Thaler, Richard H. (1999) “The End of Behavioral Finance”, Financial Analysts Journal, 55, 12-17.
Barberis, Nicholas and Richard H. Thaler (2003) “A Survey of Behavioral Finance”, ed. in Advances in Behavioral Finance Vol. II, Princeton.
PROBLEMS WITH RISK AND RETURN PARADIGM:
Fama, Eugene F. and Kenneth R. French (1992) “The Cross-Section of Expected Stock Returns”, Journal of Finance 47, 427-465.
Fama, Eugene F. and Kenneth R. French (1993) “Common Risk Factors in Returns on Stocks and Bonds”, Journal of Financial Economics 33, 3-56.
Daniel, Kent and Sheridan Titman (1997) “Evidence on the Characteristics of Cross-Sectional Variation in Stock Returns”, Journal of Finance 52, 1-33.
Lakonishok, J., A. Shleifer, and R. Vishny (1994) “Contrarian Investment, Extrapolation and Risk”, Journal of Finance 45, 455-477.
Chordia, T., A. Subrahmanyam, and R. Anshuman (2001) “Trading Activity and Expected Stock Returns,” Journal of Financial Economics 59, 3-32.
Haugen, R., and N. Baker (1996) “Commonality in the determinants of expected stock returns,” Journal of Financial Economics 41, 401-439.
Jegadeesh, Narasimhan and Shridan Titman (1993) “Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency”, Journal of Finance 48, 65-91.
Bernard, V.L. and Thomas (1990) “Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?”, Journal of Accounting Research, Supplement 27, 1-48.
Kothari, S.P., Jonathan Lewellen, and Jerold B. Warner (2006) “Stock returns, aggregate earnings surprises, and behavioral finance”, Journal of Financial Economics, 79, 537-568.
STOCK PRICE MOVEMENTS (OVERREACTION/UNDERREACTION):
Tversky, Amos and Daniel Kahneman (1974) “Judgment under Uncertainty: Heuristics and Biases”, Science 185, 1124-1131.
Daniel, Kent, David Hirshleifer, and Avanidhar Subrahmanyam (1998) “Investor Psychology and Security Market Under-and Overreactions”, Journal of Finance 53, 1839-1885.
Barberis, Nicholas, Andrei Shleifer, and Robert Vishny (1998) “A Model of Investor Sentiment”, Journal of Financial Economics 49, 307-343.
Hong, Harrison and Jeremy C. Stein (1999) “A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets”, The Journal of Finance, 54, 2143-2184.
STOCK RETURNS AND THE EQUITY PREMIUM:
Campbell, John Y. and Robert J. Shiller (2001) “Valuation Ratios and the Long-Run Stock Market Outlook: An Update”, NBER Working Papers, No. W8221.
Benartzi, Shlomo and Richard H. Thaler (1995) “Myopic Loss Aversion and the Equity Premium Puzzle”, The Quarterly Journal of Economics, 110, 73-92.
Kahneman, Daniel and Amos Tversky (1979) “Prospect Theory: An Analysis of Decision under Risk”, Econometrica, 47, 263-291.
Shefrin, Hersh and Meir Statman (1985) “The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence”, The Journal of Finance, 40, 777-790.
Weber, Martin and Colin F. Camerer (1998) “The Disposition Effect in Securities Trading: an Experimental Anlaysis”, Journal of Economic Behavior and Organization, 33, 167-184.
Barberis, Nicholas, Ming Huang and Tano Santos (2006) “Prospect theory and Asset Prices”, The Quarterly Journal of Economics, 116, 1-53.
ANALYST FORECASTS/SOME RECENT ANOMALIES:
Rashes, M.S. (2001) “Massively Confused Investors Making Conspicuously Ignorant Choices (MCI-MCIC)”, Journal of Finance 56, 1911-1928.
Huberman, Gur and T. Regev (2001) “Contagious Speculation and a Cure for Cancer”, Journal of Finance 56, 387-396.
INDIVIDUAL INVESTORS:
Odean, Terrance (1998) “Are Investors Reluctant to Realize their Losses?”, Journal of Finance 53, 1775-1795.
Odean, Terrance (2000) “Do Investors Trade Too Much?”, American Economic Review, 89, 1279-1298.
Barber, Brad M. and Terrance Odean (2000) “Trading is Hazardous to your Wealth: The Common Stock Investment Performance of Individual Investors”, Journal of Finance, 55, 773-806.
Barber, Brad M. and Terrance Odean (2001) “Boys will be Boys: Gender, Overconfidence, and Common Stock Investment”, Quarterly Journal of Economics 116, 261-292.
Benartzi, Shlomo, and Richard Thaler (2001) “Naïve Diversification Strategies in Retirement Savings Plans”, American Economic Review 91, 79-98.
CORPORATE FINANCE:
Stein, J. C. (1996) “Rational Capital Budgeting in an Irrational World.” Journal of Business, 69, 429-456.
Degeorge, François, Jayendu Patel and Richard Zeckhauser (1999) “Earnings Management to Exceed Thresholds”, The Journal of Business, 72, 1-33.
Heaton, J.B. (2002) “Managerial Optimism and Corporate Finance”, Financial Management, 31, 33-45.
Loewenstein, George (2002) When Genius Failed: The Rise and Fall of Long-Term Capital Management, Random House.
Gervalis, S, J.B. Heaton and T. Odean (2002) “The Positive Role of Overconfidence and Optimism in Investment Policy”, Rodney L. White Center for Financial Research Working paper.
Baker, Malcolm and Jeffrey Wurgler (2002) “Market Timing and Capital Structure”, Journal of Finance, 57, 1-32.
ADDITIONAL MATERIAL:
Belsky, Gary and Thomas Gilovich (1999) Why Smart People Make Big Money Mistakes and How to Correct Them, Fireside.
Plous, Scott (1993) The Psychology of Judgment and Decision Making, McGraw Hill.
Shefrin, Hersh (2002) Beyond Greed and Fear: Understanding the Behavioral Fianace and the Psychology of Investing, Oxford University Press.
Shefrin, Hersh (2008) A Behavioral Approach to Asset Pricing, Academic Press Advanced Finance.
Shiller, R.J. (2001) Irrational exuberance, Broadway Books, New York.
Taleb, Nassim Nicholas (2007) The Black Swan, Random House.
Thaler, Richard (1994) H. The Winner’s Curse: Paradoxes and Anomalies of Economic Life, Princeton.
Thaler, Richard (1988) “Anomalies: The Winner’s Curse”, The Journal of Economic Perspectives, 2, 191-202.
Tvede, Lars (2000) The Psychology of Finance, John Wiley & Sons.