Nothing Special   »   [go: up one dir, main page]
create a website
Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies. (1998). Stein, Jeremy ; Hong, Harrison ; Lim, Terence.
In: NBER Working Papers.
RePEc:nbr:nberwo:6553.

Full description at Econpapers || Download paper

Cited: 98

Citations received by this document

Cites: 34

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. Are intraday reversal and momentum trading strategies feasible? An analysis for German blue chip stocks. (2020). Oehler, Andreas ; Horn, Matthias ; Herberger, Tim A.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00356-2.

    Full description at Econpapers || Download paper

  2. Stock liquidity and excess leverage. (2020). Huang, Weiwei ; Gao, Kang ; Chen, Zilin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319301667.

    Full description at Econpapers || Download paper

  3. Corporate Culture and Investment–Cash Flow Sensitivity. (2019). Nofsinger, John R ; Ma, Yunbiao ; Kim, Kenneth A ; Jiang, Fuxiu ; Shi, Beibei.
    In: Journal of Business Ethics.
    RePEc:kap:jbuset:v:154:y:2019:i:2:d:10.1007_s10551-017-3444-3.

    Full description at Econpapers || Download paper

  4. Momentum and reversal in financial markets with persistent heterogeneity. (2019). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele.
    In: Annals of Finance.
    RePEc:kap:annfin:v:15:y:2019:i:4:d:10.1007_s10436-019-00353-0.

    Full description at Econpapers || Download paper

  5. Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services. (2019). Nerino, Marco ; Guest, Paul M.
    In: Working Papers.
    RePEc:cbr:cbrwps:wp515.

    Full description at Econpapers || Download paper

  6. CEO general managerial skills and corporate social responsibility. (2018). Song, Wei ; Liu, Xicheng ; Chen, Jie.
    In: Working Papers.
    RePEc:swn:wpaper:2018-16.

    Full description at Econpapers || Download paper

  7. Momentum and Reversal in Financial Markets with Persistent Heterogeneity. (2018). Dindo, Pietro ; Bottazzi, Giulio ; Giachini, Daniele.
    In: LEM Papers Series.
    RePEc:ssa:lemwps:2018/04.

    Full description at Econpapers || Download paper

  8. Disagreement after News: Gradual Information Diffusion or Differences of Opinion?. (2018). Fedyk, Anastassia.
    In: 2018 Meeting Papers.
    RePEc:red:sed018:1095.

    Full description at Econpapers || Download paper

  9. A critique of momentum strategies. (2018). Gao, Yang ; Satchell, Stephen ; Leung, Henry.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0080-0.

    Full description at Econpapers || Download paper

  10. Artificial Momentum, Native Contrarian, and Transparency in China. (2018). Huang, Jing-Bo ; Hung, Mao-Wei ; Lin, Hung-Wen.
    In: Computational Economics.
    RePEc:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9699-z.

    Full description at Econpapers || Download paper

  11. Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market. (2018). Choudhry, Taufiq ; Wu, Yuan.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:25:y:2018:i:2:d:10.1007_s10690-018-9241-x.

    Full description at Econpapers || Download paper

  12. The contingent effect of analyst coverage: how does analyst coverage affect innovation and Tobin’s Q?. (2017). Jung, Sung Hwan.
    In: Asia-Pacific Journal of Accounting & Economics.
    RePEc:taf:raaexx:v:24:y:2017:i:1-2:p:43-67.

    Full description at Econpapers || Download paper

  13. An analysis of working capital efficiency and shareholder return. (2017). Knoll, Ryan ; Zhao, Xin ; Filbeck, Greg.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0550-0.

    Full description at Econpapers || Download paper

  14. Risks and rewards for momentum and reversal portfolios. (2017). Li, Yuming.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0293-0.

    Full description at Econpapers || Download paper

  15. Information in Financial Markets : Who Gets It First?. (2017). Swem, Nathan.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2017-23.

    Full description at Econpapers || Download paper

  16. MARKET COMPETITION, ARBITRAGE RISK, AND CAPITAL STRUCTURE: EVIDENCE FROM TAIWAN. (2016). Lin, Yu-En ; Ku, Yan-Qing ; Cheng, Chia-Hsin ; Chih, Hsiang-Hsuan .
    In: Annals of Financial Economics (AFE).
    RePEc:wsi:afexxx:v:11:y:2016:i:01:n:s2010495216500020.

    Full description at Econpapers || Download paper

  17. Has the Long-Term Reversal Reversed? Evidence from Country Equity Indices. (2016). Zaremba, Adam.
    In: Journal for Economic Forecasting.
    RePEc:rjr:romjef:v::y:2016:i:1:p:88-103.

    Full description at Econpapers || Download paper

  18. A Commonsense Knowledge-Enabled Textual Analysis Approach for Financial Market Surveillance. (2016). Fung, Terrance ; Wang, Huaiqing ; Zeng, Daniel D ; Sun, Sherry X ; Chen, Kun ; Li, Xin.
    In: INFORMS Journal on Computing.
    RePEc:inm:orijoc:v:28:y:2016:i:2:p:278-294.

    Full description at Econpapers || Download paper

  19. News versus Sentiment : Predicting Stock Returns from News Stories. (2016). Sinha, Nitish R ; Heston, Steven L.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2016-48.

    Full description at Econpapers || Download paper

  20. Feasible earnings momentum in the U.S. stock market: An investors perspective. (2015). Krauss, Christopher ; Kruger, Tom ; Beerstecher, Daniel .
    In: FAU Discussion Papers in Economics.
    RePEc:zbw:iwqwdp:122015.

    Full description at Econpapers || Download paper

  21. Concurrent momentum and contrarian strategies in the Australian stock market. (2014). Alexeev, Vitali ; Doan, Minh Phuong ; Brooks, Robert.
    In: Working Papers.
    RePEc:tas:wpaper:17830.

    Full description at Econpapers || Download paper

  22. Information Asymmetry and the Market Response to Open Market Share Repurchases. (2014). Mauck, Nathan ; Lee, BongSoo .
    In: MPRA Paper.
    RePEc:pra:mprapa:54066.

    Full description at Econpapers || Download paper

  23. The implied intra-day probability of informed trading. (2014). Kumar, Raman ; Popescu, Marius.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:2:p:357-371.

    Full description at Econpapers || Download paper

  24. Testing International Momentum Strategies between Chinese and Australian Financial Markets. (2014). Abraham, Santosh Mon .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:5:y:2014:i:1:p:1-10.

    Full description at Econpapers || Download paper

  25. Is there a Distress Risk Anomaly? Pricing of Systematic Default Risk in the Cross Section of Equity Returns. (2013). Yildizhan, Celim ; Anginer, Deniz.
    In: MPRA Paper.
    RePEc:pra:mprapa:53885.

    Full description at Econpapers || Download paper

  26. Shaping Liquidity: On the Causal Effects of Voluntary Disclosure. (2013). Ljungqvist, Alexander ; Billings, Mary B. ; Balakrishnan, Karthik ; Kelly, Bryan T..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18984.

    Full description at Econpapers || Download paper

  27. REIT Momentum and Characteristic-Related REIT Returns. (2013). Whitby, Ryan ; Goebel, Paul ; Mercer, Jeffrey ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:3:p:564-581.

    Full description at Econpapers || Download paper

  28. Forecast Bias and Analyst Independence. (2013). McKnight, Phillip J. ; Todd, Steven K..
    In: International Journal of Economics & Business Administration (IJEBA).
    RePEc:ers:ijebaa:v:i:y:2013:i:2:p:3-32.

    Full description at Econpapers || Download paper

  29. Reactions of the capital markets to the shocks before and during the global crisis. (2012). Stefanescu, Razvan ; DUMITRIU, Ramona ; NISTOR, Costel .
    In: MPRA Paper.
    RePEc:pra:mprapa:41540.

    Full description at Econpapers || Download paper

  30. Information Asymmetry and Corporate Liquidity Management: Evidence from Real Estate Investment Trusts. (2012). Wu, Zhonghua ; Hardin, William ; An, Heng .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:45:y:2012:i:3:p:678-704.

    Full description at Econpapers || Download paper

  31. Momentum effect in individual stocks and heterogeneous beliefs among fundamentalists. (2012). Leal, Sandrine Jacob.
    In: Cahiers du CEREFIGE.
    RePEc:fie:wpaper:1203.

    Full description at Econpapers || Download paper

  32. Uncovering hedge fund skill from the portfolio holdings they hide. (2011). Tang, Yuehua ; Yang, Baozhong ; Jiang, Wei ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1009r.

    Full description at Econpapers || Download paper

  33. Broker-Dealer Leverage and the Cross-Section of Stock Returns. (2011). Etula, Erkko ; Adrian, Tobias ; Muir, Tyler.
    In: 2011 Meeting Papers.
    RePEc:red:sed011:1448.

    Full description at Econpapers || Download paper

  34. A Model of Momentum. (2011). Zhang, Lu ; Liu, Laura Xiaolei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:16747.

    Full description at Econpapers || Download paper

  35. The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan. (2011). Huang, Alex Yihou ; Chen, Chun-Da.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:47:y:2011:i:2:p:74-98.

    Full description at Econpapers || Download paper

  36. Double then Nothing: Why Stock Investments Relying on Simple Heuristics May Disappoint. (2011). Foerster, Stephen .
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:v:3:y:2011:i:2:p:115-140.

    Full description at Econpapers || Download paper

  37. Limited attention and stock price drift following earnings announcements and 10-K filings. (2011). You, Haifeng ; Zhang, Xiao-Jun.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:4:p:358-387.

    Full description at Econpapers || Download paper

  38. Are analysts misleading investors? The case of goingconcern opinions. (2011). Taffler, Richard J. ; Ruben M. T. Peixinho, .
    In: CEFAGE-UE Working Papers.
    RePEc:cfe:wpcefa:2011_22.

    Full description at Econpapers || Download paper

  39. Sources of Momentum Profits: Evidence on the Irrelevance of Characteristics. (2011). Hilscher, Jens ; Bandarchuk, Pavel .
    In: Working Papers.
    RePEc:brd:wpaper:38.

    Full description at Econpapers || Download paper

  40. Uncovering hedge fund skill from the portfolio holdings they hide. (2010). Tang, Yuehua ; Jiang, Wei ; Yang, Baozhong ; Agarwal, Vikas.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:1009.

    Full description at Econpapers || Download paper

  41. The information content of reorganization procedures: contagion or competitive effects?. (2010). Tang, Tseng-Chung .
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:9:y:2010:i:2:p:141-161.

    Full description at Econpapers || Download paper

  42. Contrarian strategies and investor overreaction under price limits. (2010). Swanson, Peggy ; Lin, Anchor .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:4:p:430-454.

    Full description at Econpapers || Download paper

  43. Autocorrelation, return horizons, and momentum in stock returns. (2010). Pan, Ming-Shiun.
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:34:y:2010:i:3:p:284-300.

    Full description at Econpapers || Download paper

  44. Looking far in the past: revisiting the growth-returns nexus with non-parametric tests. (2010). pittis, nikitas ; Panopoulou, Ekaterini ; Kalyvitis, Sarantis.
    In: Empirical Economics.
    RePEc:spr:empeco:v:38:y:2010:i:3:p:743-766.

    Full description at Econpapers || Download paper

  45. Is the Mean Return of Hotel Real Estate Stocks Apt to Overreact to Past Performance?. (2010). Deng, Yongheng ; Zhang, Minye .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:40:y:2010:i:4:p:497-543.

    Full description at Econpapers || Download paper

  46. Can small investors exploit the momentum effect?. (2010). Siganos, Antonios.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:24:y:2010:i:2:p:171-192.

    Full description at Econpapers || Download paper

  47. Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:464.

    Full description at Econpapers || Download paper

  48. Are Under- and Over-reaction the Same Matter? A Price Inertia based Account. (2010). Rassenti, Stephen ; Lin, Shengle.
    In: Working Papers.
    RePEc:chu:wpaper:10-05.

    Full description at Econpapers || Download paper

  49. The Effect of Litigation Risk on Management Earnings Forecasts. (2009). Narayanamoorthy, Ganapathi ; Cao, Zhiyan.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2379.

    Full description at Econpapers || Download paper

  50. Coexistence and Dynamics of Overconfidence and Strategic Incentives. (2009). de Goeij, Peter ; Smedts, K. ; Bosquet, K..
    In: Discussion Paper.
    RePEc:tiu:tiucen:53ae604c-8815-418c-8101-60ea521db091.

    Full description at Econpapers || Download paper

  51. Market reactions to announcements to expense options. (2009). Chu, Ting-Heng ; Bayes, Paul ; Prather, Larry .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:33:y:2009:i:3:p:223-245.

    Full description at Econpapers || Download paper

  52. Transaction Costs, Trading Volume and Momentum Strategies. (2009). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2009-04.

    Full description at Econpapers || Download paper

  53. SHORT ARBITRAGE, RETURN ASYMMETRY AND THE ACCRUAL ANOMALY. (2009). Hirshleifer, David ; Yu, Jeff Jiewei ; Teoh, Siew Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:16487.

    Full description at Econpapers || Download paper

  54. Momentum Cycles and Limits to Arbitrage Evidence from Victorian England and Post-Depression US Stock Markets. (2009). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15591.

    Full description at Econpapers || Download paper

  55. Long-Run Impacts of Unions on Firms: New Evidence from Financial Markets, 1961-1999. (2009). Mas, Alexandre ; Lee, David.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14709.

    Full description at Econpapers || Download paper

  56. Examining Feedback, Momentum and Overreaction in National Equity Markets. (2009). Tsiaplias, Sarantis.
    In: Melbourne Institute Working Paper Series.
    RePEc:iae:iaewps:wp2009n18.

    Full description at Econpapers || Download paper

  57. Advance Information and Asset Prices. (2008). Miao, Jianjun ; Albuquerque, Rui.
    In: 2008 Meeting Papers.
    RePEc:red:sed008:44.

    Full description at Econpapers || Download paper

  58. Price Momentum In Stocks: Insights From Victorian Age Data. (2008). Jagannathan, Ravi ; Ghysels, Eric ; Chabot, Benjamin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14500.

    Full description at Econpapers || Download paper

  59. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. (2008). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13739.

    Full description at Econpapers || Download paper

  60. Herding, momentum and investor over-reaction. (2008). Hoitash, Rani ; Krishnan, Murugappa.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:30:y:2008:i:1:p:25-47.

    Full description at Econpapers || Download paper

  61. Do banks price their informational monopoly?. (2008). santos, joao ; Hale, Galina.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2008-14.

    Full description at Econpapers || Download paper

  62. Investor Attention and the Underreaction to Stock Recommendations. (2008). Loh, Roger .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2008-2.

    Full description at Econpapers || Download paper

  63. Differences of opinion, information and the timing of trades. (2008). Saffi, Pedro.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0747.

    Full description at Econpapers || Download paper

  64. Low-Cost Momentum Strategies. (2007). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2007-12.

    Full description at Econpapers || Download paper

  65. Analyst Activity and Firm Value: Evidence from the REIT Sector. (2007). devos, erik ; Ong, Seow ; Spieler, Andrew .
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:35:y:2007:i:3:p:333-356.

    Full description at Econpapers || Download paper

  66. Has the credit derivatives swap market lowered the cost of corporate debt?. (2007). santos, joao ; Ashcraft, Adam.
    In: Staff Reports.
    RePEc:fip:fednsr:290.

    Full description at Econpapers || Download paper

  67. Evolution of momentum and popularity. (2006). Shieh, Shwu-Jane .
    In: Journal of Evolutionary Economics.
    RePEc:spr:joevec:v:16:y:2006:i:4:p:419-433.

    Full description at Econpapers || Download paper

  68. Momentum Profits and Time-Varying Unsystematic Risk. (2006). Brooks, Chris ; Miffre, Joelle ; Li, Xiafei.
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-09.

    Full description at Econpapers || Download paper

  69. The Cross-Section of Stock Returns on The Shanghai Stock Exchange. (2006). Liu, Wei ; Tan, Ruth ; Wong, Kie .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:1:p:23-39.

    Full description at Econpapers || Download paper

  70. Distributors and film critics: does it take two to Tango?. (2006). Basuroy, Suman ; Ravid, S. ; Wald, John.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:30:y:2006:i:3:p:201-218.

    Full description at Econpapers || Download paper

  71. R2 and Price Inefficiency. (2006). Xiong, Wei ; Hou, Kewei ; Peng, Lin .
    In: Working Paper Series.
    RePEc:ecl:ohidic:2006-23.

    Full description at Econpapers || Download paper

  72. Market Liquidity, Investor Participation and Managerial Autonomy: Why Do Firms Go Private?. (2006). Thakor, Anjan ; Gopalan, Radhakrishnan ; Boot, Arnoud.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5510.

    Full description at Econpapers || Download paper

  73. In search of distress risk. (2005). Hilscher, Jens ; Campbell, John ; Szilagyi, Jan .
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:4221.

    Full description at Econpapers || Download paper

  74. Diversifikationseffekte durch Small und Mid Caps?. (2005). Glaser, Markus ; Borgsen, Sina .
    In: Sonderforschungsbereich 504 Publications.
    RePEc:xrs:sfbmaa:05-10.

    Full description at Econpapers || Download paper

  75. Information Theory and Market Behavior. (2005). Chen, Jing.
    In: Finance.
    RePEc:wpa:wuwpfi:0503009.

    Full description at Econpapers || Download paper

  76. Pension plan funding and stock market efficiency. (2005). Marin, Jose ; Franzoni, Francesco.
    In: Economics Working Papers.
    RePEc:upf:upfgen:871.

    Full description at Econpapers || Download paper

  77. Momentum Profits in Alternative Stock Market Structures. (2005). Chelley-Steeley, Patricia ; Siganos, Antonios .
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:63.

    Full description at Econpapers || Download paper

  78. Institutional Investment Constraints and Stock Prices. (2005). han, bing ; Wang, Winghai.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-24.

    Full description at Econpapers || Download paper

  79. The Cross-Section of Volatility and Expected Returns. (2004). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10852.

    Full description at Econpapers || Download paper

  80. Do Acquirers With More Uncertain Growth Prospects Gain Less From Acquisitions?. (2004). Stulz, René ; Schlingemann, Frederik ; Moeller, Sara B..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10773.

    Full description at Econpapers || Download paper

  81. The Real Effects of Investor Sentiment. (2004). Sapienza, Paola ; Polk, Christopher.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10563.

    Full description at Econpapers || Download paper

  82. Do Acquirers with More Uncertain Growth Prospects Gain Less from Acquisitions?. (2004). Stulz, René ; Schilngemann, Frederik P. ; Moeller, Sara B..
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-19.

    Full description at Econpapers || Download paper

  83. An Anatomy of Price Dynamics in Illiquid Markets: Analysis and Evidence from Local Housing Markets. (2004). hendershott, patric ; Capozza, Dennis ; Mack, Charlotte .
    In: Real Estate Economics.
    RePEc:bla:reesec:v:32:y:2004:i:1:p:1-32.

    Full description at Econpapers || Download paper

  84. Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization. (2004). HUANG, MING ; Hong, Harrison ; Chen, Joseph ; Kubik, Jeffrey D..
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:5:p:1276-1302.

    Full description at Econpapers || Download paper

  85. Conditional performance, portfolio rebalancing, and momentum of small?cap mutual funds. (2003). Gorman, Larry.
    In: Review of Financial Economics.
    RePEc:wly:revfec:v:12:y:2003:i:3:p:287-300.

    Full description at Econpapers || Download paper

  86. Conditional performance, portfolio rebalancing, and momentum of small-cap mutual funds. (2003). Gorman, Larry.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:12:y:2003:i:3:p:287-300.

    Full description at Econpapers || Download paper

  87. Pension Plan Funding and Market Efficiency. (2003). Marin, Jose ; Franzoni, Francesco.
    In: Working Papers.
    RePEc:bge:wpaper:31.

    Full description at Econpapers || Download paper

  88. Determinants of the Informativeness of Analyst Research. (2002). Weber, Joseph ; KOTHARI, S. P. ; Frankel, Richard M..
    In: Working papers.
    RePEc:mit:sloanp:705.

    Full description at Econpapers || Download paper

  89. Momentum and Turnover: Evidence from the German Stock Market. (2002). Weber, Martin ; Glaser, Markus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3353.

    Full description at Econpapers || Download paper

  90. Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability. (2002). Hong, Harrison ; Valkanov, Rossen ; Torous, Walter .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6x49x543.

    Full description at Econpapers || Download paper

  91. Inference by Believers in the Law of Small Numbers. (2001). Rabin, Matthew.
    In: Method and Hist of Econ Thought.
    RePEc:wpa:wuwpmh:0012002.

    Full description at Econpapers || Download paper

  92. Breadth of Ownership and Stock Returns. (2001). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:8151.

    Full description at Econpapers || Download paper

  93. Advance Information and Asset Prices. (2001). Miao, Jianjun ; Albuquerque, Rui.
    In: Boston University - Department of Economics - Working Papers Series.
    RePEc:bos:wpaper:wp2009-017.

    Full description at Econpapers || Download paper

  94. Inference by Believers in the Law of Small Numbers.. (2000). Rabin, Matthew.
    In: Economics Working Papers.
    RePEc:ucb:calbwp:e00-282.

    Full description at Econpapers || Download paper

  95. Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices. (2000). Stein, Jeremy ; Hong, Harrison ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7687.

    Full description at Econpapers || Download paper

  96. Inference by Believers in the Law of Small Numbers. (2000). Rabin, Matthew.
    In: Department of Economics, Working Paper Series.
    RePEc:cdl:econwp:qt4sw8n41t.

    Full description at Econpapers || Download paper

  97. Order Imbalance and Individual Stock Returns. (2000). Subrahmanyam, Avanidhar ; Chordia, Tarun .
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt34k8f3pv.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. ;

  2. ;

  3. ;

  4. ;
    Paper not yet in RePEc: Add citation now

  5. ;

  6. ;

  7. ;

  8. ;
    Paper not yet in RePEc: Add citation now
  9. ;
    Paper not yet in RePEc: Add citation now

  10. ;

  11. ;
    Paper not yet in RePEc: Add citation now

  12. ;

  13. ;
    Paper not yet in RePEc: Add citation now

  14. ;

  15. ;

  16. ;

  17. ;

  18. ;
    Paper not yet in RePEc: Add citation now
  19. ;
    Paper not yet in RePEc: Add citation now

  20. ;

  21. ;

  22. ;
    Paper not yet in RePEc: Add citation now

  23. ;

  24. ;

  25. ;

  26. ;

  27. ;
    Paper not yet in RePEc: Add citation now

  28. ;

  29. ;

  30. ;

  31. ;

  32. ;
    Paper not yet in RePEc: Add citation now
  33. ;
    Paper not yet in RePEc: Add citation now

  34. ;

Cocites

Documents in RePEc which have cited the same bibliography

  1. European spin-offs Origin, value creation, and long-term performance. (2013). Murgia, Maurizio ; Boreiko, Dmitri .
    In: BEMPS - Bozen Economics & Management Paper Series.
    RePEc:bzn:wpaper:bemps05.

    Full description at Econpapers || Download paper

  2. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns. (2006). Panopoulou, Ekaterini ; Malliaropulos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0505009.

    Full description at Econpapers || Download paper

  3. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns. (2006). Panopoulou, Ekaterini ; Malliaropulos, Dimitrios ; Koubouros, Michail.
    In: Finance.
    RePEc:wpa:wuwpfi:0503014.

    Full description at Econpapers || Download paper

  4. Party Influence in Congress and the Economy. (2006). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12751.

    Full description at Econpapers || Download paper

  5. Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections. (2006). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12073.

    Full description at Econpapers || Download paper

  6. Partisan Impacts on the Economy: Evidence from Prediction Markets and Close Elections. (2006). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp1996.

    Full description at Econpapers || Download paper

  7. Partisan impacts on the economy: evidence from prediction markets and close elections. (2006). Zitzewitz, Eric ; Wolfers, Justin ; Snowberg, Erik.
    In: Working Paper Series.
    RePEc:fip:fedfwp:2006-08.

    Full description at Econpapers || Download paper

  8. EU Merger Remedies: A Preliminary Empirical Assessment. (2005). Yurtoglu, Burcin ; Gugler, Klaus ; Duso, Tomaso.
    In: CIG Working Papers.
    RePEc:wzb:wzebiv:spii2005-16.

    Full description at Econpapers || Download paper

  9. Can a Stock Index be Less Efficient than Underlying Shares? An Analysis Using Malta Stock Exchange Data.. (2005). Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0507006.

    Full description at Econpapers || Download paper

  10. An Analysis of the Impacts of Non-Synchronous Trading On. (2005). Green, Christopher ; Camilleri, Silvio.
    In: Finance.
    RePEc:wpa:wuwpfi:0504020.

    Full description at Econpapers || Download paper

  11. Downside Risk. (2005). Xing, Yuhang ; Ang, Andrew ; Chen, Joseph.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11824.

    Full description at Econpapers || Download paper

  12. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. (2005). Polk, Christopher ; Campbell, John ; Vuolteenaho, Tuomo .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11389.

    Full description at Econpapers || Download paper

  13. Long-Run Cash-Flow and Discount-Rate Risks in the Cross-Section of US Returns. (2005). Panopoulou, Ekaterini ; Malliaropulos, Dimitrios ; Koubouros, Michail.
    In: Economics, Finance and Accounting Department Working Paper Series.
    RePEc:may:mayecw:n1580505.

    Full description at Econpapers || Download paper

  14. Paying for Market Quality. (2005). Anand, Amber ; Weaver, Daniel G. ; Tanggaard, Carsten .
    In: Finance Research Group Working Papers.
    RePEc:hhb:aarbfi:2006-06.

    Full description at Econpapers || Download paper

  15. Non-synchronous Trading and Testing for Market Integration in Central European Emerging Markets. (2005). Zalewska, Ania ; Schotman, Peter C.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:5352.

    Full description at Econpapers || Download paper

  16. Reactions of the Spanish capital market to qualified audit reports. (2004). martínez, María consuelo ; martínez, María consuelo ; martínez, María consuelo ; Maria Antonia Garcia Benau, ; martínez, María consuelo.
    In: European Accounting Review.
    RePEc:taf:euract:v:13:y:2004:i:4:p:689-711.

    Full description at Econpapers || Download paper

  17. Censoring and its impact on multivariate testing of the Capital Asset Pricing Model. (2004). Fry, Tim ; faff, robert ; Brooks, Robert ; Newton, Emma.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:14:y:2004:i:6:p:413-420.

    Full description at Econpapers || Download paper

  18. Are calculated betas good for anything?. (2004). Fernandez, Pablo ; natalia, natalia.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0555.

    Full description at Econpapers || Download paper

  19. 80 common and uncommon errors in company valuation. (2004). Fernandez, Pablo.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0550.

    Full description at Econpapers || Download paper

  20. Serial and cross-correlation in the Spanish Stock Market returns. (2003). Gil-Alana, Luis ; DePea, Javier.
    In: Faculty Working Papers.
    RePEc:una:unccee:wp0203.

    Full description at Econpapers || Download paper

  21. Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market. (2003). Boudoukh, Jacob ; Shen, YuQing ; Whitelaw, Robert F. ; Richardson, Matthew.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9515.

    Full description at Econpapers || Download paper

  22. 75 common and uncommon errors in company valuation. (2003). Fernandez, Pablo.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:db-0515.

    Full description at Econpapers || Download paper

  23. The behavior of Chinas stock prices in response to the proposal and approval of bonus issues. (2002). Barnes, Michelle ; Ma, Shiguang.
    In: Working Papers.
    RePEc:fip:fedbwp:02-1.

    Full description at Econpapers || Download paper

  24. Estimation of global systematic risk for securities listed in multiple markets. (2001). Prakash, Arun ; Gauri L. Ghai, Maria E. De Boyrie, Shahid Hamid, A, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:7:y:2001:i:2:p:117-130.

    Full description at Econpapers || Download paper

  25. Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange. (2001). Panaretos, John ; Margiora, Philippa.
    In: MPRA Paper.
    RePEc:pra:mprapa:6358.

    Full description at Econpapers || Download paper

  26. Rentabilidad y liquidez alrededor de la fecha de desdoblamiento de las acciones. (2001). Gomez Sala, Juan ; Gomez-Sala, Juan Carlos.
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:25:y:2001:i:1:p:171-202.

    Full description at Econpapers || Download paper

  27. A generalized method for detecting abnormal returns and changes in systematic risk. (2001). Degennaro, Ramon ; Cyree, Ken B..
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2001-8.

    Full description at Econpapers || Download paper

  28. Portfolio return autocorrelation and non-synchronous trading in UK equities. (2000). Smith, Peter ; G. S Morgan, ; Thomas, S. H..
    In: Discussion Papers.
    RePEc:yor:yorken:00/46.

    Full description at Econpapers || Download paper

  29. Moments of the ARMA-EGARCH Model. (2000). Karanasos, Menelaos ; Kim, J..
    In: Discussion Papers.
    RePEc:yor:yorken:00/29.

    Full description at Econpapers || Download paper

  30. La compra de volúmenes significativos de acciones en el mercado español. (2000). Fernandez-Blanco, Matilde ; C. Jose Garcia Martin, .
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:24:y:2000:i:1:p:237-267.

    Full description at Econpapers || Download paper

  31. The impact of bank consolidation on commercial borrower welfare. (2000). Ongena, Steven ; Smith, David C. ; Karceski, Jason .
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:679.

    Full description at Econpapers || Download paper

  32. Asset Pricing in A Segmented Emerging Market. (2000). Su, Dongwei.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:3:y:2000:n:2:p:387-412.

    Full description at Econpapers || Download paper

  33. Modelling normal returns in event studies: a model-selection approach and pilot study. (1999). J. Cable, K. Holland, .
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:5:y:1999:i:4:p:331-341.

    Full description at Econpapers || Download paper

  34. Does the Japanese stock market price bank risk? evidence from financial firm failures. (1999). Brewer, Elijah ; Hunter, William C. ; Genay, Hesna ; Kaufman, George .
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-99-31.

    Full description at Econpapers || Download paper

  35. In Honor of the Nobel Laureates Robert C. Merton and Myron S. Scholes: A Partial Differential Equation That Changed the World. (1999). Jarrow, Robert.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:13:y:1999:i:4:p:229-248.

    Full description at Econpapers || Download paper

  36. Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies. (1998). Stein, Jeremy ; Hong, Harrison ; Lim, Terence.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:6553.

    Full description at Econpapers || Download paper

  37. Lead-Lag Effects When Prices Reveal Cross-Security Information. (1997). Safvenblad, Patrik.
    In: SSE/EFI Working Paper Series in Economics and Finance.
    RePEc:hhs:hastef:0189.

    Full description at Econpapers || Download paper

  38. Managers opportunistic trading of their firms shares: a case study of executives in the banking industry. (1997). Jordan, John S..
    In: Working Papers.
    RePEc:fip:fedbwp:97-4.

    Full description at Econpapers || Download paper

  39. Modelling Normal Returns in Event Studies: A Model-Selection Approach and Pilot Study. (1996). Cable, J ; Holland, K.
    In: Working Papers.
    RePEc:wuk:waecwp:96-13.

    Full description at Econpapers || Download paper

  40. Trading Frequency and Event Study Test Specification. (1996). Cowan, Arnold ; Anne M. A. Sergeant, .
    In: Finance.
    RePEc:wpa:wuwpfi:9610002.

    Full description at Econpapers || Download paper

  41. Interest Rate Exposure and Bank Mergers: A Preliminary Empirical Analysis. (1996). Esty, Benjamin ; Tufano, Peter ; Narasimhan, Bhanu.
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:96-45.

    Full description at Econpapers || Download paper

  42. Treasury yields and corporate bond yield spreads: an empirical analysis. (1996). Duffee, Greg.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:96-20.

    Full description at Econpapers || Download paper

  43. The Predictability of REIT Returns and Market Segmentatio. (1995). Wang, Ko.
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:10:n:5:1994:p:471-482.

    Full description at Econpapers || Download paper

  44. How Different is Japanese Corporate Finance? An Investigation of the Information Content of New Security Issues. (1994). Stulz, René ; Kang, Jun-Koo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4908.

    Full description at Econpapers || Download paper

  45. Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?. (1994). Thaler, Richard ; michaely, roni ; Womack, Kent.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:4778.

    Full description at Econpapers || Download paper

  46. On meteor showers in stock markets: New York vs Madrid. (1992). Pea, Ignacio J..
    In: Investigaciones Economicas.
    RePEc:iec:inveco:v:16:y:1992:i:2:p:225-234.

    Full description at Econpapers || Download paper

  47. New Trading Practices and Short-run Market Efficiency. (1990). Froot, Kenneth ; Perold, Andre F..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3498.

    Full description at Econpapers || Download paper

  48. How Risky is the Debt in Highly Leveraged Transactions? Evidence from Public Recapitalizations. (1990). Stein, Jeremy ; Kaplan, Steven.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:3390.

    Full description at Econpapers || Download paper

  49. Stock Market Prices Do Not Follow Random Walks: Evidence From a Simple Specification Test. (1987). Lo, Andrew ; MacKinlay, Craig A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:2168.

    Full description at Econpapers || Download paper

  50. Interpreting Ex-Dividend Evidence: The Citizens Utilities Case Reconsidered. (1983). Poterba, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:1131.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-03-05 18:31:38 || 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.