Reference health

Analytical Closed-form Parameterizations for Bounded Rationality of either of Overconfidence or Underconfidence

https://doi.org/10.2139/ssrn.4111712
CiteStamped reference-health badge
97/97 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.

21 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 97 checked references that resolve
resolves10.2307/1924498
On the Econometric Testing of Rationality-Market Efficiency
resolves10.1016/0304-3932(83)90011-9
An integrated view of tests of rationality, market efficiency and the short-run neutrality of monetary policy
resolves10.1016/j.joep.2012.04.003
Information, overconfidence and trading: Do the sources of information matter?
resolves10.1017/S0022109016000223
Capital Market Efficiency and Arbitrage Efficacy
resolves10.1257/aer.102.7.3333
Estimating Time Preferences from Convex Budgets
resolves10.1017/S0022109010000542
Market Dynamics and Momentum Profits
resolves10.1037/0022-3514.81.5.789
Implicit associations as the seeds of intergroup bias: How easily do they take root?
resolves10.1111/jofi.12021
Value and Momentum Everywhere
resolves10.1146/annurev-financial-073009-104041
Martingale Pricing
resolves10.1111/1540-6261.00502
Momentum Trading by Institutions
resolves10.1111/jeea.12116
DOES THE BETTER-THAN-AVERAGE EFFECT SHOW THAT PEOPLE ARE OVERCONFIDENT?: TWO EXPERIMENTS
resolves10.3386/w0945
Bubbles, Rational Expectations and Financial Markets
resolves10.1016/S1386-4181(00)00003-3
Underreactions, overreactions and moderated confidence
resolves10.1016/0022-0531(82)90008-4
Learning to be rational
resolves10.1016/0022-0531(84)90164-9
Rational expectations equilibrium: An alternative approach
resolves10.1017/CBO9780511551840.005
Rational Expectations and Rational Learning
resolves10.1016/0022-0531(82)90007-2
Learning, estimation, and the stability of rational expectations
resolves10.1111/jfir.12257
When it rains, it pours: Multifactor asset management in good and bad times
resolves10.1287/mnsc.2013.1751
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
resolves10.1093/restud/rds046
Overconfidence and Social Signalling
resolves10.1111/j.1540-6261.1996.tb05222.x
Momentum Strategies
resolves10.1007/s10683-017-9526-3
Self-confidence and strategic behavior
resolves10.1016/j.jbankfin.2005.08.007
An empirical evaluation of the overconfidence hypothesis
resolves10.1111/1540-6261.00449
<i>Momentum, Business Cycle, and Time‐varying</i> Expected Returns
resolves10.1111/j.1540-6261.2004.00665.x
Market States and Momentum
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/j.jfineco.2015.12.002
Momentum crashes
resolves10.1007/BF01450498
A general version of the fundamental theorem of asset pricing
resolves10.1111/j.1467-9965.1994.tb00063.x
ARBITRAGE AND FREE LUNCH WITH BOUNDED RISK FOR UNBOUNDED CONTINUOUS PROCESSES
resolves10.1214/aoap/1177004600
The Existence of Absolutely Continuous Local Martingale Measures
resolves10.2307/1992480
Estimates of the Variance of U. S. Inflation Based upon the ARCH Model
resolves10.2307/1885681
Expectational Stability and the Multiple Equilibria Problem in Linear Rational Expectations Models
resolves10.1111/j.1540-6261.1991.tb04636.x
Efficient Capital Markets: II
resolves10.1016/0304-405X(93)90023-5
Common risk factors in the returns on stocks and bonds
resolves10.1111/j.1540-6261.1996.tb05202.x
Multifactor Explanations of Asset Pricing Anomalies
resolves10.1002/cplx.20261
The virtues and vices of equilibrium and the future of financial economics
resolves10.2307/2526571
An Example of Convergence to Rational Expectations with Heterogeneous Beliefs
resolves10.2307/2228484
The Social Time Preference Discount Rate in Cost Benefit Analysis
resolves10.2307/2229934
Choice of Technique in the Public Sector: A Simplification
resolves10.1111/j.1540-6288.1989.tb00343.x
The Rationality and Efficiency of Stock Price Relative to Money Announcement Information
resolves10.2307/1912839
Learning Procedures and Convergence to Rationality
resolves10.1257/jel.40.2.351
Time Discounting and Time Preference: A Critical Review
resolves10.1038/nature01624
A theory of power-law distributions in financial market fluctuations
resolves10.1093/rfs/14.1.1
Learning to Be Overconfident
resolves10.1016/0304-405X(82)90028-9
Multivariate tests of financial models
resolves10.1002/bdm.1773
True Overconfidence in Interval Estimates: Evidence Based on a New Measure of Miscalibration
resolves10.1007/s10713-007-0003-3
Overconfidence and trading volume
resolves10.2307/2999573
Expectations Formation and Stability of Large Socioeconomic Systems
resolves10.3758/BF03213979
Temporal discounting and preference reversals in choice between delayed outcomes
resolves10.1093/rfs/hhw063
Peer Pressure: Social Interaction and the Disposition Effect
resolves10.1016/S1386-4181(00)00014-8
On the survival of overconfident traders in a competitive securities market
resolves10.1016/j.jfineco.2003.10.004
Testing market efficiency using statistical arbitrage with applications to momentum and value strategies
resolves10.1111/0022-1082.00184
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
resolves10.1111/j.1540-6261.1993.tb04702.x
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
resolves10.1111/0022-1082.00342
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
resolves10.1111/1540-6261.00435
Rational Momentum Effects
resolves10.1016/0022-0531(85)90105-X
Learning rational expectations: The finite state case
resolves10.1016/j.finmar.2014.03.003
Are trading imbalances indicative of private information?
resolves10.1111/j.1467-9280.1995.tb00311.x
Preference Reversals Due to Myopic Discounting of Delayed Reward
resolves10.1037/0096-3445.131.2.147
Comparing objective and subjective learning curves: Judgments of learning exhibit increased underconfidence with practice.
resolves10.1111/j.1540-6261.1997.tb02751.x
Speculation Duopoly with Agreement to Disagree: Can Overconfidence Survive the Market Test?
resolves10.1016/0304-405X(92)90023-Q
The impact of institutional trading on stock prices
resolves10.1093/rfs/15.2.533
Momentum and Autocorrelation in Stock Returns
resolves10.1093/rfs/3.2.175
When Are Contrarian Profits Due to Stock Market Overreaction?
resolves10.1016/j.finmar.2012.05.001
Can representativeness heuristic traders survive in a competitive securities market?
resolves10.1111/jfir.12165
FACTOR CROWDING AND LIQUIDITY EXHAUSTION
resolves10.2307/1913811
An Intertemporal Capital Asset Pricing Model
resolves10.1016/0022-0531(82)90046-1
Information, trade and common knowledge
resolves10.1016/0023-9690(84)90030-4
Self-control and choice in humans: Effects of video game playing as a positive reinforcer
resolves10.1016/j.obhdp.2006.09.002
Overconfidence and underconfidence: When and why people underestimate (and overestimate) the competition
resolves10.1016/j.mathsocsci.2007.09.008
On rationally confident beliefs and rational overconfidence
resolves10.1111/0022-1082.00188
Herding and Feedback Trading by Institutional and Individual Investors
resolves10.1016/j.ssaho.2022.100308
Progressiveness of increase to utility from socioeconomic activities: ‘Barebones’ necessary conditions
resolves10.1016/j.frl.2021.102420
Refining the general equilibrium relation that subsists between stock returns, and each of investors’ risk preferences and information sets
resolves10.1016/j.ssaho.2023.100606
Should rational socioeconomic agents attempt to exert ‘control’ over the evolution of their preference or behavioral parameters?
resolves10.1142/S2010495222500105
MODELING OF STOCK RETURNS IN CONTINUOUS VIS-À-VIS DISCRETE TIME IS EQUIVALENT, RESPECTIVELY, TO THE CONDITIONING OF STOCK RETURNS ON A RANDOM WALK PROCESS FOR TRADE IMBALANCES VIS-À-VIS A RANDOM WALK PROCESS FOR EVOLUTION OF INFORMATION
resolves10.1111/0022-1082.00078
Volume, Volatility, Price, and Profit When All Traders Are Above Average
resolves10.1257/aer.89.5.1279
Do Investors Trade Too Much?
resolves10.1080/01621459.1972.10481297
The Distribution of Stock Returns
resolves10.2469/faj.v67.n1.2
Detecting Crowded Trades in Currency Funds
resolves10.2307/271063
Bayesian Model Selection in Social Research
resolves10.1023/A:1011198414683
Is Time-Discounting Hyperbolic or Subadditive?
resolves10.1111/j.1468-0262.2006.00703.x
Toward a Strategic Foundation for Rational Expectations Equilibrium
resolves10.1016/j.jfineco.2006.02.002
Firm-specific attributes and the cross-section of momentum☆
resolves10.2469/faj.v61.n2.2717
Understanding Momentum
resolves10.1016/0304-405X(85)90002-9
Multivariate tests of the zero-beta CAPM
resolves10.1007/978-1-4613-4367-7_6
From substantive to procedural rationality
resolves10.1007/BF02512227
Bounded rationality in social science: Today and tomorrow
resolves10.1016/0023-9690(80)90021-1
An experimental analysis of impulsivity and impulse control in humans
resolves10.1111/0022-1082.00259
Presidential Address: Friction
resolves10.1002/ejsp.2420010202
Social categorization and intergroup behaviour
resolves10.2307/2526314
Market Anticipations, Rational Expectations, and Bayesian Analysis
resolves10.1016/S1386-4181(97)00007-4
Strategic trading, asymmetric information and heterogeneous prior beliefs
resolves10.1006/jfin.2001.0311
Overconfidence, Investor Sentiment, and Evolution
resolves10.1016/j.joep.2015.12.001
How time preferences differ: Evidence from 53 countries
The 21 references without a DOI — listed, not checked
no DOI — not checkedref5
no DOI — not checkedThe E� ciency vs
no DOI — not checkedDo investors trade too much
no DOI — not checkedA model of investor sentiment
no DOI — not checkedMarket e� ciency, Long-term Returns, and Behavioral Finance
no DOI — not checkedThe role of memory for past test in the undercon�dence with practice e�ect
no DOI — not checkedOn the impossibility of informationally e� cient markets
no DOI — not checkedRational expectations and the limits of rationality: An analysis of heterogeneity
no DOI — not checkedref70
no DOI — not checkedExploring a mnemonic debiasing account of the undercon�dence-with-practice e�ect
no DOI — not checkedFrom Disparate Impact to Systemic Discrimination
no DOI — not checkedref81
no DOI — not checkedApplications of option-pricing theory: twenty-�ve years later
no DOI — not checkedManaging self-con�dence: Theory and experimental evidence
no DOI — not checkedRational beliefs theory: a review
no DOI — not checkedref90
no DOI — not checkedref94
no DOI — not checkedref95
no DOI — not checkedref105
no DOI — not checkedRationality as process and as product of thought
no DOI — not checkedPerceptual Undercon�dence
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/10.2139/ssrn.4111712"><img src="https://citestamp.com/citestamped/10.2139/ssrn.4111712/badge.svg" alt="CiteStamped reference-health badge" width="460" height="64"></a>
[![CiteStamped reference-health badge](https://citestamp.com/citestamped/10.2139/ssrn.4111712/badge.svg)](https://citestamp.com/citestamped/10.2139/ssrn.4111712)