Concepedia
SSRN Electronic Journal · 2016 · 32 citations · 49 references
Open access
49
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations
Empirical Finance, Volatility Modeling, Economics +13
Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 5.9K citations · Full text
Investor Psychology and Security Market Under‐ and Overreactions
Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text
Empirical Finance, Well‐known Psychological Biases, Securities Market +20
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
Ivo Welch, Amit Goyal · Review of Financial Studies · 2007 · 4K citations
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
John Y. Campbell, Robert J. Shiller · Review of Financial Studies · 1988 · 3.9K citations
Empirical Finance, Expectation Formation, Economics +12