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How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation
16 references·2 citing·41 second hopsampled
How Constraining Are Limits to Arbitrage? Evidence from a Recent Financial Innovation (2014)How Constraining Are Limits to Arbitrage?…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…The case for flexible exchange rates (2014)The case for flexible exchang…Price Efficiency and Short Selling (2010)Price Efficiency and Short Se…Informed trading before analyst downgrades: Evidence from short sellers (2009)Informed trading before analy…Short-Sale Strategies and Return Predictability (2008)Short-Sale Strategies and Ret…Which Shorts Are Informed? (2007)Which Shorts Are Informed?Supply and Demand Shifts in the Shorting Market (2007)Supply and Demand Shifts in t…Short sales, institutional investors and the cross-section of stock returns (2005)Short sales, institutional in…Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs (2003)Can the Market Add and Subtra…The market for borrowing stock (2002)The market for borrowing stockSynchronization risk and delayed arbitrage (2002)Synchronization risk and dela…Equilibrium and welfare in markets with financially constrained arbitrageurs (2002)Equilibrium and welfare in ma…A Survey of Behavioral Finance (2002)A Survey of Behavioral FinanceDo Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations (1978)Speculative Investor Behavior…The real value of China’s stock market (2020)The real value of China’s sto…Rumor Has It: Sensationalism in Financial Media (2015)Rumor Has It: Sensationalism …Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)The Limits of Arbitrage (1995)Credit Cycles (1997)Liquidity and leverage (2008)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Theory of Investment Value, by John Burr Williams (1939)Essays in the Theory of Risk-Bearing. (1972)Existence of Equilibrium of Plans, Prices, and Price Expectations in a Sequence of Markets (1972)Differences of Opinion Make a Horse Race (1993)Chapter 18 A survey of behavioral finance (2003)Overconfidence and Speculative Bubbles (2003)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)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)How are shorts informed? (2012)Short Selling and the Price Discovery Process (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)The short of it: Investor sentiment and anomalies (2011)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and the Informational Efficiency of Prices (2009)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Prospect theory: An analysis of decision under risk (1988)Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions (2003)Down or Out: Assessing the Welfare Costs of Household Investment Mistakes (2007)The Behavior of Individual Investors (2013)Is Information Risk a Determinant of Asset Returns? (2002)Media Coverage and the Cross‐section of Stock Returns (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)
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References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects1,319 cited
  • 2002The market for borrowing stock1,261 cited
  • 2002A Survey of Behavioral Finance1,226 cited
  • 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
  • 2005Short sales, institutional investors and the cross-section of stock returns1,186 cited
  • 2007Which Shorts Are Informed?966 cited
  • 2008Short-Sale Strategies and Return Predictability731 cited
  • 2003Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs698 cited
  • 2010Price Efficiency and Short Selling669 cited
  • 2014The case for flexible exchange rates557 cited
  • 2002Synchronization risk and delayed arbitrage551 cited
  • 2007Supply and Demand Shifts in the Shorting Market480 cited
  • 2009Informed trading before analyst downgrades: Evidence from short sellers

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453 cited

Cited by

  • 2020The real value of China’s stock market432 cited
  • 2015Rumor Has It: Sensationalism in Financial Media293 cited