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The information content of stock splits
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The information content of stock splits (2011)The information content of stock splitsManagerial Optimism and Corporate Finance (2002)Managerial Optimism and Corpo…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Breadth of ownership and stock returns (2002)Breadth of ownership and stoc…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Institutional Investors and Equity Prices (1998)Institutional Investors and E…The Operating Performance of Firms Conducting Seasoned Equity Offerings (1997)The Operating Performance of …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Detecting abnormal operating performance: The empirical power and specification of test statistics (1996)Detecting abnormal operating …Market liquidity and volume around earnings announcements (1994)Market liquidity and volume a…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Hubris Hypothesis of Corporate Takeovers (1986)The Hubris Hypothesis of Corp…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…A guide on empirical tests of the EMH (2019)A guide on empirical tests of…The light and dark side of TARP (2013)The light and dark side of TA…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)A five-factor asset pricing model (2014)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Judgment under Uncertainty: Heuristics and Biases (1975)The Framing of Decisions and the Psychology of Choice (1981)The market for corporate control (1983)Efficient Capital Markets: II (1991)A Survey of Corporate Governance (1997)CEO Overconfidence and Corporate Investment (2005)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Disclosure, Liquidity, and the Cost of Capital (1991)Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis (1993)Disclosure Policy, Information Asymmetry, and Liquidity in Equity Markets* (1995)Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Noise Trader Risk in Financial Markets (1990)Multifactor Explanations of Asset Pricing Anomalies (1996)Chapter 18 A survey of behavioral finance (2003)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)Retail Investor Sentiment and Return Comovements (2006)Investor Psychology and Security Market Under‐ and Overreactions (1998)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1986The Hubris Hypothesis of Corporate Takeovers3,764 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1994Market liquidity and volume around earnings announcements1,786 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 1996Detecting abnormal operating performance: The empirical power and specification of test statistics1,609 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 1998Institutional Investors and Equity Prices1,263 cited
  • 2002Breadth of ownership and stock returns1,175 cited
  • 1997The Operating Performance of Firms Conducting Seasoned Equity Offerings1,098 cited
  • 2002

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Managerial Optimism and Corporate Finance
1,084 cited

Cited by

  • 2013The light and dark side of TARP26 cited
  • 2019A guide on empirical tests of the EMH21 cited