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Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry
16 references·0 citing·35 second hop
Foreign Institutional Investors and Stock Market Liquidity in China: State Ownership, Trading Activity and Information Asymmetry (2013)Foreign Institutional Investors and Stock…Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Standard Errors for Pa…Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆ (2007)Politically connected CEOs, c…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …What Determines Corporate Transparency? (2004)What Determines Corporate Tra…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…The investment behavior and performance of various investor types: a study of Finland's unique data set (2000)The investment behavior and p…Corporate Ownership Around the World (1999)Corporate Ownership Around th…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …A Survey of Corporate Governance (1997)A Survey of Corporate Governa…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…The Cost of Transacting (1968)The Cost of TransactingEfficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)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)Effect of foreign direct investments, economic development and energy consumption on greenhouse gas emissions in developing countries (2018)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Specification Tests in Econometrics (1978)Common risk factors in the returns on stocks and bonds (1993)Econometric Analysis of Cross Section and Panel Data (2001)Impacts of urbanization and industrialization on energy consumption/CO2 emissions: Does the level of development matter? (2015)Dynamic relationship among environmental regulation, innovation, CO2 emissions, population, and economic growth in OECD countries: A panel investigation (2019)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The Nature of the Firm (1937)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Separation of Ownership and Control (1983)Legal Determinants of External Finance (1997)Investor protection and corporate governance (2000)Law and Finance (1998)The separation of ownership and control in East Asian Corporations (2000)Earnings management and investor protection: an international comparison (2003)Noise Trader Risk in Financial Markets (1990)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)
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References

  • 1997A Survey of Corporate Governance16,237 cited
  • 1999Corporate Ownership Around the World10,565 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 2007Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆2,736 cited
  • 2004What Determines Corporate Transparency?2,192 cited
  • 1968The Cost of Transacting1,909 cited
  • 2000

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The investment behavior and performance of various investor types: a study of Finland's unique data set
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