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Literature Directory

Firms' Cash Holdings and the Cross-Section of Equity Returns
Palazzo
2012
A Better Three-Factor Model That Explains More Anomalies
Chen, Zhang
2010
Sustainable Growth and Stock Returns
Lockwood, Prombutr
2010
Timid Choices and Bold Forecasts
Kahneman, Lovallo
1993
Evidence of Predictable Behavior of Security Returns
Jegadeesh
1990
Earnings Releases, Anomalies, and the Behavior of Security Returns
Foster, Olsen, Shevlin
1984
Risk, Return, and Equilibrium: Empirical Tests
Fama, MacBeth
1973
Does the Stock Market Overreact?
De Bondt, Thaler
1985
Debt/Equity Ratio and Expected Common Stock Returns
Bhandari
1988
Aggressiveness and Survival of Overconfident Traders
Benos
1998
Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios
Basu
1977
Do Sales-Price and Debt-Equity Explain Stock Returns Better than Book-Market and Firm Size?
Barbee, Mukherji, Raines
1996
The Relationship Between Return and Market Value of Common Stocks
Banz
1981
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
Jegadeesh, Titman
2001
Illiquidity and Stock Returns: Cross-Section and Time-Series Effects
Amihud
2002
Inventory Changes and Future Returns
Thomas, Zhang
2002
Empirical Evidence on Capital Investment, Growth Options, and Security Returns
Anderson, Garcia-Feijoo
2006
Earnings Management and the Long-Term Market Performance of Initial Public Offerings
Teoh, Wong, Rao
1998
Earnings Management and the Post-Issue Underperformance of Seasoned Equity Offerings
Teoh, Welch, Wong
1998
The Productivity Premium in Equity Returns
Brown, Rowe
2007
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?
Sloan
1996
The Use of DuPont Analysis by Market Participants
Soliman
2008
Shares Outstanding and Cross-Sectional Returns
Pontiff, Woodgate
2008
Online Investors: Do the Slow Die First?
Barber, Odean
2002
Are Investors Reluctant to Realize Their Losses?
Odean
1998
Do Investors Trade Too Much?
Odean
1999
New Evidence on the Relation Between the Enterprise Multiple and Average Stock Returns
Loughran, Wellman
2011
Equilibrium Underdiversification and the Preference for Skewness
Mitton, Vorkink
2007
The Other Side of Value: Good Growth and the Gross Profitability Premium
Novy-Marx
2013
Who Gambles in the Stock Market?
Kumar
2009
Prospect Theory: An Analysis of Decision Under Risk
Kahneman, Tversky
1979
Contrarian Investment, Extrapolation, and Risk
Lakonishok, Shleifer, Vishny
1994
Portfolio Concentration and the Performance of Individual Investors
Ivkovic, Sialm, Weisbenner
2008
Good Day Sunshine: Stock Returns and the Weather
Hirshleifer, Shumway
2003
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
Hirshleifer, Lim, Teoh
2009
Distance, Language, and Culture Bias: The Role of Investor Sophistication
Grinblatt, Keloharju
2001
Asset Growth and the Cross-Section of Stock Returns
Cooper, Gulen, Schill
2008
Investor Inattention and Friday Earnings Announcements
DellaVigna, Pollet
2009
Equity Portfolio Diversification
Goetzmann, Kumar
2008
The Value Premium and the CAPM
Fama, French
2006
Overconfidence, Arbitrage, and Equilibrium Asset Pricing
Daniel, Hirshleifer, Subrahmanyam
2001
Investor Psychology and Security Market Under- and Overreactions
Daniel, Hirshleifer, Subrahmanyam
1998
Economic Links and Predictable Returns
Cohen, Frazzini
2008
Trading Activity and Expected Stock Returns
Chordia, Subrahmanyam, Anshuman
2001
The Stock Market Valuation of Research and Development Expenditures
Chan, Lakonishok, Sougiannis
2001
Market Microstructure and Asset Pricing: On the Compensation for Illiquidity in Stock Returns
Brennan, Subrahmanyam
1996
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
Barber, Odean
2000
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
Barber, Odean
2008
Arbitrage Risk and the Book-to-Market Anomaly
Ali, Hwang, Trombley
2003
Post Loss/Profit Announcement Drift
Balakrishnan, Bartov, Faurel
2010
Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment
Barber, Odean
2001
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Bali, Cakici, Whitelaw
2011
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