To fully understand Behavioural Finance, one must survey the literature.
The following bibliography borrows heavily from the Financial Analysts Journal
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Barber, Brad M., and Terrance Odean. 1999. "Boys Will Be Boys: Gender,
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of California at Davis.
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Barberis, Nicholas, Andrei Shleifer, and Robert Vishny. 1998. "A Model
of Investor Sentiment. " Journal of Financial Economics, vol. 49,
no. 3 (September):307-343.
Baumann, Andrea 0., Raisa B. Deber, and Gail G. Thompson. 1991. "Overconfidence
among Physicians and Nurses: The 'Micro-Certainty, Macro-Uncertainty'
Phenomenon: ." Social Science & Medicine, vol. 32, no. 2
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Benartzi, Shlomo, and Richard Thaler. 1995. "Myopic Loss Aversion and
the Equity Premium Puzzle." Quarterly Journal of Economics, vol.
110, no. 1 (February):73-92.
Benos, Alexandros V. 1998. "Overconfident Speculators in Call Markets:
Trade Patterns and Survival." Journal of Financial Markets, vol. 1,
no. 3-4 (September):353-383.
Berk, Jonathan. 1995. "A Critique of Size-Related Anomalies." Review
of Financial Studies, vol. 8, no. 2 (Summer):275-286.
Bernoulli, Daniel. 1954. "Exposition of a New Theory on the Measurement
of Risk." Translated by L. Sommer. Econometrica, vol. 22, no. 1
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Beyer, Sylvia, and Edward M. Bowden. 1997. "Gender Differences in
Self-Perceptions: Convergent Evidence from Three Measures of Accuracy and Bias." Personality and Social Psychology Bulletin, vol. 23, no. 2 (February):
157-172.
Bremer, Marc, and Kiyoshi Kato. 1996. 'Trading Volume for Winners and Losers
on the Tokyo Stock Exchange." Journal of Financial and Quantitative
Analysis, vol. 31, no. 1 (March): 127-142.
Brock, William, Josef Lakonishok, and Blake LeBaron. 1992. "Simple
Technical Trading Rules and the Stochastic Properties of Stock Returns." Journal of Finance, vol. 47, no. 5 (December):1731-64.
Carhart, Mark M. 1997. "On Persistence in Mutual Fund Performance." Journal of Finance, vol. 52, no. 1 (March):57-82.
Christensen-Szalanski, Jay J., and James B. Bushyhead. 1981. "Physicians'
Use of Probabilistic Information in a Real Clinical Setting." Journal
of Experimental Psychology: Human Perception and Performance, vol. 7, no. 4
(August):928-935.
Constantinides, George. 1984. "Optimal Stock Trading with Personal
Taxes: Implications for Prices and the Abnormal January Returns." Journal of Financial Economics, vol. 13, no. 1 (March):65-89.
Cooper, Arnold C., Carolyn Y. Woo, and William C. Dunkelberg. 1988. "Entrepreneurs'
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3, no. 2 (Spring):97-108.
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam. 1998. 1nvestor
Psychology and Security Market Under- and Overreactions." Journal of
Finance, vol. 53, no. 6 (December): 1839-86.
Deaux, Kay, and Tim. Ernswiller. 1974. "Explanations of Successful
Performance on Sex-Linked Tasks: What Is Skill for the Male Is Luck for the
Female." Journal of Personality and Social Psychology, vol. 29, no.
1 (January):80-85.
Deaux, Kay, and Elizabeth Farris. 1977. "Attributing Causes for One's
Own Performance: The Effects of Sex, Norms, and Outcome." Journal of
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Waldmann. 1991. "The Survival of Noise Traders in Financial Markets." Journal of Business, Vol. 64, no. 1 January):1-20.
Dyl, Edward. 1977, "Capital-Gains Taxation and Year End,Stock Market
Behavior." Journal of Finance, vol. 32, no. 1 (March):165-175.
Ferris, Stephen, Robert Haugen, and Anil Makhija. 1988. "Predicting
Contemporary Volume with Historic Volume at Differential Price Levels: Evidence
Supporting the Disposition Effect." Journal of Finance, vol. 43,
no. 3 (July):677-697.
Fischhoff, Baruch. 1982. "For Those Condemned to Study the Past:
Heuristics and Biases in Hindsight." In Judgment under Uncertainty:
Heuristics and Biases. Edited by Daniel Kahneman, Paul Slovic, and Amos
Tversky. Cambridge, U.K., and New York: Cambridge University Press:335-354.
Fischhoff, Baruch, Paul Slovic, and Sarah Lichtenstein. 1977. "Knowing with
Certainty: The Appropriateness of Extreme Confidence." Journal of
Experimental Psychology, vol. 3, no. 4 (November):552-564.
Frank, Jerome D. 1935. "Some Psychological Determinants of the Level of
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Genesove, David, and Chris Mayer. 1999. "Nominal Loss Aversion and
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Hebrew University.
Gervais, Simon, and Terrance Odean. 1999. "Learning to Be
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Greenwald, Anthony G. 1980. "The Totalitarian Ego: Fabrication and Revision
of Personal History." American Psychologist, vol. 35, no. 7
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Grinblatt, Mark, and Matti Keloharju. 1999. "What Makes Investors
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Grossman, Sanford J. 1976. "On the Efficiency of Competitive Stock
Markets Where Traders Have Diverse Information." Journal of Finance,
vol. 31, no. 2 (June):573-585.
Harris, Lawrence. 1988. "Discussion of Predicting Contemporary Volume
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Harris, Milton, and Artur Raviv. 1993. "Differences of Opinion Make a
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Heisler, Jeffrey. 1994. "Loss Aversion in a Futures Market: An
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Ikenberry, David, Josef Lakonishok, and Theo Vermaelen. 1995. "Market
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