SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Delisting Bias in CRSP Data
3 references·16 citing·35 second hopsampled
The Delisting Bias in CRSP Data (1997)The Delisting Bias in CRSP DataThe Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Long‐Run Performance of initial Public Offerings (1991)The Long‐Run Performance of i…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…Is There a Replication Crisis in Finance? (2023)Is There a Replication Crisis…Dissecting climate risks: Are they reflected in stock prices? (2023)Dissecting climate risks: Are…Common Risk Factors in Cryptocurrency (2022)Common Risk Factors in Crypto…The Rate of Return on Everything, 1870-2015 (2018)The Rate of Return on Everyth…Replicating Anomalies (2018)Replicating AnomaliesQuality minus junk (2018)Quality minus junkCan Twitter Help Predict Firm-Level Earnings and Stock Returns? (2017)Can Twitter Help Predict Firm…Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective (2009)Corporate Sustainability Perf…An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases (2004)An Examination of Long‐Term A…The Predictive Value of Expenses Excluded from Pro Forma Earnings (2003)The Predictive Value of Expen…Industry Concentration and Average Stock Returns (2003)Industry Concentration and Av…What Drives Firm‐Level Stock Returns? (2002)What Drives Firm‐Level Stock …Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)Understanding the Nature of t…The Long‐Run Stock Returns Following Bond Ratings Changes (2001)The Long‐Run Stock Returns Fo…The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect (1999)The Delisting Bias in CRSP's …Managerial Decisions and Long-Term Stock Price Performance (1998)Managerial Decisions and Long…Common risk factors in the returns on stocks and bonds (1993)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)On Persistence in Mutual Fund Performance (1997)The Disposition Effect and Underreaction to News (2006)Stock market liquidity and firm value☆ (2009)Taming the Factor Zoo: A Test of New Factors (2020)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)INITIAL PUBLIC OFFERINGS (1988)Event Studies in Economics and Finance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The Theory of Economic Development (2003)The Characteristics that Provide Independent Information about Average U.S. Monthly Stock Returns (2017)Are US Industries Becoming More Concentrated? (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)Contrarian Investment, Extrapolation, and Risk (1994)Informational effects of regulation FD: evidence from rating agencies (2004)Credit Ratings as Coordination Mechanisms (2005)Financial statement comparability and credit risk (2013)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Style investing (2003)Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk (2005)Prospect theory, mental accounting, and momentum (2005)Market Reactions to Tangible and Intangible Information (2006)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Risks and Returns of Cryptocurrency (2018)Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US? (2021)Equilibrium Bitcoin Pricing (2023)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1991The Long‐Run Performance of initial Public Offerings3,500 cited

Cited by

  • 2018Replicating Anomalies1,068 cited
  • 2001Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing1,003 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 2003Industry Concentration and Average Stock Returns923 cited
  • 2004An Examination of Long‐Term Abnormal Stock Returns and Operating Performance Following R&D Increases916 cited
  • 2022Common Risk Factors in Cryptocurrency623 cited
  • 2001The Long‐Run Stock Returns Following Bond Ratings Changes607 cited
  • 2017Can Twitter Help Predict Firm-Level Earnings and Stock Returns?606 cited
  • 2009Corporate Sustainability Performance and Idiosyncratic Risk: A Global Perspective598 cited
  • 2018The Rate of Return on Everything, 1870-2015579 cited
  • 2023Is There a Replication Crisis in Finance?568 cited
  • 1999The Delisting Bias in CRSP's Nasdaq Data and Its Implications for the Size Effect545 cited

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

  • 2003The Predictive Value of Expenses Excluded from Pro Forma Earnings533 cited
  • 2018Quality minus junk515 cited
  • 1998Managerial Decisions and Long-Term Stock Price Performance460 cited
  • 2023Dissecting climate risks: Are they reflected in stock prices?452 cited