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Investors' Horizons and the Amplification of Market Shocks · Study

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PreprintInvestors' Horizons and the Amplification of Market Shocks

Andrew Ellul2012

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Preprintgreen2012

Investors' Horizons and the Amplification of Market Shocks

Andrew Ellul · Mariassunta Giannetti · Cristina Cella

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

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Risk and Volatility Modeling

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References

1997On Persistence in Mutual Fund Performance 1995The Limits of Arbitrage 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors 1998The Influence of Institutional Investors on Myopic R&D Investment Behavior 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach 1989Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior 2008Liquidity and leverage 1997Risk Taking by Mutual Funds as a Response to Incentives

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Details

Year2012

Typepreprint

Published2012-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations124

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.1656723

openalex_workW2002168106

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