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NYSE vs NASDAQ returns
8 references·16 citing·42 second hop
NYSE vs NASDAQ returns (1993)NYSE vs NASDAQ returnsThe Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…The Long-Run Performance of Initial Public Offerings (1991)The Long-Run Performance of I…Market microstructure and asset pricing (1990)Market microstructure and ass…INITIAL PUBLIC OFFERINGS (1988)INITIAL PUBLIC OFFERINGSStock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ (1986)Stock Exchange Listings, Firm…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Biases in computed returns (1983)Biases in computed returnsRisk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…The impact of media coverage on IPO stock performance (2016)The impact of media coverage …Debt financing, venture capital, and the performance of initial public offerings (2015)Debt financing, venture capit…Liquidity and market efficiency: Analysis of NASDAQ firms (2010)Liquidity and market efficien…The persistence of the small firm/January effect: Is it consistent with investors’ learning and arbitrage efforts? (2008)The persistence of the small …Determinants of Initial and Long-Run Performance of IPOs in Indian Stock Market (2008)Determinants of Initial and L…The long‐run performance of initial public offerings in Germany (2007)The long‐run performance of i…Operating and stock market performance of state-owned enterprise privatizations: The Spanish experience (2007)Operating and stock market pe…Effect of Governance Characteristics on the State of the Firm after an Initial Public Offering (2006)Effect of Governance Characte…Signalling and the Long‐run Performance of Spanish Initial Public Offerings (IPOs) (2005)Signalling and the Long‐run P…The Information Content Of Calls Of Debt: Evidence From Long‐Run Stock Returns (2003)The Information Content Of Ca…Resistance is futile: the assimilation of behavioral finance (2002)Resistance is futile: the ass…Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies (2001)Interacting biases, non-norma…Board ownership and IPO returns (2001)Board ownership and IPO retur…Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks (1997)Share price and mortality: An…Chapter 30 Initial public offerings (1995)Chapter 30 Initial public off…Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Chapter 17 On the predictabil…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Does the Stock Market Overreact? (1985)Clustering and Competition in Asset Markets (1997)Signaling Positive Corporate Social Performance (2001)Liquidity shocks and equilibrium liquidity premia (2003)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)The Capital Structure Puzzle (1984)The Choice between Firm-Commitment and Best-Efforts Offering Methods in IPOs: The Effect of Unsuccessful Offers (1998)A review of IPO research in Asia: What's next? (2006)Robust determinants of IPO underpricing and their implications for IPO research (2014)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)The relationship between return and market value of common stocks (1981)A transaction data study of weekly and intradaily patterns in stock returns (1986)Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)The Behavior of Stock Prices Around Institutional Trades (1995)The New Issues Puzzle (1995)Penny Stock IPOs (2006)Clientele Change, Liquidity Shock and Returns to Financially Distressed Stocks (2010)Explaining post‐ IPO venture performance through a knowledge‐based view typology (2013)The theory and practice of econometrics (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Event Studies in Economics and Finance (1997)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Measuring security price performance (1980)An Empirical Analysis of Common Stock Delistings (1990)The Effects of Market Segmentation and Investor Recognition on Asset Prices: Evidence from Foreign Stocks Listing in the U.S. (1998)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Underpricing and Entrepreneurial Wealth Losses in IPOs: Theory and Evidence (2001)Securities lending, shorting, and pricing (2002)Why does IPO volume fluctuate so much? (2002)Investor Psychology and Security Market Under‐ and Overreactions (1998)
this work references cited by second hop

References

  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited
  • 1988INITIAL PUBLIC OFFERINGS1,183 cited
  • 1991The Long-Run Performance of Initial Public Offerings779 cited
  • 1983Biases in computed returns771 cited
  • 1986Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ176 cited
  • 1990Market microstructure and asset pricing162 cited

Cited by

  • 1995Chapter 30 Initial public offerings133 cited
  • 1997Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks107 cited
  • 2005Signalling and the Long‐run Performance of Spanish Initial Public Offerings (IPOs)86 cited
  • 2016The impact of media coverage on IPO stock performance85 cited
  • 2001Interacting biases, non-normal return distributions and the performance of tests for long-horizon event studies84 cited
  • 2007The long‐run performance of initial public offerings in Germany68 cited
  • 2001Board ownership and IPO returns65 cited

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2002
Resistance is futile: the assimilation of behavioral finance
60 cited
  • 2015Debt financing, venture capital, and the performance of initial public offerings56 cited
  • 1995Chapter 17 On the predictability of common stock returns: World-wide evidence56 cited
  • 2008The persistence of the small firm/January effect: Is it consistent with investors’ learning and arbitrage efforts?51 cited
  • 2006Effect of Governance Characteristics on the State of the Firm after an Initial Public Offering42 cited
  • 2007Operating and stock market performance of state-owned enterprise privatizations: The Spanish experience42 cited
  • 2010Liquidity and market efficiency: Analysis of NASDAQ firms42 cited
  • 2003The Information Content Of Calls Of Debt: Evidence From Long‐Run Stock Returns41 cited
  • 2008Determinants of Initial and Long-Run Performance of IPOs in Indian Stock Market36 cited