Nothing Special   »   [go: up one dir, main page]
create a website
Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions. (2012). Tu, Chia-Jung ; Chang, Yuanchen.
In: Review of Financial Economics.
RePEc:eee:revfin:v:21:y:2012:i:2:p:82-89.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 24

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Asymmetric responses to stock index reconstitutions: Evidence from the CSI 300 index additions and deletions. (2016). Chen, Wei-Kuang ; Lin, Ching-Ting .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:40:y:2016:i:pa:p:36-48.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Bacmann, J.F. ; Bolliger, G. Who are the best? Local versus foreign analysts on Latin American stock markets. 2001 En : University of Neuchatel working paper. :
    Paper not yet in RePEc: Add citation now

  2. Bae, K.H. ; Stulz, R.M. ; Tan, H. Do local analysts know more? A cross-country study of the performance of local analysts and foreign analysts. 2008 Journal of Financial Economics. 88 581-606

  3. Brennan, M.J. ; Cao, H.H. International portfolio investment flows. 1997 Journal of Finance. 52 1851-1880

  4. Chakrabarti, R. ; Huang, W. ; Jayaraman, N. ; Lee, J. Price and volume effects of changes in MSCI indices — Nature and causes. 2005 Journal of Banking and Finance. 29 1237-1264

  5. Chang, C. Information footholds: Expatriate analysts in an emerging market. 2003 En : University of California at Berkeley working paper. :
    Paper not yet in RePEc: Add citation now
  6. Chen, H. ; Noronha, G. ; Singal, V. S&P 500 index changes and investor awareness. 2006 Journal of Investment Management. 4 23-37
    Paper not yet in RePEc: Add citation now

  7. Chen, H. ; Noronha, G. ; Singal, V. The price response to S&P 500 index additions and deletions: Evidence of asymmetry and a new explanation. 2004 Journal of Finance. 59 1901-1930

  8. Conroy, R.M. ; Harris, R.S. Analysts' earnings forecast in Japan: Accuracy and sell-side optimism. 1995 Pacific-Basin Finance Journal. 3 393-408

  9. Denis, D.K. ; McConnell, J.J. ; Ovtchinnikov, A.V. ; Yu, Y. S&P 500 index additions and earnings expectations. 2003 Journal of Finance. 58 1821-1840

  10. Dhillon, U. ; Johnson, H. Changes in the Standard and Poor's list. 1991 Journal of Business. 64 75-85

  11. Froot, K.A. ; O'Connell, P.G.J. ; Seasholes, M.S. The portfolio flows of international investors. 2001 Journal of Financial Economics. 59 151-193

  12. Greenwood, R. Short- and long-term demand curves for stocks: Theory and evidence on the dynamics of arbitrage. 2005 Journal of Financial Economics. 75 607-649

  13. Gu, F. ; Wang, W. Intangible assets, information complexity, and analysts' earnings forecasts. 2005 Journal of Business Finance & Accounting. 32 1673-1702

  14. Guay, W. ; Haushalter, D. ; Minton, B. The influence of corporate risk exposures on the accuracy of earnings forecasts. 2003 En : University of Pennsylvania working paper. :
    Paper not yet in RePEc: Add citation now

  15. Harris, L. ; Gurel, E. Price and volume effects associated with changes in the S&P 500 list: New evidence for the existence of price pressures. 1986 Journal of Finance. 41 815-829

  16. Hau, H. Location matters: An examination of trading profits. 2001 Journal of Finance. 56 1959-1983

  17. Kaul, A. ; Mehrotra, V. ; Morck, R. Demand curves for stocks do slope down: New evidence from an index weights adjustment. 2000 Journal of Finance. 55 893-912

  18. Malloy, C.J. The geography of equity analysis. 2005 Journal of Finance. 60 719-755

  19. Okada, K. ; Isagawa, N. ; Fujiwara, K. Addition to the Nikkei 225 index and Japanese market response: Temporary demand effect of index arbitrageurs. 2006 Pacific-Basin Finance Journal. 14 395-409

  20. Seasholes, M.S. Smart foreign traders in emerging markets. 2000 En : University of Harvard working paper. :
    Paper not yet in RePEc: Add citation now

  21. Shankar, S.G. ; Miller, J.M. Market reaction to changes in the S&P SmallCap 600 index. 2006 Financial Review. 41 339-360

  22. Shleifer, A. Do demand curves for stocks slope down?. 1986 Journal of Finance. 41 579-590

  23. Shu, P.G. ; Yeh, Y.H. ; Huang, Y.C. Stock price and trading volume effects associated with changes in the MSCI free indices: Evidence from Taiwanese firms added to and deleted from the indices. 2004 Review of Pacific-Basin Financial Markets and Policies. 7 471-491

  24. Wurgler, J. ; Zhuravskaya, E. Does arbitrage flatten demand curves for stocks?. 2002 Journal of Business. 75 583-608

Cocites

Documents in RePEc which have cited the same bibliography

  1. Neighborhood effect on stock price comovement. (2016). Li, Mingsheng ; Zhao, Xin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:35:y:2016:i:c:p:1-22.

    Full description at Econpapers || Download paper

  2. Trust and beliefs among Europeans: Cross-country evidence on perceptions and behavior. (2015). Utikal, Verena ; Fischbacher, Urs ; Dieckmann, Anja ; Valmasoni, Lorenzo ; Unfried, Matthias ; Grimm, Veronika.
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:042015.

    Full description at Econpapers || Download paper

  3. Social Trust and Differential Reactions of Local and Foreign Investors to Public News. (2015). Xiong, Wei ; Jia, Chunxin ; Wang, Yaping.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21075.

    Full description at Econpapers || Download paper

  4. The geography of US auditors: information quality and monitoring costs by local versus non-local auditors. (2015). Jensen, Kevan ; Kim, Jin-Mo ; Yi, Han.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:44:y:2015:i:3:p:513-549.

    Full description at Econpapers || Download paper

  5. Learning from your investors: can the geographical composition of institutional investors affect the chance of success in international M&A deals?. (2015). Vitkova, Valeriya ; Gietzmann, Miles ; Faelten, Anna .
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:19:y:2015:i:1:p:47-69.

    Full description at Econpapers || Download paper

  6. Post-Earnings-Announcement Drift in Global Markets: Evidence from an Information Shock. (2015). Hung, Mingyi ; Li, XI.
    In: HKUST IEMS Working Paper Series.
    RePEc:hku:wpaper:201517.

    Full description at Econpapers || Download paper

  7. Betting on presidential elections: Should we buy stocks connected with the winning party?. (2015). Shen, Chung-Hua ; Lin, Chih-Yung.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:56:y:2015:i:c:p:98-109.

    Full description at Econpapers || Download paper

  8. Geographic proximity and analyst coverage decisions: Evidence from IPOs. (2015). Tan, Hongping ; O'Brien, Patricia C..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:1:p:41-59.

    Full description at Econpapers || Download paper

  9. Mutual Funds and Information Diffusion: The Role of Country-Level Governance. (2014). Zhang, and Hong ; Massa, Massimo ; Lin, Chunmei.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20140079.

    Full description at Econpapers || Download paper

  10. Proximity to hubs of expertise and financial analyst forecast accuracy. (2014). Rigoni, Ugo ; Crepaldi, Jacopo ; Cavezzali, Elisa.
    In: Eurasian Business Review.
    RePEc:spr:eurasi:v:4:y:2014:i:2:p:157-179.

    Full description at Econpapers || Download paper

  11. Do Foreign Owners Favor Short-Term Profit? Evidence from Germany. (2014). Smith, Stephen ; Jirjahn, Uwe ; Dill, Verena.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp8165.

    Full description at Econpapers || Download paper

  12. How to Persistently Finance Innovation: A Panel-Data Study on Exporting Firms in Sweden. (2014). Nabavi, Pardis ; Lööf, Hans ; Loof, Hans.
    In: Working Paper Series in Economics and Institutions of Innovation.
    RePEc:hhs:cesisp:0346.

    Full description at Econpapers || Download paper

  13. Financial benefits, travel costs, and bankruptcy. (2014). Scholnick, Barry ; Mikhed, Vyacheslav.
    In: Working Papers.
    RePEc:fip:fedpwp:14-18.

    Full description at Econpapers || Download paper

  14. The liquidity cost implications arising from the attraction of regional primary listings: Evidence from West Africa. (2014). Hearn, Bruce.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:30:y:2014:i:c:p:91-110.

    Full description at Econpapers || Download paper

  15. Time-varying international diversification and the forward premium. (2014). Jonen, Benjamin ; Scheuring, Simon .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:40:y:2014:i:c:p:128-148.

    Full description at Econpapers || Download paper

  16. International capital flows under dispersed private information. (2014). van Wincoop, Eric ; Tille, Cédric.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:93:y:2014:i:1:p:31-49.

    Full description at Econpapers || Download paper

  17. Proximity to Hubs of Expertise in Financial Analyst Forecast Accuracy. (2013). Rigoni, Ugo ; Cavezzali, Elisa ; Crepaldi, Jacopo .
    In: Working Papers.
    RePEc:vnm:wpdman:44.

    Full description at Econpapers || Download paper

  18. Do investors disproportionately shed assets of distant countries during global financial crises?: The role of increased uncertainty. (2013). Schwellnus, Cyrille ; Ahrend, Rudiger.
    In: OECD Journal: Economic Studies.
    RePEc:oec:ecokac:5k4dpmw9hphc.

    Full description at Econpapers || Download paper

  19. Home Bias and Local Contagion: Evidence from Funds of Hedge Funds. (2013). Zheng, Lu ; Sialm, Clemens ; Sun, Zheng.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19570.

    Full description at Econpapers || Download paper

  20. Do investors still benefit from culturally home-biased diversification? An empirical study of China, Hong Kong, and Taiwan. (2013). Lee, Cheng Few ; Chiou, Paul.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:40:y:2013:i:2:p:341-381.

    Full description at Econpapers || Download paper

  21. Who was informative? Performance of foreign and local analysts’ stock recommendations during the Asian financial crisis. (2013). Farooq, Omar.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:29:y:2013:i:c:p:61-76.

    Full description at Econpapers || Download paper

  22. The quality of securities firms earnings forecasts and stock recommendations: Do informational advantages, reputation and experience matter in China?. (2013). Bartholdy, Jan ; Feng, Tiyi .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:24:y:2013:i:c:p:66-88.

    Full description at Econpapers || Download paper

  23. Analyst forecasts and European mutual fund trading. (2013). Franck, Alexander ; Kerl, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2677-2692.

    Full description at Econpapers || Download paper

  24. Do star analysts know more firm-specific information? Evidence from China. (2013). Chan, Kam C. ; Yi, Zhihong ; Jiang, Xuanyu ; Xu, Nianhang .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:1:p:89-102.

    Full description at Econpapers || Download paper

  25. How firms use domestic and international corporate bond markets. (2012). Schmukler, Sergio ; Levine, Ross ; Gozzi, Juan Carlos ; Peria, Maria Soledad Martinez, .
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:6209.

    Full description at Econpapers || Download paper

  26. Economic consequences of adopting English for annual reports. (2012). Stolowy, Hervé ; Jeanjean, Thomas.
    In: Post-Print.
    RePEc:hal:journl:hal-00690931.

    Full description at Econpapers || Download paper

  27. Analyst responses to stock-index adjustments: Evidence from MSCI Taiwan Index additions. (2012). Tu, Chia-Jung ; Chang, Yuanchen.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:21:y:2012:i:2:p:82-89.

    Full description at Econpapers || Download paper

  28. Do foreigners facilitate information transmission in emerging markets?. (2012). Wirjanto, Tony ; Ozoguz, Arzu ; Bae, Kee-Hong ; Tan, Hongping .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:209-227.

    Full description at Econpapers || Download paper

  29. (Interstate) Banking and (interstate) trade: Does real integration follow financial integration?. (2012). ORS, Evren ; Michalski, Tomasz.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:1:p:89-117.

    Full description at Econpapers || Download paper

  30. The home-institution bias. (2012). Stenkrona, Anders ; McQueen, Grant .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1627-1638.

    Full description at Econpapers || Download paper

  31. Does being your bank’s neighbor matter?. (2012). Knyazeva, Diana.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:4:p:1194-1209.

    Full description at Econpapers || Download paper

  32. Globalizing the boardroom—The effects of foreign directors on corporate governance and firm performance. (2012). masulis, ronald ; Wang, Cong ; Xie, Fei.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:3:p:527-554.

    Full description at Econpapers || Download paper

  33. Bank relationships, business cycles, and financial crises. (2012). Hale, Galina.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:88:y:2012:i:2:p:312-325.

    Full description at Econpapers || Download paper

  34. Gravity in International Finance. (2012). van Wincoop, Eric ; Okawa, Yohei.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:87:y:2012:i:2:p:205-215.

    Full description at Econpapers || Download paper

  35. Bank Relationships, Business Cycles, and Financial Crises. (2011). Hale, Galina.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17356.

    Full description at Econpapers || Download paper

  36. Australia’s equity home bias and real exchange rate volatility. (2011). Mishra, Anil.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:2:p:223-244.

    Full description at Econpapers || Download paper

  37. Geography, skills or both: What explains Fed watchers forecast accuracy of US monetary policy?. (2011). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:3:p:420-437.

    Full description at Econpapers || Download paper

  38. Egalitarianism and international investment. (2011). Schwartz, Shalom ; Licht, Amir N. ; Siegel, Jordan I..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:621-642.

    Full description at Econpapers || Download paper

  39. Does geography matter? Firm location and corporate payout policy. (2011). Knyazeva, Diana ; John, Kose.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:533-551.

    Full description at Econpapers || Download paper

  40. Local market makers, liquidity and market quality. (2011). Kedia, Simi ; Zhou, Xing.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:4:p:540-567.

    Full description at Econpapers || Download paper

  41. Geographic proximity and price discovery: Evidence from NASDAQ. (2011). Madureira, Leonardo ; Anand, Amber ; Gatchev, Vladimir A. ; Underwood, Shane ; Pirinsky, Christo A..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:2:p:193-226.

    Full description at Econpapers || Download paper

  42. The economic consequences of increasing the international visibility of financial reports. (2011). Stolowy, Hervé ; Jeanjean, Thomas.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0957.

    Full description at Econpapers || Download paper

  43. Pessimistic Foreign Investors and Turmoil in Emerging Markets : The Case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: The Warwick Economics Research Paper Series (TWERPS).
    RePEc:wrk:warwec:926.

    Full description at Econpapers || Download paper

  44. Local institutional investors, information asymmetries, and equity returns. (2010). Baik, Bok ; Kang, Jun-Koo ; Kim, Jin-Mo .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:81-106.

    Full description at Econpapers || Download paper

  45. Pessimistic Foreign Investors and Turmoil in Emerging Markets: the case of Brazil in 2002. (2010). Kohlscheen, Emanuel ; Andrade, Sandro C..
    In: Working Papers Series.
    RePEc:bcb:wpaper:211.

    Full description at Econpapers || Download paper

  46. Information, sophistication, and foreign versus domestic investors performance. (2009). Liu, Yu-Jane ; Johnson, Shane ; Lin, Ji-Chai ; Chen, Li-Wen.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1636-1651.

    Full description at Econpapers || Download paper

  47. Auditor choice in privatized firms: Empirical evidence on the role of state and foreign owners. (2009). Pittman, Jeffrey A. ; Saffar, Walid ; Guedhami, Omrane.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:48:y:2009:i:2-3:p:151-171.

    Full description at Econpapers || Download paper

  48. Forecasting ECB monetary policy: Accuracy is a matter of geography. (2009). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
    In: European Economic Review.
    RePEc:eee:eecrev:v:53:y:2009:i:8:p:1028-1041.

    Full description at Econpapers || Download paper

  49. Financial Globalization, Corporate Governance, and Eastern Europe. (2006). Stulz, René.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11912.

    Full description at Econpapers || Download paper

  50. Financial Globalization, Corporate Governance, and Eastern Europe. (2005). Stulz, René.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2005-27.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-07 23:01:59 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.