The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.
A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
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Citations
Cites
Tversky, A., & Kahneman, D. (1974) · Science · doi:10.1126/science.185.4157.1124 · Cited by 28,810
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
Self-citation
Cited by
Fama (1998) · doi:10.1016/s0304-405x(98)00026-9 · Cited by 2,576
Psychology and Economics: Evidence from the Field
DellaVigna, S. (2009) · Journal of Economic Literature · doi:10.1257/jel.47.2.315 · Cited by 2,365
Investor Psychology and Asset Pricing
(2001) · The Journal of Finance · doi:10.1111/0022-1082.00379 · Cited by 2,357
Prospect Theory and Asset Prices
Barberis, N., Huang, M., & Santos, T. (2001) · The Quarterly Journal of Economics · doi:10.1162/003355301556310 · Cited by 1,895
Self-citationDo Industries Explain Momentum?
Moskowitz, T. J., & Grinblatt, M. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00146 · Cited by 1,766
Metadata
- Authors
- Barberis, N., Shleifer, A., & Vishny, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1998-09
- Volume
- 49
- Issue
- 3
- Pages
- 307-343
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3094633476
- Cited by
- 2,858
- References
- 3
- FWCI
- 44.34
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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- This page
- CoChat. (2026). Citation check: A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1. https://app.cochat.ai/papers/10.1016/s0304-405x(98)00027-0
- The paper
- Barberis, N., Shleifer, A., & Vishny, R. (1998). A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1. Journal of Financial Economics. https://doi.org/10.1016/s0304-405x(98)00027-0
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
