SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Domestic and Foreign Earnings, Stock Return Variability, and the Impact of Investor Sophistication
16 references·4 citing·43 second hop
Domestic and Foreign Earnings, Stock Return Variability, and the Impact of Investor Sophistication (2004)Domestic and Foreign Earnings, Stock Retu…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Information costs and home bias: an analysis of US holdings of foreign equities (2004)Information costs and home bi…What Drives Firm‐Level Stock Returns? (2002)What Drives Firm‐Level Stock …Global Diversification, Industrial Diversification, and Firm Value (2002)Global Diversification, Indus…How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?* (2001)Do Institutional Investors Pr…Investor Sophistication and Patterns in Stock Returns after Earnings Announcements (2000)Investor Sophistication and P…Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Why is there a home bias? An …The conservatism principle and the asymmetric timeliness of earnings1 (1997)The conservatism principle an…What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns (1993)What Moves the Stock and Bond…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)An analysis of intertemporal …Stock Prices, Earnings, and Expected Dividends (1988)Stock Prices, Earnings, and E…The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Specification Tests in Econometrics (1978)Specification Tests in Econom…Does location matter for disclosure? Evidence from geographic segments (2019)Does location matter for disc…Predicting the Failure of Developmental Gold Mining Projects (2011)Predicting the Failure of Dev…Institutional Investors, Financial Health, and Equity Valuation (2010)Institutional Investors, Fina…What Drives Stock Price Movement? (2008)What Drives Stock Price Movem…An Empirical Evaluation of Accounting Income Numbers (1968)Dividend Policy under Asymmetric Information (1985)Positive Accounting Theory (1985)The effect of international institutional factors on properties of accounting earnings (2000)Performance matched discretionary accrual measures (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)On the Pooling of Time Series and Cross Section Data (1978)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Econometric Analysis of Cross Section and Panel Data (2001)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Investor Diversification and International Equity Markets (1991)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Chapter 18 A survey of behavioral finance (2003)The determinants of cross-border equity flows (2004)Distance, Lending Relationships, and Competition (2005)Dividend Policy, Growth, and the Valuation of Shares (1961)An Intertemporal Capital Asset Pricing Model (1973)Earnings Asan Explanatory Variable for Returns (1991)Forecasting Profitability and Earnings (2000)Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Investor Psychology and Asset Pricing (2001)The Efficient Market Hypothesis and Its Critics (2003)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Cross-Section of Expected Stock Returns (1992)Trying to Explain Home Bias in Equities and Consumption (1999)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
this work references cited by second hop

References

  • 1978Specification Tests in Econometrics18,788 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The conservatism principle and the asymmetric timeliness of earnings13,988 cited
  • 1988Stock Prices, Earnings, and Expected Dividends2,457 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
  • 1989An analysis of intertemporal and cross-sectional determinants of earnings response coefficients1,685 cited
  • 1997Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan1,542 cited
  • 2001Do Institutional Investors Prefer Near‐Term Earnings over Long‐Run Value?*1,280 cited
  • 2002Global Diversification, Industrial Diversification, and Firm Value1,047 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns892 cited
  • 2004Information costs and home bias: an analysis of US holdings of foreign equities

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

816 cited
  • 2000Investor Sophistication and Patterns in Stock Returns after Earnings Announcements746 cited
  • Cited by

    • 2008What Drives Stock Price Movement?46 cited
    • 2011Predicting the Failure of Developmental Gold Mining Projects31 cited
    • 2019Does location matter for disclosure? Evidence from geographic segments19 cited
    • 2010Institutional Investors, Financial Health, and Equity Valuation14 cited