Sommaire : Contents

Acknowledgements
Introduction Hersh Shefrin
PART I PREDICTION
1. Michael E. Solt and Meir Statman (1988), ‘How Useful is the Sentiment Index?'
2. Werner F.M. De Bondt (1993), ‘ Betting on Trends: Intuitive Forecasts of Financial Risk and Return'
3. Paul B. Andreassen (1990), ‘Judgmental Extrapolation and Market Overreaction: On the Use and Disuse of News'
4. Werner F.M. De Bondt (1992), Earnings Forecasts and Share Price Reversals
5. Rafael La Porta (1996), ‘Expectations and the Cross-section of Stock Returns'
6. Benjamin Czaczkes and Yoav Ganzach (1996), ‘The Natural Selection of Prediction Heuristics: Anchoring and Adjustment versus Representativeness'
7. Eli Amir and Yoav Ganzach (1998), ‘Overreaction and Underreaction in Analysts' Forecasts'
PART II MARKET REACTIONS TO THE PREDICTIONS AND ANNOUNCEMENTS
8. Kent L. Womack (1996), ‘Do Brokerage Analysts' Recommendations Have Investment Value?'
9. Roni Michaely and Kent L. Womack (1999), ‘Conflict of Interest and the Credibility of Underwriter Analyst Recommendations'
10. Tim Loughran and Jay R. Ritter (1995), ‘The New Issues Puzzle'
11. Tim Loughran and Jay R. Ritter (1997), ‘The Operating Performance of Firms Conducting Seasoned Equity Offerings'
12. David Ikenberry, Josef Lakonishok and Theo Vermaelen (1995), ‘Market Underreaction to Open Market Share Repurchases'
13. David L. Ikenberry, Graeme Rankine and Earl K. Stice (1996), ‘What Do Stock Splits Really Signal?'
14. Roni Michaely, Richard H. Thaler and Kent L. Womack (1995), ‘Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?'
15. Peter Klibanoff, Owen Lamont and Thierry A. Wizman (1998), ‘Investor Reaction to Salient News in Closed-end Country Funds'
PART III VOLATILITY IN THE TERM STRUCTURE OF INTEREST RATES
16. Robert J. Shiller (1979), ‘The Volatility of Long-term Interest Rates and Expectations Models of the Term Structure'
17. John Y. Campbell and Robert J. Shiller (1991), ‘Yield Spreads and Interest Rate Movements: A Bird's Eye View'
18. Kenneth A. Froot (1989), ‘New Hope for the Expectations Hypothesis of the Term Structure of Interest Rates'
19. Werner F.M. De Bondt and Mary M. Bange (1992), ‘Inflation Forecast Errors and Time Variation in Term Premia'
PART IV VOLATILITY IN EQUITY MARKETS
20. John Y. Campbell and Robert J. Shiller (1998), ‘Valuation Ratios and the Long-run Stock Market Outlook'
21. Franco Modigliani and Richard A. Cohn (1979), ‘Inflation, Rational Valuation and the Market'
22. Charles M.C. Lee, James Myers and Bhaskaran Swaminathan (1999), ‘What is the Intrinsic Value of the Dow?'
23. Vernon L. Smith, Gerry L. Suchanek and Arlington W. Williams (1988), ‘Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets'
PART V OPTIONS AND ARBITRAGE
24. John E. Gilster, Jr. (1997), ‘Option Pricing Theory: Is "Risk-free" Hedging Feasible?'
25. Robert Jarrow (1997), ‘Review of John E. Gilster, Jr. – "Option Pricing Theory: Is ‘Risk-free' Hedging Feasible?"'
26. Gary L. Gastineau (1997), ‘Comment on John E. Gilster, Jr. "Option Pricing Theory: Is ‘Risk-free' Hedging Feasible?"'
27. Hersh Shefrin (1999), ‘Irrational Exuberance and Option Smiles'
28. Kenneth A. Froot and Emil M. Dabora (1999), ‘How are Stock Prices Affected by the Location of Trade?'
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