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U.S. investors and global equity markets
16 references·0 citing·48 second hopsampled
U.S. investors and global equity markets (2007)U.S. investors and global equity marketsMarket Integration and Contagion (2005)Market Integration and Contag…Do Domestic Investors Have an Information Advantage? Evidence from Indonesia (2005)Do Domestic Investors Have an…Institutional Herding (2003)Institutional HerdingThe portfolio flows of international investors (2001)The portfolio flows of intern…Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…International Portfolio Investment Flows (1997)International Portfolio Inves…Emerging equity market volatility (1997)Emerging equity market volati…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…The Survival of Noise Traders in Financial Markets (1991)The Survival of Noise Traders…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…On estimating the expected return on the market (1980)On estimating the expected re…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE (1972)PRICE IMPACTS OF BLOCK TRADIN…The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)The Relation Between Price Changes and Trading Volume: A Survey (1987)Institutional Investors and Equity Prices (2001)The Adjustment of Stock Prices to New Information (2003)An Engine, Not a Camera (2006)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Noise (1986)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The cost of capital, corporation finance and the theory of investment (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Risk, Return, and Equilibrium: Empirical Tests (1973)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)On Persistence in Mutual Fund Performance (1997)A five-factor asset pricing model (2014)Investor Diversification and International Equity Markets (1991)Time-Varying World Market Integration (1995)Why is there a home bias? An analysis of foreign portfolio equity ownership in Japan (1997)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The Geography of Investment: Informed Trading and Asset Prices (2001)Information and the Cost of Capital (2004)The General Theory of Employment, Interest and Money. (1936)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)The Credit Crisis Around the Globe: Why Did Some Banks Perform Better? (2011)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Judgment under Uncertainty: Heuristics and Biases (1974)Common risk factors in the returns on stocks and bonds (1993)Differences of Opinion and the Cross Section of Stock Returns (2002)Information Uncertainty and Stock Returns (2006)The Pricing of Options and Corporate Liabilities (1973)A Theory of the Term Structure of Interest Rates (1985)Industry costs of equity (1997)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Foreign Speculators and Emerging Equity Markets (2000)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Asymmetric correlations of equity portfolios (2002)Investor Psychology and Asset Pricing (2001)From Efficient Markets Theory to Behavioral Finance (2003)
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References

  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1980On estimating the expected return on the market2,818 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,542 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,403 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1997Emerging equity market volatility1,743 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1997International Portfolio Investment Flows1,305 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,099 cited
  • 2005Market Integration and Contagion1,095 cited
  • 2001The portfolio flows of international investors956 cited
  • 2003Institutional Herding898 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 1972PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE671 cited
  • 2005Do Domestic Investors Have an Information Advantage? Evidence from Indonesia

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603 cited
  • 1991The Survival of Noise Traders in Financial Markets572 cited
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