Bibliography for FIN 3617 Behavioural Finance BETA

Anon. n.d.-a. ‘Finance And Economics: Don’t Shoot the Messenger; Short-Selling’. The Economist 366(6):66–67.

Anon. n.d.-b. ‘Special Report: The Avuncular State - The New Paternalism’. The Economist 379(9).

Anonymous. n.d. ‘Methods for All Moments; Free Exchange’. The Economist 409(9).

Baker, Malcolm, Richard Ruback, and Jeffrey Wurgler. 2007. ‘Behavioral Corporate Finance’. Pp. 145–86 in Handbook of corporate finance: empirical corporate finance, Vol. 1. Amsterdam: Elsevier.

Baker, Malcolm, and Jeffrey Wurgler. 2000. ‘The Equity Share in New Issues and Aggregate Stock Returns.’ Journal of Finance. Oct 55(5):2219–57.

Baker, Malcolm, and Jeffrey Wurgler. 2004. ‘A Catering Theory of Dividends’. The Journal of Finance 59(3):1125–65. doi: 10.1111/j.1540-6261.2004.00658.x.

Bali, Turan G., Nusret Cakici, and Robert F. Whitelaw. 2011. ‘Maxing out: Stocks as Lotteries and the Cross-Section of Expected Returns’. Journal of Financial Economics 99(2):427–46. doi: 10.1016/j.jfineco.2010.08.014.

Barber, Brad M. Barber, and Terrance Odean. 2001. ‘Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment’. The Quarterly Journal of Economics 116(1):261–92.

Barber, Brad M., Yi-Tsung Lee, Yu-Jane Liu, and Terrance Odean. 2009. ‘Just How Much Do Individual Investors Lose by Trading?’ Review of Financial Studies. Feb 22(2):609–32.

Barber, Brad M., and Terrance Odean. 1999. ‘The Courage of Misguided Convictions’. Financial Analysts Journal 55(6):41–55.

Barberis, Nicholas. 2013. ‘Psychology and the Financial Crisis of 2007-2008’. in Financial innovation: too much or too little? Cambridge, Mass: MIT Press.

Benartzi, Shlomo, and Richard H. Thaler. 2007. ‘Heuristics and Biases in Retirement Savings Behavior.’ Journal of Economic Perspectives. Summer 21(3):81–104.

Bradley, Michael, Alon Brav, Itay Goldstein, and Wei Jiang. 2010. ‘Activist Arbitrage: A Study of Open-Ending Attempts of Closed-End Funds’. Journal of Financial Economics 95(1):1–19. doi: 10.1016/j.jfineco.2009.01.005.

Choi, James J., David Laibson, and Brigitte .. Madrian. 2010. ‘Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds.’ Review of Financial Studies. Apr 23(4):1405–32.

Cohen, Lauren, and Andrea Frazzini. 2008. ‘Economic Links and Predictable Returns’. The Journal of Finance 63(4):1977–2011. doi: 10.1111/j.1540-6261.2008.01379.x.

Cohen, Lauren, and Dong Lou. 2012. ‘Complicated Firms’. Journal of Financial Economics 104(2):383–400. doi: 10.1016/j.jfineco.2011.08.006.

Colvin, Geoffrey. 2003a. ‘Time Warner, Don’t Blame Steve Case.’ Fortune 147(2):35–35.

Colvin, Geoffrey. 2003b. ‘Time Warner, Don’t Blame Steve Case.’ Fortune 147(2):35–35.

Cooper, Michael J., Orlin Dimitrov, and P. Raghavendra Rau. 2001. ‘A Rose.Com by Any Other Name’. The Journal of Finance 56(6):2371–88.

Coval, Joshua D., and Tyler Shumway. 2005. ‘Do Behavioral Biases Affect Prices?’ The Journal of Finance 60(1):1–34.

Cronqvist, Henrik, and Richard H. Thaler. 2004. ‘Design Choices in Privatized Social-Security Systems: Learning from the Swedish Experience’. The American Economic Review 94(2):424–28.

D’Avolio, Gene. 2002. ‘The Market for Borrowing Stock’. Journal of Financial Economics 66(2–3):271–306. doi: 10.1016/S0304-405X(02)00206-4.

DellaVigna, Stefano, and Joshua M. Pollet. 2009. ‘Investor Inattention and Friday Earnings Announcements’. The Journal of Finance 64(2):709–49.

Diether, Karl B., Christopher J. Malloy, and Anna Scherbina. 2002. ‘Differences of Opinion and the Cross Section of Stock Returns’. The Journal of Finance 57(5):2113–41.

Frazzini, Andrea. 2006. ‘The Disposition Effect and Underreaction to News’. The Journal of Finance 61(4):2017–46.

Genesove, David, and Christopher Mayer. 2001. ‘Loss Aversion and Seller Behavior: Evidence from the Housing Market’. The Quarterly Journal of Economics 116(4):1233–60.

Grinblatt, Mark, and Matti Keloharju. 2001. ‘How Distance, Language, and Culture Influence Stockholdings and Trades’. The Journal of Finance 56(3):1053–73.

Grinblatt, Mark, and Matti Keloharju. 2009. ‘Sensation Seeking, Overconfidence, and Trading Activity’. The Journal of Finance 64(2):549–78.

Hilsenrath, Jon E. n.d. ‘Stock Characters: As Two Economists Debate Markets, The Tide Shifts; Belief in Efficient Valuation Yields Ground to Role Of Irrational Investors; Mr. Thaler Takes On Mr. Fama’. Wall Street Journal.

Jones, Charles M., and Owen A. Lamont. 2002. ‘Short-Sale Constraints and Stock Returns’. Journal of Financial Economics 66(2–3):207–39. doi: 10.1016/S0304-405X(02)00224-6.

K. BRUNNERMEIER, MARKUS, and STEFAN NAGEL. 2004. ‘Hedge Funds and the Technology Bubble’. The Journal of Finance 59(5):2013–40. doi: 10.1111/j.1540-6261.2004.00690.x.

Lamont, Owen. 2004. ‘Go Down Fighting: Short Sellers vs. Firms’. NBER Working Paper Series (No. 10659).

Lamont, Owen A., and Richard H. Thaler. 2003. ‘Anomalies: The Law of One Price in Financial Markets’. The Journal of Economic Perspectives 17(4):191–202.

List, John. 2016. ‘Resist Checking Up on Your Portfolio’. New York Times 1–2.

Lusardi, Annamaria, and Olivia Mitchell. 2014. ‘The Economic Importance of Financial Literacy: Theory and Evidence’. Journal of Economic Literature 52(1):5–44. doi: 10.1257/jel.52.1.5.

MALMENDIER, U., and G. TATE. 2008. ‘Who Makes Acquisitions? CEO Overconfidence and the Market’s Reaction’. Journal of Financial Economics 89(1):20–43. doi: 10.1016/j.jfineco.2007.07.002.

Mitchell, Mark, Todd Pulvino and Erik Stafford Pulvino, and Erik Stafford. 2002. ‘Limited Arbitrage in Equity Markets’. The Journal of Finance 57(2):551–84.

Odean, Terrance. 1998. ‘Are Investors Reluctant to Realize Their Losses?’ The Journal of Finance 53(5):1775–98.

Ofek, Eli, and Matthew Richardson. 2003. ‘DotCom Mania: The Rise and Fall of Internet Stock Prices’. The Journal of Finance 58(3):1113–37.

Roll, Richard. 1984. ‘Orange Juice and Weather’. The American Economic Review 74(5):861–80.

Shiller, Robert J. 1981. ‘Do Stock Prices Move Too Much to Be Justified by Subsequent Changes in Dividends?’ The American Economic Review 71(3):421–36.

Sommer, Jeff. 2010. ‘How Men’s Overconfidence Hurts Them as Investors’. New York Times.

Stokes, Henry. n.d. ‘Using Behavioral Finance to Better Understand the Psychology of Investors’. Institutional Investor.

Thaler, Richard H. 2013. ‘Financial Literacy, Beyond the Classroom’. New York Times.

Wurgler, Jeffrey, and Ekaterina Zhuravskaya. 2002. ‘Does Arbitrage Flatten Demand Curves for Stocks?’ The Journal of Business 75(4):583–608.