[go: up one dir, main page]
create a website
L apport du biais d’excès de confiance à l’explication de la volatilité des rendements du marché des actions algérien. (2018). Khaled, Mohamed .
In: Journal of Academic Finance.
RePEc:jaf:journl:v:9:y:2018:i:2:n:165.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 19

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Barber, B. et Odean. T.,2002, Online investors: do the slow die first ? , Review of Financial Studies, pp. 455–487.

  2. Bollerslev, T., 1994, “ARCH models. In Engle, R. et Mc Fadden, D.”, Handbook of Econometrics, Elsevier.
    Paper not yet in RePEc: Add citation now
  3. Boussaidi R., 2013, Overconfidence bias and overreaction to private information signals: The case of Tunisia, Procedia – Social and behavioral sciences , No. 81, pp. 241-245.
    Paper not yet in RePEc: Add citation now

  4. Chuang W-I. et Lee B-S., 2006, An empirical evaluation of the overconfidence hypothesis , Journal of Banking & Finance,pp. 2489-2515.

  5. Daniel, K., Hirshleifer, D. et Subrahmanyam. A., 1998, Investor psychology and security market under and over-reactions , Journal of Finance, pp. 1839-1885.

  6. Darrat, A. F., Zhong, M., et Cheng, L. T. W., 2007, Intraday volume and volatility relations with and without public news , Journal of Banking and Finance, No. 31, pp. 2711-2729.

  7. Granger C. W. J., 1969, Investigating causal relations by econometric models and cross-spectral methods , Econometrica, No. 37, pp. 424-438.

  8. Griffin J. M.et Nardari F. &Stulz R. M.,2007, Do investors trade more when stocks have performed well? Evidence from 46 countries , Review of Financial Studies, No. 20, pp. 905-951.

  9. Hirshleifer, D., 2001, Investor Psychology and Asset Pricing , The journal of Finance, pp. 15331597.

  10. Kahneman D. et Tversky A.,1974, On the psychology of prediction , Psychological Review, pp. 237257.
    Paper not yet in RePEc: Add citation now
  11. Khaled, M., 2017, L’efficience informationnelle des marchés financiers: Etude théorique et validation empirique sur la Bourse d’Alger , Journal of IndustrialEconomics, Vol 13, pp. 457-473.
    Paper not yet in RePEc: Add citation now

  12. LeRoy, S.F et Porter, R. D., 1981, The Present-Value Relation : Tests Based on Implied Variance Bounds , Econometrica, pp. 97-113.

  13. Marsh, T. A. et Merton, R. C., 1986, DividendVariability and Variance Bounds Tests for the Rationality of Stock MarketPrices , American EconomicReview, pp. 483-498.

  14. Naoui K et Khaled M., 2010, Apport de la finance comportementale à l’explication de la volatilité excessive des actifs financiers , Revue Libanaise de Gestion et d’Economie, No.4, pp. 1-35.
    Paper not yet in RePEc: Add citation now

  15. Shiller R. J., 1981, Do stock prices move toomuch to bejustified by subsequent changes in dividends? . American Economic Review, No. 71, pp. 421–498.

  16. Shiller, R. J., 2003, From efficient marketstheory to behavioral finance , Journal of Economic Perspectives, pp. 83-104.

  17. Shleifer A., 2000, Inefficient markets: An introduction to behavioral finance, Oxford University Press. Pp. 1-210.

  18. Smirlock, M. et Starks, L., 1988, An empirical analysis of the stock price-volume relationship, Journal of Banking and Finance, No. 21, pp. 31-41.

  19. West, K. D., 1988, Dividend Innovation and Stock Price Volatility , Econometrica, pp. 36–71.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Overconfident investors, predictable returns, and excessive trading. (2015). Hirshleifer, David ; Daniel, Kent.
    In: MPRA Paper.
    RePEc:pra:mprapa:69002.

    Full description at Econpapers || Download paper

  2. Behavioural breaks in the heterogeneous agent model: the impact of herding, overconfidence, and market sentiment. (2013). Kukacka, Jiri ; Baruník, Jozef ; Jiv{r}'i Kukav{c}ka, ; Barunik, Jozef.
    In: Papers.
    RePEc:arx:papers:1205.3763.

    Full description at Econpapers || Download paper

  3. The Importance of Betting Early. (2012). Ricciuti, Roberto ; Nannicini, Tommaso ; Innocenti, Alessandro.
    In: Labsi Experimental Economics Laboratory University of Siena.
    RePEc:usi:labsit:037.

    Full description at Econpapers || Download paper

  4. Liquidity-adjusted conditional capital asset pricing model. (2012). Wang, Jinan ; Chen, Langnan.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:29:y:2012:i:2:p:361-368.

    Full description at Econpapers || Download paper

  5. Individual Investor Activity and Performance. (2012). Söderlind, Paul ; Martinez, Jose Vicente ; Soderlind, Paul ; Dahlquist, Magnus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8744.

    Full description at Econpapers || Download paper

  6. The performance of amateur traders on a public internet site: a case of a stock-exchange contest. (2011). BLANCHARD, michel ; Bernard, Philippe.
    In: MPRA Paper.
    RePEc:pra:mprapa:34304.

    Full description at Econpapers || Download paper

  7. Overconfidence and delegated portfolio management. (2011). Sadrieh, Abdolkarim ; Palomino, Frederic.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:20:y:2011:i:2:p:159-177.

    Full description at Econpapers || Download paper

  8. Recent trends in trading activity and market quality. (2011). Subrahmanyam, Avanidhar ; Chordia, Tarun ; Roll, Richard.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:2:p:243-263.

    Full description at Econpapers || Download paper

  9. Home country bias: Does domestic experience help investors enter foreign markets?. (2011). santos, joao ; Mendes, Victor ; Abreu, Margarida ; Santos, João A. C., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2330-2340.

    Full description at Econpapers || Download paper

  10. A test of the different implications of the overconfidence and disposition hypotheses. (2011). Chou, Robin K. ; Wang, Yun-Yi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:8:p:2037-2046.

    Full description at Econpapers || Download paper

  11. Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio. (2011). KOSTAKIS, ALEXANDROS ; Florackis, Chris ; Gregoriou, Andros.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:12:p:3335-3350.

    Full description at Econpapers || Download paper

  12. Overconfidence, risk aversion and (economic) behavior of individual traders in experimental asset markets. (2010). Michailova, Julija.
    In: MPRA Paper.
    RePEc:pra:mprapa:26390.

    Full description at Econpapers || Download paper

  13. Development of the overconfidence measurement instrument for the economic experiment. (2010). Michailova, Julija.
    In: MPRA Paper.
    RePEc:pra:mprapa:26384.

    Full description at Econpapers || Download paper

  14. Home Country Bias: Does Domestic Experience Help Investors Enter Foreign Markets?. (2010). Mendes, Victor ; Abreu, Margarida ; Santos, Joo A..
    In: Working Papers Department of Economics.
    RePEc:ise:isegwp:wp22010.

    Full description at Econpapers || Download paper

  15. The overconfidence of investors in the primary market. (2010). Shiu, Cheng-Yi ; Hsu, Yenshan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:2:p:217-239.

    Full description at Econpapers || Download paper

  16. Corporate venture capital and the returns to acquiring portfolio companies. (2010). Benson, David ; Ziedonis, Rosemarie H..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:478-499.

    Full description at Econpapers || Download paper

  17. Sentiment and stock returns: The SAD anomaly revisited. (2010). Meschke, Felix ; Kelly, Patrick.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:6:p:1308-1326.

    Full description at Econpapers || Download paper

  18. Do the prices of stock index futures in Asia overreact to U.S. market returns?. (2010). Fung, Alexander Kwok-Wah ; Lam, Kin .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:17:y:2010:i:3:p:428-440.

    Full description at Econpapers || Download paper

  19. The puzzling evolution of the home bias, information processing and financial openness. (2010). Wu, Thomas ; Mondria, Jordi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:34:y:2010:i:5:p:875-896.

    Full description at Econpapers || Download paper

  20. THE IMPACT OF THE INTERNET ON TRADING – A THEORETICAL APPROACH ON THE INVESTOR. (2009). Marinoiu, Ana Maria ; Maria, Marinoiu Ana ; Roxana, Voicu-Dorobantu .
    In: Annals of Faculty of Economics.
    RePEc:ora:journl:v:1:y:2009:i:1:p:257-260.

    Full description at Econpapers || Download paper

  21. Media, Limited Attention and the Propensity of Individuals to Buy Stocks. (2009). Rost, Katja ; Brandes, Leif.
    In: Working Papers.
    RePEc:iso:wpaper:0098.

    Full description at Econpapers || Download paper

  22. Are investors really willing to agree to disagree? An experimental investigation of how disagreement and attention to disagreement affect trading behavior. (2009). HALES, JEFFREY.
    In: Organizational Behavior and Human Decision Processes.
    RePEc:eee:jobhdp:v:108:y:2009:i:2:p:230-241.

    Full description at Econpapers || Download paper

  23. Option trading and individual investor performance. (2009). Cosemans, Mathijs ; Bauer, Rob ; Eichholtz, Piet.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:4:p:731-746.

    Full description at Econpapers || Download paper

  24. Which past returns affect trading volume?. (2009). Weber, Martin ; Glaser, Markus .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:1:p:1-31.

    Full description at Econpapers || Download paper

  25. Does financial market liberalization increase the degree of market efficiency? The case of the Athens stock exchange. (2009). Tabak, Benjamin ; Gogas, Periklis ; Cajueiro, Daniel.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:18:y:2009:i:1-2:p:50-57.

    Full description at Econpapers || Download paper

  26. Causes of ambiguity aversion: Known versus unknown preferences. (2008). Wakker, Peter ; Vieider, Ferdinand ; Trautmann, Stefan.
    In: Journal of Risk and Uncertainty.
    RePEc:kap:jrisku:v:36:y:2008:i:3:p:225-243.

    Full description at Econpapers || Download paper

  27. Impact of Post-restatement Actions Taken by a Firm on Non-professional Investors’ Credibility Perceptions. (2008). Kaplan, Steven ; Almer, Elizabeth ; Gramling, Audrey.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:80:y:2008:i:1:p:61-76.

    Full description at Econpapers || Download paper

  28. Ethical Issues Related to the Mass Marketing of Securities. (2008). Coyne, Michael ; Traflet, Janice.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:78:y:2008:i:1:p:193-198.

    Full description at Econpapers || Download paper

  29. Learning from experience and trading volume. (2008). Subrahmanyam, Avanidhar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:17:y:2008:i:4:p:245-260.

    Full description at Econpapers || Download paper

  30. The house money effect and local traders on the Sydney Futures Exchange. (2008). Frino, Alex ; Grant, Joel ; Johnstone, David.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:8-25.

    Full description at Econpapers || Download paper

  31. The role of salience in portfolio formation. (2008). da Silva Rosa, Raymond, ; Durand, Robert B..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:78-94.

    Full description at Econpapers || Download paper

  32. Individual investors and gender similarities in an emerging stock market. (2008). Feng, Lei ; Seasholes, Mark S..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:44-60.

    Full description at Econpapers || Download paper

  33. Behavioral finance in Asia. (2008). Kim, Kenneth ; Nofsinger, John R..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:16:y:2008:i:1-2:p:1-7.

    Full description at Econpapers || Download paper

  34. Overconfidence and consumption over the life cycle. (2008). Huang, Kevin ; Caliendo, Frank ; Huang, Kevin X. D., .
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:30:y:2008:i:4:p:1347-1369.

    Full description at Econpapers || Download paper

  35. Individual investors and volatility. (2008). thesmar, david ; Sraer, David ; Foucault, Thierry ; Themar, David.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0899.

    Full description at Econpapers || Download paper

  36. Individual Investors and Volatility. (2008). thesmar, david ; Sraer, David ; Foucault, Thierry.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6915.

    Full description at Econpapers || Download paper

  37. Overconfidence in financial markets and consumption over the life cycle. (2007). Huang, Kevin ; Caliendo, Frank ; Kevin x. d. Huang, ; Kevin X. D. Huang, ; KevinX. D. Huang, .
    In: Working Papers.
    RePEc:fip:fedpwp:07-3.

    Full description at Econpapers || Download paper

  38. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:6530.

    Full description at Econpapers || Download paper

  39. Sensation Seeking, Overconfidence, and Trading Activity. (2006). Keloharju, Matti ; Grinblatt, Mark.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12223.

    Full description at Econpapers || Download paper

  40. The Inattentive Participant: Portfolio Trading Behavior in 401(k) Plans. (2006). Mitchell, Olivia ; Mottola, Gary R. ; Yamaguchi, Takeshi ; Utkus, Stephen P..
    In: Working Papers.
    RePEc:mrr:papers:wp115.

    Full description at Econpapers || Download paper

  41. Positive Self-Image over Time. (2006). Santos-Pinto, Luis ; von Ungern-Sternberg, Thomas .
    In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP).
    RePEc:lau:crdeep:09.02.

    Full description at Econpapers || Download paper

  42. An empirical evaluation of the overconfidence hypothesis. (2006). Lee, Bong-Soo ; Chuang, Wen-I, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:9:p:2489-2515.

    Full description at Econpapers || Download paper

  43. Investor Competence, Trading Frequency, and Home Bias. (2005). Harvey, Campbell ; Huang, Hai ; Graham, John R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11426.

    Full description at Econpapers || Download paper

  44. Liquidity: Urban versus rural firms. (2005). Schultz, Paul ; Loughran, Tim .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:78:y:2005:i:2:p:341-374.

    Full description at Econpapers || Download paper

  45. Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts. (2005). Edman, Jan ; Andersson, Patric ; Ekman, Mattias .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:3:p:565-576.

    Full description at Econpapers || Download paper

  46. Dispersion of opinion and stock returns. (2005). Goetzmann, William ; Massa, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:3:p:324-349.

    Full description at Econpapers || Download paper

  47. Do individual investors learn from their trading experience. (2004). Peng, Liang ; Nicolosi, Gina .
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:532.

    Full description at Econpapers || Download paper

  48. Disposition Matters: Volume, Volatility and Price Impact of a Behavioral Bias. (2003). Goetzmann, William ; Massa, Massimo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9499.

    Full description at Econpapers || Download paper

  49. Forecasting the fast and frugal way: A study of performance and information-processing strategies of experts and non-experts when predicting the World Cup 2002 in soccer. (2003). Edman, Jan ; Andersson, Patric ; Ekman, Mattias .
    In: SSE/EFI Working Paper Series in Business Administration.
    RePEc:hhb:hastba:2003_009.

    Full description at Econpapers || Download paper

  50. How does the Internet affect trading? Evidence from investor behavior in 401(k) plans. (2002). Metrick, Andrew ; Laibson, David ; Choi, James ; Andrew, Metrick.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:64:y:2002:i:3:p:397-421.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-26 14:27:28 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.