[ Pobierz całość w formacie PDF ]
Polk, C. and P. Sapienza (2004), The real effects of investor sentiment .
NBER working paper no. 10563.
Polkovnichenko, V. (2002), Household portfolio diversification: A case
for rank-dependent preferences . Review of Financial Studies 18,
1467 1501.
Posner, R. A. (2009), A Failure of Capitalism: The Crisis of 08 and
the Descent into Depression. Cambridge, MA: Harvard University
Press.
Poteshman, A. (2001), Underreaction, overreaction and increasing mis-
reaction to information in the options market . Journal of Finance
56, 851 876.
Poteshman, A. and V. Serbin (2003), Clearly irrational financial mar-
ket behavior: Evidence from the early exercise of exchange traded
stock options . Journal of Finance 58, 37 70.
Poti, V. (2006), The coskewness puzzle in the cross-section of industry
portfolio returns . Working paper, Dublin City University Business
School.
Puri, M. and D. Robinson (2007), Optimism and economic choice .
Journal of Financial Economics 86, 71 99.
Puri, M. and D. Robinson (2008), Who are entrepreneurs and why do
they behave that way? . Working Paper, Duke University.
Rather, D. (2009), Sold! . Dan Rather Reports, Episode Number: 407,
February 17.
Rau, P. and T. Vermaelen (1998), Glamour, value and the post-
acquisition performance of acquiring firms . Journal of Financial
Economics 49, 223 253.
Ravenscraft, D. and F. Scherer (1987), Mergers, Sell-Offs, and Eco-
nomic Efficiency. Washington, DC: Brookings Institution.
Richardson, S. and R. Sloan (2003), External financing and future
stock returns . Working paper, University of Pennsylvania.
Rieger, M. (2008), Probability misestimation and preferences in finan-
cial investment decision . Working Paper, University of Zurich.
180 References
Roll, R. (1986), The hubris hypothesis of corporate takeovers . Journal
of Business 59, 197 216.
Rosenberg, J. and R. Engle (2004), Empirical pricing kernels . Journal
of Financial Economics 64, 341 372.
Ross, L., D. Green, and P. House (1977), The false consensus effect :
An egocentric bias in social perception and attribution processes .
Journal of Experimental Social Psychology 13, 279 301.
Ross, S. (2005), Neoclassical Finance. Princeton, NJ: Princeton Uni-
versity Press.
Samuelson, W. and R. Zeckhauser (1988), Status quo bias in decision
making . Journal of Risk and Uncertainty 1, 7 59.
Saunders, E. M. J. (1993), Stock prices and Wall Street weather .
American Economic Review 83, 1337 1345.
Scarpetta, S., P. Hemmings, T. Tressel, and J. Woo (2002), The role of
policy and institutions for productivity and firm dynamics: Evidence
from micro and industry data . OECD working paper.
Scheier, M. F. and C. S. Carver (1985), Optimism, coping and health:
Assessment and implications of generalized outcome expectancies .
Health Psychology 4, 219 247.
Scheinkman, J. and W. Xiong (2003), Overconfidence and speculative
bubbles . Journal of Political Economy 111, 1183 1219.
Seru, A., T. Shumway, and N. Stoffman (2009), Learning by trading .
Review of Financial Studies, forthcoming.
Seyhun, H. N. (1992), Why does aggregate insider trading predict
future stock returns? . The Quarterly Journal of Economics 107,
1303 1331.
Shefrin, H. (2001), Behavioral corporate finance . Journal of Applied
Corporate Finance 14, 113 124.
Shefrin, H. (2005), Behavioral Corporate Finance. Burr Ridge:
McGraw-Hill.
Shefrin, H. (2007), Behavioral portfolio selection . In: Encyclopedia of
Quantitative Finance. Wiley, forthcoming.
Shefrin, H. (2008a), A Behavioral Approach to Asset Pricing. Boston:
Elsevier Academic Press, 2nd edition.
Shefrin, H. (2008b), Behavioral explanations for why individ-
ual investors find dividends attractive . In: H. K. Baker (ed.):
References 181
Chapter 13, the Blackwell Companion to Dividends and Dividend
Policy. Blackwell.
Shefrin, H. (2008c), Risk and return in behavioral SDF-based asset
pricing models . Journal of Investment Management 6, 4 22.
Shefrin, H. (2009), How psychological pitfalls generated the global
financial crisis . In: L. Siegel (ed.): Understanding the Global Finan-
cial Crisis.
Shefrin, H. (2010), Insights into the psychological profiles of
entrepreneurs . In: R. Yazdipour (ed.): Advances in Entrepreneurial
Finance. New York, NY: Springer, forthcoming.
Shefrin, H. and M. Statman (1984), Explaining investor preference for
cash dividends . Journal of Financial Economics 13, 253 282.
Shefrin, H. and M. Statman (1985), The disposition to sell winners
too early and ride losers too long: theory and evidence . Journal of
Finance 40, 777 790.
Shefrin, H. and M. Statman (1992), Ethics, Fairness, Efficiency, and
Financial Markets. Charlottesville, VA: CFA Institute Publications.
Shefrin, H. and M. Statman (1993a), Behavioral aspects of the design
and marketing of financial products . Financial Management 22,
123 134.
Shefrin, H. and M. Statman (1993b), Ethics, fairness and efficiency in
financial markets . Financial Analysts Journal pp. 21 29.
Shefrin, H. and M. Statman (1994), Behavioral capital asset pric-
ing theory . Journal of Financial and Quantitative Analysis 29,
323 349.
Shefrin, H. and M. Statman (2000), Behavioral portfolio theory . Jour-
nal of Financial and Quantitative Analysis 35, 127 151.
Shefrin, H. and M. Statman (2009), Striking regulatory irons while [ Pobierz całość w formacie PDF ]
zanotowane.pl doc.pisz.pl pdf.pisz.pl karpacz24.htw.pl
Polk, C. and P. Sapienza (2004), The real effects of investor sentiment .
NBER working paper no. 10563.
Polkovnichenko, V. (2002), Household portfolio diversification: A case
for rank-dependent preferences . Review of Financial Studies 18,
1467 1501.
Posner, R. A. (2009), A Failure of Capitalism: The Crisis of 08 and
the Descent into Depression. Cambridge, MA: Harvard University
Press.
Poteshman, A. (2001), Underreaction, overreaction and increasing mis-
reaction to information in the options market . Journal of Finance
56, 851 876.
Poteshman, A. and V. Serbin (2003), Clearly irrational financial mar-
ket behavior: Evidence from the early exercise of exchange traded
stock options . Journal of Finance 58, 37 70.
Poti, V. (2006), The coskewness puzzle in the cross-section of industry
portfolio returns . Working paper, Dublin City University Business
School.
Puri, M. and D. Robinson (2007), Optimism and economic choice .
Journal of Financial Economics 86, 71 99.
Puri, M. and D. Robinson (2008), Who are entrepreneurs and why do
they behave that way? . Working Paper, Duke University.
Rather, D. (2009), Sold! . Dan Rather Reports, Episode Number: 407,
February 17.
Rau, P. and T. Vermaelen (1998), Glamour, value and the post-
acquisition performance of acquiring firms . Journal of Financial
Economics 49, 223 253.
Ravenscraft, D. and F. Scherer (1987), Mergers, Sell-Offs, and Eco-
nomic Efficiency. Washington, DC: Brookings Institution.
Richardson, S. and R. Sloan (2003), External financing and future
stock returns . Working paper, University of Pennsylvania.
Rieger, M. (2008), Probability misestimation and preferences in finan-
cial investment decision . Working Paper, University of Zurich.
180 References
Roll, R. (1986), The hubris hypothesis of corporate takeovers . Journal
of Business 59, 197 216.
Rosenberg, J. and R. Engle (2004), Empirical pricing kernels . Journal
of Financial Economics 64, 341 372.
Ross, L., D. Green, and P. House (1977), The false consensus effect :
An egocentric bias in social perception and attribution processes .
Journal of Experimental Social Psychology 13, 279 301.
Ross, S. (2005), Neoclassical Finance. Princeton, NJ: Princeton Uni-
versity Press.
Samuelson, W. and R. Zeckhauser (1988), Status quo bias in decision
making . Journal of Risk and Uncertainty 1, 7 59.
Saunders, E. M. J. (1993), Stock prices and Wall Street weather .
American Economic Review 83, 1337 1345.
Scarpetta, S., P. Hemmings, T. Tressel, and J. Woo (2002), The role of
policy and institutions for productivity and firm dynamics: Evidence
from micro and industry data . OECD working paper.
Scheier, M. F. and C. S. Carver (1985), Optimism, coping and health:
Assessment and implications of generalized outcome expectancies .
Health Psychology 4, 219 247.
Scheinkman, J. and W. Xiong (2003), Overconfidence and speculative
bubbles . Journal of Political Economy 111, 1183 1219.
Seru, A., T. Shumway, and N. Stoffman (2009), Learning by trading .
Review of Financial Studies, forthcoming.
Seyhun, H. N. (1992), Why does aggregate insider trading predict
future stock returns? . The Quarterly Journal of Economics 107,
1303 1331.
Shefrin, H. (2001), Behavioral corporate finance . Journal of Applied
Corporate Finance 14, 113 124.
Shefrin, H. (2005), Behavioral Corporate Finance. Burr Ridge:
McGraw-Hill.
Shefrin, H. (2007), Behavioral portfolio selection . In: Encyclopedia of
Quantitative Finance. Wiley, forthcoming.
Shefrin, H. (2008a), A Behavioral Approach to Asset Pricing. Boston:
Elsevier Academic Press, 2nd edition.
Shefrin, H. (2008b), Behavioral explanations for why individ-
ual investors find dividends attractive . In: H. K. Baker (ed.):
References 181
Chapter 13, the Blackwell Companion to Dividends and Dividend
Policy. Blackwell.
Shefrin, H. (2008c), Risk and return in behavioral SDF-based asset
pricing models . Journal of Investment Management 6, 4 22.
Shefrin, H. (2009), How psychological pitfalls generated the global
financial crisis . In: L. Siegel (ed.): Understanding the Global Finan-
cial Crisis.
Shefrin, H. (2010), Insights into the psychological profiles of
entrepreneurs . In: R. Yazdipour (ed.): Advances in Entrepreneurial
Finance. New York, NY: Springer, forthcoming.
Shefrin, H. and M. Statman (1984), Explaining investor preference for
cash dividends . Journal of Financial Economics 13, 253 282.
Shefrin, H. and M. Statman (1985), The disposition to sell winners
too early and ride losers too long: theory and evidence . Journal of
Finance 40, 777 790.
Shefrin, H. and M. Statman (1992), Ethics, Fairness, Efficiency, and
Financial Markets. Charlottesville, VA: CFA Institute Publications.
Shefrin, H. and M. Statman (1993a), Behavioral aspects of the design
and marketing of financial products . Financial Management 22,
123 134.
Shefrin, H. and M. Statman (1993b), Ethics, fairness and efficiency in
financial markets . Financial Analysts Journal pp. 21 29.
Shefrin, H. and M. Statman (1994), Behavioral capital asset pric-
ing theory . Journal of Financial and Quantitative Analysis 29,
323 349.
Shefrin, H. and M. Statman (2000), Behavioral portfolio theory . Jour-
nal of Financial and Quantitative Analysis 35, 127 151.
Shefrin, H. and M. Statman (2009), Striking regulatory irons while [ Pobierz całość w formacie PDF ]