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Factors Affecting the Implementability of Stock Market Trading Strategies
16 references·2 citing·32 second hop
Factors Affecting the Implementability of Stock Market Trading Strategies (2003)Factors Affecting the Implementability of…The market for borrowing stock (2002)The market for borrowing stockProfitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Capital markets research in accounting (2001)Capital markets research in a…The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)The Influence of Institutiona…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…The Behavior of Stock Prices Around Institutional Trades (1995)The Behavior of Stock Prices …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The relationship between return and market value of common stocks (1981)The relationship between retu…An Examination of the Effects of Investor Sophistication on the Pricing of Accruals and Cash Flows (2009)An Examination of the Effects…The Extreme Future Stock Returns Following Extreme Earnings Surprises (2003)The Extreme Future Stock Retu…The Capital Structure Puzzle (1984)Firm Performance and Mechanisms to Control Agency Problems between Managers and Shareholders (1996)Earnings management to avoid earnings decreases and losses (1997)A Review of the Earnings Management Literature and Its Implications for Standard Setting (1999)Earnings Management through Real Activities Manipulation (2003)The economic implications of corporate financial reporting (2005)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)Judgment under Uncertainty: Heuristics and Biases (1974)Differences of Opinion and the Cross Section of Stock Returns (2002)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Investor Inattention and Friday Earnings Announcements (2009)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)
this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1998The Influence of Institutional Investors on Myopic R&D Investment Behavior3,013 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 2001Capital markets research in accounting2,575 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2002

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The market for borrowing stock
1,161 cited
  • 1995The Behavior of Stock Prices Around Institutional Trades794 cited
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    • 2003The Extreme Future Stock Returns Following Extreme Earnings Surprises33 cited
    • 2009An Examination of the Effects of Investor Sophistication on the Pricing of Accruals and Cash Flows29 cited