A.S. Courakis and M.P. Taylor, 73-126. New York: Oxford University Press. Frankel, Jeffrey A, and Kenneth Froot, 1990b, Exchange Rate Forecasting Techniques, Survey Data, and Implications for Foreign Exchange Market, NBER Working Paper No. 3470.
Bacchetta, Philippe, and Eric Van Wincoop, 2006, Incomplete Information Processing: A Solution to the Forward Discount Puzzle, Working Paper, University of Virginia.
Bacchetta, Philippe, and Eric Van Wincoop, 2007, Random Walk Expectations and the Forward Discount Puzzle, American Economic Review, 97(2), 346-350.
Bansal, Ravi, and Magnus Dahlquist, 2000, The Forward Premium Puzzle: Different Tales from Developed and Emerging Economies, Journal of International Economics, 51, 115-144.
Barber, Brad, and Terrance Odean, 2000, Trading is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors, Journal of Finance, 55, 773-806.
Barro, Robert, 1970, Inflation, the Payments Period, and the Demand for Money, Journal of Political Economy, 78, 1228-1263.
- Barro, Robert, 2001, Expectation Hypotheses Tests, Journal of Finance, 56, 1357-1394.
Paper not yet in RePEc: Add citation now
Bekaert, Geert, 1996, The Time Variation of Risk and Return in Foreign Exchange Markets: A General Equilibrium Perspective, The Review of Financial Studies, 9, 427-470.
Burnside, Craig, Martin S. Eichenbaum, Isaac Kleshchelski, and Sergio Rebelo, 2006, The Returns to Currency Speculation, NBER Working Paper No. 12489.
- Cagan, Phillip, 1956, The Monetary Dynamics of Hyperinflation, In Studies in the Quantity Theory of Money, ed. M. Friedman, 25-117. University of Chicago Press.
Paper not yet in RePEc: Add citation now
Campbell, John, and Robert Shiller, 1991, Yield Spreads and Interest Rate Movements: A Birds Eye View, Review of Economic Studies, 58, 495-5 14.
Cavallo, Michele, Kate Kisselev, Fabrizio Perri, and Nouriel Roubini, 2005, Exchange Rate Overshooting and the Costs of Floating, Working Paper, New York University and Federal Reserve Bank.
Chinn, Menzie, and Jeffrey Frankel, 1994, Patterns in Exchange Rate Forecasts for 25 Currencies, Journal of Money, Credit and Banking, 26, 759-770.
- Chinn, Menzie, and Jeffrey Frankel, 2002, Survey Data on Exchange Rate Expectations: More Currencies, More Horizons, More Tests, In Monetary Policy, Capital Flows and Financial Market Developments in the Era of Financial Globalisation: Essays in Honour of Max Fry, ed.
Paper not yet in RePEc: Add citation now
Cochrane, John H., and Monika Piazzesi, 2005, Bond Risk Premia. American Economic Review, 95, 138-160.
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam, 1998, Investor Psychology and Security Market Under- and Overreaction, Journal of Finance, 53, 1839-1886.
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam, 2001, Overconfidence, Arbitrage, and Equilibrium Asset Pricing, Journal of Finance, 56, 92 1-965.
David Dickinson and William Allen. Routledge, London and New York. Cochrane, John H., 1999, New Facts in Finance, Economic Perspectives, Federal Reserve Bank of Chicago, 36-58.
DeBondt, Werner F. M., and Richard H. Thaler, 1985, Does the Stock Market Overreact? Journal of Finance, 40, 793-808.
- DeBondt, Werner, and Richard Thaler, 1995, Financial Decision Making in Markets and Firms, In Finance, Series of Handbooks in Operations Research and Management Science, ed. Robert Jarrow, Vojislav Maksimovic, and William Ziemba, 385-410. Amsterdam: ElsevierScience.
Paper not yet in RePEc: Add citation now
DeLong, J. Bradford, Andrei Shleifer, Lawrence H. Summers, and Robert Waldmann, 1990, Positive Feedback Investment Strategies and Destabilizing Rational Speculation. Journal of Finance, 45, 379-395.
Dumas, B., A. Kurshev, and R. Uppal, 2006, What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations? Working Paper, London Business School.
Economy?, ed. R.W. Hafer, Lexington Books, Lexington, MA. Frankel, Jeffrey A., and Kenneth Froot, 1987, Using Survey Data to Test Standard Propositions Regarding Exchange Rate Expectations, American Economic Review, 77, 133-53.
Engel, Charles, 1996, The Forward Discount Anomaly and the Risk Premium: A Survey of Recent Evidence, Journal of Empirical Finance, 3, 123-192.
Fama, Eugene, and Robert R. Bliss. 1987. The Information in Long-maturity Forward Rates. American Economic Review, 77: 680-692.
Fama, Eugene. 1984, Forward and Spot Exchange Rates, Journal of Monetary Economics, 14, 319-338.
- Frankel, Jeffrey A, and Kenneth Froot, 1990a, Chartists, Fundamentalists, and the Demand for Dollars, In Private Behaviour and Government Policy in Interdependent Economies, ed.
Paper not yet in RePEc: Add citation now
Frankel, Jeffrey A. 1986, International Capital Mobility and Crowding Out in the U.S. Economy: Imperfect Integration of Financial Markets or Goods Markets? In How Open is the U.S.
Frankel, Jeffrey A., and Andrew K. Rose, 1995, A Survey of Empirical Research on Nominal Exchange Rates, In The Handbook of International Economics, ed. Sandy Grossman and Kenneth Rogoff, 1689-1729. North Holland, Amsterdam.
Frankel, Jeffrey A., and Menzie Chinn, 1993, Exchange Rate Expectations and the Risk Premium: Tests for a Cross Section of 17 Currencies, Review of International Economics, 1, 136-144.
Friesen, Geoffrey, and Paul Weller, 2006, Quantifying Cognitive Biases in Analyst Earnings Forecasts, Journal of Financial Markets, 9(4), 333-365.
Froot, Kenneth A., and Jeffrey A. Frankel, 1989, Forward Discount Bias: Is it an Exchange Risk Premium? Quarterly Journal of Economics, 104, 139-161.
Froot, Kenneth A., and Richard Thaler, 1990, Anomalies: Foreign Exchange, Journal of Economic Perspectives, 4, 179-192.
Gervais, Simon, and Terrance Odean, 2001, Learning to Be Overconfident, Review of Financial 40 Studies, 14, 1-27.
Glaser, Markus, and Martin Weber, 2007, Overconfidence and Trading Volume, Forthcoming, Geneva Risk and Insurance Review.
Goodfriend, Marvin, 1982, An Alternative Method of Estimating the Cagan Money Demand Function in Hyperinflation Under Rational Expectations, Journal of Monetary Economics, 9, 43-57.
Gourinchas, Pierre-Olivier, and Aaron Tornell, 2004, Exchange Rate Puzzles and Distorted Beliefs, Journal of International Economics, 64, 303-333.
Hakkio, Craig 5., 1984, A re-examination of purchasing power parity: A multi-country and multi-period study, Journal of International Economics, 17, 265-2 77.
Hirshleifer, David., 2001, Investor Psychology and Asset Pricing, Journal of Finance, 56, 1533-1597.
- Hodrick, Robert, 1987, The Empirical Evidence on the Efficiency of Forward and Futures Foreign Exchange Markets, In Fundamentals of Pure and Applied Economics. Harwood Academic, NY, USA.
Paper not yet in RePEc: Add citation now
Hollifield, Burton, and Raman Uppal, 1997, An Examination of uncovered interest rate parity in segmented international commodity markets, Journal of Finance, 52, 2145-2170.
Jiang, Danling, 2005, Cross-Sectional Dispersion of Firm Valuations and Aggregate Stock Returns, Manuscript, Florida State University.
Krugman, Paul, 1978, Purchasing Power Parity and Exchange Rates. Journal of International Economics, 8: 397-407.
Mark, Nelson C., and Doo-Yull Choi, 1997, Real Exchange Rates Prediction over Long Horizons, Journal of International Economics, 43, 29-60.
Mark, Nelson C., and Yangru Wu, 1998, Rethinking Deviations from Uncovered Parity: The Role of Covariance Risk and Noise, Economic Journal, 108, 1686-1706.
McCallum, Bennett, 1994, A Reconsideration of the Uncovered Interest Parity Relationship, Journal of Monetary Economics, 33, 105-132.
Meredith, Guy, and Menzie Chinn, 2004, Monetary Policy and Long-horizon Uncovered Interest Rate Parity, IMF Staff Papers, 5 1(3), 409-430.
Oberlechner, Thomas, and Carol Osler, 2004, Overconfidence in Currency Markets, Working Paper, Brandeis University.
- Obstfeld, Maurice, and Kenneth Rogoff, 1996, Foundations of Open Economy Macroeconomics, Cambridge: MIT Press.
Paper not yet in RePEc: Add citation now
Peng, Lin, and Wei Xiong, 2006, Investor Attention, Overconfidence and Category Learning, 41 Journal of Financial Economics, 80, 563-602.