|
1. Atiase, R. K. 1985.Predisclosure information, Firm capitalization, and security price behavior around earnings announcements. Journal of Accounting Research 23 : 21-36.
2. Barberis, N., A. Shleifer, and R. Vishny, 1998, A model of investor sentiment, Journal of Financial Economics 49, 307–343.
3. Bloomfield, R., and J. Hales, 2001, Predicting the next step of a random walk: Experimental evidence of regime-shifting biases, Johnson School, Cornell University.
4. Fama, E. F., and K. R. French, 1992, The cross-section of expected stock returns, Journal of Finance 47, 427–465.
5. Hausman, J. A., 1978 , “Specification Tests in Econometrics,” Econometrica, 46, , 1251-1271.
6. Heath, C., and A. Tversky, 1991, “Preferences and Beliefs: Ambiguity and Competence in Choice Under Uncertainty,” Journal of Risk and Uncertainty, 4, 5–28.
7. Huberman, Gur, 2001, “Familiarity breeds investment,” Review of Financial Studies, 14, 659-680.
8. Lakonishok, J., A. Shleifer, and R. W. Vishny, 1994, Contrarian investment, extrapolation and risk, Journal of Finance 49, 1541–1578.
9. Merton, R.C., 1987, “A Simple Model of Capital Market Equilibrium with Incomplete Information”, The Journal of Finance, 42, 483-510.
10. Ritter, Jay R. and Ivo Welch, 2002, A Review of IPO Activity, Pricing, and Allocations. Journal of Finance 57, No. 4, 1795-1828.
11. Shefrin, H., and M. Statman, 1995, Making sense of beta, size, and book-to-market, Journal of Portfolio Management 21, No. 2, 323–349.
12. Subrahmanyam, A., Titman, S., 1999, The going public decision and the development of financial markets. Journal of Finance 54, 1045-1082.
|