Sommaire : Contents

Acknowledgements
Foreword Richard Roll
Introduction Hersh Shefrin
PART I BEHAVIORAL FOUNDATIONS
1. Paul Slovic (1972), ‘Psychological Study of Human Judgment: Implications for Investment Decision Making'
2. Amos Tversky and Daniel Kahneman (1974), ‘Judgment Under Uncertainty: Heuristics and Biases'
3. Amos Tversky and Daniel Kahneman (1982), ‘Evidential Impact of Base Rates'
4. Ward Edwards (1982), ‘Conservatism in Human Information Processing'
5. Dale Griffin and Amos Tversky (1992), ‘The Weighing of Evidence and the Determinants of Confidence'
6. Stuart Oskamp (1982), ‘Overconfidence in Case-study Judgments'
PART II ASSET PRICING THEORY
7. Hersh Shefrin and Meir Statman (1994), ‘Behavioral Capital Asset Pricing Theory'
8. Edward M. Miller (1977), ‘Risk, Uncertainty, and Divergence of Opinion'
9. Lawrence Blume and David Easley (1992), ‘Evolution and Market Behavior'
10. Andrei Shleifer and Robert W. Vishny (1997), ‘The Limits of Arbitrage'
11. Terrance Odean (1998), ‘Volume, Volatility, Price, and Profit When All Traders Are Above Average'
PART III STUDIES ABOUT OVERREACTION AND UNDERREACTION
12. Werner F.M. De Bondt and Richard H. Thaler (1987), ‘Further Evidence on Investor Overreaction and Stock Market Seasonality'
13. Jay R. Ritter (1988), ‘The Buying and Selling Behavior of Individual Investors at the Turn of the Year'
14. Narasimhan Jegadeesh and Sheridan Titman (1993), ‘Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency'
15. Josef Lakonishok, Andrei Shleifer and Robert W. Vishny (1994), ‘Contrarian Investment, Extrapolation, and Risk'
16. Nicholas Barberis, Andrei Shleifer and Robert Vishny (1998), ‘A Model of Investor Sentiment'
17. Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam (1998), ‘Investor Psychology and Security Market Under- and Overreactions'
18. Harrison Hong and Jeremy C. Stein (1999), ‘A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets'
PART IV COMPETING VIEWS
19. Eugene F. Fama and Kenneth R. French (1996), ‘Multifactor Explanations of Asset Pricing Anomalies'
20. Michael E. Solt and Meir Statman (1989), ‘Good Companies, Bad Stocks'
21. Hersh Shefrin and Meir Statman (1995), ‘Making Sense of Beta, Size, and Book-to-Market'
22. Kent Daniel and Sheridan Titman (1997), ‘Evidence on the Characteristics of Cross Sectional Variation in Stock Returns'
23. Jennifer Conrad and Gautam Kaul (1993), ‘Long-term Market Overreaction or Biases in Computed Returns?'
24. Ray Ball, S.P. Kothari and Jay Shanken (1995), ‘Problems in Measuring Portfolio Performance: An Application to Contrarian Investment Strategies'
25. Tim Loughran and Jay R. Ritter (1996), ‘Long-term Market Overreaction: The Effect of Low-priced Stocks'
26. Eugene F. Fama (1998), ‘Market Efficiency, Long-term Returns, and Behavioral Finance'
Name Index

Langue : Anglais

Lieu d'édition : CHELTENHAM

Illustration(s) : Graphique(s) ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque