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Advances in behavioral finance: volume II

Author: Thaler, Richard H. Series: Roundtable series in behavioral economics Publisher: Russell Sage , 2005. ; Princeton University Press, 2005.Language: EnglishDescription: 712 p. : Graphs/Ill. ; 24 cm.ISBN: 9780691121758Type of document: BookBibliography/Index: Includes bibliographical references and index
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Item type Current location Collection Call number Status Date due Barcode Item holds
Book Europe Campus
Main Collection
Print HG4515.15 .A38 2005
(Browse shelf)
Available 001229651
Total holds: 0

Includes bibliographical references and index


Advances in Behavioral Finance Volume 2 Contents Preface Richard H. Thaler Acknowledgments List of Abbreviations CHAPTER 1 A Survey of Behavioral Finance xi xix xxiii 1 Nicholas Barberis and Richard H. Thaler PART I Limits CHAPTER 2 The Limits of Arbitrage to Arbitrage 79 Andrei Shleifer and Robert W. Vishny CHAPTER 3 How Are Stock Prices Affected by the Location of Trade? 102 Kenneth A. Froot and Emil M. Dabora CHAPTER 4 Can the Market Add and Subtract? Mispricing in Tech Stock Carve-outs 130 Owen A. Lamont and Richard H. Thaler PART II Stock Returns and the Equity Premium 173 CHAPTER 5 Valuation Ratios and the Long-run Stock Market Outlook: An Update John Y. Campbell and Robert J. Shiller CHAPTER 6 Myopic Loss Aversion and the Equity Premium Puzzle 202 224 Shlomo Benartzi and Richard H. Thaler CHAPTER 7 Prospect Theory and Asset Prices Nicholas Barberis, Ming Huang, and Tano Santos viii CONTENTS PART III Empirical Studies of Overreaction and Underreaction 273 CHAPTER 8 Contrarian Investment, Extrapolation, and Risk Josef Lakonishok, Andrei Shleifer, and Robert W. Vishny CHAPTER 9 Evidence on the Characteristics of Cross-sectional Variation in Stock Returns 317 Kent Daniel and Sheridan Titman CHAPTER 10 Momentum 353 Narasimhan Jegadeesh and Sheridan Titman CHAPTER 11 Market Efficiency and Biases in Brokerage Recommendations 389 Roni Michaely and Kent L. Womack PART IV Theories of Overreaction and Underreaction 423 CHAPTER 12 A Model of Investor Sentiment Nicholas Barberis, Andrei Shleifer, and Robert W. Vishny CHAPTER 13 Investor Psychology and Security Market Under- and Overreaction 460 Kent Daniel, David Hirshleifer, and Avanidhar Subrahmanyam CHAPTER 14 A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 502 Harrison Hong and Jeremy C. Stein PART V Investor CHAPTER 15 Individual Investors Behavior 543 Brad M. Barber and Terrance Odean CHAPTER 16 Naive Diversification Strategies in Defined Contribution Savings Plans 570 Shlomo Benartzi and Richard H. Thaler PART VI Corporate Jeremy C. Stein Finance 605 CHAPTER 17 Rational Capital Budgeting in an Irrational World CONTENTS 1X CHAPTER 18 Earnings Management to Exceed Thresholds 633 Francois Degeorge, Jayendu Patel, and Richard Zeckhauser CHAPTER 19 Managerial Optimism and Corporate Finance 667 J. B. Heaton List of Contributors Index 685 695

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