[ Pobierz całość w formacie PDF ]
sharing and asset prices with regret . Working paper (University of
Toulouse).
Gompers, P., J. Ishii, and A. Metrick (2003), Corporate governance
and equity prices . Quarterly Journal of Economics 118, 107 155.
Graham, J. and C. Harvey (2001), The theory and practice of corporate
finance: Evidence from the field . Journal of Financial Economics 60,
187 243.
Graham, J., C. Harvey, and M. Puri (2009), Managerial attitudes and
corporate actions . Working Paper, Duke University.
Graham, J., C. Harvey, and S. Rajgopal (2004), The economic impli-
cations of corporate financial reporting . Journal of Accounting and
Economics 40, 3 73.
Graham, J. and A. Kumar (2006), Dividend preference of retail
investors: Do dividend clienteles exist? . Journal of Finance 6, 1305
1336.
Graham, J. R. (2000), How big are the tax benefits of debt? . Journal
of Finance 55, 1901 1941.
Griffin, D. and A. Tversky (1992), The weighing of evidence and the
determinants of overconfidence . Cognitive Psychology 24, 411 435.
Griffin, J. and D. Tang (2009), Did subjectivity play a role in CDO
credit ratings? . Working paper, University of Texas.
Grinblatt, M. and B. Han (2004), Prospect theory, mental accounting
and momentum . Journal of Financial Economics 78, 311 333.
Grinblatt, M. and M. Keloharju (2001a), How distance, language, and
culture influence stockholdings and trades . Journal of Finance 56,
1053 1073.
Grinblatt, M. and M. Keloharju (2001b), What makes investors
trade? . Journal of Finance 56, 589 616.
Grinblatt, M. and M. Keloharju (2009), Sensation seeking, overconfi-
dence, and trading activity . Journal of Finance 64, 549 578.
Guedes, J. and T. Opler (1996), The determinants of the maturity of
corporate debt issues . Journal of Finance 51, 1809 1833.
Guedj, I. and D. Scharfstein (2004), Organizational scope and invest-
ment: Evidence from the drug development strategies of biopharma-
ceutical firms . NBER Working Paper No. w10933.
172 References
Gurkaynak, R., B. Sack, and E. Swanson (2005), The excess sensitivity
of long-term interest rates: Evidence and implications for macroeco-
nomic models . American Economic Review 95, 425 436.
Hackbarth, D. (2009), Determinants of corporate borrowing: A behav-
ioral perspective . Journal of Corporate Finance 15, 389 411.
Hamilton, B. (2000), Does entrepreneurship pay? An empirical analysis
of the returns to self-employment . Journal of Political Economy 108,
604 631.
Han, B. (2008), Investor sentiment and option prices . Review of Finan-
cial Studies 21, 387 414.
Hansen, L. P. and R. Jagannathan (1991), Implications of security
market data for models of dynamic economies . Journal of Political
Economy 99, 225 262.
Hare, T., C. Camerer, and A. Rangel (2009), Self-control in decision-
making involves modulation of the vmPFC valuation system . Sci-
ence 324, 646 648.
Harrison, J. M. and D. Kreps (1978), Speculative investor behavior in
a stock market with heterogeneous expectations . Quarterly Journal
of Economics 92, 323 336.
Harvey, C. and A. Siddique (2000), Conditional skewness in asset pric-
ing tests . Journal of Finance 55, 1263 1295.
Haugen, R. A. and N. L. Baker (1996), Commonality in the determi-
nants of expected stock returns . Journal of Financial Economics 41,
401 439.
He, X. and X. Zhou (2009), Behavioral portfolio choice: an analytical
treatment . Working paper, Oxford University.
Heath, C., R. Larrick, and J. Klayman (1998), Cognitive repairs: How
organizational practices can compensate for individual shortcom-
ings . Research in Organizational Behavior 20, 1 37.
Heaton, J. and D. Lucas (2000), Asset pricing and portfolio choice: The
importance of entrepreneurial risk . Journal of Finance 55, 1163
1198.
Heaton, J. B. (2002), Managerial optimism and corporate finance .
Financial Management 31, 33 45.
Henderson, B., N. Jegadeesh, and M. Weisbach (2009), World mar-
kets for raising new capital . Journal of Financial Economics 82,
63 101.
References 173
Hens, T. and K. Schenk-Hoppé (2008), Handbook of Financial Markets:
Dynamics and Evolution. Amsterdam: Elsevier.
Hens, T. and M. Vlcek (2005), Does prospect theory explain the dis-
position effect? . Working paper, University of Zurich.
Hirshleifer, D. (2008a), Investor psychology and asset pricing . Journal
of Finance 56, 1533 1598.
Hirshleifer, D. (2008b), Psychological bias as a driver of financial reg-
ulation . European Financial Management 14, 856 874.
Hirshleifer, D. and T. Shumway (2003), Good day sunshine: Stock
returns and the weather . Journal of Finance 58, 1009 1032.
Hirshleifer, D., A. Subrahmanyam, and S. Titman (2006), Feedback
and the success of irrational traders . Journal of Financial Economics
81, 311 388.
Hoffmann, A., H. Shefrin, and J. Pennings (2010), Behavioral portfolio
analysis of individual investors . Working Paper, Maastricht Univer-
sity and Netspar.
Hong, H., T. Lim, and J. Stein (2000), Bad news travels slowly:
Size, analyst coverage, and the profitability of momentum strategies .
Journal of Finance 55, 265 295.
Hong, H. and J. Stein (1999), A unified theory of underreaction,
momentum trading, and overreaction in asset markets . Journal of
Finance 54, 2143 2184.
Hong, H. and J. Stein (2003), Differences of opinion, short-sale con-
[ Pobierz całość w formacie PDF ]