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Primary market characteristics and secondary market frictions of stocks
16 references·4 citing·18 second hopsampled
Primary market characteristics and secondary market frictions of stocks (2011)Primary market characteristics and second…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Institutional Investors and Equity Prices (2001)Institutional Investors and E…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Commonality in liquidity (2000)Commonality in liquidityUnderwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Underwriter Reputation, Initi…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Limits of Arbitrage (1995)The Limits of ArbitrageReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…On modeling IPO failure risk (2022)On modeling IPO failure riskDeterminants of Management Earnings Forecasts: The Case of Global Shipping IPOs (2017)Determinants of Management Ea…Warrants in underwritten IPOs: The Alternative Investment Market (AIM) experience (2016)Warrants in underwritten IPOs…Market conditions, underwriter reputation and first day return of IPOs (2013)Market conditions, underwrite…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 Framing of Decisions and the Psychology of Choice (1981)A model of investor sentiment /The Behavior of Stock-Market Prices (1965)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2006Information Uncertainty and Stock Returns1,810 cited
  • 2000Commonality in liquidity1,748 cited
  • 2001Institutional Investors and Equity Prices1,646 cited
  • 1998Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks

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Cited by

  • 2013Market conditions, underwriter reputation and first day return of IPOs22 cited
  • 2017Determinants of Management Earnings Forecasts: The Case of Global Shipping IPOs16 cited
  • 2022On modeling IPO failure risk14 cited
  • 2016Warrants in underwritten IPOs: The Alternative Investment Market (AIM) experience13 cited