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The Returns to Hedge Fund Activism in Germany
16 references·3 citing·40 second hop
The Returns to Hedge Fund Activism in Germany (2013)The Returns to Hedge Fund Activism in Ger…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Estimating Standard Errors in…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Private Benefits of Control: An International Comparison (2004)Private Benefits of Control: …The ultimate ownership of Western European corporations (2002)The ultimate ownership of Wes…The Financing of Research and Development (2002)The Financing of Research and…Investor protection and corporate governance (2000)Investor protection and corpo…Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Improved Methods for Tests of…Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Market efficiency, long-term …Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …The Econometrics of Financial Markets (1997)The Econometrics of Financial…The Limits of Arbitrage (1995)The Limits of ArbitrageCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Large Shareholders and Corporate Control (1986)Large Shareholders and Corpor…Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)Takeover Bids, The Free-Rider…The Modern Corporation and Private Property (1933)The Modern Corporation and Pr…Gone Global: The International Diffusion of Hedge Fund Activism (2021)Gone Global: The Internationa…Antitakeover Provisions and Firm Value: New Evidence from the M&A Market (2020)Antitakeover Provisions and F…Equity Issues and Stock Repurchases of Initial Public Offerings (2014)Equity Issues and Stock Repur…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Mergers and the Market for Corporate Control (1965)The Problem of Social Cost (1960)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Corporate Governance and Equity Prices (2003)Earnings management and investor protection: an international comparison (2003)Law, finance, and economic growth in China (2005)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)How do family ownership, control and management affect firm value? (2005)Politically Connected Firms (2006)Prospect theory: An analysis of decision under risk (1988)On Persistence in Mutual Fund Performance (1997)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
  • 1986Large Shareholders and Corporate Control8,403 cited
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  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
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  • 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
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  • 1933The Modern Corporation and Private Property

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1,954 cited
  • 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
  • 2002The Financing of Research and Development1,800 cited
  • Cited by

    • 2020Antitakeover Provisions and Firm Value: New Evidence from the M&A Market27 cited
    • 2021Gone Global: The International Diffusion of Hedge Fund Activism25 cited
    • 2014Equity Issues and Stock Repurchases of Initial Public Offerings23 cited