Reference health

Chapter 18 A survey of behavioral finance

https://doi.org/10.1016/s1574-0102(03)01027-6
CiteStamped reference-health badge
164/164 checkable references clean · checked 2026-08-03

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

40 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 164 checked references that resolve
resolves10.1016/S0304-405X(02)00227-1
Synchronization risk and delayed arbitrage
resolves10.1111/0022-1082.00285
The Equity Share in New Issues and Aggregate Stock Returns
resolves10.1111/1540-6261.00414
Market Timing and Capital Structure
resolves10.2139/ssrn.342640
A Catering Theory of Dividends
resolves10.1162/00335530360698478
When Does the Market Matter? Stock Prices and the Investment of Equity-Dependent Firms
resolves10.1016/0304-405X(78)90026-0
Anomalies in relationships between securities' yields and yield-surrogates
resolves10.1016/0304-405X(81)90018-0
The relationship between return and market value of common stocks
resolves10.1016/S0304-405X(96)00890-2
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
resolves10.1111/0022-1082.00226
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
resolves10.1162/003355301556400
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
resolves10.1093/rfs/15.2.455
Online Investors: Do the Slow Die First?
resolves10.1111/0022-1082.00367
Mental Accounting, Loss Aversion, and Individual Stock Returns
resolves10.1016/S0304-405X(03)00064-3
Style investing
resolves10.1016/S0304-405X(98)00027-0
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
resolves10.1162/003355301556310
Prospect Theory and Asset Prices
resolves10.2307/2118333
Why Does the Stock Market Fluctuate?
resolves10.1016/0304-405X(83)90031-4
The relationship between earnings' yield, market value and return for NYSE common stocks
resolves10.1287/opre.30.5.961
Regret in Decision Making under Uncertainty
resolves10.1111/0022-1082.00388
Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
resolves10.2307/2118511
Myopic Loss Aversion and the Equity Premium Puzzle
resolves10.1257/aer.91.1.79
Naive Diversification Strategies in Defined Contribution Saving Plans
resolves10.1111/j.1540-6261.1997.tb02723.x
Do Changes in Dividends Signal the Future or the Past?
resolves10.1093/rfs/8.2.275
A Critique of Size-Related Anomalies
resolves10.2307/2491062
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
resolves10.2307/2118497
The Stock Market, Profit, and Investment
resolves10.1016/S0304-405X(02)00147-2
Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs
resolves10.1093/rfs/8.3.879
Closed-end Country Funds and U.S. Market Sentiment
resolves10.1111/0022-1082.00279
Inference in Long‐Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings
resolves10.1111/j.1540-6261.1997.tb02742.x
Myth or Reality? The Long‐Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital‐Backed Companies
resolves10.1016/S0304-405X(00)00040-4
Is the abnormal return following equity issuances anomalous?
resolves10.1016/S0304-3932(01)00042-3
Stock price volatility and equity premium
resolves10.1037/0022-3514.67.3.366
Exploring the "planning fallacy": Why people underestimate their task completion times.
resolves10.1023/A:1007850605129
The Effects of Financial Incentives in Experiments: A Review and Capital-Labor-Production Framework
resolves10.1007/BF00122575
Recent developments in modeling preferences: Uncertainty and ambiguity
resolves10.2307/2233809
A Variance Decomposition for Stock Returns
resolves10.1016/S1574-0048(99)10032-6
Chapter 19 Asset prices, consumption, and the business cycle
resolves10.1111/0022-1082.00260
Asset Pricing at the Millennium
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1111/j.1540-6261.1988.tb04598.x
Stock Prices, Earnings, and Expected Dividends
resolves10.1257/aer.90.4.787
Asset Pricing with Distorted Beliefs: Are Equity Returns Too Good to Be True?
resolves10.1086/500669
Earnings Quality and Stock Returns*
resolves10.1111/j.1540-6261.1996.tb05222.x
Momentum Strategies
resolves10.1016/S0304-405X(01)00066-6
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
resolves10.1016/S0304-405X(02)00223-4
Breadth of ownership and stock returns
resolves10.2307/1912052
A Generalization of the Quasilinear Mean with Applications to the Measurement of Income Inequality and Decision Theory Resolving the Allais Paradox
resolves10.1007/BF02283525
Axiomatic utility theories with the betweenness property
resolves10.1016/0304-405X(92)90005-I
Measuring abnormal performance
resolves10.1111/0022-1082.00181
Home Bias at Home: Local Equity Preference in Domestic Portfolios
resolves10.1086/322088
The Geography of Investment: Informed Trading and Asset Prices
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1111/0022-1082.00077
Investor Psychology and Security Market Under‐ and Overreactions
resolves10.1111/0022-1082.00350
Overconfidence, Arbitrage, and Equilibrium Asset Pricing
resolves10.1016/S0304-405X(02)00206-4
The market for borrowing stock
resolves10.1111/j.1540-6261.1985.tb05004.x
Does the Stock Market Overreact?
resolves10.1111/j.1540-6261.1987.tb04569.x
Further Evidence On Investor Overreaction and Stock Market Seasonality
resolves10.1086/261703
Noise Trader Risk in Financial Markets
resolves10.2307/2328662
Positive Feedback Investment Strategies and Destabilizing Rational Speculation
resolves10.1016/0022-0531(86)90076-1
An axiomatic characterization of preferences under uncertainty: Weakening the independence axiom
resolves10.1111/0022-1082.00490
Differences of Opinion and the Cross Section of Stock Returns
resolves10.2307/1884324
Risk, Ambiguity, and the Savage Axioms
resolves10.2307/2951614
Intertemporal Asset Pricing under Knightian Uncertainty
resolves10.2307/2325486
Efficient Capital Markets: A Review of Theory and Empirical Work
resolves10.1016/S0304-405X(98)00026-9
Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1
resolves10.1016/0304-405X(88)90020-7
Dividend yields and expected stock returns
resolves10.1111/j.1540-6261.1992.tb04398.x
The Cross‐Section of Expected Stock Returns
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/j.1540-6261.1995.tb05169.x
Size and Book‐to‐Market Factors in Earnings and Returns
resolves10.1111/j.1540-6261.1996.tb05202.x
Multifactor Explanations of Asset Pricing Anomalies
resolves10.1111/0022-1082.00080
Value versus Growth: The International Evidence
resolves10.1016/S0304-405X(01)00038-1
Disappearing dividends: changing firm characteristics or lower propensity to pay?
resolves10.1111/0022-1082.00209
Characteristics, Covariances, and Average Returns: 1929 to 1997
resolves10.2307/2946693
Ambiguity Aversion and Comparative Ignorance
resolves10.1016/S0304-405X(99)00020-3
How are stock prices affected by the location of trade?
resolves10.1162/003355301753265561
Loss Aversion and Seller Behavior: Evidence from the Housing Market
resolves10.1093/rfs/14.1.1
Learning to Be Overconfident
resolves10.1016/0304-4068(89)90018-9
Maxmin expected utility with non-unique prior
resolves10.1016/0010-0285(85)90010-6
The hot hand in basketball: On the misperception of random sequences
resolves10.1162/003355397555217
An Experiment on Risk Taking and Evaluation Periods
resolves10.1162/003355301556392
Institutional Investors and Equity Prices
resolves10.1016/S0304-405X(01)00044-7
The theory and practice of corporate finance: evidence from the field
resolves10.1111/0022-1082.00355
How Distance, Language, and Culture Influence Stockholdings and Trades
resolves10.2307/2938223
A Theory of Disappointment Aversion
resolves10.1086/261141
Stochastic Consumption, Risk Aversion, and the Temporal Behavior of Asset Returns
resolves10.1111/j.1540-6261.1986.tb04550.x
Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures
resolves10.2307/1884166
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
resolves10.1007/BF00057884
Preference and belief: Ambiguity and competence in choice under uncertainty
resolves10.2307/3666221
Managerial Optimism and Corporate Finance
resolves10.1111/0022-1082.00379
Investor Psychology and Asset Pricing
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1093/rfs/hhg006
Differences of Opinion, Short-Sales Constraints, and Market Crashes
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1093/rfs/14.3.659
Familiarity Breeds Investment
resolves10.2139/ssrn.276487
A Trade-Based Analysis of Momentum
resolves10.1016/0304-405X(95)00826-Z
Market underreaction to open market share repurchases
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1016/S0304-405X(02)00224-6
Short-sale constraints and stock returns
resolves10.1016/0304-405X(96)00881-1
Timing, investment opportunities, managerial discretion, and the security issue decision
resolves10.1126/science.185.4157.1124
Judgment under Uncertainty: Heuristics and Biases
resolves10.2307/1914185
Prospect Theory: An Analysis of Decision under Risk
resolves10.1111/0022-1082.00230
Demand Curves for Stocks <i>Do</i> Slope Down: New Evidence from an Index Weights Adjustment
resolves10.1093/rfs/4.4.685
The Effect of Information Releases on the Pricing and Timing of Equity Issues
resolves10.1111/j.1540-6261.1994.tb04772.x
Contrarian Investment, Extrapolation, and Risk
resolves10.1086/367683
Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs
resolves10.1111/j.1540-6261.1991.tb03746.x
Investor Sentiment and the Closed‐End Fund Puzzle
resolves10.2307/1911512
The Present-Value Relation: Tests Based on Implied Variance Bounds
resolves10.1257/jel.37.2.571
Trying to Explain Home Bias in Equities and Consumption
resolves10.2307/2232669
Regret Theory: An Alternative Theory of Rational Choice Under Uncertainty
resolves10.1037/0022-3514.37.11.2098
Biased assimilation and attitude polarization: The effects of prior theories on subsequently considered evidence.
resolves10.1111/j.1540-6261.1995.tb05166.x
The New Issues Puzzle
resolves10.1016/S0304-405X(99)00054-9
Uniformly least powerful tests of market efficiency
resolves10.1093/rfs/15.2.413
Why Don’t Issuers Get Upset About Leaving Money on the Table in IPOs?
resolves10.1016/0927-538X(94)90016-7
Initial public offerings: International insights
resolves10.1111/0022-1082.00101
Improved Methods for Tests of Long‐Run Abnormal Stock Returns
resolves10.1016/0304-405X(91)90015-C
The consumption of stockholders and nonstockholders
resolves10.1086/257177
The Utility of Wealth
resolves10.1016/0304-3932(85)90061-3
The equity premium: A puzzle
resolves10.1111/j.1540-6261.1987.tb04565.x
A Simple Model of Capital Market Equilibrium with Incomplete Information
resolves10.1111/j.1540-6261.1995.tb04796.x
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
resolves10.1111/j.1540-6261.1977.tb03317.x
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
resolves10.1086/209645
Managerial Decisions and Long‐Term Stock Price Performance
resolves10.1111/1540-6261.00434
Limited Arbitrage in Equity Markets
resolves10.2469/faj.v35.n2.24
Inflation, Rational Valuation and the Market
resolves10.2307/2534506
The Stock Market and Investment: Is the Market a Sideshow?
resolves10.1111/0022-1082.00072
Are Investors Reluctant to Realize Their Losses?
resolves10.1257/aer.89.5.1279
Do Investors Trade Too Much?
resolves10.1111/1540-6261.00560
DotCom Mania: The Rise and Fall of Internet Stock Prices
resolves10.1111/0022-1082.25448
Why Do Companies Go Public? An Empirical Analysis
resolves10.1111/0022-1082.00348
Underreaction, Overreaction, and Increasing Misreaction to Information in the Options Market
resolves10.1016/0167-2681(82)90008-7
A theory of anticipated utility
resolves10.1111/1468-0262.00158
Risk Aversion and Expected-utility Theory: A Calibration Theorem
resolves10.1162/003355302760193896
Inference by Believers in the Law of Small Numbers
resolves10.1111/j.1467-9280.1992.tb00025.x
On the Framing of Multiple Prospects
resolves10.2307/3594994
The Decline of Inflation and the Bull Market of 1982-1999
resolves10.1016/0304-405X(77)90009-5
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
resolves10.3905/jpm.1983.18
Vas Ist Das?
resolves10.1086/296325
The Hubris Hypothesis of Corporate Takeovers
resolves10.3905/jpm.1985.409007
Persuasive evidence of market inefficiency
resolves10.1111/0022-1082.95722
International Momentum Strategies
resolves10.2469/faj.v57.n3.2447
Rational Markets: Yes or No? The Affirmative Case
resolves10.2307/2171812
Rational Asset Pricing Bubbles
resolves10.1086/378531
Overconfidence and Speculative Bubbles
resolves10.1016/0167-2681(87)90027-8
Some remarks on Quiggin's anticipated utility
resolves10.1007/BF02283529
Anticipated utility: A measure representation approach
resolves10.1162/003355397555208
Money Illusion
resolves10.1016/0304-405X(84)90025-4
Explaining investor preference for cash dividends
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.2307/2534436
Stock Prices and Social Dynamics
resolves10.1111/j.1540-6261.1986.tb04518.x
Do Demand Curves for Stocks Slope Down?
resolves10.1257/jep.4.2.19
The Noise Trader Approach to Finance
resolves10.1111/j.1540-6261.1997.tb03807.x
The Limits of Arbitrage
resolves10.1086/209699
Rational Capital Budgeting In An Irrational World
resolves10.1111/j.1540-6261.1986.tb04519.x
Does the Stock Market Rationally Reflect Fundamental Values?
resolves10.1287/mnsc.36.6.643
Gambling with the House Money and Trying to Break Even: The Effects of Prior Outcomes on Risky Choice
resolves10.1162/003355397555226
The Effect of Myopia and Loss Aversion on Risk Taking: An Experimental Test
resolves10.1086/296365
Rational Choice and the Framing of Decisions
resolves10.1007/BF00122574
Advances in prospect theory: Cumulative representation of uncertainty
resolves10.1093/rfs/12.5.975
Stock Market Overreactions to Bad News in Good Times: A Rational Expectations Equilibrium Model
resolves10.1093/rfs/7.1.215
S&amp;P 500 Trading Strategies and Stock Betas
resolves10.1111/1540-6261.00421
What Drives Firm‐Level Stock Returns?
resolves10.1016/0304-3932(89)90028-7
The equity premium puzzle and the risk-free rate puzzle
resolves10.1037/0022-3514.39.5.806
Unrealistic optimism about future life events.
resolves10.1086/341636
Does Arbitrage Flatten Demand Curves for Stocks?
resolves10.2307/1911158
The Dual Theory of Choice under Risk
The 40 references without a DOI — listed, not checked
no DOI — not checkedA progress report on the training of probability assessors
no DOI — not checkedRisk and robustness in equilibrium
no DOI — not checkedRationality of self and others
no DOI — not checkedAll that glitters: the effect of attention and news on the buying behavior of individual and institutional investors
no DOI — not checkedComovement
no DOI — not checkedThe international diversification puzzle is worse than you think
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib39
no DOI — not checkedIndividual decision making
no DOI — not checkedAlpha-nu choice theory: an axiomatization of expected utility
no DOI — not checkedDo behavioral biases affect prices?
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib71
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib72
no DOI — not checkedConservatism in human information processing
no DOI — not checkedKnowing with certainty: the appropriateness of extreme confidence
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib87
no DOI — not checkedInvestor diversification and international equity markets
no DOI — not checkedThe case for flexible exchange rates
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib96
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib99
no DOI — not checkedThe disposition effect and momentum
no DOI — not checkedThe cross-section of expected returns and its relation to past returns
no DOI — not checkedWhat moves the discount on country equity funds?
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib123
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib124
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib126
no DOI — not checkedGood news for value stocks: further evidence on market efficiency
no DOI — not checkedDistribution of incomes of corporations among dividends, retained earnings and taxes
no DOI — not checkedRobust portfolio rules and asset pricing
no DOI — not checkedCEO overconfidence and corporate investment
no DOI — not checkedThinking through categories
no DOI — not checkedThe real effects of investor sentiment
no DOI — not checkedPsychology and economics
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib171
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib175
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib176
no DOI — not checkedDo stock prices move too much to be justified by subsequent changes in dividends?
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib186
no DOI — not checkedStock market driven acquisitions
no DOI — not checkedMental accounting matters
no DOI — not checked10.1016/S1574-0102(03)01027-6_bib199
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

checked 2026-08-03 — re-checked daily as this page is visited; titles and statuses come from Crossref and DataCite and are not part of the signed record

Embed this badge

Both snippets point at the live badge image and link back to this page. The badge re-renders from the daily check, so an embed never goes stale by more than a day of visits.

<a href="https://citestamp.com/citestamped/10.1016/s1574-0102(03)01027-6"><img src="https://citestamp.com/citestamped/10.1016/s1574-0102(03)01027-6/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.1016/s1574-0102(03)01027-6/badge.svg)](https://citestamp.com/citestamped/10.1016/s1574-0102(03)01027-6)