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Investor Preference and Stock Price Underreaction: Evidence from Post Earnings Announcement Drift
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What this work says
Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1007/bf00122574openalex-extracted
Advances in prospect theory: Cumulative representation of uncertainty
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Evidence that stock prices do not fully reflect the implications of current earnings for future earnings
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00022-6openalex-extracted
The Behavior of Individual Investors
inferredcites →https://doi.org/10.1016/j.jacceco.2014.06.001openalex-extracted
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
inferredcites →https://doi.org/10.1016/j.jfineco.2010.08.014openalex-extracted
Maxing out: Stocks as lotteries and the cross-section of expected returns
inferredcites →https://doi.org/10.1017/cbo9780511803475.003openalex-extracted
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1093/qje/qjs018openalex-extracted
Salience Theory of Choice Under Risk
inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-extracted
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.1111/0022-1082.00226openalex-extracted
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors
inferredcites →https://doi.org/10.1111/0022-1082.00330openalex-extracted
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
inferredcites →https://doi.org/10.1111/j.1475-679x.2008.00290.xopenalex-extracted
Implications of Transaction Costs for the Post–Earnings Announcement Drift
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02724.xopenalex-extracted
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01483.xopenalex-extracted
Who Gambles in the Stock Market?
inferredcites →https://doi.org/10.1257/aer.103.3.611openalex-extracted
The Psychology of Tail Events: Progress and Challenges
inferredcites →https://doi.org/10.1257/aer.97.2.159openalex-extracted
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
inferredcites →https://doi.org/10.1257/aer.98.5.2066openalex-extracted
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.2139/ssrn.1089071openalex-extracted
Expected Idiosyncratic Skewness
inferredcites →https://doi.org/10.2139/ssrn.1262416openalex-extracted
Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
inferredcites →https://doi.org/10.2139/ssrn.2391455openalex-extracted
Anchoring, the 52-Week High and Post Earnings Announcement Drift
inferredcites →https://doi.org/10.2139/ssrn.299260openalex-extracted
Do Individual Investors Drive Post-Earnings Announcement Drift? Direct Evidence from Personal Trades
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-extracted
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2139/ssrn.649421openalex-extracted
Stocks as Lotteries: the Implications of Probability Weighting for Security Prices
inferredcites →https://doi.org/10.2139/ssrn.661481openalex-extracted
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
inferredcites →https://doi.org/10.2139/ssrn.976962openalex-extracted
Optimal Beliefs, Asset Prices, and the Preference for Skewed Returns
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2491044openalex-extracted
SEC Form 10K/10Q Reports and Annual Reports to Shareholders: Reporting Lags and Squared Market Model Prediction Errors
inferredcites →https://doi.org/10.2307/2491062openalex-extracted
Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?
inferredcites →https://doi.org/10.3386/w10685openalex-extracted
Can Mutual Fund Managers Pick Stocks? Evidence from the Trades Prior to Earnings Announcements
inferredcites →https://doi.org/10.1016/s0165-4101(00)00015-xopenalex-snapshot
Earnings-based and accrual-based market anomalies: one effect or two?
inferredcites →https://doi.org/10.1017/s0022109010000426openalex-snapshot
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
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