Author:
Grundy Bruce D.,Martin J. Spencer Martin
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference29 articles.
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2. 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
3. Bernard V. L. , 1992, “Stock Price Reactions to Earnings Announcements,” in Thaler Richard (ed.), Advances in Behavioral Finance, Russell Sage Foundation, New York.
4. On the Contrarian Investment Strategy
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