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Stock price synchronicity and public firm-specificinformation
16 references·16 citing·43 second hopsampled
Stock price synchronicity and public firm-specificinformation (2010)Stock price synchronicity and public firm…Price Informativeness and Investment Sensitivity to Stock Price (2006)Price Informativeness and Inv…The costs of entrenched boards (2005)The costs of entrenched boardsR2 around the world: New theory and new tests☆ (2005)R2 around the world: New theo…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…Investor Protection and Corporate Valuation (2002)Investor Protection and Corpo…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Corporate Disclosure Policy and Analyst Behavior. (1996)Corporate Disclosure Policy a…Why Firms Voluntarily Disclose Bad News (1994)Why Firms Voluntarily Disclos…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Herd Behavior and Investment (1988)Herd Behavior and InvestmentStock return variances (1986)Stock return variancesRumors in the sky: Corporate rumors and stock price synchronicity (2023)Rumors in the sky: Corporate …Stock price synchronicity, cognitive biases, and momentum (2020)Stock price synchronicity, co…Illiquidity and the Measurement of Stock Price Synchronicity (2019)Illiquidity and the Measureme…Foreign ownership, bank information environments, and the international mobility of corporate governance (2019)Foreign ownership, bank infor…The role of stock price synchronicity on the return-sentiment relation (2018)The role of stock price synch…Analysts' Information Acquisition and Stock Price Synchronicity: A Regulatory Perspective from China (2018)Analysts' Information Acquisi…Over‐investment or risk mitigation? Corporate social responsibility in Asia‐Pacific, Europe, Japan, and the United States (2017)Over‐investment or risk mitig…Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam (2017)Do foreign investors improve …Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity (2015)Foreign investors and stock p…Dividend changes and stock price informativeness (2015)Dividend changes and stock pr…Investor attention and information diffusion from analyst coverage (2014)Investor attention and inform…Idiosyncratic volatility and mergers and acquisitions in emerging markets (2014)Idiosyncratic volatility and …R-squared and the Economy (2013)R-squared and the EconomyR 2 and the Economy (2013)R 2 and the EconomyInformation Efficiency and Firm-Specific Return Variation (2007)Information Efficiency and Fi…Information Efficiency and Firm-Specific Return Variation (2005)Information Efficiency and Fi…The General Theory of Employment (1937)Network externalities, competition, and compatibility (1985)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The impact of institutional trading on stock prices (1992)The Limits of Arbitrage (1995)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Law and Finance (1998)Does board gender diversity improve the informativeness of stock prices? (2011)Understanding commonality in liquidity around the world (2011)Stock price synchronicity, crash risk, and institutional investors (2013)Specification Tests in Econometrics (1978)Cross-Sectional Determinants of Analyst Ratings of Corporate Disclosures (1993)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test (1976)Disclosure of Nonproprietary Information (1985)The conservatism principle and the asymmetric timeliness of earnings1 (1997)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Capital markets research in accounting (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)A Survey of Corporate Governance (1997)Disentangling the Incentive and Entrenchment Effects of Large Shareholdings (2002)The ultimate ownership of Western European corporations (2002)Law, finance, and economic growth in China (2005)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
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References

  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 2002Investor Protection and Corporate Valuation4,055 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2005R2 around the world: New theory and new tests☆2,833 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1994Why Firms Voluntarily Disclose Bad News2,435 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation2,197 cited
  • 1986Stock return variances1,813 cited
  • 2006Price Informativeness and Investment Sensitivity to Stock Price1,492 cited
  • 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices

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1,250 cited
  • 2005The costs of entrenched boards985 cited
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    • 2017Over‐investment or risk mitigation? Corporate social responsibility in Asia‐Pacific, Europe, Japan, and the United States104 cited
    • 2015Dividend changes and stock price informativeness70 cited
    • 2007Information Efficiency and Firm-Specific Return Variation67 cited
    • 2013R 2 and the Economy63 cited
    • 2019Illiquidity and the Measurement of Stock Price Synchronicity61 cited
    • 2017Do foreign investors improve stock price informativeness in emerging equity markets? Evidence from Vietnam60 cited
    • 2014Idiosyncratic volatility and mergers and acquisitions in emerging markets43 cited
    • 2015Foreign investors and stock price efficiency: Thresholds, underlying channels and investor heterogeneity36 cited
    • 2014Investor attention and information diffusion from analyst coverage33 cited
    • 2013R-squared and the Economy33 cited
    • 2005Information Efficiency and Firm-Specific Return Variation33 cited
    • 2019Foreign ownership, bank information environments, and the international mobility of corporate governance32 cited
    • 2018Analysts' Information Acquisition and Stock Price Synchronicity: A Regulatory Perspective from China31 cited
    • 2020Stock price synchronicity, cognitive biases, and momentum26 cited
    • 2023Rumors in the sky: Corporate rumors and stock price synchronicity26 cited
    • 2018The role of stock price synchronicity on the return-sentiment relation24 cited