Table 1

Prior studies

TitleAuthor(s)YearCitationsGraph citationsJournalResearch focus
The limits of arbitrageVishny, R.19954,95626Journal of FinanceMarket inefficiencies due to arbitrage constraints
Contrarian investment, extrapolation, and riskVishny, R.19934,79024Journal of FinanceContrarian strategies and market anomalies
Does the stock market overreact?Thaler, R.19857,13224Journal of FinanceBehavioral biases in stock market reactions
The new issues puzzleRitter, J.19953,63523Journal of FinanceUnderpricing and performance of IPOs
Post-earnings-announcement drift – Delayed price response or risk premiumThomas, J.19892,21822Journal of Accounting and EconomicsMarket reaction to earnings announcements
Common risk factors in the returns on stocks and bondsFrench, K.199324,60221Journal of Financial EconomicsAsset pricing and risk factor models
Returns to buying winners and selling losers: implications for stock market efficiencyTitman, S.199310,83521Journal of FinanceMomentum trading and market efficiency
Market efficiency, long-term returns, and behavioral financeFama, E.19974,22620Journal of Financial EconomicsChallenges to the efficient market hypothesis
Noise trader risk in financial marketsWaldmann, R.19905,81720Journal of Political EconomyRole of irrational traders in market volatility
Are investors reluctant to realize their losses?Odean, T.19963,16119Journal of FinanceLoss aversion and disposition effect in trading
Source(s): Authors’ own elaboration
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