References
- Ariely , D , Loewenstein , G and Prelec , D . 2003 . Coherent arbitrariness: stable demand curves without stable preferences . Quarterly Journal of Economics , 118 : 73 – 105 .
- Barber , BM and Odean , T . 2008 . All that glitters: the effect of attention and news on the buying behaviour of individual and institutional investors . Review of Financial Studies , 21 : 785 – 818 .
- Barber , BM , Odean , T and Zhu , N . 2006 . Systematic noise , Working Paper Davis, UC Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=474481
- Carhart , M . 1997 . On persistence in mutual fund performance . Journal of Finance , 52 : 57 – 81 .
- Das , S and Raghubir , P . 2006 . The long and short of it: why are stocks with shorter run-lengths preferred? , Working Paper UC Berkeley. Available at http://papers.ssrn.com/sol3/papers.cfm?abstract_id=499345
- Fama , EF and French , KR . 1993 . Common risk factors in the returns on stocks and bonds . Journal of Financial Economics , 33 : 3 – 56 .
- Ferris , S , Haugen , R and Makhija , A . 1988 . Predicting contemporary volume with historic volume at differential price levels: evidence supporting the disposition effect . Journal of Finance , 43 : 677 – 99 .
- George , T and Hwang , C . 2004 . The 52-week high and momentum investing . Journal of Finance , 59 : 2145 – 76 .
- Heath , C , Huddart , S and Lang , M . 1999 . Psychological factors and stock option exercise . Quarterly Journal of Economics , 114 : 601 – 27 .
- Huddart , S , Lang , M and Yetman , M . 2009 . Volume and price patterns around a stock's 52-week highs and lows: theory and evidence . Management Science , 55 : 16 – 31 .
- Jegadeesh , N and Titman , S . 1993 . Returns to buying winners and selling losers: implications for stock market efficiency . Journal of Finance , 48 : 65 – 91 .
- Kahneman , D and Tversky , A . 1974 . Judgement under uncertainty: heuristics and biases . Science , 185 : 1124 – 31 .
- Lane , GC . 1984 . Lane's stochastics . Technical Analysis of Stocks and Commodities , 2 : 87 – 90 .
- Lo , A and Wang , J . 2000 . Trading volume: definitions, data analysis, and implications of portfolio theory . The Review of Financial Studies , 13 : 257 – 300 .
- Menkhoff , L and Schmidt , U . 2005 . The use of trading strategies by fund managers: some first survey evidence , Discussion Paper No. 314, University of Hannover .
- Mizrach , B and Weerts , S . 2007 . Experts online: an analysis of trading activity in a public internet chat room , Journal of Economic Behavior and Organization, forthcoming .
- Phillips , F and Todd , J . 2003 . Perceptual representation of visible surfaces . Perception and Pschophysics , 65 : 747 – 62 .
- Seasholes , M and Wu , G . 2007 . Predictable behaviour, profits and attention . Journal of Empirical Finance , 14 : 590 – 610 .
- Statman , M , Thorley , S and Vorkink , K . 2006 . Investor overconfidence and trading volume . Review of Financial Studies , 19 : 1531 – 65 .
- Williams , LR . 1973 . How I made One Million Dollars Last Year Trading Commodities , Carmel Valley, CA : Conceptual Management .