Advances in behavioral finance Volume II /
This book offers a definitive and wide-ranging overview of developments in behavioral finance over the past ten years. In 1993, the first volume provided the standard reference to this new approach in finance--an approach that, as editor Richard Thaler put it, "entertains the possibility that s...
Clasificación: | Libro Electrónico |
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Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Princeton :
Princeton University Press,
2005.
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Colección: | Roundtable series in behavioral economics.
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Temas: | |
Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Cover; Title; Copyright; Contents; Preface; Acknowledgments; List of Abbreviations; Chapter 1 A Survey of Behavioral Finance; Part I: Limits to Arbitrage; Chapter 2 The Limits of Arbitrage; Chapter 3 How Are Stock Prices Affected by the Location of Trade?; Chapter 4 Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs; Part II: Stock Returns and the Equity Premium; Chapter 5 Valuation Ratios and the Long-run Stock Market Outlook: An Update; Chapter 6 Myopic Loss Aversion and the Equity Premium Puzzle; Chapter 7 Prospect Theory and Asset Prices.
- Part III: Empirical Studies of Overreaction and UnderreactionChapter 8 Contrarian Investment, Extrapolation, and Risk; Chapter 9 Evidence on the Characteristics of Cross-sectional Variation in Stock Returns; Chapter 10 Momentum; Chapter 11 Market Efficiency and Biases in Brokerage Recommendations; Part IV: Theories of Overreaction and Underreaction; Chapter 12 A Model of Investor Sentiment; Chapter 13 Investor Psychology and Security Market Under- a.