Sommaire : Contributors : Fischer Black, J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers, Robert J. Waldmann, Charles M. C. Lee, Richard H. Thaler, Robert J. Shiller, David M. Cutler, James M. Poterba, Kenneth R. French, Richard Roll, Werner F. M. De Bondt , Navin Chopra, Josef Lakonishok, Jay R. Ritter, Victor L. Bernard, Jeremy Stein, Kenneth A. Froot, Jeffrey Frankel, Hersh M. Shefrin and Meir Statman, Robert W. Vishny, Lawrence AI. Ausubel

Introduction

Part 1 Noise

1. Noise
2, Noise Trader Risk in Financial Markets
3. Investor Sentiment and the Closed•End Fund Puzzle

PART II Volatility

4. Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in dividends?
5. What Moves Stock Prices?
6. Does the Stock Market Rationally Reflect Fundamental Values?
7. Stock Prices and Social Dynamics
8. Stock Return Variances: The Arrival of Information and the Reaction of Traders

PART III Overreaction

9. Does the Stock Market Overreact?
10. Measuring Abnormal Performance: Do Stocks Overreact?
11. Stock Price Reactions to Earnings Announcements: A Summary of Recent Anomalous Evidence and Possible Explanations
12. Overreactions in the Options market

PART IV International markets

13. Forward Discount Bias: ls it an Exchange Risk Premium?
14. Investor Diversification and International Equity Markets

PART V Corporate finance

15. Explaining Investor Preference for cash dividends
16. Equilibrium Short Horizons of Investors and Firms
17. The Hubris Hypothesis of Corporate Takeovers
18. The Long-Run Performance of Initial Public Offerings

PART VI Individual behavior
19. Speculative Prices and Popular Models
20. The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
21. The Failure of Competition in the Credit Card Market
lndex

Langue : Anglais

Illustration(s) : Schémas ; Tableau(x)

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Propriétaire : Bibliothèque