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Brokerage House Investment Advice
8 references·4 citing·32 second hop
Brokerage House Investment Advice (1973)Brokerage House Investment AdvicePortfolio Theory and Capital Markets. (1972)Portfolio Theory and Capital …How Good is Institutional Brokerage Research? (1972)How Good is Institutional Bro…COMPONENTS OF INVESTMENT PERFORMANCE* (1972)COMPONENTS OF INVESTMENT PERF…Components of Investment Performance (1972)Components of Investment Perf…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios (1969)Risk, The Pricing of Capital …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…Event Study and Principal Component Analysis Based on Sentiment Analysis – A Combined Methodology to Study the Stock Market with an Empirical Study (2020)Event Study and Principal Com…The effects of stock market rumors on stock prices: evidence from an emerging market (2001)The effects of stock market r…The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume (1994)The Impact of Publication of …FURTHER EVIDENCE ON THE VALUE OF PROFESSIONAL INVESTMENT RESEARCH (1980)FURTHER EVIDENCE ON THE VALUE…Modern Portfolio Theory and Investment Analysis. (1982)The Relation Between Price Changes and Trading Volume: A Survey (1987)Fads, Martingales, and Market Efficiency (1990)“Wall $treet Week”: Information or Entertainment? (2003)Effect of Digitalized Rumor Clarification on Stock Markets (2018)Stock Prices and the Publication of Second-Hand Information (1978)Using daily stock returns (1985)The "Dartboard" Column: Second-Hand Information and Price Pressure (1993)How Do Political and Economic News Affect Emerging Markets? Evidence from Argentina and Turkey (2006)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)On Timing and Selectivity (1986)The Investment Performance of U.S. Equity Pension Fund Managers: An Empirical Investigation (1993)Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Time-varying conditional covariances in tests of asset pricing models (1989)Measuring abnormal performance (1992)SECURITY PRICES, RISK, AND MAXIMAL GAINS FROM DIVERSIFICATION* (1965)The capital asset pricing model: Some empirical tests (1972)The Information Content of Aggregate Insider Trading (1988)Evaluating Mutual Fund Performance (2001)Do Market Timing Hedge Funds Time the Market? (2007)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)The New Institutionalism: Organizational Factors in Political Life (1983)Random matrix approach to cross correlations in financial data (2002)Market reaction to Business Week ‘Inside Wall Street’ column: A self-fulfilling prophecy (1996)Are crowds on the internet wiser than experts? The case of a stock prediction community (2014)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1972Portfolio Theory and Capital Markets.1,221 cited
  • 1969Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios941 cited
  • 1972Components of Investment Performance365 cited
  • 1972COMPONENTS OF INVESTMENT PERFORMANCE*294 cited
  • 1972How Good is Institutional Brokerage Research?79 cited

Cited by

  • 2001The effects of stock market rumors on stock prices: evidence from an emerging market43 cited
  • 1994The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume40 cited
  • 2020Event Study and Principal Component Analysis Based on Sentiment Analysis – A Combined Methodology to Study the Stock Market with an Empirical Study31 cited
  • 1980FURTHER EVIDENCE ON THE VALUE OF PROFESSIONAL INVESTMENT RESEARCH29 cited

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