(Q56143061)

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Overconfidence, Arbitrage, and Equilibrium Asset Pricing

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title

Overconfidence, Arbitrage, and Equilibrium Asset Pricing (English)

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author name string

Kent D. Daniel

series ordinal

1

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David Hirshleifer

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2

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Avanidhar Subrahmanyam

series ordinal

3

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publication date

June 2001

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published in

The Journal of Finance

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volume

56

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issue

3

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page(s)

921-965

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cites work

A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay

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21 January 2018

Myopic Loss Aversion and the Equity Premium Puzzle

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21 January 2018

Investor Psychology and Security Market Under- and Overreactions

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21 January 2018

Noise Trader Risk in Financial Markets

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The Cross-Section of Expected Stock Returns

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Common risk factors in the returns on stocks and bonds

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A Test of the Efficiency of a Given Portfolio

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Implications of Security Market Data for Models of Dynamic Economies

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21 January 2018

An Intertemporal Capital Asset Pricing Model

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21 January 2018

Volume, Volatility, Price, and Profit When All Traders Are Above Average

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21 January 2018

The arbitrage theory of capital asset pricing

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21 January 2018

The Limits of Arbitrage

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Toward a positive theory of consumer choice

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21 January 2018

Identifiers

DOI

10.1111/0022-1082.00350

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ResearchGate publication ID

227503800

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(Q56143061)

Overconfidence, Arbitrage, and Equilibrium Asset Pricing

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