Physica A Statistical Mechanics and its Applications · 2018 · 19 citations · 41 references
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Does the Stock Market Overreact?
Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations
Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations
A Simple Test for Heteroscedasticity and Random Coefficient Variation
Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations