Referências: |
Akhtar, Shumi, Robert Faff, Barry Oliver, e Avanidhar Subrahmanyam. 2012. Stock salience and the asymmetric market effect of consumer sentiment news. Journal of Banking & Finance, Systemic risk, Basel III, global financial stability and regulation, 36 (12): 32893301. https://doi.org/10.1016/j.jbankfin.2012.07.019.
Antoniou, Constantinos, John A. Doukas, e Avanidhar Subrahmanyam. 2013. Cognitive Dissonance, Sentiment, and Momentum. Journal of Financial and Quantitative Analysis 48 (01): 24575. https://doi.org/10.1017/S0022109012000592.
Barberis, Nicholas, Andrei Shleifer, e Robert Vishny. 1998. A model of investor sentiment. Journal of Financial Economics 49 (3): 30743. https://doi.org/10.1016/S0304-405X(98)00027-0.
Brennan, Michael J., Tarun Chordia, Avanidhar Subrahmanyam, e Qing Tong. 2012. Sell-order liquidity and the cross-section of expected stock returns. Journal of Financial Economics 105 (3): 52341. https://doi.org/10.1016/j.jfineco.2012.04.006.
Campbell, John Y. 2017. Financial Decisions and Markets: A Course in Asset Pricing. Princeton University Press.
Carvalhal da Silva, Andre, e Avanidhar Subrahmanyam. 2007. Dual-class premium, corporate governance, and the mandatory bid rule: Evidence from the Brazilian stock market. Journal of Corporate Finance 13 (1): 124. https://doi.org/10.1016/j.jcorpfin.2006.12.003.
Chordia, Tarun, Jianfeng Hu, Avanidhar Subrahmanyam, e Qing Tong. 2014. Shocks to Order Flow Volatility and Stock Returns. SSRN Scholarly Paper ID 2517219. Rochester, NY: Social Science Research Network. https://papers.ssrn.com/abstract=2517219.
. 2017. Order Flow Volatility and Equity Costs of Capital. SSRN Scholarly Paper ID 2428041. Rochester, NY: Social Science Research Network. https://papers.ssrn.com/abstract=2428041.
Chordia, Tarun, Richard Roll, e Avanidhar Subrahmanyam. 2011. Recent trends in trading activity and market quality. Journal of Financial Economics 101 (2): 24363. https://doi.org/10.1016/j.jfineco.2011.03.008.
Chordia, Tarun, e Avanidhar Subrahmanyam. 2004. Order imbalance and individual stock returns: Theory and evidence. Journal of Financial Economics 72 (3): 485518. https://doi.org/10.1016/S0304-405X(03)00175-2.
Chordia, Tarun, Avanidhar Subrahmanyam, e Qing Tong. 2014. Have capital market anomalies attenuated in the recent era of high liquidity and trading activity? Journal of Accounting and Economics 58 (1): 4158. https://doi.org/10.1016/j.jacceco.2014.06.001.
Cvitanić, Jaka, e Hao Xing. 2018. Asset pricing under optimal contracts. Journal of Economic Theory 173 (janeiro): 14280. https://doi.org/10.1016/j.jet.2017.10.005.
Daniel, Kent, David Hirshleifer, e Avanidhar Subrahmanyam. 1998. Investor Psychology and Security Market Under- and Overreactions. The Journal of Finance 53 (6): 183985. https://doi.org/10.1111/0022-1082.00077.
Danthine, Jean-Pierre, e John B. Donaldson. 2005. Intermediate Financial Theory, Second Edition. 2 edition. Amsterdam; Boston, Mass.: Academic Press.
Dormady, Noah C. 2014. Carbon auctions, energy markets & market power: An experimental analysis. Energy Economics 44 (julho): 46882. https://doi.org/10.1016/j.eneco.2014.03.013.
Elton, Edwin J., Martin J. Gruber, Stephen J. Brown, e William N. Goetzmann. 2009. Modern Portfolio Theory and Investment Analysis. 8 edition. Hoboken, NJ: Wiley.
Grinblatt, Mark, e Matti Keloharju. 2000. The investment behavior and performance of various investor types: a study of Finlands unique data set. Journal of Financial Economics 55 (1): 4367. https://doi.org/10.1016/S0304-405X(99)00044-6.
Hirshleifer, David, Avanidhar Subrahmanyam, e Sheridan Titman. 2006. Feedback and the success of irrational investors. Journal of Financial Economics 81 (2): 31138. https://doi.org/10.1016/j.jfineco.2005.05.006.
Holden, Craig W., e Avanidhar Subrahmanyam. 1992. Long-Lived Private Information and Imperfect Competition. The Journal of Finance 47 (1): 247. https://doi.org/10.2307/2329097.
Hull, John C. 2005. Options, Futures and Other Derivatives. 6th edition. Upper Saddle River, NJ: Prentice Hall.
Kahneman, Daniel. 2002. Prize Lecture by Daniel Kahneman - Media Player at Nobelprize.org. 2002. http://www.nobelprize.org/mediaplayer/index.php?id=531.
Kahneman, Daniel, e Amos Tversky. 1979. Prospect Theory: An Analysis of Decision under Risk. Econometrica 47 (2): 263. https://doi.org/10.2307/1914185.
. 2000. Choices, Values, and Frames. 1 edition. New York; Cambridge, UK: Cambridge University Press.
Manera, Matteo, Marcella Nicolini, e Ilaria Vignati. 2014. Modelling futures price volatility in energy markets: Is there a role for financial speculation? Energy Economics. https://doi.org/10.1016/j.eneco.2014.07.001.
Nawrocki, David, e Fred Viole. 2014. Behavioral finance in financial market theory, utility theory, portfolio theory and the necessary statistics: A review. Journal of Behavioral and Experimental Finance 2 (junho): 1017. https://doi.org/10.1016/j.jbef.2014.02.005.
Paige Fields, L., Donald R. Fraser, e Avanidhar Subrahmanyam. 2012. Board quality and the cost of debt capital: The case of bank loans. Journal of Banking & Finance 36 (5): 153647. https://doi.org/10.1016/j.jbankfin.2011.12.016.
Pflug, Georg C., e Nikola Broussev. 2009. Electricity swing options: Behavioral models and pricing. European Journal of Operational Research 197 (3): 104150. https://doi.org/10.1016/j.ejor.2007.12.047.
Rego, Erik Eduardo, e Virginia Parente. 2013. Brazilian experience in electricity auctions: Comparing outcomes from new and old energy auctions as well as the application of the hybrid Anglo-Dutch design. Energy Policy, Special section: Long Run Transitions to Sustainable Economic Structures in the European Union and Beyond, 55: 51120. https://doi.org/10.1016/j.enpol.2012.12.042.
Roll, Richard, Eduardo Schwartz, e Avanidhar Subrahmanyam. 2009. Options trading activity and firm valuation. Journal of Financial Economics 94 (3): 34560. https://doi.org/10.1016/j.jfineco.2009.02.002.
. 2014. Trading activity in the equity market and its contingent claims: An empirical investigation. Journal of Empirical Finance 28: 1335. https://doi.org/10.1016/j.jempfin.2014.05.007.
Roll, Richard, e Avanidhar Subrahmanyam. 2010. Liquidity skewness. Journal of Banking & Finance 34 (10): 256271. https://doi.org/10.1016/j.jbankfin.2010.04.012.
Sklavos, Konstantinos, Lammertjan Dam, e Bert Scholtens. 2013. The liquidity of energy stocks. Energy Economics 38 (julho): 16875. https://doi.org/10.1016/j.eneco.2013.02.015.
Subrahmanyam, A. 1991. A Theory of Trading in Stock Index Futures. Review of Financial Studies 4 (1): 1751. https://doi.org/10.1093/rfs/4.1.17.
Subrahmanyam, Avanidhar. 2009. Optimal financial education. Review of Financial Economics 18 (1): 19. https://doi.org/10.1016/j.rfe.2008.10.003.
. 2013. Algorithmic trading, the Flash Crash, and coordinated circuit breakers. Borsa Istanbul Review 13 (3): 49. https://doi.org/10.1016/j.bir.2013.10.003.
Talpsepp, Tõnn, Martin Vlcek, e Mei Wang. 2014. Speculating in gains, waiting in losses: A closer look at the disposition effect. Journal of Behavioral and Experimental Finance 2 (junho): 3143. https://doi.org/10.1016/j.jbef.2014.04.001.
Tversky, Amos, e Daniel Kahneman. 1992. Advances in Prospect Theory: Cumulative Representation of Uncertainty. Journal of Risk and Uncertainty 5 (4): 297323. https://doi.org/10.1007/BF00122574.
|