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Investor psychology in capital markets: evidence and policy implications
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Cited by:
- Hirshleifer, David & Lim, Seongyeon & Teoh, Siew Hong, 2004.
"Disclosure to an Audience with Limited Attention,"
Working Paper Series
2004-21, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- David Hirshleifer & SONYA SEONGYEON LIM & Siew Hong Teoh, 2004. "Disclosure to an Audience with Limited Attention," Game Theory and Information 0412002, University Library of Munich, Germany.
- 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.
- 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.
- 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.
- George A. Krause, 2006. "Beyond the Norm," Rationality and Society, , vol. 18(2), pages 157-191, May.
- Zhen-Hua Yang & Jian-Guo Liu & Chang-Rui Yu & Jing-Ti Han, 2017. "Quantifying the effect of investors’ attention on stock market," PLOS ONE, Public Library of Science, vol. 12(5), pages 1-16, May.
- Glaser, Markus, 2003. "Online Broker Investors: Demographic Information, Investment Strategy, Portfolio Positions, and Trading Activity," Sonderforschungsbereich 504 Publications 03-18, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Saim Kashmiri & Cameron Duncan Nicol & Liwu Hsu, 2017. "Birds of a feather: intra-industry spillover of the Target customer data breach and the shielding role of IT, marketing, and CSR," Journal of the Academy of Marketing Science, Springer, vol. 45(2), pages 208-228, March.
- Forbes, James & Kara, S. Murat, 2010. "Confidence mediates how investment knowledge influences investing self-efficacy," Journal of Economic Psychology, Elsevier, vol. 31(3), pages 435-443, June.
- Stanley C. W. Salvary, 2003.
"Financial accounting information and the relevance/irrelevance issue,"
Global Business and Economics Review, Inderscience Enterprises Ltd, vol. 5(2), pages 140-175.
- Stanley C. W. Salvary, 2005. "Financial Accounting Information And The Relevance/Irrelevance Issue," Finance 0502016, University Library of Munich, Germany.
- Berna Karali & Scott H. Irwin & Olga Isengildina‐Massa, 2020.
"Supply Fundamentals and Grain Futures Price Movements,"
American Journal of Agricultural Economics, John Wiley & Sons, vol. 102(2), pages 548-568, March.
- Karali, Berna & Isengildina Massa, Olga & Irwin, Scott H., 2018. "Does Noise in Market Expectations Dilute Price Reactions to USDA Reports?," 2018 Annual Meeting, August 5-7, Washington, D.C. 273973, Agricultural and Applied Economics Association.
- Evan W. Anderson & Eric Ghysels & Jennifer L. Juergens, 2005.
"Do Heterogeneous Beliefs Matter for Asset Pricing?,"
The Review of Financial Studies, Society for Financial Studies, vol. 18(3), pages 875-924.
- Jennifer Juergens & Evan Anderson & Eric Ghysels, 2004. "Do Heterogeneous Beliefs Matter for Asset Pricing?," Econometric Society 2004 North American Summer Meetings 477, Econometric Society.
- Kenneth Oliven & Thomas A. Rietz, 2004. "Suckers Are Born but Markets Are Made: Individual Rationality, Arbitrage, and Market Efficiency on an Electronic Futures Market," Management Science, INFORMS, vol. 50(3), pages 336-351, March.
- Reyes, Tomas & Batista, Julian A. & Chacon, Alvaro & Martinez, Diego & Kausel, Edgar E., 2023. "Attention-driven reaction to extreme earnings surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 92(C), pages 230-248.
- Melike Bildirici & Özgür Ömer Ersin, 2014. "Nonlinearity, Volatility and Fractional Integration in Daily Oil Prices: Smooth Transition Autoregressive ST-FI(AP)GARCH Models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(3), pages 108-135, October.
- 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.
- Barna Flavia & Danuletiu Adina Elena & Mura Petru Ovidiu, 2009. "Role Of Information In Adoption Of Investment Decisions On Capital Market," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 3(1), pages 474-479, May.
- Anagol, Santosh & Balasubramaniam, Vimal & Ramadorai, Tarun, 2021. "Learning from noise: Evidence from India’s IPO lotteries," Journal of Financial Economics, Elsevier, vol. 140(3), pages 965-986.
- Charles F. Manski, 2018.
"Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise,"
NBER Macroeconomics Annual, University of Chicago Press, vol. 32(1), pages 411-471.
- Charles F. Manski, 2017. "Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise," NBER Chapters, in: NBER Macroeconomics Annual 2017, volume 32, pages 411-471, National Bureau of Economic Research, Inc.
- Charles F. Manski, 2017. "Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise," NBER Working Papers 23418, National Bureau of Economic Research, Inc.
- Balakrishnan, Karthik & Bartov, Eli & Faurel, Lucile, 2010. "Post loss/profit announcement drift," Journal of Accounting and Economics, Elsevier, vol. 50(1), pages 20-41, May.
- Erik Theissen, 2007.
"An analysis of private investors' stock market return forecasts,"
Applied Financial Economics, Taylor & Francis Journals, vol. 17(1), pages 35-43.
- Theissen, Erik, 2005. "An analysis of private investors' stock market return forecasts," CFR Working Papers 05-16, University of Cologne, Centre for Financial Research (CFR).
- Ramos, Sofía B. & Veiga, Helena, 2012. "Asymmetric long-run effects in the oil industry," DES - Working Papers. Statistics and Econometrics. WS ws120502, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- repec:pra:mprapa:40678 is not listed on IDEAS
- Jérémie Bertrand & Laurent Weill, 2022.
"In December days are shorter but loans are cheaper,"
Economic Inquiry, Western Economic Association International, vol. 60(3), pages 1335-1356, July.
- Jérémie BERTRAND & Laurent WEILL, 2020. "In December Days are Shorter but Loans are Cheaper," Working Papers of LaRGE Research Center 2020-02, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Jérémie Bertrand & Laurent Weill, 2022. "In December days are shorter but loans are cheaper," Post-Print hal-03703986, HAL.
- 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.
- Zamri Ahmad & Haslindar Ibrahim & Jasman Tuyon, 2017. "Behavior of fund managers in Malaysian investment management industry," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 9(3), pages 205-239, August.
- Chou, Pin-Huang & Hsieh, Chia-Hsun & Shen, Carl Hsin-Han, 2016. "What explains the orange juice puzzle: Sentiment, smart money, or fundamentals?," Journal of Financial Markets, Elsevier, vol. 29(C), pages 47-65.
- 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.
- Mathias Drehmann & Jörg Oechssler & Andreas Roider, 2005.
"Herding and Contrarian Behavior in Financial Markets: An Internet Experiment,"
American Economic Review, American Economic Association, vol. 95(5), pages 1403-1426, December.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Experimental 0210001, University Library of Munich, Germany.
- Drehmann, Mathias & Oechssler, Joerg & Roider, Andreas, 2003. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," University of California at Santa Barbara, Economics Working Paper Series qt6zf5469f, Department of Economics, UC Santa Barbara.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 7, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- Mathias Drehmann & Jörg Oechssler, 2004. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Econometric Society 2004 North American Winter Meetings 55, Econometric Society.
- Mathias Drehmann & Joerg Oechssler & Andreas Roider, 2002. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Finance 0210005, University Library of Munich, Germany.
- Roider, Andreas & Mathias Drehmann & Jorg Oechssler, 2003. "Herding and Contrarian Behavior in Financial Markets - An Internet Experiment," Royal Economic Society Annual Conference 2003 177, Royal Economic Society.
- Drehmann, Mathias & Oechssler, Jörg & Roider, Andreas, 2002. "Herding and Contrarian Behavior in Financial Markets: An Internet Experiment," Bonn Econ Discussion Papers 25/2002, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Niccolò Comerio & Fausto Pacicco & Massimiliano Serati, 2024. "“Fly down”: the impact of new accounting standards on the airline industry risk assessment," Empirical Economics, Springer, vol. 67(5), pages 2109-2133, November.
- Audrino, Francesco & Serwart, Jan, 2024. "Yield curve trading strategies exploiting sentiment data," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
- Andrade, Sandro C. & Bian, Jiangze & Burch, Timothy R., 2013. "Analyst Coverage, Information, and Bubbles," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1573-1605, October.
- Beber, Alessandro & Breedon, Francis & Buraschi, Andrea, 2010. "Differences in beliefs and currency risk premiums," Journal of Financial Economics, Elsevier, vol. 98(3), pages 415-438, December.
- Sokolovskyi, Dmytro, 2018. "Analysis of dependencies between state tax behavior and macroeconomic indicators," MPRA Paper 86417, University Library of Munich, Germany.
- 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.
- Francisco Gomes & Michael Haliassos & Tarun Ramadorai, 2021.
"Household Finance,"
Journal of Economic Literature, American Economic Association, vol. 59(3), pages 919-1000, September.
- Haliassos, Michael & Gomes, Francisco, 2020. "Household Finance," CEPR Discussion Papers 14502, C.E.P.R. Discussion Papers.
- Gomes, Francisco J. & Haliassos, Michael & Ramadorai, Tarun, 2020. "Household finance," IMFS Working Paper Series 138, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
- Jinesh Jain & Nidhi Walia & Simarjeet Singh & Esha Jain, 2022. "Mapping the field of behavioural biases: a literature review using bibliometric analysis," Management Review Quarterly, Springer, vol. 72(3), pages 823-855, September.
- Klein, Paul-Olivier & Turk, Rima & Weill, Laurent, 2017.
"Religiosity vs. well-being effects on investor behavior,"
Journal of Economic Behavior & Organization, Elsevier, vol. 138(C), pages 50-62.
- Paul-Olivier Klein & Rima Turk & Laurent Weill, 2017. "Religiosity vs. well-being effects on investor behavior," Post-Print hal-03053249, HAL.
- Bertrand, Jérémie & Weill, Laurent, 2023.
"Too sunny to borrow: Sunshine and borrower discouragement,"
Research in International Business and Finance, Elsevier, vol. 65(C).
- Jérémie BERTRAND & Laurent WEILL, 2022. "Too Sunny to Borrow: Sunshine and Borrower Discouragement," Working Papers of LaRGE Research Center 2022-05, Laboratoire de Recherche en Gestion et Economie (LaRGE), Université de Strasbourg.
- Jérémie Bertrand & Laurent Weill, 2023. "Too sunny to borrow: Sunshine and borrower discouragement," Post-Print hal-04278562, HAL.
- Simon Sosvilla-Rivero & Pedro Rodriguez, 2010.
"Linkages in international stock markets: evidence from a classification procedure,"
Applied Economics, Taylor & Francis Journals, vol. 42(16), pages 2081-2089.
- Simon Sosvilla-Rivero & Pedro N. Rodríguez, "undated". "Linkages in international stock markets: Evidence from a classification procedure," Working Papers 2004-23, FEDEA.
- Athanasakou, Vasiliki & Simpson, Ana, 2016. "Investor attention to rounding as a salient forecast feature," International Journal of Forecasting, Elsevier, vol. 32(4), pages 1212-1233.
- Fu, Hsiao-Peng & Hua, Wei, 2023. "On the relationship between sentiment gap and A-share premium in China," Finance Research Letters, Elsevier, vol. 58(PB).
- Andreas Roider & Andrea Voskort, 2016.
"Reputational Herding in Financial Markets: A Laboratory Experiment,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 17(3), pages 244-266, July.
- Andreas Roider & Andrea Voskort, 2015. "Reputational Herding in Financial Markets: A Laboratory Experiment," CESifo Working Paper Series 5162, CESifo.
- Lucy F. Ackert & Bryan K. Church & Richard Deaves, 2003. "Emotion and financial markets," Economic Review, Federal Reserve Bank of Atlanta, vol. 88(Q2), pages 33-41.
- Bi, Jia & Zhu, Yifeng, 2020. "Value at risk, cross-sectional returns and the role of investor sentiment," Journal of Empirical Finance, Elsevier, vol. 56(C), pages 1-18.
- Irfan Safdar & Michael Neel & Babatunde Odusami, 2022. "Accounting information and left-tail risk," Review of Quantitative Finance and Accounting, Springer, vol. 58(4), pages 1709-1740, May.
- Lin, Xiaoji & Zhang, Lu, 2013. "The investment manifesto," Journal of Monetary Economics, Elsevier, vol. 60(3), pages 351-366.
- Jonathan J. Koehler & Molly Mercer, 2009. "Selection Neglect in Mutual Fund Advertisements," Management Science, INFORMS, vol. 55(7), pages 1107-1121, July.
- 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.
- repec:gei:journl:v:2:y:2017:i:2:p:145-164 is not listed on IDEAS
- Cakici, Nusret & Zaremba, Adam, 2021. "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
- Syed Qasim Shah & Izlin Ismail & Aidial Rizal bin Shahrin, 2020. "Heterogeneous investors and deterioration of market integrity: an analysis of market manipulation cases," Journal of Financial Crime, Emerald Group Publishing Limited, vol. 30(2), pages 389-403, May.
- Mr. Bernhard Eckwert & Mr. Burkhard Drees, 2005. "Asset Mispricing Due to Cognitive Dissonance," IMF Working Papers 2005/009, International Monetary Fund.
- Liang, Chao & Xia, Zhenglan & Lai, Xiaodong & Wang, Lu, 2022. "Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model," Energy Economics, Elsevier, vol. 116(C).
- Heinemann, Friedrich, 2004. "Explaining Reform Deadlocks," ZEW Discussion Papers 04-39, ZEW - Leibniz Centre for European Economic Research.
- Matthieu Gilson & Kim Oosterlinck & Andrey Ukhov, 2015. "Time-Varying Risk Aversion during World War II: Evidence from Belgian Lottery Bond Prices," Working Papers CEB 15-031, ULB -- Universite Libre de Bruxelles.
- Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009.
"Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia,"
Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 225-255, November.
- Jianping Mei & Jose Scheinkman & Wei Xiong, 2005. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," NBER Working Papers 11362, National Bureau of Economic Research, Inc.
- Jianping Mei & Jose A. Scheinkman & Wei Xiong, 2009. "Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia," CEMA Working Papers 504, China Economics and Management Academy, Central University of Finance and Economics.
- Pereira Reichhardt, Joaquín & Iqbal, Tabassum, 2014. "Investment Decisions: Are we fully-Rational?," MPRA Paper 57686, University Library of Munich, Germany.
- Glaser, Markus & Nöth, Markus & Weber, Martin, 2003.
"Behavioral Finance,"
Sonderforschungsbereich 504 Publications
03-14, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Glaser, Markus & Nöth, Markus & Weber, Martin, 2003. "Behavioral finance," Papers 03-14, Sonderforschungsbreich 504.
- Joan Mileski & Christopher Clott & Cassia Bomer Galvao & Taliese Laverne, 2020. "Technical analysis: the psychology of the market of dry bulk freight rates," Journal of Shipping and Trade, Springer, vol. 5(1), pages 1-15, December.
- Zhang, Yue-Jun & Li, Zhao-Chen, 2021. "Forecasting the stock returns of Chinese oil companies: Can investor attention help?," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 531-555.
- Suwan (Cheng) Long & Brian Lucey & Ying Xie & Larisa Yarovaya, 2023. "“I just like the stock”: The role of Reddit sentiment in the GameStop share rally," The Financial Review, Eastern Finance Association, vol. 58(1), pages 19-37, February.
- Wang, Gang-Jin & Xiong, Lu & Zhu, You & Xie, Chi & Foglia, Matteo, 2022. "Multilayer network analysis of investor sentiment and stock returns," Research in International Business and Finance, Elsevier, vol. 62(C).
- Marco Di Maggio & Marco Pagano, 2018.
"Financial Disclosure and Market Transparency with Costly Information Processing [Bargaining with incomplete information],"
Review of Finance, European Finance Association, vol. 22(1), pages 117-153.
- Marco di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," CSEF Working Papers 323, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 23 Jul 2016.
- Di Maggio, Marco & Pagano, Marco, 2014. "Financial disclosure and market transparency with costly information processing," CFS Working Paper Series 485, Center for Financial Studies (CFS).
- Marco Di Maggio & Marco Pagano, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," EIEF Working Papers Series 1212, Einaudi Institute for Economics and Finance (EIEF), revised May 2014.
- Pagano, Marco & Di Maggio, Marco, 2012. "Financial Disclosure and Market Transparency with Costly Information Processing," CEPR Discussion Papers 9207, C.E.P.R. Discussion Papers.
- Edward Lee & Norman Strong & Zhenmei (Judy) Zhu, 2014. "Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?," Journal of Accounting Research, Wiley Blackwell, vol. 52(3), pages 733-774, June.
- Özden Gür Ali & Yalçın Akçay & Serdar Sayman & Emrah Yılmaz & M. Hamdi Özçelik, 2017. "Cross-Selling Investment Products with a Win-Win Perspective in Portfolio Optimization," Operations Research, INFORMS, vol. 65(1), pages 55-74, February.
- Alda, Mercedes, 2017. "The relationship between pension funds and the stock market: Does the aging population of Europe affect it?," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 83-97.
- Roy Clemons, 2010. "Do external sources generate greater investor awareness that can affect a firm's value and cost of capital?," Review of Accounting and Finance, Emerald Group Publishing Limited, vol. 9(4), pages 382-394, November.
- Frankel, Jeffrey & Saiki, Ayako, 2016.
"Does It Matter If Statistical Agencies Frame the Month's CPI Report on a 1-Month or 12-Month Basis?,"
Working Paper Series
16-011, Harvard University, John F. Kennedy School of Government.
- Jeffrey A. Frankel & Ayako Saiki, 2017. "Does It Matter If Statistical Agencies Frame the Month’s CPI Reporton a 1-Month or 12-month Basis?," NBER Working Papers 23754, National Bureau of Economic Research, Inc.
- Hirshleifer, David & Kewei Hou & Teoh, Siew Hong & Yinglei Zhang, 2004.
"Do investors overvalue firms with bloated balance sheets?,"
Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 297-331, December.
- David Hirshleifer & KEWEI HOU & Siew Hong Teoh & YINGLEI ZHANG, 2004. "Do Investors Overvalue Firms With Bloated Balance Sheets?," Finance 0412001, University Library of Munich, Germany.
- Hirshleifer, David & Hou, Kewei & Teoh, Siew Hong & Zhang, Yinglei, 2004. "Do Investors Overvalue Firms with Bloated Balance Sheets?," Working Paper Series 2004-18, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Deborah Lucas, 2003. "Modeling the Macro-Effects of Sustained Fiscal Policy Imbalances: How Much Does Rationality Matter?," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 6(4), pages 789-805, October.
- Ceylan Nesrin & Münyas Turgay, 2021. "An Empirical Investigation on the Relationship Between the Eurozone Zew Index and the Eurozone Stock Markets," Studia Universitatis „Vasile Goldis” Arad – Economics Series, Sciendo, vol. 31(4), pages 1-17, December.
- 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.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014.
"Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations,"
The Review of Financial Studies, Society for Financial Studies, vol. 27(9), pages 2626-2660.
- Raymond Fisman & Yasushi Hamao & Yongxiang Wang, 2014. "Nationalism and Economic Exchange: Evidence from Shocks to Sino-Japanese Relations," NBER Working Papers 20089, National Bureau of Economic Research, Inc.
- Frey, Bruno S. & Gallus, Jana, 2014.
"Aggregate effects of behavioral anomalies: A new research area,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 8, pages 1-15.
- Frey, Bruno S. & Gallus, Jana, 2013. "Aggregate effects of behavioral anomalies: A new research area," Economics Discussion Papers 2013-51, Kiel Institute for the World Economy (IfW Kiel).
- Bin Miao & Siew Hong Teoh & Zinan Zhu, 2016. "Limited attention, statement of cash flow disclosure, and the valuation of accruals," Review of Accounting Studies, Springer, vol. 21(2), pages 473-515, June.
- Nguyen, Hung T. & Pham, Mia Hang, 2021. "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
- Chan, Wesley & Frankel, Richard & Kothari, S.P., 2002. "Testing Behavioral Finance Theories Using Trends and Sequences in Financial Performance," Working papers 4375-02, Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Ming Dong & David Hirshleifer & Scott Richardson & Siew Hong Teoh, 2006.
"Does Investor Misvaluation Drive the Takeover Market?,"
Journal of Finance, American Finance Association, vol. 61(2), pages 725-762, April.
- MING DONG & David Hirshleifer & SCOTT RICHARSON & Siew Hong Teoh, 2004. "Does Investor Misvaluation Drive the Takeover Market?," Finance 0412002, University Library of Munich, Germany.
- David Hirshleifer & Sonya S. Lim & Siew Hong Teoh, 2011.
"Limited Investor Attention and Stock Market Misreactions to Accounting Information,"
The Review of Asset Pricing Studies, Society for Financial Studies, vol. 1(1), pages 35-73.
- Hirshleifer, David & Teoh, Siew Hong, 2005. "Limited Investor Attention and Stock Market Misreactions to Accounting Information," Working Paper Series 2005-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Kothari, S.P. & Ramanna, Karthik & Skinner, Douglas J., 2010. "Implications for GAAP from an analysis of positive research in accounting," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 246-286, December.
- Elizabeth Almer & Audrey Gramling & Steven Kaplan, 2008. "Impact of Post-restatement Actions Taken by a Firm on Non-professional Investors’ Credibility Perceptions," Journal of Business Ethics, Springer, vol. 80(1), pages 61-76, June.
- Henock Louis & Amy Sun, 2010. "Investor Inattention and the Market Reaction to Merger Announcements," Management Science, INFORMS, vol. 56(10), pages 1781-1793, October.
- Amanda Sanseverino & Jimena González-Ramírez & Kelly Cwik, 2024. "Do ESG progress disclosures influence investment decisions?," International Journal of Disclosure and Governance, Palgrave Macmillan, vol. 21(1), pages 107-126, March.
- Harry Mamaysky & Paul Glasserman, 2016. "Does Unusual News Forecast Market Stress?," Working Papers 16-04, Office of Financial Research, US Department of the Treasury.
- Markus Glaser & Thomas Langer & Martin Weber, 2007.
"On the Trend Recognition and Forecasting Ability of Professional Traders,"
Decision Analysis, INFORMS, vol. 4(4), pages 176-193, December.
- Glaser, Markus & Langer, Thomas & Weber, Martin, 2003. "On the trend recognition and forecasting ability of professional traders," Sonderforschungsbereich 504 Publications 03-06, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
- Weber, Martin & Glaser, Markus & Langer, Thomas, 2003. "On the Trend Recognition and Forecasting Ability of Professional Traders," CEPR Discussion Papers 3904, C.E.P.R. Discussion Papers.
- Federico D'Amario & Milos Ciganovic, 2022. "Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach," Papers 2210.00883, arXiv.org.
- 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.
- 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.
- Hirshleifer, David & Teoh, Siew Hong, 2009. "The Psychological Attraction Approach to Accounting and Disclosure Policy," MPRA Paper 14046, University Library of Munich, Germany.
- Hirshleifer, David & Teoh, Siew Hong, 2008.
"Thought and Behavior Contagion in Capital Markets,"
MPRA Paper
9164, University Library of Munich, Germany.
- Hirshleifer, David & Teoh, Siew Hong, 2008. "Thought and Behavior Contagion in Capital Markets," MPRA Paper 9142, University Library of Munich, Germany.
- Andreas Höfer & Andreas Oehler, 2014. "Analyst Recommendations and Regulation: Scopes for European Policy Makers to Enhance Investor Protection," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 20(4), pages 369-384, November.
- Minxing Sun & Weike Xu, 2024. "Short selling and readability in financial disclosures: A controlled experiment," The Financial Review, Eastern Finance Association, vol. 59(2), pages 265-292, May.
- Ulrike Malmendier & Devin Shanthikumar, 2004.
"Are Investors Naive About Incentives?,"
NBER Working Papers
10812, National Bureau of Economic Research, Inc.
- Malmendier, Ulrike M. & Shanthikumar, Devin, 2004. "Are Investors Naive about Incentives?," Research Papers 1867, Stanford University, Graduate School of Business.
- Richardson, Scott & Tuna, Irem & Wysocki, Peter, 2010. "Accounting anomalies and fundamental analysis: A review of recent research advances," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 410-454, December.
- 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.
- 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.
- Panagiotis Papaioannnou & Lucia Russo & George Papaioannou & Constantinos Siettos, 2013. "Can social microblogging be used to forecast intraday exchange rates?," Papers 1310.5306, arXiv.org.
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