00Thaler_FM i-xxvi.qxd

(Nora) #1
References

Allen, Jeffrey W., and John J. McConnell, 1998, Equity Carve-outs and Managerial
Discretion. Journal of Finance53, 163–86.
Almazan, Andres, Keith C. Brown, Murray Carlson, and David A. Chapman, 2001,
Why Constrain Your Mutual Fund Manager?, Manuscript, University of Texas.
Bergstresser, Daniel, and Dean Karlan, 2000, The Market Valuation of Cross-
Corporate Equity Holdings. Manuscript, MIT.
Bodurtha, James N., Jr., and Georges R. Courtadon, 1986, Efficiency Tests of the
Foreign Currency Options Market. Journal of Finance41, 151–62.
Chen, Joseph, Harrison Hong, and Jeremy C. Stein, 2002, Breadth of Ownership
and Stock Returns. J. Financial Econ.66, 171–205.
Cochrane, John H., 2002, Stocks as Money: Convenience Yield and the Tech-Stock
Bubble. Manuscript, Univ. Chicago, Grad. School Bus.
Cornell, Bradford, and Qiao Liu, 2001, The Parent Company Puzzle: When Is the
Whole Worth Less than One of the Parts?, J. Corp. Finance7, 341–66.
Cornell, Joseph W., 1998, Spin-off to Pay-off: An Analytical Guide to Investing in
Corporate Divestitures. McGraw-Hill.
D’Avolio, Gene, 2002, The Market for Borrowing Stock, J. Financial Econ.66,
271–306.
De Bondt, Werner F., and Richard H. Thaler, 1985, Does the Stock Market Overre-
act? Journal of Finance40, 793–805.
Dechow, Patricia M., Amy P. Hutton, Lisa Meulbroek, and Richard G. Sloan, 2001,
Short-Sellers, Fundamental Analysis, and Stock Returns, J. Financial Econ.61,
77–106.
De Long, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert J. Wald-
mann, 1990, Positive Feedback Investment Strategies and Destabilizing Rational
Speculation. Journal of Finance45, 379–95.
Diamond, Douglas W., and Robert E. Verrecchia, 1987, Constraints on Short-
Selling and Asset Price Adjustment to Private Information. J. Financial Econ.18,
277–311.
Duffie, Darrell, Special Repo Rates, 1996, Journal of Finance51, 493–526.
Duffie, Darrell, Nicolai Garleanu, and Lasse Heje Pedersen, 2001, Securities Lend-
ing, Shorting, and Pricing. Manuscript, Stanford Univ., Grad. School Bus.
Fama, Eugene F., 1991, Efficient Capital Markets: II. Journal of Finance46,
1575–1617.
———, Market Efficiency, Long-Term Returns, and Behavioral Finance, 1998, J. Fi-
nancial Econ.49, 283–306.
Fama, Eugene F., and Kenneth R. French, 1993, Common Risk Factors in the Re-
turns on Stocks and Bonds, J. Financial Econ.33, 3–56.
Figlewski, Stephen, and Gwendolyn P. Webb, 1993, Options, Short Sales, and Mar-
ket Completeness. Journal of Finance48, 761–77.
Hand, John R. M., and Terrance R. Skantz, 1998, Noise Traders in Event Studies?
The Case of Equity Carve-outs. Manuscript, Univ. North Carolina.
Harrison, J. Michael, and David M. Kreps, 1978, Speculative Investor Behavior in a
Stock Market with Heterogeneous Expectations. Q.J.E.92, 323–36.


MISPRICING IN TECH STOCK CARVE-OUTS 167
Free download pdf