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There are 17570 results for: content related to: Does the Stock Market Overreact?

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    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  2. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  3. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  4. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  5. Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1777–1797, John C. Easterwood and Stacey R. Nutt

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00166

  6. Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior

    The Journal of Finance

    Volume 47, Issue 3, July 1992, Pages: 1181–1207, JEFFERY S. ABARBANELL and VICTOR L. BERNARD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04010.x

  7. Further Evidence On Investor Overreaction and Stock Market Seasonality

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 557–581, WERNER F. M. De BONDT and RICHARD H. THALER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04569.x

  8. Misspecified Recovery

    The Journal of Finance

    Volume 71, Issue 6, December 2016, Pages: 2493–2544, JAROSLAV BOROVIČKA, LARS PETER HANSEN and JOSÉ A. SCHEINKMAN

    Version of Record online : 10 NOV 2016, DOI: 10.1111/jofi.12404

  9. Does the Stock Market Overreact to Corporate Earnings Information?

    The Journal of Finance

    Volume 44, Issue 5, December 1989, Pages: 1385–1399, PAUL ZAROWIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02660.x

  10. Long-Term Return Reversals: Overreaction or Taxes?

    The Journal of Finance

    Volume 62, Issue 6, December 2007, Pages: 2865–2896, THOMAS J. GEORGE and CHUAN-YANG HWANG

    Version of Record online : 28 NOV 2007, DOI: 10.1111/j.1540-6261.2007.01295.x

  11. Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 851–876, Allen M. Poteshman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00348

  12. Portfolio Selection and Asset Pricing Models

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 179–223, Ľuboš Pástor

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00204

  13. An Empirical Comparison of Forward-Rate and Spot-Rate Models for Valuing Interest-Rate Options

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 269–305, Wolfgang Bühler, Marliese Uhrig-Homburg, Ulrich Walter and Thomas Weber

    Version of Record online : 6 MAY 2003, DOI: 10.1111/0022-1082.00104

  14. A Labor Capital Asset Pricing Model

    The Journal of Finance

    Volume 72, Issue 5, October 2017, Pages: 2131–2178, LARS-ALEXANDER KUEHN, MIKHAIL SIMUTIN and JESSIE JIAXU WANG

    Version of Record online : 5 JUN 2017, DOI: 10.1111/jofi.12504

  15. Why Does Return Predictability Concentrate in Bad Times?

    The Journal of Finance

    JULIEN CUJEAN and MICHAEL HASLER

    Version of Record online : 14 SEP 2017, DOI: 10.1111/jofi.12544

  16. Volume, Volatility, Price, and Profit When All Traders Are Above Average

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1887–1934, Terrance Odean

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00078

  17. General Tests of Latent Variable Models and Mean-Variance Spanning

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 131–156, WAYNE E. FERSON, STEPHEN R. FOERSTER and DONALD B. KEIM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04704.x

  18. A Theory of the Syndicate: Form Follows Function

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2237–2264, Pegaret Pichler and William Wilhelm

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00404

  19. Volume and Autocovariances in Short-Horizon Individual Security Returns

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1305–1329, JENNIFER S. CONRAD, ALLAUDEEN HAMEED and CATHY NIDEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02455.x

  20. Investment Plans and Stock Returns

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2719–2745, Owen A. Lamont

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00304