A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
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Published:1998-09
Issue:3
Volume:49
Page:307-343
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ISSN:0304-405X
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Container-title:Journal of Financial Economics
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language:en
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Short-container-title:Journal of Financial Economics
Author:
Barberis Nicholas,Shleifer Andrei,Vishny Robert
Subject
Strategy and Management,Economics and Econometrics,Finance,Accounting
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3. Bernard, V., 1992. Stock price reactions to earnings announcements In: Thaler, R. (Ed.), Advances in Behavioral Finance. Russell Sage Foundation, New York, pp. 303–340.
4. Bernard, V., Thomas, J., 1989. Post-earnings announcement drift: delayed price response or risk premium? Journal of Accounting Research, (Suppl.) 27, 1–36.
5. Evidence that stock prices do not fully reflect the implications of current earnings for future earnings;Bernard;Journal of Accounting and Economics,1990
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