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Does Arbitrage Flatten Demand Curves for Stocks?
8 references·16 citing·50 second hop
Does Arbitrage Flatten Demand Curves for Stocks? (2000)Does Arbitrage Flatten Demand Curves for …Inefficient Markets: An Introduction to Behavioral Finance (2002)Inefficient Markets: An Intro…Uniformly least powerful tests of market efficiency (2000)Uniformly least powerful test…The Demand for Stocks: An Analysis of IPO Auctions (1999)The Demand for Stocks: An Ana…Institutional Investors and Equity Prices (1998)Institutional Investors and E…The Limits of Arbitrage (1995)The Limits of ArbitrageLiquidity and Market Structure (1988)Liquidity and Market StructureDo Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…Regression Discontinuity and the Price Effects of Stock Market Indexing (2013)Regression Discontinuity and …Limits of Arbitrage: The State of the Theory (2010)Limits of Arbitrage: The Stat…Anticipated and Repeated Shocks in Liquid Markets (2010)Anticipated and Repeated Shoc…The Role of Newswires in Screening and Disseminating Value-Relevant Information in Periodic Sec Reports* (2009)The Role of Newswires in Scre…Global, Local, and Contagious Investor Sentiment (2009)Global, Local, and Contagious…Behavioral Finance: An Introduction (2009)Behavioral Finance: An Introd…Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych (2007)Wycena papierów wartościowych…Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices (2006)Stock Price and Volume Effect…The Present and Future of Financial Risk Management (2005)The Present and Future of Fin…Institutional Investors and the Informational Efficiency of Prices (2005)Institutional Investors and t…Globalization and Emerging Markets: With or Without Crash? (2005)Globalization and Emerging Ma…Corporate Financing Decisions When Investors Take the Path of Least Resistance (2004)Corporate Financing Decisions…Analyst Disagreement, Mispricing and Liquidity (2004)Analyst Disagreement, Mispric…The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash (2003)The complexity of price disco…Noise Trader Risk in Financial Markets (2000)Noise Trader Risk in Financia…A Model of Investor Sentiment (2000)A Model of Investor SentimentThe Cost of Transacting (1968)Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread (1981)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Institutional Investors and Stock Market Volatility (2005)Fire Sales in Finance and Macroeconomics (2010)Middlemen in Limit Order Markets (2010)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (2004)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)The Econometrics of Financial Markets (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)The Determinants of Mutual Fund Starts (1999)Optimal Contracts in a Continuous-Time Delegated Portfolio Management Problem (2003)Corporate governance and dividend policy in Southeast Asia pre- and post-crisis (2009)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Public Disclosure and Private Decisions: Equity Market Execution Quality and Order Routing (2006)Governance through Trading: Institutional Swing Trades and Subsequent Firm Performance (2013)Investor Attention, Institutional Ownership, and Stock Return: Empirical Evidence from China (2015)Using daily stock returns (1985)Information Markets: A New Way of Making Decisions (2009)Assessing empirical research on value-based management: Guidelines for improved hypothesis testing (2010)Securities Trading of Concepts (STOC) (2011)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)Why new issues are underpriced (1986)IPO Auctions: English, Dutch, … French, and Internet (2002)Investor demand for IPOs and aftermarket performance: Evidence from the Hong Kong stock market (2006)Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed? (2009)The Event Study Methodology Since 1969 (1998)Does Arbitrage Flatten Demand Curves for Stocks? (2002)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)The Equity Share in New Issues and Aggregate Stock Returns (2000)The market for borrowing stock (2002)The Market for News (2005)
this work references cited by second hop

References

  • 1995The Limits of Arbitrage5,282 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2002Inefficient Markets: An Introduction to Behavioral Finance1,293 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 2000Uniformly least powerful tests of market efficiency839 cited
  • 1998Institutional Investors and Equity Prices258 cited
  • 1988Liquidity and Market Structure247 cited
  • 1999The Demand for Stocks: An Analysis of IPO Auctions168 cited

Cited by

  • 2005Institutional Investors and the Informational Efficiency of Prices101 cited
  • 2003The complexity of price discovery in an efficient market: the stock market reaction to the Challenger crash98 cited
  • 2010Limits of Arbitrage: The State of the Theory83 cited
  • 2013Regression Discontinuity and the Price Effects of Stock Market Indexing76 cited
  • 2005The Present and Future of Financial Risk Management68 cited
  • 2000Noise Trader Risk in Financial Markets67 cited
  • 2009Global, Local, and Contagious Investor Sentiment65 cited

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2009
The Role of Newswires in Screening and Disseminating Value-Relevant Information in Periodic Sec Reports*
50 cited
  • 2000A Model of Investor Sentiment46 cited
  • 2007Wycena papierów wartościowych na rynku kapitałowym w świetle finansów behawioralnych42 cited
  • 2009Behavioral Finance: An Introduction42 cited
  • 2006Stock Price and Volume Effects Associated with Compositional Changes in European Stock Indices38 cited
  • 2005Globalization and Emerging Markets: With or Without Crash?38 cited
  • 2004Corporate Financing Decisions When Investors Take the Path of Least Resistance37 cited
  • 2010Anticipated and Repeated Shocks in Liquid Markets35 cited
  • 2004Analyst Disagreement, Mispricing and Liquidity32 cited