Overconfidence and Cross-Sectional Returns

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I upload two papers about overconfidence and cross-sectional returns.

DHS is the one about cross-sectional returns

TEST_HML is a recent working paper very much in the flavor of DHS and Daniel and Titman (1997).

Enjoy!

18089.rar (202.22 KB, 需要: 5 个论坛币) 本附件包括：

• Overconfidence, Arbitrage, and Equilibrium Asset Pricing.pdf

2005-6-30 00:06:00 上传

Overconfidence and Cross-Sectional Returns
需要: 5 个论坛币  [购买]

[/UseMoney] [UseMoney=5] 18090.rar (158.32 KB, 需要: 5 个论坛币) 本附件包括：

• test_hml.pdf

2005-6-30 00:07:00 上传

Overconfidence and Cross-Sectional Returns
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[此贴子已经被作者于2005-7-6 8:36:40编辑过]

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关键词：confidence SECTIONAL Overcon Section Returns Returns

xiele

我米钱

我也没钱！[em16][em16]

thankk you very much

最近我也在做一篇有关Overconfidence的文章，不过不是基于实证数据的角度的BF文章，而是比较靠近方法论的纯理论。好像我对这一块更感兴趣一点。

What do you have in mind exactly?

Some work has been done on corproate finance side but not much on asset pricing (directly). There is one guy from Chicago GSB wrote a paper using survey data and evaluate whether overconfidence gets something to do with corporate decision; following a JF paper using option exercise behaviors as an instrument of overconfidence.

good paper ,thanks