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Seasholes Zhu_Individual Investors & Local Bias_JF_2010.pdf
0.FIN 938.first day assnmt.Fall-2012
1.FIN 938 Syllabus.fall-2012.pdf
Akbas et al_WP2008_Mispricing Overreaction Underreaction.pdf
Akgiray.ARCH.JB_1989.pdf
Ali et al.instos & eas.JAAF_2005.pdf
Anderson.Volume & Volatility.JF_1996.pdf
Andrade Chang &Seasholes_Reversals_JFE_2008.pdf
Aslan Easley Hvidkjaer & OHara_Firm Charact & PIN_WP_2008.pdf
Asquith Pathak & Ritter.short sales & instos.JFE_2005.pdf
A_Summary Report Outline.doc
Baker & Stein.volume-return.JFMkts_2004.pdf
Barber & Odean.all that glitters.RFS_2009.mht
Barber & Odean.all that glitters.WP_2005.pdf
Barber & Odean.boys.WP_1999.pdf
Barber & Odean.indivs.JF_2000.pdf
Barber & Odean.QJE_2001_Boys Will Be Boys.pdf
Barber & Odean_BoysWillBeBoys_QJE_01.pdf
Barber Lee Liu & Odean.indivs-Taiwan.WP_2005.pdf
Barber Odean & Zhu.noise.WP_2003.pdf
Barber Odean & Zhu_Systematic Noise_WP_2006.pdf
Barberis & Xiong_JF_2009_Disposition Effect.pdf
Bartov etal_TAR_2000_Inv Sophistic & Patterns after EAs.pdf
Bekaert & Wu.volatility.RFS_2000.pdf
Berkman & Truong_JAR_2009_Event Day 0.pdf
Bhattacharya & Douck_JF_2009_Wld Price of Insider Trading.pdf
Bin etal_JAE_2003_What Insiders Know about future Earnings.pdf
Black.Noise.JF_1986.pdf
Bloomfield O'Hara & Saar.noise trading.WP_2005.pdf
Boehmer etal_JF_2008_Which Shorts are Informed.pdf
Bollerslev.ARCH.REStat_1987.pdf
Bossaerts & Hillion.Data Snooping.RFS_1999.pdf
Boudoukh Richardson & Whitelaw_RFS_2008_Myth of Predictability.pdf
Boudoukh Richardson & Whitelaw_WP_2005_Myth of Predictability.pdf
Brown & Warner_JFE_1980_Measuring Security Price Performance.pdf
Brown & Warner_JFE_1985_Using Daily Stock Returns.pdf
Bushee & Goodman_JAR_2007_Which Instos Trade about EAs.pdf
Campbell & Thompson_RFS_2008_Predicting Excess Returns.pdf
Campbell Lo & MacInlay_Ch 4_Event-Study Analysis.pdf
Campbell Lo & MacKinlay_Ch 6_Multifactor Pricing Models.pdf
Campbell Ramadorai & Schwartz_Inst & EAs_WP_2007.pdf
Cao etal_WP_2007_Bears & #s - how SS exploit.pdf
Carhart_JF_1997_Persistence in Mutual Fund Performance.pdf
Carhart_Persistence in Mutual Fund Perf_JF_1997.pdf
Chan & Lakonishok.instos.JF_1995.pdf
Chan Chen & Lakonishok_Mutual Funds_RFS_2002.pdf
Chan Jegadeesh & Wermers.instos.JFQA_2000.pdf
Chen Hong & Stein.breadth-jfe.pdf
Chen Hong & Stein_breadth_jfe_2003.pdf
Chen.APT.JF_1983.pdf
Christophe etal_JF_2004_SS Prior to EAs.pdf
Christopherson et al_RFS_1998_Persistence of Performance.pdf
Cochrane_EP_2002_New Facts in Finance.pdf
Cochrane_phd_paper_writing.pdf
Cochrane_RFS_2008_Dog that did not Bark_Return Pred.pdf
Cohen Gompers & Vuolteenaho_underreact_JFE_2002.pdf
Cooper & Kaplanis_RFS_1994_Home Bias.pdf
Coval & Moskowitz_JF_1999_Home Bias.pdf
Coval & Moskowitz_Local Bias_JF_1999.pdf
Coval & Moskowitz_Local Bias_JPE_2001.pdf
Daniel et al.Over- & Under-Reactions.JF_1998.pdf
Daske etal_WP_2005_Do SS trans precede bad news.pdf
DeBondt & Thaler.Overreaction.JF_1985.pdf
DelGuercio & Tkac_Mutual & Pension Funds_JFQA_2002.pdf
DeLong et al.noise trader risk.JPE_1990.pdf
Desai et al_JF_2002_short interest.pdf
Dhrymes etc. _1984_A critial re-examination_JF.pdf
Dhrymes Friend & Gultekin.APT.JF_1984.pdf
Dhrymes_1984_Empirical relevance of APT_JPM.pdf
Diether etal_JF_2009_It's SHO Time.pdf
Diether Lee & Werner_ss & returns_2005.pdf
Diether_Malloy_Scherbina_02.pdf
Diether_WP_2008_SS Timing & Profitability.pdf
Dvorak_foreign inv_WP_2005.pdf
Enders.Spurious Regression_1995.pdf
Enders_1995_ARCH.pdf
Enders_1995_Spurious_Regression.pdf
Enders_1995_Unit Roots and Cointegration.pdf
Enders_Course Notes_Volatility & Trends.pdf
Engle.ARCH.Econometrica_1982.pdf
Errunza Hogan & Hung_JF_1999_Home Bias.pdf
Fama & Macbeth.JPE_1973.pdf
Fama&French.JF_1992.pdf
Fama.LT Performance.JFE_1998.pdf
Ferson & Khang_Pension Funds_JFE_2002.pdf
Ferson et al.data snooping & spurious regr_JFQA_2008.pdf
Ferson etal.spurious regr & data mining.Sept-2002.pdf
FIN 938 Syllabus.fall-2009.doc
FIN 938 Syllabus.fall-2011.doc
FIN 938.first day assnmt.Fall-2009.doc
Foster Smith & Whaley.Spurious Regression.JF_1997.pdf
Fotak Raman & Yadav_Naked Short Selling_WP_2009.pdf
Frazzini_JF_2006_Disposition Effect & Underreaction to News.pdf
Froot & Ramadorai_Intl Portfolio Flows_WP_2001.pdf
Geczy Musto & Reed_Stocksarespecial too.pdf
Gervais Kaniel & Mingelgrin.volume premium.JF_2001.pdf
Granger & Newbold_JEC_1974_Spurious Regressions.pdf
Griffin et al.instos-indivs.JF_2003.pdf
Griffin et al.instos-indivs.WP_2002.pdf
griffin_shu_topaloglu_WP_2008.pdf
Grinblatt & Keloharju_insto vs indiv_JFE_2000.pdf
Grinblatt & Keloharju_Local Bias_JF_2001.pdf
Grinblatt Titman & Wermers.momentum.AER_1995.pdf
Grossman & Miller.Liquidity.JF_1988.pdf
Grossman & Stiglitz.informed-uninformed.AER_1980.pdf
Hamermesh.Etiquette1.JEP_1992.pdf
Hamermesh.Etiquette2.AER_1993.pdf
Hasbrouck_Trading Process.JF_1987.pdf
Hasbrouck_Trading Process.JF_1991.pdf
Hau_Local Bias_JF_2001.pdf
Hong & Stein_Diff of Opinion_SS Constr_Mkt Cr_RFS_2003.pdf
hong & stein_Disagreement_WP_2007.pdf
Hong & Stein_JF_1999_Unified Th of Under-, Mom-, Over-.pdf
IvKovic & Weisbenner_local bias_WP_2005.pdf
IvKovic & Weisbenner_local does as local is_JF_2005.pdf
IvKovic Sialm & Weisbenner_Individuals-local bias+_JFQA_2008.pdf
IvKovic Sialm & Weisbenner_local bias +_JFQA_2007.pdf
Jackson.indivs.WP_2003.pdf
Jacobsen Marshall & Visaltanachoti_WP_2009_Return Pred.pdf
Jegadeesh & Titman.momentum.JF_2001.pdf
Jegadeesh & Titman.short term reversals.JFI_1995.pdf
Jegadeesh & Titman.winners & losers.JF_1993.pdf
Jegadeesh.short term reversals.JF_1990.pdf
Jensen.JF_1968.pdf
JFE 1974-91.htm
JFE_Information for Impatient Authors.doc
JFE_Stulz_Tips for Authors.pdf
JFE_turnaround times & rejection rates.doc
Kandel & Pearson.Volume & Volatility.JPE_1995.pdf
Kang & Stulz_JFE_1997_Why is there Home Bias.pdf
Kaniel etal_WP_2008_Indiv Inv Trading & EAs.pdf
Kaniel Saar & Titman.Indivs.JF_2008.pdf
Kaniel Saar & Titman.Indivs.WP_2004.pdf
Kaniel Saar Liu & Titman.Indivs & EAs.WP_2008.pdf
Karpoff.Volume & Volatility.JFQA_1987.pdf
Kaustia_JFQA_2009_Prospect Th & Disposition Effect.pdf
Ke etal_JAE_2003_What Insiders Know - Insider Trades.pdf
Ke etal_JAE_2005_Do Instos exploit PEAD.pdf
Kosowski Timmerman Wermers & White.mutual funds.WP_2005.pdf
Kyle & Wang.Overconfidence.JF_1997.pdf
Kyle.informed-uninformed.Econometrica_1985.pdf
Lakonishok et al.contrarian.JF_1994.pdf
Lanne.Spurious Regression.REStat_2002.pdf
Lanne_RESTAT_2002_Predictability_Spurious Regr.pdf
LaPorta et al.Value Stocks & EAs.JF_1997.pdf
Lee Shliefer & Thaler.Noise Traders & Sentiment.JF_1991.pdf
Lehmann.reversals.QJE_1990.pdf
Lettau & Van Nieuwerburgh_RFS_2008_Ret Pred.pdf
Linnainmaa_Household Trading_WP_2008.pdf
Llovente et al.Volume-Return Premium.RFS_2002.pdf
Lo & MacKinlay.Data Snooping.RFS_1990.pdf
Manne_WP_2008_Manne on Insider Trading.pdf
Martin Cox & MacMinn.Theory of Finance.1988.pdf
Massa & Simonov_Familiarity-Local Bias_RFS_2006.pdf
Microstructure_Easley & OHara_Chap from Handbk.2003.pdf
Miller & Shanthikumar_Press & Local Bias_WP_2008.pdf
Miller.JF_1977.pdf
Mitchell & Stafford.LT Performance.JB_2000.pdf
Neuhierl & Schlusche_Data Snooping_WP_2009.pdf
Nofsinger & Sias.herding.JF_1999.pdf
Odean_Disposition Effect-Realize Losses_JF_1998.pdf
Odean_Do Investors Trade Too Much_AER_1999.pdf
ofek_richardson_2003_dotcom_jf.pdf
Parwada_Home Bias_JFQA_2008.pdf
Peterson_RFS_2009_Est Std Errs in Panel Data.pdf
Phillips.Spurious Regression.Econometrica_1998.pdf
Puckett & Yan_WP_2008_Skills of Instos.pdf
Roll and Ross _ 1980_JF.pdf
Roll and Ross _ 1984_A reply_JF.pdf
Roll&Ross.APT.Reply to Dhrymes et al.JF_1984.pdf
Roll.Liquidity.JF_1984.pdf
Ross_1984_Reply to Dhrymes APT is empirically relevant_JPM.pdf
Rubinstein_JIM_2004_Great Moments-SS & Stock Prices.doc
Saffi & Sigurdson_WP_2007_Price Eff & SS.pdf
Schienkman & Xiong.volume-return.JPE_2003.pdf
Schlarbaum et al_Individuals_JB_1978a.pdf
Schlarbaum et al_Individuals_JF_1978b.pdf
Schwert.HBk.Ch15.2003.Anomalies.pdf
Schwert.volatility.JF_1989.pdf
Schwert.volatility.JF_1990.pdf
Seasholes_zhu.pdf
Shiller.volatility.AER_1981.pdf
Short Selling_Great Moments Survey.pdf
Sias Starks & Titman.Instos.WP_2001.pdf
Sias.Herding.2002.pdf
Sias.momentum & instos.WP_2005.pdf
Sias.momentum.WP_2003.pdf
Spiegel_RFS_2008_Forecasting Equity Prem (2 pages).pdf
Stocksarespecial too.pdf
Stoffman_who trades with whom_WP_2007_Michigan.pdf
van_nieuwerburgh & veldkamp_WP_2005_Home Bias Puzzle.pdf
van_nieuwerburgh & veldkamp_WP_2008_underdivers.pdf
Welch & Goyal_RFS_2008_Equity Premium Prediction.pdf
wermers.herding.JF_1999.pdf
wermers.instos.JF_2000.pdf
wermers.instos.WP_2005.pdf
wermers.momentum.WP_2003.pdf
Yule.Spurious Regression.JRSS_1926.pdf
Zheng_WP_2009_SS&PEAD.pdf
Zhu_local_EA.pdf

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