00Thaler_FM i-xxvi.qxd

(Nora) #1

Basu, S., 1983, The relationship between earnings yield, market value and return
for NYSE common stocks: further evidence, Journal of Financial Economics12,
129–56.
Baxter, M., and U. Jermann, 1997, The international diversification puzzle is worse
than you think, American Economic Review87, 170–80.
Bell, D., 1982, Regret in decision making under uncertainty, Operations Research
30, 961–81.
Benartzi, S., 2001, Excessive extrapolation and the allocation of 401(k) accounts to
company stock, Journal of Finance56, 1747–64.
Benartzi, S., and R. Thaler, 1995, Myopic loss aversion and the equity premium
puzzle, Quarterly Journal of Economics110, 75–92.
———, 2001, Naïve diversification strategies in defined contribution savings plans,
American Economic Review91, 79–98.
Benartzi, S., R. Michaely, and R. Thaler, 1997, Do changes in dividends signal the
future or the past?, Journal of Finance52, 1007–34.
Berk, J., 1995, A critique of size related anomalies, Review of Financial Studies8,
275–86.
Bernard, V., and J. Thomas, 1989, Post-earnings announcement drift: delayed price
response or risk premium?, Journal of Accounting Research(Supplement), 1–36.
Blanchard, O., C. Rhee, and L. Summers 1993, The stock market, profit, and in-
vestment, Quarterly Journal of Economics108, 115–36.
Bloomfield, R., and J. Hales, 2002, Predicting the next step of a random walk: ex-
perimental evidence of regime-shifting beliefs, Journal of Financial Economics
65, 397– 414.
Bodurtha, J., D. Kim, and C. M. Lee, 1993, Closed-end country funds and U.S.
market sentiment, Review of Financial Studies8, 879–918.
Brav, A., 2000, Inference in long-horizon event studies, Journal of Finance55,
1979–2016.
Brav, A., and P. Gompers, 1997, Myth or reality? The long-run underperformance
of initial public offerings: evidence from venture and non-venture-backed compa-
nies, Journal of Finance52, 1791–1821.
Brav, A., C. Geczy, and P. Gompers, 2000, Is the abnormal return following equity
issuances anomalous?, Journal of Financial Economics56, 209–49.
Brennan, M., and Y. Xia, 2001, Stock return volatility and the equity premium,
Journal of Monetary Economics47, 249–83.
Brown, S., W. Goetzmann, and S. Ross, 1995, Survival, Journal of Finance50,
853–73.
Brunnermeier, M., 2001, Asset Pricing under Asymmetric Information—Bubbles,
Crashes, Technical Analysis, and Herding, Oxford University Press.
Buehler, R., D. Griffin, and M. Ross, 1994, Exploring the planning fallacy: why
people underestimate their task completion times, Journality of Personality and
Social Psychology67, 366–81.
Camerer, C., 1995, Individual decision making, in J. Kagel and A. Roth (eds.),
Handbook of Experimental Economics, Princeton University Press.
Camerer, C., and R. Hogarth, 1999, The effects of financial incentives in experi-
ments: a review and capital-labor production framework, Journal of Risk and
Uncertainty19, 7–42.
Camerer, C., and M. Weber, 1992, Recent developments in modeling preferences:
uncertainty and ambiguity, Journal of Risk and Uncertainty5, 325–70.


68 BARBERIS AND THALER

Free download pdf