Papers 423, Faculty of Economics and Social Sciences, University of Freiburg/Fribourg Switzerland.

  3. Stefan Szymanski, 2001. "Up for the Cup," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, vol. 2(4), pages 175-183, October.

    Cited by:

    1. Victor Matheson, 2006. "Mega-Events: The effect of the world’s biggest sporting events on local, regional, and national economies," Working Papers 0622, International Association of Sports Economists;North American Association of Sports Economists.
    2. Robert Baade & Robert Baumann & Victor Matheson, 2006. "Selling the Big Game: Estimating the Economic Impact of Mega-Events through Taxable Sales," Working Papers 0610, International Association of Sports Economists;North American Association of Sports Economists.

  4. J. Bradford DeLong & Lawrence H. Summers, 2001. "The new economy : background, historical perspective, questions, and speculations," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 11-43.

    Cited by:

    1. Rob Alessie & Agar Brugiavini & Guglielmo Weber, 2005. "Saving and Cohabitation: The Economic Consequences of Living with One's Parents in Italy and the Netherlands," NBER Working Papers 11079, National Bureau of Economic Research, Inc.
    2. Noam, Eli M., 2006. "Fundamental instability: Why telecom is becoming a cyclical and oligopolistic industry," Information Economics and Policy, Elsevier, vol. 18(3), pages 272-284, September.
    3. Stephen G. Cecchetti, 2002. "The New Economy and the Challenges for Macroeconomic Policy," NBER Working Papers 8935, National Bureau of Economic Research, Inc.
    4. David Neumark & Deborah Reed, 2002. "Employment Relationships in the New Economy," NBER Working Papers 8910, National Bureau of Economic Research, Inc.
    5. Shortridge, Rebecca Toppe & Smith, Pamela A., 2009. "Understanding the changes in accounting thought," Research in Accounting Regulation, Elsevier, vol. 21(1), pages 11-18.
    6. TOTH Kornel & HERCZEG Adrienn, 2015. "The Effect Of Globalization On Frameworks And Concepts In Accounting," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 968-975, July.
    7. Ioan I. Gâf-Deac & Mohammad Jaradat & Florina Bran & Raluca Florentina Crețu & Daniel Moise & Svetlana Platagea Gombos & Teodora Odett Breaz, 2022. "Similarities and Proximity Symmetries for Decisions of Complex Valuation of Mining Resources in Anthropically Affected Areas," Sustainability, MDPI, vol. 14(16), pages 1-22, August.
    8. Aldona Małgorzata Dereń & Jan Skonieczny, 2022. "Green Intellectual Property as a Strategic Resource in the Sustainable Development of an Organization," Sustainability, MDPI, vol. 14(8), pages 1-11, April.
    9. R. Nahuis & H. van der Wiel, 2005. "How Should Europe’s ICT Ambitions look like? An Interpretative Review of the Facts," Working Papers 05-22, Utrecht School of Economics.

  5. Ramirez, Carlos D & De Long, J Bradford, 2001. "Understanding America's Hesitant Steps toward Financial Capitalism: Politics, the Depression, and the Separation of Commercial and Investment Banking," Public Choice, Springer, vol. 106(1-2), pages 93-116, January.

    Cited by:

    1. Ignatowski, Magdalena & Korte, Josef & Werger, Charlotte, 2015. "Between capture and discretion - The determinants of distressed bank treatment and expected government support," Working Paper Series 1835, European Central Bank.
    2. Flandreau, Marc, 2017. "Reputation, Regulation and the Collapse of International Capital Markets, 1920-1935," CEPR Discussion Papers 11747, C.E.P.R. Discussion Papers.
    3. Masami Imai, 2009. "Political Influence and Declarations of Bank Insolvency in Japan," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(1), pages 131-158, February.

  6. J. Bradford DeLong, 2000. "America's historical experience with low inflation," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, pages 979-1006.

    Cited by:

    1. Bordo, Michael & Istrefi, Klodiana, 2023. "Perceived FOMC: The making of hawks, doves and swingers," Journal of Monetary Economics, Elsevier, vol. 136(C), pages 125-143.

  7. J. Bradford De Long, 2000. "The Triumph of Monetarism?," Journal of Economic Perspectives, American Economic Association, vol. 14(1), pages 83-94, Winter.

    Cited by:

    1. Dr. Samuel Reynard, 2006. "Money and the Great Disinflation," Working Papers 2006-07, Swiss National Bank.
    2. Scott Sumner, 2015. "What Would Milton Friedman Have Thought of the Great Recession?," American Journal of Economics and Sociology, Wiley Blackwell, vol. 74(2), pages 209-235, March.
    3. Haakon O. Aa. Solheim, 2005. "Evaluating Macroeconometric Modelling with Regard to Usefulness: a Survey," Nordic Journal of Political Economy, Nordic Journal of Political Economy, vol. 31, pages 3-15.
    4. Csaba, László, 2002. "Az átalakulás fejlődéselmélete [The development theory of the transformation]," Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences), Közgazdasági Szemle Alapítvány (Economic Review Foundation), vol. 0(4), pages 273-291.
    5. Mauricio Avella Gómez, 2007. "El Encaje Bancario en Colombia Perspectiva General," Borradores de Economia 4327, Banco de la Republica.
    6. Scott Sumner, 2015. "Ideological Differences in Economics: Why Is the Left-Right Divide Widening?," Econ Journal Watch, Econ Journal Watch, vol. 12(1), pages 58-67, January.
    7. Colin Rogers, 2000. "Discussion of 'Inflation, Disinflation and the Natural Rate of Unemployment: A Dynamic Framework for Policy Analysis'," RBA Annual Conference Volume (Discontinued), in: David Gruen & Sona Shrestha (ed.),The Australian Economy in the 1990s, Reserve Bank of Australia.
    8. Mauricio Avella Gómez, 2007. "El encaje bancario en Colombia Perspectiva general," Borradores de Economia 470, Banco de la Republica de Colombia.
    9. Robert Dimand, 2002. "Patinkin on Irving Fisher's monetary economics," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 9(2), pages 308-326.
    10. Nilss Olekalns, 2002. "The Teaching of First Year Economics in Australian Universities," Department of Economics - Working Papers Series 848, The University of Melbourne.
    11. Krieger, Tim & Nientiedt, Daniel, 2022. "The renaissance of ordoliberalism in the 1970s and 1980s," Discussion Paper Series 2022-05, University of Freiburg, Wilfried Guth Endowed Chair for Constitutional Political Economy and Competition Policy.
    12. Sylvie Rivot, 2015. "Rule-based frameworks in historical perspective: Keynes' and Friedman's monetary policies versus contemporary policy-rules," The European Journal of the History of Economic Thought, Taylor & Francis Journals, vol. 22(4), pages 601-633, August.
    13. W A Razzak, 2001. "Money in the era of inflation targeting," Reserve Bank of New Zealand Discussion Paper Series DP2001/02, Reserve Bank of New Zealand.

  8. J. Bradford De Long, 1999. "Introduction to the Symposium on Business Cycles," Journal of Economic Perspectives, American Economic Association, vol. 13(2), pages 19-22, Spring.

    Cited by:

    1. Spree, Reinhard, 2002. "Business Cycles in History," Discussion Papers in Economics 6, University of Munich, Department of Economics.
    2. Reichenvater, Arno, 2007. "Business Cycles, Political Incentives and the Macroeconomy: Comparison of Models," MPRA Paper 5527, University Library of Munich, Germany.

  9. J. Bradford DeLong, 1998. "The budget deficit," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan30.

    Cited by:

    1. Tsangyao Chang & WentRong Liu & Michael Thompson, 2002. "The Viability of Fiscal Policy in South Korea, Taiwan, and Thailand," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper0209, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
    2. Ahmad Zubaidi Baharumshah & Evan Lau, 2005. "Regime Changes And The Sustainability Of Fiscal Imbalance In East Asian Countries," Macroeconomics 0504001, University Library of Munich, Germany.
    3. Enrique Alberola & Luis Molina, 2000. "Fiscal Discipline and Exchange Rate Regimes: a Case for Currency Boards?," Working Papers 0006, Banco de España.
    4. Evan Lau & Ahmad Zubaidi Baharumshah, 2005. "Assessing The Mean Reversion Behavior Of Fiscal Policy: The Case Of Asian Countries," Macroeconomics 0504002, University Library of Munich, Germany.

  10. J. Bradford DeLong & Robert J. Waldmann, 1997. "Interpreting procyclical productivity: evidence from a cross-nation cross-industry panel," Economic Review, Federal Reserve Bank of San Francisco, pages 33-52.

    Cited by:

    1. Gianluigi Nocella, 2015. "Competitività e distribuzione funzionale nell'Eurozona," a/ Working Papers Series 1504, Italian Association for the Study of Economic Asymmetries, Rome (Italy).
    2. Claudiu George BOCEAN, 2012. "Human Resource Compensation In Time Of Crisis," Management and Marketing Journal, University of Craiova, Faculty of Economics and Business Administration, vol. 0(2), pages 285-292, November.
    3. JaeBin Ahn & Moon Jung Choi, 2016. "From Firm-level Imports to Aggregate Productivity: Evidence from Korean Manufacturing Firms Data," Working Papers 2016-6, Economic Research Institute, Bank of Korea.
    4. Nicoletta Batini & Brian Jackson & Stephen Nickell, 2002. "The Pricing Behaviour of UK Firms," Discussion Papers 09, Monetary Policy Committee Unit, Bank of England.

  11. J. Bradford De Long, 1996. "Keynesianism, Pennsylvania Avenue Style: Some Economic Consequences of the Employment Act of 1946," Journal of Economic Perspectives, American Economic Association, vol. 10(3), pages 41-53, Summer.
    See citations under working paper version above.
  12. J. Bradford DeLong, 1996. "Cross-country variations in national economic growth rates: the role of \\"technology\\"," Conference Series ; [Proceedings], Federal Reserve Bank of Boston, vol. 40(Jun), pages 127-172.

    Cited by:

    1. Jonathan Temple, 2006. "Aggregate Production Functions and Growth Economics," International Review of Applied Economics, Taylor & Francis Journals, vol. 20(3), pages 301-317.

  13. De Long, J. Bradford & Summers, Lawrence H., 1993. "How strongly do developing economies benefit from equipment investment?," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 395-415, December.

    Cited by:

    1. Akyüz, Yılmaz., 2006. "From liberalization to investment and jobs : lost in translation," ILO Working Papers 993913203402676, International Labour Organization.
    2. Mdingi, Kholeka & Ho, Sin-Yu, 2023. "Income inequality and economic growth: An empirical investigation in South Africa," MPRA Paper 117733, University Library of Munich, Germany.
    3. Narayan, Seema & Narayan, Paresh Kumar & Mishra, Sagarika, 2010. "Investigating the relationship between health and economic growth: empirical evidence from a panel of 5 Asian countries," Working Papers eco_2010_08, Deakin University, Department of Economics.
    4. Jakob B. Madsen, 2005. "A Century Of Economic Growth: The Social Returns To Investment In Equipment And Structures," Manchester School, University of Manchester, vol. 73(1), pages 101-122, January.
    5. Duranton, Gilles & Deo, Stephane, 1999. "Financing Productive Local Public Goods," Journal of Urban Economics, Elsevier, vol. 45(2), pages 264-286, March.
    6. Dauvin, Magali & Guerreiro, David, 2017. "The Paradox of Plenty: A Meta-Analysis," World Development, Elsevier, vol. 94(C), pages 212-231.
    7. Bee Wah Tan & Chor Foon Tang, 2016. "Examining the Causal Linkages among Domestic Investment, FDI, Trade, Interest Rate and Economic Growth in ASEAN-5 Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 6(1), pages 214-220.
    8. Óscar Afonso & Álvaro Aguiar, 2004. "Comércio Externo e Crescimento da Economia Portuguesa no Século XX," FEP Working Papers 146, Universidade do Porto, Faculdade de Economia do Porto.
    9. Kevin S. Nell & Maria M. De Mello, 2017. "The Interdependence between the Saving Rate and Technology across Regimes: Evidence from South Africa," Working Papers 674, Economic Research Southern Africa.
    10. Jonathan Temple & Hans-Joachim Voth, 1996. "Human capital, equipment investment, and industrialization," Economics Papers 22 & 116, Economics Group, Nuffield College, University of Oxford.
    11. Catherine Dehon & Marjorie Gassner & Vincenzo Verardi, 2005. "Robustness or Efficiency, A Test to Solve the Dilemma," Econometrics 0508011, University Library of Munich, Germany.
    12. Elisha Houston & Julia Minty & Nathan Dal Bon, 2008. "Investment in East Asia since the Asian financial crisis," Economic Roundup, The Treasury, Australian Government, issue 2, pages 13-34, July.
    13. Stephen S. Everhart & Mariusz A. Sumlinski, 2001. "Trends in Private Investment in Developing Countries : Statistics for 1970-2000 and the Impact on Private Investment of Corruption and the Quality of Public Investment," World Bank Publications - Books, The World Bank Group, number 13989.
    14. Henry, Peter B. & Sasson, Diego, 2008. "Capital Account Liberalization, Real Wages, and Productivity," Research Papers 1988, Stanford University, Graduate School of Business.
    15. Hendricks, Lutz A., 2000. "Equipment Investment and Growth In Developing Countries," Staff General Research Papers Archive 11932, Iowa State University, Department of Economics.
    16. A. Galetovic, 1996. "Finance and growth: a synthesis and interpretation of the evidence," Banca Nazionale del Lavoro Quarterly Review, Banca Nazionale del Lavoro, vol. 49(196), pages 59-82.
    17. A. Galetovic, 1996. "Finance and growth: a synthesis and interpretation of the evidence," BNL Quarterly Review, Banca Nazionale del Lavoro, vol. 49(196), pages 59-82.
    18. Li, Huixuan & Chen, Jing, 2022. "Does higher investments necessarily reduce stock returns?☆," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
    19. V.R. Prabhakaran Nair, 2005. "Determinants of fixed investment: A study of Indian private corporate manufacturing sector," Centre for Development Studies, Trivendrum Working Papers 369, Centre for Development Studies, Trivendrum, India.
    20. Kevin S. Nell & Maria M. De Mello, 2015. "Testing Capital Accumulation-Driven Growth Models in a Multiple-Regime Framework: Evidence from South Africa," CEF.UP Working Papers 1501, Universidade do Porto, Faculdade de Economia do Porto.
    21. Steve Bond & Asli Leblebicioglu & Fabio Schiantarelli, 2004. "Capital Accumulation and Growth: A New Look at the Empirical Evidence," Economics Papers 2004-W08, Economics Group, Nuffield College, University of Oxford.
    22. Aurora A.C. Teixeira & Natércia Fortuna, 2006. "Human capital, trade and long-run productivity. Testing the technological absorption hypothesis for the Portuguese economy, 1960-2001," FEP Working Papers 226, Universidade do Porto, Faculdade de Economia do Porto.
    23. Alain Desdoigts, 2000. "Neoclassical Convergence Versus Technological Catch-Up: A Contribution for Reaching a Consensus," Documents de recherche 00-08, Centre d'Études des Politiques Économiques (EPEE), Université d'Evry Val d'Essonne.
    24. Abdul Karim, Zulkefly & Abdul Karim, Bakri & Ahmad, Riayati, 2010. "Fixed investment, household consumption, and economic growth : a structural vector error correction model (SVECM) study of Malaysia," MPRA Paper 27146, University Library of Munich, Germany.
    25. Nazrul Islam, 2003. "What have We Learnt from the Convergence Debate?," Journal of Economic Surveys, Wiley Blackwell, vol. 17(3), pages 309-362, July.
    26. Khanna, Rupika & Sharma, Chandan, 2024. "Beyond information technology and productivity paradox: Analysing the channels of impact at the firm-level," Technological Forecasting and Social Change, Elsevier, vol. 203(C).
    27. Hamid Falatoon & Mohammad Safarzadeh, 2006. "Technological innovations and economic prosperity: A time series analysis," International Review of Economics, Springer;Happiness Economics and Interpersonal Relations (HEIRS), vol. 53(2), pages 240-248, June.
    28. Edgar A. Ghossoub & Robert R. Reed, 2019. "Banking competition, production externalities, and the effects of monetary policy," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 67(1), pages 91-154, February.
    29. Augustin Kwasi Fosu, 2000. "The International Dimension of African Economic Growth," CID Working Papers 34A, Center for International Development at Harvard University.
    30. Rana Hasan, 2000. "The Impact of Imported and Domestic Technologies on Productivity: Evidence from Indian Manufacturing Firms," Economics Study Area Working Papers 06, East-West Center, Economics Study Area.
    31. Easterly, William & Kremer, Michael & Pritchett, Lant & Summers, Lawrence H., 1993. "Good policy or good luck?: Country growth performance and temporary shocks," Journal of Monetary Economics, Elsevier, vol. 32(3), pages 459-483, December.
    32. Olfa CHEHAIDER, 2009. "LES DeTERMINANTS DE L’ACTIVITe DE RECHERCHE ET DeVELOPPEMENT DES ENTREPRISES MANUFACTURIeRES TUNISIENNES," Region et Developpement, Region et Developpement, LEAD, Universite du Sud - Toulon Var, vol. 29, pages 159-179.
    33. Titarenko, Deniss, 2007. "Investīciju struktūra un ekonomikas izaugsme Latvijā [Investment Structure and Economic Growth in Latvia]," MPRA Paper 19341, University Library of Munich, Germany.
    34. Jessica Madariaga & Anton Bekkerman, 2020. "The Impact of Trade Openness on Relative Equipment Prices: Lessons from Latin America," Economica, London School of Economics and Political Science, vol. 87(348), pages 938-984, October.
    35. Ho, Sin-Yu, 2018. "Determinants of Economic Growth in Hong Kong: The Role of Stock Market Development," MPRA Paper 88788, University Library of Munich, Germany.
    36. Andrés Solimano & Mario Gutierrez, 2008. "Savings, Investment and Capital Accumulation," Chapters, in: Amitava Krishna Dutt & Jaime Ros (ed.), International Handbook of Development Economics, Volumes 1 & 2, volume 0, chapter 19, Edward Elgar Publishing.
    37. William Easterly & Ross Levine, 2002. "It´s Not Factor Accumulation: Stylized Facts and Growth Models," Central Banking, Analysis, and Economic Policies Book Series, in: Norman Loayza & Raimundo Soto & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Series Editor) (ed.),Economic Growth: Sources, Trends, and Cycles, edition 1, volume 6, chapter 3, pages 061-114, Central Bank of Chile.
    38. Rudolfs Bems, 2008. "Aggregate Investment Expenditures on Tradable and Nontradable Goods," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 11(4), pages 852-883, October.
    39. Rania S. Miniesy & Mariam AbdelKarim, 2021. "Generalized Trust and Economic Growth: The Nexus in MENA Countries," Economies, MDPI, vol. 9(1), pages 1-22, March.
    40. Alan M. Taylor, 1996. "On the Costs of Inward-Looking Development: Historical Perspectives on Price Distortions, Growth, and Divergence in Latin American from 1930s - 1980s," NBER Working Papers 5432, National Bureau of Economic Research, Inc.
    41. Sarantis Kalyvitis, 2003. "Public Investment Rules and Endogenous Growth with Empirical Evidence From Canada," Scottish Journal of Political Economy, Scottish Economic Society, vol. 50(1), pages 90-110, February.
    42. Dyendelayi, Isaac, 2000. "Analyse de Fuite des Capitaux en Afrique Subsaharienne : Cas de la République Démocratique du Congo (2000 – 2018) [Analysis of Capital Flight in Sub-Saharan Africa: Case of Democratic Republic of C," MPRA Paper 110335, University Library of Munich, Germany, revised 31 Dec 2018.
    43. Öner Günçavdi & Michael Bleaney & Andrew McKay, 1999. "The response of private investment to structural adjustment-a case study of Turkey," Journal of International Development, John Wiley & Sons, Ltd., vol. 11(2), pages 221-239.
    44. Asif Islam & Silvia Muzi & Jorge Luis Rodriguez Meza, 2018. "Does mobile money use increase firms’ investment? Evidence from Enterprise Surveys in Kenya, Uganda, and Tanzania," Small Business Economics, Springer, vol. 51(3), pages 687-708, October.
    45. Sridhar, Kala Seetharan & Sridhar, Varadharajan, 2007. "Telecommunications Infrastructure And Economic Growth: Evidence From Developing Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 7(2), pages 37-56.
    46. Shimaa Elkomy & Hilary Ingham & Robert Read, 2021. "The Impact of Foreign Technology and Embodied R&D on Productivity in Internationally Oriented and High-Technology Industries in Egypt, 2006–2009," Journal of Industry, Competition and Trade, Springer, vol. 21(2), pages 171-192, June.
    47. Weicheng Lian & Natalija Novta & Evgenia Pugacheva & Mr. Yannick Timmer & Petia Topalova, 2019. "The Price of Capital Goods: A Driver of Investment Under Threat," IMF Working Papers 2019/134, International Monetary Fund.
    48. Dulleck, Uwe & Foster, Neil, 2008. "Imported Equipment, Human Capital and Economic Growth in Developing Countries," Economic Analysis and Policy, Elsevier, vol. 38(2), pages 233-250, September.
    49. Shiau, Allen & Kilpatrick, James & Matthews, Miriam, 2002. "Seven percent growth for Mexico?: A quantitative assessment of Mexico's investment requirements," Journal of Policy Modeling, Elsevier, vol. 24(7-8), pages 781-798, November.
    50. Bouton, L. & Sumlinski, M.A., 2000. "Trends in Private Investment in Developing Countries. Statistics for 1970-1998," Papers 41, World Bank - International Finance Corporation.
    51. Stephen Guisinger, 1997. "The Effects of the Foreign Direct Investment: Liberalisation on Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 36(4), pages 403-418.
    52. Shimaa Elkomy & Hilary Ingham & Robert Read, 2020. "The Impact of Foreign Technology & Embodied R&D On Productivity in Internationally-Oriented & High-Technology Industries in Egypt, 2006-2009," Working Papers 293574925, Lancaster University Management School, Economics Department.
    53. Emmanuel Nkoa ONGO & Andrew Wujung VUKENKENG, 2014. "Does gross capital formation matter for economic growth in the CEMAC sub-region?," EuroEconomica, Danubius University of Galati, issue 2(33), pages 79-88, November.
    54. Jörg MAYER, 2001. "Technology Diffusion, Human Capital And Economic Growth In Developing Countries," UNCTAD Discussion Papers 154, United Nations Conference on Trade and Development.
    55. John A. List & Haiwen Zhou, 2007. "Internal Increasing Returns to Scale and Economic Growth," NBER Working Papers 12999, National Bureau of Economic Research, Inc.
    56. Correa, Lisa, 2006. "The economic impact of telecommunications diffusion on UK productivity growth," Information Economics and Policy, Elsevier, vol. 18(4), pages 385-404, November.
    57. Óscar Afonso, 2001. "The Impact of International Trade on Economic Growth," FEP Working Papers 106, Universidade do Porto, Faculdade de Economia do Porto.
    58. Tang, Dapeng & Yu, Qian & Gebrehans, Mebrahtu Tesfagebreal & Wang, Lulu, 2023. "The asymmetric innovation effects of heterogeneous government subsidies: A new perspective from GDP target deviation," Pacific-Basin Finance Journal, Elsevier, vol. 82(C).
    59. Anusha Chari & Peter Blair Henry & Diego Sasson, 2009. "Capital Market Integration and Wages," NBER Working Papers 15204, National Bureau of Economic Research, Inc.
    60. Oyinlola, Mutiu A. & Adedeji, Abdulfatai A. & Onitekun, Olumide, 2021. "Human capital, innovation, and inclusive growth in sub-Saharan African Region," Economic Analysis and Policy, Elsevier, vol. 72(C), pages 609-625.
    61. Paul Wonnacott & Ronald J. Wonnacott, 1999. "An Economic Theory of the GATT: A Generalization," University of Western Ontario, Departmental Research Report Series 9901, University of Western Ontario, Department of Economics.
    62. Lawrence Bouton & Mariusz A. Sumlinski, 2000. "Trends in Private Investment in Developing Countries : Statistics for 1970-1998," World Bank Publications - Books, The World Bank Group, number 13986.
    63. Ibrahim A. Elbadawi & Francis M. Mwega, 2000. "Can Africa's Saving Collapse Be Reversed?," The World Bank Economic Review, World Bank, vol. 14(3), pages 415-443, September.
    64. Alfaro, Laura & Hammel, Eliza, 2007. "Capital flows and capital goods," Journal of International Economics, Elsevier, vol. 72(1), pages 128-150, May.
    65. Gilles Duranton, 1997. "La nouvelle économie géographique : agglomération et dispersion," Économie et Prévision, Programme National Persée, vol. 131(5), pages 1-24.
    66. Baghish Ahmadov, 2024. "The Impact of Oil Prices on the Import of Capital Goods in Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, vol. 14(3), pages 512-517, May.
    67. Khanna, Rupika & Sharma, Chandan, 2021. "Do technological investments promote manufacturing productivity? A firm-level analysis for India," Economic Modelling, Elsevier, vol. 105(C).
    68. Osvaldo Lagares, 2016. "Capital, Economic Growth and Relative Income Differences in Latin America," Discussion Papers 16/03, Department of Economics, University of York.
    69. Suto, Isao & James, John A., 1999. "Savings and early economic growth in the United States and Japan," Japan and the World Economy, Elsevier, vol. 11(2), pages 161-183, April.
    70. Peter Henry & Diego Sasson, "undated". "Capital Market Integration and Wages," Discussion Papers 08-028, Stanford Institute for Economic Policy Research.
    71. Daniel Poon, 2014. "China’s Development Trajectory: A Strategic Opening for Industrial Policy in the South," UNCTAD Discussion Papers 218, United Nations Conference on Trade and Development.
    72. Huggett, Mark & Ospina, Sandra, 2001. "Does productivity growth fall after the adoption of new technology?," Journal of Monetary Economics, Elsevier, vol. 48(1), pages 173-195, August.
    73. Mark Rogers, 2003. "A Survey of Economic Growth," The Economic Record, The Economic Society of Australia, vol. 79(244), pages 112-135, March.
    74. Restuccia, Diego & Urrutia, Carlos, 2001. "Relative prices and investment rates," Journal of Monetary Economics, Elsevier, vol. 47(1), pages 93-121, February.
    75. Kevin S. Nell, 2013. "A Total Factor Productivity-Capital Accumulation Hypothesis of India’s Growth Transitions," CEF.UP Working Papers 1313, Universidade do Porto, Faculdade de Economia do Porto.
    76. Alan M. Taylor, 1995. "Growth and Convergence in the Asia-Pacific Region: On the Role of Openness, Trade and Migration," NBER Working Papers 5276, National Bureau of Economic Research, Inc.
    77. Papyrakis, Elissaios & Gerlagh, Reyer, 2007. "Resource abundance and economic growth in the United States," European Economic Review, Elsevier, vol. 51(4), pages 1011-1039, May.
    78. Madsen, Jakob B., 2002. "The causality between investment and economic growth," Economics Letters, Elsevier, vol. 74(2), pages 157-163, January.
    79. Toseef Azid & Mohammad Aslam & Mohammad Omer Chaudhry, 2002. "Transfer of Technology: Competition or Cooperation," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 41(4), pages 761-786.

  14. De Long, J Bradford & Shleifer, Andrei, 1993. "Princes and Merchants: European City Growth before the Industrial Revolution," Journal of Law and Economics, University of Chicago Press, vol. 36(2), pages 671-702, October.
    See citations under working paper version above.
  15. J. Bradford DeLong & Lawrence H. Summers, 1992. "Macroeconomic policy and long-run growth," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 93-128.
    See citations under working paper version above.
  16. De Long, J Bradford & Lang, Kevin, 1992. "Are All Economic Hypotheses False?," Journal of Political Economy, University of Chicago Press, vol. 100(6), pages 1257-1272, December.
    See citations under working paper version above.
  17. De Long, J Bradford & Shleifer, Andrei & Summers, Lawrence H & Waldmann, Robert J, 1991. "The Survival of Noise Traders in Financial Markets," The Journal of Business, University of Chicago Press, vol. 64(1), pages 1-19, January.
    See citations under working paper version above.
  18. De Long, J Bradford & Andrei Shleifer & Lawrence H. Summers & Robert J. Waldmann, 1990. "Noise Trader Risk in Financial Markets," Journal of Political Economy, University of Chicago Press, vol. 98(4), pages 703-738, August.
    See citations under working paper version above.
  19. De Long, J Bradford, et al, 1990. "Positive Feedback Investment Strategies and Destabilizing Rational Speculation," Journal of Finance, American Finance Association, vol. 45(2), pages 379-395, June.
    See citations under working paper version above.
  20. De Long, J Bradford, 1988. "Productivity Growth, Convergence, and Welfare: Comment," American Economic Review, American Economic Association, vol. 78(5), pages 1138-1154, December.
    See citations under working paper version above.
  21. De Long, J Bradford & Summers, Lawrence H, 1988. "Is Increased Price Flexibility Stabilizing? Reply," American Economic Review, American Economic Association, vol. 78(1), pages 273-276, March.

    Cited by:

    1. Marini, G. & Scaramozzino, P., 1989. "Monopolistic competition, expected inflation and contract length," Other publications TiSEM 20b0b441-03ed-47d2-a059-8, Tilburg University, School of Economics and Management.
    2. Robert W. Dimand, 2005. "Fisher, Keynes, and the Corridor of Stability," American Journal of Economics and Sociology, Wiley Blackwell, vol. 64(1), pages 185-199, January.

  22. De Long, James Bradford & Summers, Lawrence H, 1986. "Is Increased Price Flexibility Stabilizing?," American Economic Review, American Economic Association, vol. 76(5), pages 1031-1044, December.
    See citations under working paper version above.

Chapters

  1. J Bradford DeLong, 2000. "What Went Right in the 1990s? Sources of American and Prospects for World Economic Growth," RBA Annual Conference Volume (Discontinued), in: David Gruen & Sona Shrestha (ed.),The Australian Economy in the 1990s, Reserve Bank of Australia.

    Cited by:

    1. Mardi Dungey & Renee Fry, 2003. "Identification of Common and Idiosyncratic Shocks in Real Equity Prices: Australia 1982 to 2002," Departmental Working Papers 2003-18, The Australian National University, Arndt-Corden Department of Economics.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.