SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is Proprietary Trading Detrimental to Retail Investors?
16 references·0 citing·36 second hop
Is Proprietary Trading Detrimental to Retail Investors? (2011)Is Proprietary Trading Detrimental to Ret…Do liquidity measures measure liquidity?☆ (2009)Do liquidity measures measure…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth (2007)Baby Boomer retirement securi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Conflict of Interest and the Credibility of Underwriter Analyst Recommendations (1999)Conflict of Interest and the …Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Another look at the instrumental variable estimation of error-components models (1995)Another look at the instrumen…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Price, trade size, and information in securities markets (1987)Price, trade size, and inform…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Panel data and unobservable individual effects (1981)Panel data and unobservable i…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)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)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Econometric Analysis of Cross Section and Panel Data (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Market Liquidity and Funding Liquidity (2008)Bank lending during the financial crisis of 2008 (2009)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)Investor Psychology and Security Market Under‐ and Overreactions (1998)Multifactor Explanations of Asset Pricing Anomalies (1996)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Editor's Choice Digesting Anomalies: An Investment ApproachLiquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 1997On Persistence in Mutual Fund Performance17,267 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
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1981Panel data and unobservable individual effects2,323 cited
  • 1987Price, trade size, and information in securities markets2,169 cited
  • 2007Baby Boomer retirement security: The roles of planning, financial literacy, and housing wealth2,143 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 1999Conflict of Interest and the Credibility of Underwriter Analyst Recommendations1,549 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2009Do liquidity measures measure liquidity?☆1,425 cited
  • Cited by

    No citing works inside the corpus for this window.