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Below, we give a Compendium of Academic Articles and Books about Investing, Finance, and its mathematical and physics basis to aid you in your further study of finance and investment.

 

P. Abken and M. Shrikhande, “The Role of Currency Derivatives in Internationally Diversified Portfolios,” Federal Reserve Bank of Atlanta Economic Review (3rd Quarter 1997) pp. 34-59.

A. Adamati, S. Bhattacharya, P. Pfleiderer, and S. Ross, “On Timing and Selectivity,” Journal of Finance 41, no. 3 (July 1986) pp. 715-732.

S. Alexander, “Price Movements in Speculative Markets: Trends or Random Walks?” Industrial Management Review (May 1961) pp.7-26

M. Allais, “Le Comptrement de l’Homme Rationnel devant Le Risque: Critique des Postulats et Axiomes de l’Ecole Americaine,” Econometrica 21 (October 1953) pp. 503-546.

M. Allais, “The Foundations of a Positive Theory of Choice Involving Risk and a Criticism of the Postulates and Axioms of the American School,” in M. Allais and O. Hagen. eds., Expected Utility Hypotheses and the Allais Paradox, Dondrecht: Reidel, 1979).

E. Altman, , “Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy”, J. Fin., Sept. 1968

E. Altman, R.G. Haldeman, and P. Narayanan, “ZETA Analysis: a New Model to Identify Bankruptcy Risk of Corporations, Journal of Banking and Finance (June, 1977)

Y. Amihud and H. Mendelson, “Asset Pricing and the Bid-Ask Spread,” Journal of Financial Economics 17 (December 1986) pp. 223-250.

Y. Amihud and H. Mendelson, “Liquidity, Asset Prices, and Financial Policy,” Financial Analysts’ Journal 47 (Nov.-Dec. 1991) pp. 56-66.

K. Amin, “Jump Diffusion Option Valuation in Discrete Time.” Journal of Finance 48 (1993) pp. 1833-1863.

K. Amin and V. Ng, “Option Valuation with Systematic Stochastic Volatility.” Journal of Finance, 48 (1993) pp. 881-910.

E. Amir and Y. Ganzach, “Overreaction and Underreaction in Analysts’ Forecasts,” Journal of Economic Behavior and Organization 37 (1998) pp. 333-347.

B. Anderson and J. Settle, “The Influence of Portfolio Characteristics and Investment Period on Investment Choice,” Journal of Economic Psychology 17 (1996) pp. 343-358.

J. Anderson, “Perspectives on Models of Uncertain Decisions,” in Risk, Uncertainty, and Agricultural Development, ed. J. Roumasset, J. Broussard, and I. Singh (New York: Agricultural Development Council, 1979) pp. 39-62.

P. Andreassen, “Judgmental Extrapolation and Market Overreaction: on the Use and Disuse of News,” Journal of Behavioral Decision Making 3 (1990) pp. 153-174.

P. Andreassen and S. Kraus, “Judgmental extrapolation and the Salience of Change,” Journal of Forecasting 9 (1990) pp. 374-372.

A. Arbel, “Generic Stocks: an Old Product in a New Package,” Journal of Portfolio Management  (Summer 1985) pp. 4-13.

A. Arbel and P. Strebel, “Pay Attention to Neglected Firms,” Journal of Portfolio Management (Winter 1983) pp. 37-42.

F. Arditti, “Risk and Required Return on Equity,” Journal of Finance 22 (March 1967) pp.19-36.

R. Arnott, “Cluster Analysis and Stock Price Movement,” Financial Analysts’ Journal 36 (November-December 1980) p. 59.

R. Arnott, “What Hath MPT Wrought: Which Risks Reap Returns?” Journal of Portfolio Management  (Fall 1983) p.6

K. Arrow, "The Role of Securities in the Optimal Allocation of Risk-bearing," Review of Economic Studies, (April 1964) p. 91

K. Arrow, “Risk Perception in Psychology and Economics,” Economic Inquiry 20 (January 1982) pp. 1-9.

P. Artzner and D. Heath. “Approximate Completeness with Multiple Martingale Measures,” Mathematical Finance 5 (1995, pp. 1-11.

M. Avellaneda, “Minimum-Entropy Calibration of Asset-Pricing Models,” (published in IJTAF, 1999)

M. Avellaneda, C. Friedman, R. Holmes, and D. Samperi, “Calibrating Volatility Surfaces via Relative Entropy Minimization” (published in: IJTAF, 1998, Proc. Courant Seminar, Vol I, 1999) 

L. Bachelier, Theorie de la Speculation (Gauthier Villars: Paris, 1900)

J. Baesel, “On the Assessment of Risk: Some Further Considerations,” Journal of Finance 29 (December 1974) pp. 1491-1494.

M. Baker and J. Wurgler, “Market Timing and Capital Structure,” Journal of Finance 57, no.1 (February 2002) pp. 1-32.

C. Ball and W. Torous. “On Jumps in Common Stock Prices and Their Impact on Call Option Pricing.” Journal of Finance 40 (1985) pp. 155-173.

R. Ball, “Anomalies in Relationships Securities’ Yields and Yield-Surrogates,” Journal of Financial Economics 6 (1978) pp. 103-126.

R. Ball and P. Brown, “An Empirical Evaluation of Accounting Income Numbers,” Journal of Accounting Research 6 (Autumn 1968) pp. 159-178.

R. Ball and S. Kothari, “Nonstationary Expected Returns: Implications for Tests of Market Efficiency and Serial Correlations in Returns,” Journal of Financial Economics 25 (1989) pp. 51-74.

R. W. Banz, “The Relationship between Return and Market Value of Common Stocks,” Journal of Financial Economics 9 (1981) pp.3-18.

B. Barber and T. Odean, “Boys will be Boys: Gender, Overconfidence, and Common Stock Investment,” working paper UC Davis

N. Barberis, "Investing for the Long Run when Returns are Predictable," Journal of Finance, Vol. 55, no. 1 (February 2000), pp. 225-264.

N. Barberis, A. Shleifer, and R. Vishny, “A Model of Investor Sentiment,” Journal of Financial Economics 49, no. 3 (1997) pp. 307-344.

S. Basu, “The Relationship between Earnings Yield, Market Value and Return for NYSE Common Stocks: Further Evidence,” Journal of Financial Economics 12 (1983) pp.129-166

D. Bates, “The Crash of 1987: Was it Expected? The Evidence from the Options Markets,” Journal of Finance 46, no. 3 (1991) pp. 1009-1044.

D. Bates, “Jumps and Stochastic Volatility: Exchange Rate Processes Implicit in Deutschemark Options.” Review of Financial Studies, 9 (1996), pp. 69-108.

W. Baumol, “An Expected Gain-Confidence Limit Criterion for Portfolio Selection,” Management Science, p. 171 October 1963

W. Baumol & B. Malkiel, “The Firm’s Optimal Debt-Equity Combination and the Cost of Capital.” Quarterly Journal of Economics 81, no. 4 (November 1967) p. 547

W. Beaver, P. Kettler, and M. Scholes, “The Association between Market Determined and Accounting Determined Risk Measures,” The Accounting Review (October 1975).

F. W. Bell, “The Relation of the Structure of Common Stock Prices to Historical, Expectational, and Industrial Variables,” Journal of Finance (March 1974).

V. Bernard, “Stock Price Reactions to Earnings Announcements: a Summary of Recent Anomalous Evidence and Possible Explanations,” in Advances in Behavioral Finance, ed. R. H. Thaler (New York: Russell Sage Foundation, 1993) pp. 303-340.

V. Bernard and J. Thomas, “Post-Earnings Announcement Drift: Delayed Price Response or Risk Premium?” Journal of Accounting Research 27 (1989) pp. 1-36.

V. Bernard and J. Thomas, “Evidence that Stock Prices do not Fully Reflect the Implications of Current Earnings for Future Earnings,” Journal of Accounting and Economics 13 (1990) pp.305-340.

E. Benezit, Dictionaire des Peinters Sculpteurs Dessinateurs et Graveurs (Paris: Libraire Grund, 1976)

D. Bernoulli, “Specimen Theoriae Novae de Mensura Sortis,” Commen. Acad. Sci. Imper. Petropolianae 5 (1738) pp. 175-192, translated by L. Somer, Econometrica 22 (1954) pp. 23-36.

L. C. Bhandari, “Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence,” Journal of Finance 43 (1988) pp.507-528

A. Biglova, S. Ortobelli, S. Rachev, and S. Stoyanov, “Different Approaches to Risk Estimation in Portfolio Theory,” Journal of Portfolio Management 31, no. 1 (Fall 2004) pp. 103-112.

J.  S. Bildersee, “Some New Bond Indexes,” Journal of Business (October 1975)

R. Billingsley and D. Chance, “Put-Call Ratios and Market Timing Effectiveness,” Journal of Portfolio Management 15, no. 1 (Fall, 1988) pp. 25-28.

F. Black, “Capital Market Equilibrium with Restricted Borrowing,” Journal of Business 45 (1972) pp.444-455.

F. Black, “Fact and Fantasy in the Use of Options,” Financial Analysts’ Journal 31 (July-August 1975) pp.36-41.

F. Black, “The Pricing of Commodities Contracts,” Journal of Financial Economics 3 (January-March 1976) pp. 167-179.

F. Black, M. Jensen and M. Scholes, “The Capital Asset Pricing Model: Some Empirical Tests,” in Studies in the Theory of Capital Markets, ed. M. Jensen (New York: Praeger, 1972) pp. 79-121.

F. Black and M. Scholes, “The Pricing of Options and Corporate Liabilities,” Journal of Political Economy, 81 (May-June 1974) pp. 637-654.

F. Black and M. Scholes, “The Effects of Dividend Yield and Dividend Policy on Common Stock Prices and Returns,” Journal of Financial Economics 20 (May 1974) pp. 1-22.

M. E. Blume, “Portfolio Theory: A Step towards its Practical Application,” Journal of Business vol. 43, no. 2 (April, 1970) p. 152

M. E. Blume, “On the Assessment of Risk,” Journal of Finance (March 1971)

M. E. Blume, “Betas and Their Regression Tendencies,” Journal of Finance (June, 1975)

M. E Blume and I. Friend, “The Asset Structure of Individual Portfolios and Some Implications for Utility Functions,” Journal of Finance 30 (May 1975) npp.585-603.

Z. Bodie and R. Merton, Finance (Prentice Hall: New Jersey, 2000)

J.A. Bondy and U.S.R. Murty, Graph Theory with Applications, (New York: Norh Holland. 1976)

J. Boquist, G Raccette and G. Scharlbaum, “Duration and Risk Assessment for Bonds and Common Stocks,” Journal of Finance 30 (December 1975) pp. 1360-1365.

L/ Borland and J.P. Bouchaud, “A Non-Gaussian Option Pricing Model with Skew,” arXiv:cond-mat/0403022 v1 29 Feb 2004.

D. Bower, R. Bower, and D. Logue, “A Primer on Arbitrage Pricing Theory,” Midland Corporate Finance Journal 2 (Fall 1984) pp. 31-40.

E. Bowman, “Risk Seeking by Troubled Firms,” Sloan Management Review 23 (1982) pp. 33-42.

W. Breen and E. Lerner, “On the use of Beta in Regulatory Hearings,” Bell Journal of Economics and Management Science (Autumn 1972) pp. 612-621.

J. Brehm, “Post-Decision Changes in the Desirability of Alternatives,” Journal of Abnormal and Social Psychology 52 (1956) pp. 384-389.

J. Brehm and A. Cohen, Explorations in Cognitive Dissonance, (J. Wiley: New York, 1962)

M. Brennan, “Taxes, Market Valuation, and Corporate Financial Policy,” National Tax Policy 23 (December 1970) pp. 417-427.

M. Brennan, “Capital Market Equilibrium with Divergent Borrowing and Lending Rates,” Journal of Financial and Quantitative Analysis 6 (December 1971) pp. 1197-1205.

M. Brennan and E. Schwartz, “Finite Difference Methods and Jump Processes Arising in the Pricing of Contingent Claims: A Synthesis,” Journal of Financial and Quantitative Analysis 13, No. 3 (September 1978), pp. 461-474

M. Brennan and R. Solanki, "Optimal Portfolio Insurance," Journal of Financial and Quantitative Analysis, 16, no. 3 (September 1981): pp. 279-300.

M. Broadie and J. Detemple, “American Option Valuation: New Bounds, Approximations, and a Comparison of Existing Methods,” Review of Financial Studies 9 (1996), pp. 1211-1250.

K. Brown, V. Harlow, and L. Starks, “Of Tournaments and Temptations: an Analysis of Managerial Incentives in the Mutual Fund Industry,” Journal of Finance 51 (1996) pp. 85-110.

P. Brown, A. Kleindon, and T. Marsh, “New Evidence on the Nature of the Size Anomalies in Stock Price,” Journal of Financial Economics 12 (March 1983) pp. 33-56.

S. Brown and M. Weinstein, “A New Approach to Testing Asset Pricing Models,” Journal of Finance 38 (September 1983) pp. 711-743.

S. Brown, R. Ibbotson, and S. J. Ross, “Survivorship bias in Performance Studies,” Review of Financial Studies 5 (1992) pp. 553-580.

A. Bruckner, J. Bruckner, and B. Thomson, Real Analysis, (New Jersey, Prentice Hall: 1997).

R. F. Bruner, Case Studies In Finance (Fourth Edition), (Boston, McGraw Hill Irwin: 2003).

P. Cagan, Common Stock Values and Inflation – Historical Record of Many Countries, National Bureau of Economic Research (1974).

J. Calamos, Investing in Convertible Securities, (Longman Financial Services Publishing, 1988)

C. Camerer and M. Weber, “Recent Developments in Modeling Preferences: Uncertainty and Ambiguity,” Journal of Risk and Uncertainty 5 (1992) pp. 325-370.

J. Y. Campbell, "Asset Pricing at the Millennium," Journal of Finance, Vol. 55, no. 4 (2000) pp. 1515-1568

L. Canina and S. Figlewski, “The Informational Content of Implied Volatility,” Review of Financial Studies 6, no. 3 (1993) pp. 659-681.

M. Carhart, “On Persistence of Mutual Fund Performance,” Journal of Finance 52, no.1 (March 1997) pp. 57-82.

M. Carhart, R. Kaniel, D. Musto, and A. Reed, “Leaning from the Tape: Evidence of Gaming Behavior in Equity Mutual Funds,” Journal of Finance 57, no.2 (April 2002) pp. 661-693.

W. Carleton and J. Lakonishok, “Risk and Return on Equity: the Use and Misuse of Historical Estimates,” Financial Analysts’ Journal 41 (January-February 1985) p. 39

S. Carvel and P. Strebel, “A New Beta Incorporating Analysts’ Forecasts,” Journal of Portfolio Management (Fall 1984) pp. 81-85.

L. K. C. Chan, Y Hamao, and J. Lakonishok, “Fundamentals and Stock Returns in Japan,” Journal of Finance 43 (1991) pp. 1739-1789.

L. K. C. Chan, “On the Contrarian Investment Strategy,” Journal of Business 61 (1988) pp. 147-163.

L. K. C. Chan, N. Jegadeesh, and J. Lakonishok, “Momentum Strategies,” Journal of Finance51 (1996) pp.1681-1713.

L. K. C. Chan and J. Lakonishok, “Are the Reports of Beta’s Death Premature?” Journal of Portfolio Management 19, no. 4 (1993) pp. 51-62

L. K. C. Chan and N. Chen, “An Unconditional Asset-Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk,” Journal of Finance 43 (1988) pp. 309-325.

L. K. C. Chan and N. Chen, “Structural and Return Characteristics of Small and Large Firms,” Journal of Finance 46 (1991) pp. 1467-1484.

L. K. C. Chan, N. Chen and D. A. Hseih, “An Exploratory Investigation of the Firm Size Effect,” Journal of Financial Economics 14 (1985) pp.451-471.

E. Chang and W. Lewellyn, “Market Timing and Mutual Fund Investment Performance,” Journal of Business 57 (1984) pp. 57-72.

A. H. Chen, F. C. Jen & S. Zionts, “The Optimal Portfolio Revision Policy,” J. of Bus. Vol. 44 no.1 (January 1971) p. 51 

H. Y. Chen, “Valuation under Uncertainty,” Journal of Financial and Quantitative Analysis, vol. 2 (September 1967) p. 313.

N. Chen, “Some Empirical Tests of the Theory of Arbitrage Pricing,” Journal of Finance 38 (December 1983)

N. Chen, R. Roll, and S. A. Ross, “Economic Forces and the Stock Market,” Journal of Business 56 (1986) pp. 383-403.

R. R. Chen, S. L. Chung, and T. L. Yang,An Easy Derivatives Pricing Algorithm under a Dynamically Complete Multi-Asset Economy,” November 2000

D. C. Cho, “On Testing the Arbitrage Pricing Model: Inter-Battery Factor Analysis,” Journal of Finance 39 (December 1984) pp. 1485-1502.

N. Chopra, J. Lakonishok, and J. Ritter, “Measuring Abnormal Returns: Do Stocks Overreact?” Journal of Financial Economics 31 (1992) pp. 235-268.

C. Christensen, “The Psychophysics of Spending,” Journal of Behavioral Decision Making 2 (1989) pp. 69-80.

B. Christensen and N.R. Prabhala. “The Relation Between Implied and Realized Volatility.” Journal of Financial Economics 50 (1998) pp. 125-150.

R. G. Clarke and M. Statman, “Bullish or Bearish? The Patterns of Investor Forecasts,” Financial Analysts’ Journal (May/June, 1998) pp. 63-72.

R. G. Clarke and T. Matthew, “How Much International Exposure is Advantageous in a Domestic Portfolio?” Journal of Portfolio Management 25, no. 2 (Winter 1999)

K. Cohen and J. Pogue, “An Empirical Evaluation of Alternative Portfolio Selection Models,” Journal of Business (April 1967) pp. 166-193.

S. Cohen and D. J. Smyth, “Some Determinants of Price-Earnings Ratios for Industrial Common Stocks,” Quarterly Review of Economics and Business (Winter 1973).

S. Coll, The Taking of Getty Oil

Connally, Hughes-Hallett, Gleason et al, Functions Modeling Change a Prep for Calculus, 2nd ed. (J. Wiley, 2004)

G. Connor and R. Korajczyk, “Risk and Return in an Equilibrium APT: Application of a New Test Methodology,” Journal of Financial Economics 21 (June 1988) pp.255-289.

J. Conrad and G. Kaul, “Time-variation in Expected Returns,” Journal of Business 61 (October 1988) pp. 409-425.

J. Conrad and G. Kaul, “Long-term Overreaction or Biases in Computed Returns?” Journal of Finance 48 (1993) pp. 39-64.

J. Conrad and G. Kaul, “An Anatomy of Trading Strategies,” working paper UNC 1996.

G. Constantinides, "Habit Formation: A Resolution of the Equity Premium Puzzle," Journal of Political Economy 94, (1990) p. 842-862

P. Cooley, “A Multidimensional Analysis of Institutional Investor Perception of Risk,” Journal of Finance 32 (1977) pp.67-78

P. Cooley, R. Rosenfeldt, and N. Modani, “Interdependence of Market Risk Measures,” Journal of Business 50 (July 1977) pp.356-363.

P. Cootner, “Stock Prices: Random Versus Systematic Change”, Ind. Mgmt. Rev., 3, number 2, 24 (Spring 1962)

J. Cox, , J. E. Ingersoll, Jr., and S. Ross,. “A Re-examination of Traditional Hypotheses about the Term Structure of Interest Rates,” Journal of Finance 34 (1981) pp. 769-99.

J. Cox, , J. Ingersoll, Jr., and S. Ross, “A Theory of the Term Structure of Interest Rates,” Econometrica 53 (1985), pp. 385-408.

J. Cox and S. Ross, “The Valuation of Options for Alternative Stochastic Processes,” Journal of Financial Economics 3 (January/March 1976) pp. 145-16691e.

J. Cox, S. Ross, and M. Rubinstein, “Option Pricing: A Simplified Approach,” Journal of Financial Economics 7 (1979) pp. 229-263.

I. Currim and R. Sarin, “Prospect versus Utility,” Management Science 35 (1989) pp. 22-41.

K. Daniel, D. Hirshleifer, A. Subrahmanyam, “A Theory of Overconfidence, Self-Attribution, and Security Market Over- and Under-Performance,” Journal of Finance 53 (1998) pp. 1839-1886.

K. Daniel, D. Hirshleifer, A. Subrahmanyam, “Investor Overconfidence, Covariance Risk, and Predictors of Securities Returns,” (1999).

S. Das and R. Sundaram, “Of Smiles and Smirks: a Term-Structure Perspective,” Journal of Financial and Quantitative Analysis 34 (1999) pp. 211-239.

G. Davies, A History of Money from Ancient Times to the Present Day, 3rd. ed. (Cardiff: University of Wales Press, 2002)

R. Dawes, Rational Choice in an Uncertain World, (Harcourt Brace Jovanovich: New York, 1988)

W. DeBondt, “Betting on Trends: Intuitive Forecasts of Risk and Return,” International Journal of Forecasting 9 (1993) pp.355-371.

W. DeBondt, “A Portrait of the Individual Investor,” European Economic Review 42 (1998) pp. 831-844

W. DeBondt and A. Makhija, “Throwing Good Money after Bad: Nuclear Power Plant Decisions and the Relevance of Sunk Costs,” Journal of Economic Behavior and Organization 10 (1988) pp. 173-199.

W. DeBondt and R. H. Thaler, “Does the Stock Market Overreact,” Journal of Finance 40 (1985) pp. 557-581.

W. DeBondt and R. H. Thaler, “Further Evidence of Investor Overreaction and Stock Market Seasonality,” Journal of Finance 42 (1987) pp.557-581

W. DeBondt and R. H. Thaler, “A Mean Reverting Walk down Wall Street,” Journal of Economic Perspective 3, no. 1 (1989) pp. 189-202

W. DeBondt and R. H. Thaler, “Do Security Analysts Overreact?” American Economic Review 80 no. 2, (1990) pp. 52-57.

G. Debreu, Theory of Value, The Cowles Foundation Monograph 17, 1959

F. Degeorge, J. Patel, and R. Zeckhauser, “Earnings Manipulation to Exceed Thresholds,” working paper, Harvard U. (1998).

B. DeLong, A. Shleifer, L. Summers, and R. Waldmann, “Positive Feedback Investment Strategies and Destabilizing Rational Speculation,” Journal of Finance 45 (1990) pp. 379-395.

E. Derman and I. Kani, “Riding on a Smile,” Risk 7 (February 1994) pp. 32-38.

P. Dhrymes, “The Empirical Relevance of Arbitrage Pricing Models,” Journal of Portfolio Management (Summer 1984)

P. Dhrymes, “New Tests of the APT and their Implications,” Journal of Finance 40 (July 1985).

E. Dimson, “Risk Measurement where Shares are Subject to Infrequent Trading,” Journal of Financial Economics 7 (1979) pp. 197-226.

F. Diz and T. Finucane, “Do the Options Markets really Overreact?”  Journal of Futures Markets 13 (1993) pp. 298-312.

J. L. Doob, “The Brownian Movement and Stochastic Equations, Annals of Math. 43 (1942) pp. 351-369.

D. Dreman, Contrarian Investment Strategy: the Psychology of Stock Market Success, (New York, Random House, 1979)

D. Dreman and M. Berry, “Analyst Forecasting Errors and Their Implications for Security Analysts,” Financial Analysts’ Journal 51, no.3 (1995) pp. 30-41.

B. Dumas, J. Fleming, and R. Whaley. “Implied Volatility Functions: Empirical Tests,” Journal of Finance, 53 (1998) pp. 2059-2106.

P. Dybvig and S. A. Ross, “Yes, the APT is Testable,” Journal of Finance 40 (September 1985) pp. 1173-1188.

P. Dybvig, "Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market," The Review of Financial Studies 1, no. 1 (1988) pp. 67-88.

E. A. Dyl, “Negative Betas: The Attraction of Selling Short,” Journal of Portfolio Management (Spring 1975).

L. Ederington and W. Guan, “Why are those Options Smiling,” Journal of Derivatives (Winter 2002) pp. 9-34.

W. Edwards, “Conservatism in Human Information Processing,” in Judgment under Uncertainty: Heuristics and Biases, ed. D. Kahneman, P. Slovik, and A. Tversky (New York: Cambridge University Press, 1982).

D. Ehrlich, J. Guttman, J. Shonbach, and J. Mills, “Post-Decision Exposure to Relevant Information,” Journal of Abnormal and Social Psychology 54 (1957) pp. 98-102.

H. Einhorn and R. Hogarth, “Confidence in Judgment: Persistence in the Illusion of Validity,” Psychological Review 85, no. 5 (1978) pp. 395-417.

D. Eitman, A. Stonehill, and M. Moffett, Multinational Business Finance, (Addison-Wesley, NY 2001)

E. Elton, M. Gruber, S. Das, and M. Hlavka, “Efficiency with Costly Information: a Reinterpretation of Evidence from Managed Portfolios,” Review of Financial Studies 6 (1993) pp. 1-21.

L. Epstein & S. Zin, "Substitution, Risk Aversion and the Temporal Behavior of Consumption and Asset Returns, A Theoretical Framework," Econometrica 57, (1989) pp. 937-969

C. Erb, C. Harvey, and T. Viskanta, “Forecasting International Equity Correlation,” Financial Analysts’ Journal (November-December, 1994) pp. 32-45

E. Fama, “The Behavior of Stock Market Prices,” Journal of Business (January 1965) pp. 39-105

E. Fama, “Risk, Return, and Equilibrium: Some Clarifying Comments,” J. Fin. (March, 1968) p. 32

E. F. Fama, “Multi-period Consumption-Investment Decisions,” American Economic Review (March 1970) pp.163-174

E. F. Fama, “Components of Investment Performance,” Journal of Finance 27 (June 1972) pp. 551-568.

E. F. Fama, “Efficient Capital Markets II,” Journal of Finance 46, no. 5 (1991) pp. 1575-1618.

E. F. Fama, “Efficiency Survives the Attack of the Anomalies,” GSB University of. Chicago (Winter 1998) pp. 14-16

E. F. Fama, “Market-Efficiency, Long-Term Returns, and Behavioral Finance,” Journal of Financial Economics 49, no. 3 (1998) pp. 282-306.

E. F. Fama and M. Blume, “Filter Rules and Stock Market Trading,” Journal of Business (January 1966) pp. 226-241.

E. Fama, L. Fisher, M. Jensen, and R. Roll, “The Adjustment of Stock Prices to New Information,” International Economic Review, vol. 10, no. 1 (February 1969) pp. 1-21

E. Fama and K. R. French, “Permanent and Temporary Components of Stock Prices,” Journal of Political Economy 96 (April 1988) p.246

E. Fama and K. R. French, “The Cross-Section of Expected Stock Returns,” Journal of Finance 47 (1992) p.427

E. Fama and K. R. French, “Multifactor Explanations of Asset Pricing Anomalies,” Journal of Finance 51, no.1  (1996) pp. 55-84.

E. Fama and J. MacBeth, “Tests of the Multiperiod Two Parameter Model,” Journal of Financial Economics 1 (May-June 1973) pp. 43-66.

E. Fama and J. MacBeth, “Risk, Return and Equilibrium: Empirical Tests,” Journal of Political Economy 81 (1973) pp. 607-636.

P. Farquhar and A. Pratkanis, “Decision Structuring with Phantom Alternatives,” Management Science 39 (1993) pp. 1214-1226.

J. Farrell, jr., “Analyzing Covariance of Returns to Determine Homogeneous Stock Groupings,” Journal of Business 47 (April 1974) pp. 186-207.

W. Feller, Introduction to Probability Theory, Vol. 1 & 2, (Wiley, NY, 1962)

N. Fernandes, “What Level of Portfolio Disaggregation in Emerging Market Investments,” (November 2003) Forthcoming Journal of Portfolio Management.

L. Festinger, A Theory of Cognitive Dissonance (Stanford University Press: California, 1957)

R. P. Feynman and A.R. Hibbs, Quantum Mechanics and Path Integrals, (New York, McGraw-Hill, 1964

L. Fisher, “Determinants of Risk Premiums on Corporate Bonds,” Journal of Political Economy, vol. 67, no. 3 (June 1959) pp. 217-237

L. Fisher and J. Lorie, “Rates of Return on Investment in Common Stocks: the Year-by-Year Record: 1926-1965,” Journal of Business 37 (January 1964)

Z. Fluck, B. Malkiel, and R. Quandt, “The Predictability of Stock Retunes and the Efficient Market Hypothesis,” Princeton Financial Research Center Memo no. 139 (1993)

S. Foerster and A. Prihar, “Back to the Future,” Canadian Investment Review 7 (1995) pp. 9-13.

R. Fogler, “Common Sense on CAPM, APT, and Correlated Residuals,” Journal of Portfolio Management (Summer 1982) pp. 20-28.

G. Foster, “Quarterly Accounting Data: Time-series Properties and Predictive Ability Results,” The Accounting Review (January 1977) pp. 1-21.

G. Foster, C. Olsen & T. Shelvin, “Earnings Releases, Anomalies, and the Behavior of Securities Returns,” The Accounting Review 59 (October 1984)

J. P. Fouque, G. Papanicolaou, and K. R. Sicar, “Mean-Reverting Stochastic Volatility,” working paper 1999.

W. Fouse, “Risk & Liquidity: the Keys to Stock Market Behavior,” Financial Analysts’ Journal 32 (May-June 1976) pp. 35-45.

D. Fowler and C. H. Rorke, “Risk Measurement when Shares are Subject to Infrequent Trading: Comment,” Journal of Financial Economics 12 (1983) pp. 279-283.

J. R. Franks and C. Mayer. "Corporate Control: A Synthesis of the International Evidence". IFA Working Paper  (1992) pp.165-92. London Business School.

R. Freeman and S. Tse, “The Multi-Period Information Content of Accounting Earnings: Confirmations and Contradictions of Previous Earnings Reports,” Journal of Accounting Research Supplement 1989) pp.46-79.

S. Freud, The Interpretation of Dreams, translated and edited by J. Strachey (Avon: New York, 1965)

M. Friedman & L. Savage, “The Utility Analysis of Choices Involving Risk,” Journal of Political Economy (August 1948) p. 279-304

I. Friend and M. Blume, “Measurement of Portfolio Performance under Uncertainty,” American Economic Review (September 1970) pp. 561-575.

I. Friend, Y. Landskroner, and E. Losq, “The Demand for Risky Assets under Uncertain Inflation,” Journal of Finance 31 (December 1976) pp. 1287-1298.

I. Friend, R. Westerfield, and M. Granito, “New Evidence on the Capital Asset Pricing Model,” Journal of Finance 33 (June 1978) pp.905-916.

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