Citation Impact
Citing Papers
Assessing Specification Errors in Stochastic Discount Factor Models
1997 StandoutNobel
Predicting How People Play Games: Reinforcement Learning in Experimental Games with Unique, Mixed Strategy Equilibria
1998 StandoutNobel
Investor psychology in capital markets: evidence and policy implications
2002
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
Decision Making under Uncertainty When the Stakes Are High: Evidence from a Lottery Game Show
1997
A Reexamination of Firm Size, Book-To-Market, and Earnings Price in the Cross-Section of Expected Stock Returns
1997
Naive Diversification Strategies in Defined Contribution Saving Plans
2001 StandoutNobel
The market pricing of accruals quality
2005 Standout
Are the Fama and French Factors Global or Country Specific?
2002
Is Information Risk a Determinant of Asset Returns?
2000
Friend or Foe?A Natural Experiment of the Prisoner's Dilemma
2006
Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?
2001
Aggregation, Determinacy, and Informational Efficiency for a Class of Economies with Asymmetric Information
1998
Disagreement, tastes, and asset prices
2006 StandoutNobel
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
2001 Standout
Trading activity and expected stock returns
2001
Momentum, Business Cycle and Time Varying Expected Returns
2001
Unraveling Reduces Mobility in a Labor Market: Gastroenterology with and without a Centralized Match
2003 StandoutNobel
Size, value, and momentum in international stock returns
2012 StandoutNobel
Why Is Long‐Horizon Equity Less Risky? A Duration‐Based Explanation of the Value Premium
2007
Risky Choice in the Limelight
2015
Offsetting the Incentives: Risk Shifting and Benefits of Benchmarking in Money Management
2003
Decision Making under Risk in Deal or No Deal
2006
Local Return Factors and Turnover in Emerging Stock Markets
1999
On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions
1997
Book-to-market ratios as predictors of market returns
1998
Testing the Predictions of Decision Theories in a Natural Experiment when Half a Million is at Stake
2006
Loss Aversion? Not With Half-a-Million on the Table!
2007
What Drives Firm-Level Stock Returns?
1999
The Conditional CAPM and the Cross‐Section of Expected Returns
1996 Standout
Relationship Between Labor-Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market
1997
The Courage of Misguided Convictions
1999
Investor Psychology and Asset Pricing
2001 Standout
Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
2001
The Paradox of Asset Pricing
2013
The Dynamics of Reorganization in Matching Markets: A Laboratory Experiment Motivated by A Natural Experiments*
2000 StandoutNobel
ERC: A Theory of Equity, Reciprocity, and Competition
2000 Standout
Investment, Idiosyncratic Risk, and Ownership
2012
Local Return Factors and Turnover in Emerging Stock Markets
1998
In Search of Attention
2011 Standout
Learning in High Stakes Ultimatum Games: An Experiment in the Slovak Republic
1998 StandoutNobel
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
The theory and practice of corporate finance: evidence from the field
2001 Standout
Idiosyncratic Risk and Security Returns
2001
Why Does the Law of One Price Fail? An Experiment on Index Mutual Funds
2009
Women in the boardroom and their impact on governance and performance☆
2009 Standout
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
2010 StandoutNobel
Measuring Economic Policy Uncertainty*
2016 Standout
The time-series relations among expected return, risk, and book-to-market
1999
Investor Psychology and Security Market Under‐ and Overreactions
1998 Standout
Conditional Skewness in Asset Pricing Tests
2000 Standout
RISK AVERSION AND EXPECTED UTILITY THEORY: AN EXPERIMENT WITH LARGE AND SMALL STAKES
2012
The Economist as Engineer: Game Theory, Experimentation, and Computation as Tools for Design Economics
2002 StandoutNobel
Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk
2001 Standout
Equilibrium Cross Section of Returns
2003
Overconfidence, Arbitrage, and Equilibrium Asset Pricing
2001
Split or Steal? Cooperative Behavior When the Stakes Are Large
2011 StandoutNobel
Games and Discrimination
2005
Boys will be Boys: Gender, Overconfidence, and Common Stock Investment
2001 Standout
Dynamic Valuation Decomposition Within Stochastic Economies
2012 StandoutNobel
CEO Overconfidence and Corporate Investment
2005 Standout
Is Information Risk a Determinant of Asset Returns?
2002
Momentum, Legal Systems and Ownership Structure: An Analysis of Asian Stock Markets
2001
Liquidity, pledgeability, and the nature of lending
2021 StandoutNobel
Portfolio Performance and Agency
2009 StandoutNobel
Split or Steal? Cooperative Behavior When the Stakes Are Large
2011 StandoutNobel
An Asymptotic Theory for Estimating Beta‐Pricing Models Using Cross‐Sectional Regression
1998
The other side of value: The gross profitability premium
2013
Deal or No Deal? Decision Making under Risk in a Large-Payoff Game Show
2008 StandoutNobel
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
2007 Standout
The CAPM is Wanted, Dead or Alive
1996 StandoutNobel
Labor Income and Predictable Stock Returns
2005
Behavioral Economics: Past, Present, and Future
2016 StandoutNobel
The Courage of Misguided Convictions: The Trading Behavior of Individual Investors
2000
Standing United or Falling Divided? High Stakes Bargaining in a TV Game Show
2015 StandoutNobel
Online Investors: Do the Slow Die First?
2002
A Theory of Fairness, Competition, and Cooperation
1999 Standout
Consumption Strikes Back? Measuring Long‐Run Risk
2008 StandoutNobel
Is the abnormal return following equity issuances anomalous?
2000
Design Choices in Privatized Social-Security Systems: Learning from the Swedish Experience
2004 StandoutNobel
Pledgeability, Industry Liquidity, and Financing Cycles
2019 StandoutNobel
The Equity Premium
2002 StandoutNobel
Private Benefits of Control: An International Comparison
2004 Standout
Bayesian Inference and Portfolio Efficiency
1995
Investor Psychology in Capital Markets: Evidence and Policy Implications
2001
A five-factor asset pricing model
2014 StandoutNobel
Investor Sentiment and the Cross‐Section of Stock Returns
2006 Standout
Toward an Implied Cost of Capital
2001
The Redesign of the Matching Market for American Physicians: Some Engineering Aspects of Economic Design
1999 StandoutNobel
Friend or Foe? Cooperation and Learning in High-Stakes Games
2010
Evolution and Intelligent Design
2008 StandoutNobel
On estimating an asset's implicit beta
2007
Relationship between Labor‐Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market
1998
New lists: Fundamentals and survival rates
2004 StandoutNobel
Rationality and the ‘price is right’
1993
Information and the Cost of Capital
2004 Standout
Equilibrium Investment and Asset Prices under Imperfect Corporate Control
2005
Market Reactions to Tangible and Intangible Information
2001
Explaining Returns with Loss Aversion
1998
The Cross‐Section of Volatility and Expected Returns
2006 Standout
The Capital Asset Pricing Model: Theory and Evidence
2004 StandoutNobel
Works of Jonathan Berk being referenced
Optimal Investment, Growth Options, and Security Returns
1998
The Price Is Right, But Are The Bids? An Empirical Investigation of Rational Decision Making
1994
A Critique of Size Related Anomalies
1998
The Price Is Right, but Are the Bids? An Investigation of Rational Decision Theory
1996
Necessary Conditions for the CAPM
1997
Sorting Out Sorts
2000
A Critique of Size-Related Anomalies
1995
Mutual Fund Flows and Performance in Rational Markets
2004
Valuation and Return Dynamics of New Ventures
2003
Mutual Fund Flows and Performance in Rational Markets
2003