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Agency and Asset Pricing · Study

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PreprintAgency and Asset Pricing

Michael John Brennan2008

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Preprintgreen2008

Agency and Asset Pricing

Michael John Brennan · Feifei Li

180 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Common risk factors in the returns on stocks and bonds 1992The Cross-Section of Expected Stock Returns 1973Risk, Return, and Equilibrium: Empirical Tests 1979Moral Hazard and Observability 1981The relationship between return and market value of common stocks 1995The Limits of Arbitrage 1966Mutual Fund Performance 1988Herd Behavior and Investment

Cited by

2012The Volatility Effect in Emerging Markets 2011Herding and Delegated Portfolio Management: The Impact of Relative Performance Evaluation on Asset Allocation 2022Benchmarking Intensity 2009Thought and Behavior Contagion in Capital Markets 2014. . . and the Cross-Section of Expected Returns 2000Autoregressive Conditional Skewness 2006Risk Management with Benchmarking

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2011Agency and Institutional Investmentarticle · 11 shared references 2010Mutual Fund Performance: Measurement and Evidence1article · 10 shared references 2009Staying the Course: The Role of Investment Style Consistency in the Performance of Mutual Fundspreprint · 9 shared references 2016Institutional investors and stock return anomaliesarticle · 8 shared references 2002Returns-Chasing Behavior, Mutual Funds, and Beta's Deatharticle · 8 shared references 2018Does Herding Behavior Reveal Skill? An Analysis of Mutual Fund Performancearticle · 8 shared references

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations180

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1104546

openalex_workW1939211161

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2017

International asset allocations and capital flows: The benchmark effect