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Bubbles for Fama
Greenwood, Robin; Shleifer, Andrei; You, Yang - In: Journal of financial economics 131 (2019) 1, pp. 20-43
Persistent link: https://www.econbiz.de/10012130811
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Bubbles for Fama
Greenwood, Robin; Shleifer, Andrei; You, Yang - 2017
Persistent link: https://www.econbiz.de/10011627794
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Bubbles for Fama
Greenwood, Robin M. - 2017
We evaluate Eugene Fama's claim that stock prices do not exhibit price bubbles. Based on US industry returns 1926-2014 and international sector returns 1985-2014, we present four findings: (1) Fama is correct in that a sharp price increase of an industry portfolio does not, on average, predict...
Persistent link: https://www.econbiz.de/10012962184
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Bubbles for Fama
Greenwood, Robin - 2017
We evaluate Eugene Fama's claim that stock prices do not exhibit price bubbles. Based on US industry returns 1926-2014 and international sector returns 1985-2014, we present four findings: (1) Fama is correct in that a sharp price increase of an industry portfolio does not, on average, predict...
Persistent link: https://www.econbiz.de/10012455490
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Predictable financial crises
Greenwood, Robin; Hanson, Samuel G.; Shleifer, Andrei; … - In: The journal of finance : the journal of the American … 77 (2022) 2, pp. 863-921
Persistent link: https://www.econbiz.de/10013190464
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Investor sentiment and the closed-end fund puzzle
Lee, Charles M. C.; Shleifer, Andrei; Thaler, Richard H. - 1990
Persistent link: https://www.econbiz.de/10000800334
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The impact of institutional trading on stock prices
Lakonishok, Josef - In: Journal of financial economics 32 (1992) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001131941
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Anomalies: closed-end mutual funds
Lee, Charles M. C. - In: The journal of economic perspectives : EP ; a journal … 4 (1990) 4, pp. 153-164
Persistent link: https://www.econbiz.de/10001098222
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Investor sentiment and the closed-end fund puzzle
Lee, Charles M. C. - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 75-109
Persistent link: https://www.econbiz.de/10001106453
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A model of investor sentiment
Barberis, Nicholas - In: Journal of financial economics 49 (1998) 3, pp. 307-343
Persistent link: https://www.econbiz.de/10001246744