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Financial Characteristics of Neglected and Institutionally Held Stocks
14 references·15 citing·33 second hop
Financial Characteristics of Neglected and Institutionally Held Stocks (1992)Financial Characteristics of Neglected an…On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills (2015)On Market Timing and Investme…On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts (2011)On Market Timing and Investme…Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note (1985)Personal Income Taxes and the…Generic stocks (1985)Generic stocksThe relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…On computing mean returns and the small firm premium (1983)On computing mean returns and…Giraffes, Institutions and Neglected Firms (1983)Giraffes, Institutions and Ne…A Direct Test of Roll's Conjecture on the Firm Size Effect (1982)A Direct Test of Roll's Conje…On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills (1981)On Market Timing and Investme…On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts (1981)On Market Timing and Investme…Objectives and Performance of Mutual Funds, 1960-1969 (1974)Objectives and Performance of…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…Mutual Fund Performance (1966)Mutual Fund PerformanceThe market valuation of M&A announcements in the United Kingdom (2015)The market valuation of M&A a…Institutional ownership and information transparency: Role of technology intensities and industries (2015)Institutional ownership and i…Market Behavior of Institutional Investors around Bankruptcy Announcements (2014)Market Behavior of Institutio…Financial disclosure by SMEs listed on a semi-regulated market: evidence from the Euronext Free Market (2013)Financial disclosure by SMEs …Corporate ownership characteristics and timeliness of remediation of internal control weaknesses (2012)Corporate ownership character…The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market (2011)The price impact of foreign i…Do Underwriters Matter? The Impact of the Near Failure of an Equity Underwriter (2011)Do Underwriters Matter? The I…Corporate governance attributes and remediation of internal control material weaknesses reported under SOX Section 404 (2011)Corporate governance attribut…Financial status, corporate governance quality, and the likelihood of managers using discretionary accruals (2009)Financial status, corporate g…Pension Fund Manager Tournaments and Attitudes Towards Corporate Characteristics (2007)Pension Fund Manager Tourname…CORPORATE GOVERNANCE, INFORMATION ASYMMETRY, AND EARNINGS MANAGEMENT (2005)CORPORATE GOVERNANCE, INFORMA…Stock preferences and derivative activities of Australian fund managers (2004)Stock preferences and derivat…The impact of institutional stock ownership on a firm's earnings management practice: an empirical investigation (2002)The impact of institutional s…An Analysis of Seasoned Equity Offerings by Equity REITs, 1991 to 1995 (1999)An Analysis of Seasoned Equit…Institutional portfolio composition: An examination of the prudent investment hypothesis (1998)Institutional portfolio compo…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Pricing of Options and Corporate Liabilities (1973)Market Timing and Mutual Fund Investment Performance (1984)Forecasting exchange rates using feedforward and recurrent neural networks (1995)The Halloween Indicator, “Sell in May and Go Away”: Another Puzzle (2002)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The relationship between return and market value of common stocks (1981)Event study methodologies and the size effect (1986)On The Robustness of Size and Book‐to‐Market in Cross‐Sectional Regressions (1997)Murphy's Law and Market Anomalies (1999)The arbitrage theory of capital asset pricing (1976)Hot Hands in Mutual Funds: Short-Run Persistence of Relative Performance, 1974-1988 (1993)Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds (1997)Risks and Portfolio Decisions Involving Hedge Funds (2003)Risk, Return, and Equilibrium: Empirical Tests (1973)Noise (1986)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Chapter 18 A survey of behavioral finance (2003)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns (1998)Investor recognition and stock returns (2008)Limited Attention and the Allocation of Effort in Securities Trading (2008)The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers (2001)Volatility Timing in Mutual Funds: Evidence from Daily Returns (1999)
this work references cited by second hop

References

  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
  • 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
  • 2011On Market Timing and Investment Performance Part I: An Equilibrium Theory of Value for Market Forecasts506 cited
  • 1981On Market Timing and Investment Performance. I. An Equilibrium Theory of Value for Market Forecasts504 cited
  • 1983On computing mean returns and the small firm premium300 cited
  • 1983Giraffes, Institutions and Neglected Firms233 cited
  • 1982A Direct Test of Roll's Conjecture on the Firm Size Effect187 cited
  • 1974Objectives and Performance of Mutual Funds, 1960-1969139 cited
  • 1985Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note83 cited
  • 1985Generic stocks69 cited

Cited by

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  • 2004Stock preferences and derivative activities of Australian fund managers48 cited
  • 2009Financial status, corporate governance quality, and the likelihood of managers using discretionary accruals43 cited
  • 1999An Analysis of Seasoned Equity Offerings by Equity REITs, 1991 to 199543 cited
  • 2002The impact of institutional stock ownership on a firm's earnings management practice: an empirical investigation36 cited
  • 1998Institutional portfolio composition: An examination of the prudent investment hypothesis31 cited
  • 2007Pension Fund Manager Tournaments and Attitudes Towards Corporate Characteristics30 cited
  • 2005CORPORATE GOVERNANCE, INFORMATION ASYMMETRY, AND EARNINGS MANAGEMENT28 cited
  • 2011The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market28 cited
  • 2013Financial disclosure by SMEs listed on a semi-regulated market: evidence from the Euronext Free Market26 cited
  • 2014Market Behavior of Institutional Investors around Bankruptcy Announcements23 cited
  • 2015The market valuation of M&A announcements in the United Kingdom23 cited
  • 2015Institutional ownership and information transparency: Role of technology intensities and industries23 cited
  • 2011Corporate governance attributes and remediation of internal control material weaknesses reported under SOX Section 40421 cited
  • 2011Do Underwriters Matter? The Impact of the Near Failure of an Equity Underwriter20 cited
  • 2012Corporate ownership characteristics and timeliness of remediation of internal control weaknesses18 cited