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Presidential Address: Sophisticated Investors and Market Efficiency. (2009). Stein, Jeremy.
In: Journal of Finance.
RePEc:bla:jfinan:v:64:y:2009:i:4:p:1517-1548.

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  76. Are equity market anomalies disappearing? Evidence from the U.K.. (2018). cotter, john ; McGeever, Niall.
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  78. Sophisticated Investors and Market Efficiency: Evidence from a Natural Experiment. (2018). Chen, Yong ; Wu, Wei ; Kelly, Bryan.
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  81. The interactions between price discovery, liquidity and algorithmic trading for U.S.-Canadian cross-listed shares. (2018). Tourani-Rad, Alireza ; Frijns, Bart ; Indriawan, Ivan.
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  82. Portfolio construction and crowding. (2018). Bruno, Salvatore ; Chincarini, Ludwig B ; Ohara, Frank.
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  84. Learning in Crowded Markets. (2018). Kondor, Péter ; Zawadowski, Adam.
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  86. Can Liquidity Risk Explain Diseconomies of Scale in Hedge Funds?. (2017). Wang, Ying ; Shawky, Hany A.
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  87. The internet as an information intermediary. (2017). Drake, Michael S ; Thornock, Jacob R ; Twedt, Brady J.
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  88. An SDF Approach to Hedge Funds Tail Risk:Evidence from Brazilian Funds. (2017). Almeida, Caio ; Leal, Laura Simonsen .
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  89. Market Power and Informational Efficiency. (2017). Nosal, Jaromir ; Kacperczyk, Marcin ; Sundaresan, Savitar.
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  90. Hedge fund politics and portfolios. (2017). Sias, Richard ; Devault, Luke.
    In: Journal of Banking & Finance.
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  91. The market for lemmings: The herding behavior of pension funds. (2017). Zinna, Gabriele ; Sarno, Lucio ; Blake, David.
    In: Journal of Financial Markets.
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  92. Investor sentiment, heterogeneous agents and asset pricing model. (2017). Li, Jinfang.
    In: The North American Journal of Economics and Finance.
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  93. Sources of Liquidity and Liquidity Shortages. (2017). Wagner, Wolf ; Kahn, Charles.
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  94. Underreaction to News in the US Stock Market. (2016). Sinha, Nitish Ranjan.
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  95. Learning in Crowded Markets. (2016). Kondor, Péter ; Zawadowski, Adam.
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  96. Mostly Prior-Free Asset Allocation. (2016). Chassang, Sylvain.
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  99. Learning in crowded markets. (2016). Zawadowski, Adam ; Kondor, Péter.
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  101. Individual stock crowded trades, individual stock investor sentiment and excess returns. (2016). Zhou, Liyun ; Yang, Chunpeng.
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  102. The Booms and Busts of Beta Arbitrage. (2016). Polk, Christopher ; Huang, Shiyang ; Lou, Dong.
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  103. CoVaR. (2016). Brunnermeier, Markus ; Adrian, Tobias.
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  104. Who trades on momentum?. (2015). Smajlbegovic, Esad ; Baltzer, Markus ; Jank, Stephan.
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  105. Who trades on momentum?. (2015). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus.
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  106. Hedge Funds and Stock Market Efficiency. (2015). Suominen, Matti ; Kokkonen, Joni .
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  107. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
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  108. Commonality in hedge fund returns: Driving factors and implications. (2015). Klaus, Benjamin ; Hoerova, Marie ; Bussiere, Matthieu.
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  109. Sentiment approach to underestimation and overestimation pricing model. (2015). Zhou, Liyun ; Yang, Chunpeng.
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  110. Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks. (2015). Jin, Zhuo ; Tan, Senren ; Wu, Fuke.
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  111. Interactions among high-frequency traders. (2015). Hjalmarsson, Erik ; Benos, Evangelos ; Brugler, James ; Zikes, Filip.
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  112. Institutional Investors Trading in Speculation: Evidence from China. (2015). Kong, Gaowen.
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  113. Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?. (2015). Milian, Jonathan A.
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  114. Leverage on the buy side. (2015). Moreno, Ramon ; Avalos, Fernando ; Romero, Tania .
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  115. The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks. (2015). ORNELAS, JOSE ; de Carvalho, Pablo ; Pablo Jose Campos de Carvalho, ; Jose Renato Haas Ornelas, .
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  116. Who trades on momentum?. (2014). Smajlbegovic, Esad ; Jank, Stephan ; Baltzer, Markus.
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  117. Brazilian Corporate Debt Issuance: Should You Invest in Local or International Bonds?. (2014). Fernandes, Marcelo ; Nunes, Ricardo.
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  118. Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices. (2014). wermers, russell ; Brown, Nerissa C ; Wei, Kelsey D.
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  119. Initial Investigations of Intra-Day News Flow of S&P500 Constituents. (2014). Zhou, Zhechao ; Liew, Jim Kyung-Soo.
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  120. Hedge fund holdings and stock market efficiency. (2014). Lo, Andrew ; liang, bing ; Cao, Charles ; Petrasek, Lubomir.
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  121. The booms and busts of beta arbitrage. (2014). Polk, Christopher ; Huang, Shiyang ; Lou, Dong.
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  122. Multi-period sentiment asset pricing model with information. (2014). Li, Jinfang.
    In: International Review of Economics & Finance.
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  123. US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J. ; Rodriguez, E..
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  124. Granular institutional investors and global market interdependence. (2014). Zheng, Huanhuan ; Jinjarak, Yothin.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:46:y:2014:i:c:p:61-81.

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  125. Dispersion in beliefs among active mutual funds and the cross-section of stock returns. (2014). Sun, Zheng ; Jiang, Hao.
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  126. Overcoming limits of arbitrage: Theory and evidence. (2014). thesmar, david ; Hombert, Johan.
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  127. Quantifying the impact of leveraging and diversification on systemic risk. (2014). Tasca, Paolo ; Schweitzer, Frank ; Mavrodiev, Pavlin.
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  128. Hedge fund systemic risk signals. (2014). Savona, Roberto.
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  129. Geography, Informal Information Flows and Mutual Fund Portfolios. (2014). Gupta-Mukherjee, Swasti ; Fu, Richard.
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  130. Comomentum: inferring arbitrage activity from return correlations. (2013). Polk, Christopher ; Lou, Dong.
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  131. When active fund managers deviate from their peers: Implications for fund performance. (2013). Gupta-Mukherjee, Swasti.
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  132. On the international transmission of shocks : micro-evidence from mutual fund portfolios. (2012). Schmukler, Sergio ; Raddatz, Claudio.
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  133. The Accrual Anomaly: Risk or Mispricing?. (2012). Teoh, Siew Hong ; Hou, Kewei ; Hirshleifer, David.
    In: Management Science.
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  134. Execution Risk in High-Frequency Arbitrage. (2012). Kozhan, Roman ; Tham, Wing Wah.
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  135. Chasing Noise. (2012). Shleifer, Andrei ; Mendel, Brock .
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  136. Temporal variations of serial correlations of trading volume in the US stock market. (2012). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
    In: Physica A: Statistical Mechanics and its Applications.
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  137. Chasing noise. (2012). Shleifer, Andrei ; Mendel, Brock .
    In: Journal of Financial Economics.
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  138. Naive traders and mispricing in prediction markets. (2012). Serrano-Padial, Ricardo.
    In: Journal of Economic Theory.
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  139. Asymmetric dynamics of stock price continuation. (2012). Huang, Alex.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1839-1855.

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  140. On the international transmission of shocks: Micro-evidence from mutual fund portfolios. (2012). Schmukler, Sergio ; Raddatz, Claudio.
    In: Journal of International Economics.
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  141. A multiscale entropy approach for market efficiency. (2012). Alvarez-Ramirez, Jose ; Rodriguez, Eduardo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:21:y:2012:i:c:p:64-69.

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  142. On the International Transmission of Shocks: Micro – Evidence From Mutual Fund Portfolios. (2012). Schmukler, Sergio ; Raddatz, Claudio.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:668.

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  143. Latent Fundamentals Arbitrage with a Mixed Effects Factor Model. (2012). Iquiapaza, Robert ; Bressan, Aureliano ; Gonalves, Andrei Salem .
    In: Brazilian Review of Finance.
    RePEc:brf:journl:v:10:y:2012:i:3:p:317-335.

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  144. On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios. (2011). Schmukler, Sergio ; Raddatz, Claudio.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17358.

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  145. Monetary Policy as Financial-Stability Regulation. (2011). Stein, Jeremy.
    In: NBER Working Papers.
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  146. Going, Going, Gone? The Apparent Demise of the Accruals Anomaly. (2011). Soliman, Mark T. ; John R. M. Hand, ; Green, Jeremiah.
    In: Management Science.
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  147. Hedge fund leverage. (2011). Ang, Andrew ; Gorovyy, Sergiy ; van Inwegen, Gregory B..
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    RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126.

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  148. The pricing dynamics of cross-listed securities: The case of Chinese A- and H-shares. (2011). Zhang, QI ; McGuinness, Paul B. ; Cai, Charlie X..
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  149. Why ‘Democracy’ anD ‘Drifter’ firms can have abnormal returns: the Joint importance of corporate Governance anD abnormal accruals in separatinG Winners from losers. (2011). Kee, Koon Boon .
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  150. MOBILE CORPORATE GOVERNANCE: A MODEL PROPOSAL FOR MODERN CORPORATE GOVERNANCE AND INVESTOR RELATIONS. (2011). Ergincan, Yakup .
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    In: NBER Working Papers.
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