Survey evidence on diffusion of interest and information among investors
Tóm tắt
Từ khóa
Tài liệu tham khảo
Adler, 1984
Bagozzi, 1983, Recall, recognition and the measurement of memory for print advertisements, Marketing Science, 2, 95, 10.1287/mksc.2.2.95
Bailey, 1975
Bartholomew, 1982
Basu, 1983, The relationship between earnings yield, market value and return: Further evidence, Journal of Financial Economics, 12, 129, 10.1016/0304-405X(83)90031-4
Campbell, 1987, Cointegration and tests of present value models, Journal of Political Economy, 95, 1062, 10.1086/261502
Campbell, 1988, The dividend-price ratio and expectations of future dividends and discount factors, Review of Financial Studies, 1, 195, 10.1093/rfs/1.3.195
Campbell, 1988, Stock prices earnings and expected dividends, Journal of Finance, 43, 661, 10.2307/2328190
Case, 1989, The efficiency of the market for single-family homes, American Economic Review, 79, 125
Daley, 1965, Stochastic rumors, Journal of the Institute of Mathematics Applications, 1, 42, 10.1093/imamat/1.1.42
Dillman, 1978
Fama, 1988, Permanent and temporary components of stock prices, Journal of Political Economy, 96, 246, 10.1086/261535
Friend, 1978
Katz, 1955
Kermack, 1927, Contributions to the mathematical theory of epidemics, Proceedings of the Royal Society, A115, 700, 10.1098/rspa.1927.0118
Lease, 1974, The individual investor: Attributes and attitudes, Journal of Finance, 29, 413, 10.2307/2978811
Lease, 1976, Market segmentation: Evidence on the individual investor, Financial Analysts Journal, 10.2469/faj.v32.n5.53
McGuire, 1985, Attitudes and attitude change, II
Nisbett, 1977, Telling more than we can know: Verbal reports on mental processes, Psychological Review, 84, 231, 10.1037/0033-295X.84.3.231
Peavey, 1983, The significance of P/E's for portfolio returns, Journal of Portfolio Management, 9, 43, 10.3905/jpm.1983.408913
Poterba, 1987, Mean reversion in stock prices: Evidence and implications, Journal of Financial Economics, 22, 27, 10.1016/0304-405X(88)90021-9
Pound, 1987, Are institutional investors speculators?, Journal of Portfolio Management, 13, 46
Reinganum, 1981, Misspecification of capital asset pricing: Empirical anomalies based on earnings yields and market values, Journal of Financial Economics, 9, 19, 10.1016/0304-405X(81)90019-2