00Thaler_FM i-xxvi.qxd

(Nora) #1
References

Abreu, D., and M. Brunnermeier, 2002, Synchronization risk and delayed arbitrage,
Journal of Financial Economics66, 341–60.
Alpert, M., and H. Raiffa, 1982, A progress report on the training of probability as-
sessors, in D. Kahneman, P. Slovic and A. Tversky (eds), Judgment Under Uncer-
tainty: Heuristics and Biases, Cambridge University Press, 294–305.
Anderson, E., L. Hansen, and T. Sargent, 1998, Risk and robustness in equilibrium,
Working Paper, University of Chicago.
Arrow, K., 1986, Rationality of self and others, in R. Hogarth and M. Reder (eds.),
Rational Choice(University of Chicago Press, Chicago), 201–15.
Baker, M., and J. Wurgler, 2000, The equity share in new issues and aggregate stock
returns, Journal of Finance55, 2219–57.
Baker, M., and J. Wurgler, 2002, Market timing and capital structure, Journal of
Finance57, 1–32.
———, 2004, A catering theory of dividends, Journal of Finance59, 1125–65.
Baker, M., J. Stein, and J. Wurgler, 2003, When does the market matter? Stock
prices and the investment of equity dependent firms, Quarterly Journal of Eco-
nomics, 118, 969–1006.
Ball, R., 1978, Anomalies in relations between securities’ yields and yield surro-
gates, Journal of Financial Economics6, 103–26.
Banz, R., 1981, The relation between return and market value of common stocks,
Journal of Financial Economics9, 3–18.
Barber, B., and J. Lyon, 1997, Detecting long-run abnormal stock returns: the em-
pirical power and specification of test statistics, Journal of Financial Economics
43, 341–72.
Barber, B., and T. Odean, 2000, Trading is hazardous to your wealth: the common
stock performance of individual investors, Journal of Finance55, 773–806.
Barber, B., and T. Odean, 2001, Boys will be boys: gender, overconfidence, and
common stock investment, Quarterly Journal of Economics141, 261–92.
Barber, B., and T. Odean, 2002a, Online investors: do the slow die first?, Review of
Financial Studies15, 455–87.
Barber, B., and T. Odean, 2002b, All that glitters: the effect of attention and news
on the buying behavior of individual and institutional investors, Working Paper,
University of California.
Barberis, N., and M. Huang, 2001, Mental accounting, loss aversion and individual
stock returns, Journal of Finance56, 1247–92.
Barberis, N., and A. Shleifer, 2003, Style investing, Journal of Financial Economics
68, 161–99.
Barberis, N., A. Shleifer, and R. Vishny, 1998, A model of investor sentiment, Jour-
nal of Financial Economics49, 307–45.
Barberis, N., M. Huang, and T. Santos, 2001, Prospect theory and asset prices,
Quarterly Journal of Economics116, 1–53.
Barberis, N., A. Shleifer, and J. Wurgler, 2001, Comovement, Journal of Financial
Economics, forthcoming.
Barsky, R., and B. De Long, 1993, Why does the stock market fluctuate?, Quarterly
Journal of Economics107, 291–311.


A SURVEY OF BEHAVIORAL FINANCE 67
Free download pdf