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An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data
16 references·5 citing·52 second hop
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References

  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2007Business Groups in Emerging Markets: Paragons or Parasites?1,394 cited
  • 1990Do Security Analysts Overreact685 cited
  • 1988The Dependence between Hourly Prices and Trading Volume671 cited
  • 1985An Investigation of Transactions Data for NYSE Stocks554 cited
  • 2005Evidence on the speed of convergence to market efficiency456 cited
  • 1989An Examination of the Robustness of the Weekend Effect438 cited
  • 1997Price Limit Performance: Evidence from the Tokyo Stock Exchange377 cited
  • 1994Circuit Breakers and Market Volatility: A Theoretical Perspective259 cited
  • 2001Controlling Shareholders and Corporate Value: Evidence from Thailand212 cited
  • 1991The Forecast Accuracy of Individual Analysts: Evidence of Systematic Optimism and Pessimism209 cited
  • 1992Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close187 cited
  • 2004Trading strategies during circuit breakers and extreme market movements

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182 cited
  • 1994Volume, Volatility, and New York Stock Exchange Trading Halts178 cited
  • Cited by

    • 2009Determinants of R&D cooperation in Japanese high-tech start-ups47 cited
    • 2008"Corporate Venture Capital, Strategic Alliances, and the Governance of Newly Public Firms"31 cited
    • 2008Are magnet effects caused by uninformed traders? Evidence from Taiwan Stock Exchange30 cited
    • 2008"Allocating Risk Across Pyramidal Tiers: Evidence from Thai Business Groups"26 cited
    • 2015Forecasting life expectancy: Evidence from a new survival function13 cited