金融投资学

Risk, Return, and Equilibrium-- Empirical Tests

information aggregation in a noisy rational expectations economy

The Equity Premium-- A Puzzle

Survivorship Bias in Performance Studies

On the Impossibility of Informationally Efficient Markets

Evaluating the performance of value versus glamour stocks The impact of selection bias

Efficiency with Costly Information

Continuous Auctions and Insider Trading

Noise Trader Risk in Financial Markets

Data-Snooping Biases in Tests of Financial Asset Pricing Models

How Markets Process Information

Informed Speculation with Imperfect Competition

bad news travel slowly

A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades

The Economics of Rumours

dynamic portforlio choice and asset pricing with differential informations

Implementing Statistical Criteria to Select Return Forecasting Models

Stock Market Prices do not Follow Random Walks

A Model of Intertemporal Asset Prices Under Asymmetric Information

Have Individual Stocks Become More Volatile-- An Empirical Exploration of Idiosyncratic Risk.

Asymmetric Volatility and Risk in Equity Markets

Event Studies in Economics and Finance

nonrational actors and financial market behavior

An Empirical Evaluation of Accounting Income Numbers

Behavior Based Maniputation

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

the limit of arbitrage

A model of investor sentiment

A Survey of Behavioral Finance

Bond and Stock Market Response to Unexpected Earnings Announcements

overconfidence and speculative bubbles

Bondholder Losses in Leveraged Buyouts

Speculative Dynamics

Behavior Based Manipulation--Theory and Prosecution Evidence

Investor Psychology and Security Market under- and Overreactions

Pricing an Emerging Industry-- Evidence from Internet Subsidiary Carve-outs.

Market efficiency, long-term returns, and behavioral finance

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

constraints on short-selling and asset price adjustment to private information

measuring the predictable variation in stock and bond returns

Measuring long-horizon security price performance

A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets

The long-run performance of stock returns following debt offerings

The Cross-Section of Expected Stock Returns

Multifactor Explanations of Asset Pricing Anomalies

The time-series relations

Returns to Buying Winners and Selling Losers

When are Contrarian Profits Due to Stock Market Overreaction

Problems in measuring portfolio performance

the illusory nature of momentum profits

Momentum Strategies

An Anatomy of Trading Strategies

can investors profit from the prophets

Disappearing dividends

Stock Prices and Volume