Reference health
Psychology-based Models of Asset Prices and Trading Volume
4 of 287 checkable references need attention · checked 2026-08-03
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
16 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.
References needing attention
does not resolve to a known work10.1037//0033-2909.106.2.265
does not resolve to a known work10.1037//0022-3514.57.6.1082
does not resolve to a known work10.2307/2329238
does not resolve to a known work10.2307/2328486
The 283 checked references that resolve
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From the Horse's Mouth: Economic Conditions and Investor Expectations of Risk and Return
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Seeking the Roots of Entrepreneurship: Insights from Behavioral Economics
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Predictability in financial markets: What do survey expectations tell us?
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Maxing out: Stocks as lotteries and the cross-section of expected returns
resolves10.1111/j.1540-6261.2004.00670.x
Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
resolves10.1016/0304-405x(81)90018-0
The relationship between return and market value of common stocks
resolves10.1162/003355301556400
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
resolves10.1257/aer.98.5.2066
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
resolves10.1016/j.jedc.2009.01.009
Preferences with frames: A new utility specification that allows for the framing of risks
resolves10.1111/j.1540-6261.2009.01448.x
What Drives the Disposition Effect? An Analysis of a Long‐Standing Preference‐Based Explanation
resolves10.1257/aer.96.4.1069
Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
resolves10.1016/0304-405x(83)90031-4
The relationship between earnings' yield, market value and return for NYSE common stocks
resolves10.1111/0022-1082.00388
Excessive Extrapolation and the Allocation of 401(k) Accounts to Company Stock
resolves10.1086/261849
A Theory of Fads, Fashion, Custom, and Cultural Change as Informational Cascades
resolves10.1007/s11238-009-9144-4
A parametric analysis of prospect theory’s functionals for the general population
resolves10.1086/250059
By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior
resolves10.1093/rfs/1.3.195
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
resolves10.1353/eca.2012.0014
What Have They Been Thinking?: Homebuyer Behavior in Hot and Cold Markets
resolves10.1093/rfs/hhx139
Extrapolation Bias and the Predictability of Stock Returns by Price-Scaled Variables
resolves10.1257/aer.20131314
Evidence for Countercyclical Risk Aversion: An Experiment with Financial Professionals
resolves10.1016/j.jfineco.2014.04.001
Death and jackpot: Why do individual investors hold overpriced stocks?
resolves10.2139/ssrn.3144849
Extrapolative Beliefs in the Cross-Section: What Can We Learn from the Crowds?
resolves10.1016/j.jedc.2012.01.010
Dynamic portfolio choice and asset pricing with narrow framing and probability weighting
resolves10.1016/j.jfineco.2014.11.002
Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
resolves10.1016/j.jbankfin.2007.01.024
Mutual fund flows and investor returns: An empirical examination of fund investor timing ability
resolves10.3386/w18562
Using Neural Data to Test a Theory of Investor Behavior: An Application to Realization Utility
resolves10.3386/w13724
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
resolves10.1016/0010-0285(85)90010-6
The hot hand in basketball: On the misperception of random sequences
resolves10.1287/mnsc.1110.1431
Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns
resolves10.1016/j.jedc.2016.12.008
Equilibrium asset pricing with Epstein-Zin and loss-averse investors
resolves10.2139/ssrn.2718428
Return Chasing and Trend Following: Superficial Similarities Mask Fundamental Differences
resolves10.2307/2328230
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
resolves10.1287/mnsc.1100.1269
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment
resolves10.1007/bf00057884
Preference and belief: Ambiguity and competence in choice under uncertainty
resolves10.1111/j.0956-7976.2004.00715.x
Decisions from Experience and the Effect of Rare Events in Risky Choice
resolves10.1016/j.jmoneco.2015.08.006
Asset pricing in production economies with extrapolative expectations
resolves10.1111/j.1540-6261.2009.01501.x
Driven to Distraction: Extraneous Events and Underreaction to Earnings News
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1540-6261.2005.00817.x
Thy Neighbor's Portfolio: Word‐of‐Mouth Effects in the Holdings and Trades of Money Managers
resolves10.1111/0022-1082.00206
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
resolves10.1093/rfs/hhv039
Thinking Outside the Borders: Investors' Underreaction to Foreign Operations Information
resolves10.1111/j.1540-6261.2005.00730.x
Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/j.1540-6261.1997.tb04825.x
Good News for Value Stocks: Further Evidence on Market Efficiency
resolves10.1111/j.1468-036x.2011.00617.x
Two Paradigms and Nobel Prizes in Economics: a Contradiction or Coexistence?
resolves10.2139/ssrn.2809191
Low Interest Rates and Risk Taking: Evidence from Individual Investment Decisions
resolves10.1037//0022-0663.86.1.114
Highly confident but wrong: Gender differences and similarities in confidence judgments.
resolves10.1287/mnsc.2016.2711
Can Prospect Theory Explain the Disposition Effect? A New Perspective on Reference Points
resolves10.1016/j.jimonfin.2008.03.001
Applying regret theory to investment choices: Currency hedging decisions
resolves10.1017/s0022109010000566
Why Do Firms with Diversification Discounts Have Higher Expected Returns?
resolves10.1111/0022-1082.00078
Volume, Volatility, Price, and Profit When All Traders Are Above Average
resolves10.1093/rfs/hhi033
Household Portfolio Diversification: A Case for Rank-Dependent Preferences
resolves10.1093/rfs/hhw100
A Mind Is a Terrible Thing to Change: Confirmatory Bias in Financial Markets
resolves10.1111/j.1467-937X.2009.00582.x
The Gambler's and Hot-Hand Fallacies: Theory and Applications
resolves10.1111/j.1540-6261.1985.tb05002.x
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
resolves10.3386/w0456
Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?
resolves10.3386/w25751
Can the Market Multiply and Divide? Non-Proportional Thinking in Financial Markets
resolves10.2307/1911361
Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets
resolves10.1111/j.1540-6261.2007.01232.x
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
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
resolves10.2307/2118462
How Learning in Financial Markets Generates Excess Volatility and Predictability in Stock Prices
resolves10.1111/jofi.12018
Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?
resolves10.2139/ssrn.2392123
Probability Weighting and Asset Prices: Evidence from Mergers and Acquisitions
The 16 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedref6
no DOI — not checkedref11
no DOI — not checkedHousehold finance
no DOI — not checkedref69
no DOI — not checkedref76
no DOI — not checkedStock prices and differences of opinion: empirical evidence that stock prices reflect optimism
no DOI — not checkedChartists, fundamentalists, and trading in the foreign exchange market
no DOI — not checkedBehavioral inattention
no DOI — not checkedA theory of disappointment in decision making under uncertainty
no DOI — not checkedref216
no DOI — not checkedref235
no DOI — not checkedThe cost of capital, corporation finance, and the theory of investment
no DOI — not checkedref250
no DOI — not checkedref266
no DOI — not checkedDo stock prices reflect information in accruals and cash flows about future earnings?
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