1. Select two papers from the reading list below. 1 (1) Baker, M. and Wurgler, J., 2006. Investor sentiment and the cross - section of stock returns. The Journal of Finance, 61(4), pp.1645-1680. (2) Barber, B.M. and Odean, T., 2001. Boys will be boys: Gender, overconfidence, and common stock investment. The quarterly journal of economics, 116(1), pp.261-292. (3) Fama, E.F. and French, K.R., 1992. The cross - section of expected stock returns. the Journal of Finance, 47(2), pp.427-465. (4) Hirshleifer, D. and Shumway, T., 2003. Good day sunshine: Stock returns and the weather. The Journal of Finance, 58(3), pp.1009-1032. (5) Daniel, K., Hirshleifer, D. and Subrahmanyam, A., 1998. Investor psychology and security market under - and overreactions. the Journal of Finance, 53(6), pp.18391885 . (6) Lakonishok, J. and Smidt, S., 1988. Are seasonal anomalies real? A ninety-year perspective. The review of financial studies, 1(4), pp.403-425. (7) Malmendier, U. and Tate, G., 2008. Who makes acquisitions? CEO overconfidence and the market's reaction. Journal of financial Economics, 89(1), pp.20-43. (8) Ofek, E. and Richardson, M., 2003. Dotcom mania: The rise and fall of internet stock prices. The Journal of Finance, 58(3), pp.1113-1137. (9) Edmans, A., Garcia, D. and Norli, ., 2007. Sports sentiment and stock returns. The Journal of Finance, 62(4), pp.1967-1998. (10) Kamstra, M.J., Kramer, L.A. and Levi, M.D., 2003. Winter blues: A SAD stock market cycle. American Economic Review, 93(1), pp.324-343. 2. For each paper, answer the following questions using your own words: a. What are the hypotheses? b. What are the main findings? c. Which behavioral bias(es) addressed in the paper? d. What are the implications for investors from this paper