Nicholas Barberis, Ming Huang, and Tanto
Santos, Prospect
Theory and Asset Prices, (422Kb, pdf)
Nicholas Barberis, Richard Thaler,
A
Survey of Behavioral Finance, (615Kb, pdf)
Working Paper, 2001.
Nicholas Barberis, Andrei Shleifer and Robert
W. Vishny,
A
Model of Investor Sentiment, (524Kb, pdf)
NBER Working Paper Series, Working Paper 5926.
Nicholas Barberis,
Investing
for the Long Run When Returns are Predictable,
(421Kb, pdf)
Working Paper, 1999.
Nicholas Barberis, Andrei Shleifer and Jefrey
Wurgler, Comovement,
(373Kb, pdf)
Working Paper, 2002.
Nicholas Barberis and Ming Huang,
Mental
accounting, Loss Aversion, and Individual Stock
Returns, (476Kb, pdf)
Working Paper, 1999.
Nicholas Barberis and Andrei Shleifer,
Style
Investing, (438Kb, pdf)
NBER Working Paper Series, Working Paper 8039.
Fisher Black, Noise,
(2Mb, pdf)
Journal of Finance, Volume 41, Issue 3,
Papers and Proceedings of the Fourty-Fourth Annual
Meeting of the America Finance Association, New
York, December 20-30, 1985
Werner F. M. De Bondt, Richard Thaler,
Does
The Stock Market Overreact?, (1.5Mb, pdf)
Journal of Finance, Volume 40, Issue 3,
Papers and Proceedings of the Fourty-Third Annual
Meeting of the America Finance Association, Dallas,
Texas, December 28-30, 1984.
Daniel Kahneman and Amos Tversky,
Prospect
Theory: An Analysis of Decision Under Risk,
(795 Kb, pdf)
Econometrica, Volume 47, Issue 2 (Mar., 1979),
263-292.
Daniel Kahneman, Jack L. Knetsch, Richard
Thaler,
Fairness
and the Assumptions of Economics, (1.7Mb,
pdf)
Journal of Business, Volume 59, Issue 4, Part
2: the Behavioral Foundations of Economic Theory,
(Oct., 1986).
Odean Terrance,
Do
Investors Trade Too Much?, (183Kb, pdf)
American Economic Review, Vol. 89, December 1999,
1279-1298.
Odean Terrance,
Volume,
Volatility, Price, and Profit When All Traders
Are Above Average, (279Kb, pdf)
Journal of Finance, Vol. LIII, No. 6, December
1998, 1887-1934.
Odean Terrance and Brad Barber,
Boys
will be Boys: Gender, Overconfidence, and Common
Stock Investment, (220Kb, pdf)
Quarterly Journal of Economics, February 2001,
Vol. 116, No. 1, 261-292.
Odean Terrance and Brad Barber,
The
Internet and the Investor, (165Kb, pdf)
The Journal of Economic Perspectives, Winter 2001,
Vol. 15, No. 1, pp. 41-54.
Robert J. Shiller,
Stock
Prices and Social Dynamics, (2.6Mb, pdf)
Cowles Foundation Discussion Paper No: 616.
John Y. Campbell and Robert J. Shiller,
Valuation
Ratios and the Long Stock Market Outlook: An Update,
(347Kb, pdf)
Cowles Foundation Discussion Paper No: 1295, 2001.
Stefano Athanasoulis and Robert J. Shiller,
The
Significance of the Market Portfolio, (253Kb,
pdf), 1997.
Robert J. Shiller,
Measuring
Bubble Expectations and Investor Confidence,
(73Kb, pdf).
Robert J. Shiller,
Why
do People Dislike Inflation?, (128Kb, pdf)
National Bureau of Economic Research Conference
on Monetary Policy and Low Inflation, Florida
1996.
Robert J. Shiller,
Human
Behavior and the Efficiency of the Financial System,
(122Kb, pdf), 1997.
Robert J. Shiller,
Conversation,
Information and Herd Behavior,
(622Kb, pdf), Cowles Foundation Discussion Paper
No: 1092.
Robert J. Shiller,
Investor
Behavior in the October 1987 Stock Market Crash:
Survey Evidence, (1.67Mb, pdf)
Cowles Foundation Discussion Paper No: 853.
Robert J. Shiller,
Bubbles,
Human Judgment, and Expert Opinion,
(51Kb, pdf), Cowles Foundation Discussion Paper
No. 1303, May 2001.
Richard Thaler and Sendhil Mullainathan,
Behavioral
Economics, (114Kb, pdf)
National Bureau of Economic Research, 2000.
Richard Thaler,
From
Homo Economicus to Homo Sapiens, (126Kb, pdf)
Journal of Economics Perspectives, Winter 2000
Richard Thaler,
Mental
Accounting Matter, (2.4Mb, pdf)
Journal of Behavioral Decision Making, 1999.
Richard Thaler,
The
End of Behavioral Finance, (95Kb, pdf)
Financial Analysts Journal, November 1999.
Richard Thaler,
The
Psychology and Economics Conference Handbook:
Comments on Simon, on Einhorn and Hogarth, and
on Tversky and Kahneman, (627Kb, pdf)
Journal of Business, Volume 59, Issue 4, Part
2: the Behavioral Foundations of Economic Theory,
1986.
Richard Thaler and Shlomo Benartzi,
Myopic
Loss Aversion and the Equity Premium Puzzle,
(1.86Mb, pdf)
Quarterly Journal of Economics, Vol. 110, No.
1. (Feb., 1995), pp. 73-92.
Richard Thaler, A. Tversky, D. Kahneman, A.
Schwartz,
The
Effect of Myopia and Loss Aversion on Risk Taking:
An Experimental Test, (1.8Mb, pdf)
Quarterly Journal of Economics, May 1997.
Amos Tversky and Daniel Kahneman,
Rational
Choice and the Framing of Decisions,
(2.7Mb, pdf)
Journal of Business, Volume 59, Issue 4, Part
2: the Behavioral Foundations of Economic Theory,
(Oct., 1986).
Amos Tversky and Daniel Kahneman,
Loss
Aversion in Riskless Choice: A Reference-Dependent
Model, (2Mb, pdf)
Quarterly Journal of Economics, Volume 106, Issue
4 (Nov., 1991). |
