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The Implications of LowR2: Evidence from China
16 references·0 citing·33 second hopsampled
The Implications of LowR2: Evidence from China (2013)The Implications of LowR2: Evidence from …Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research (2010)Correcting for Cross-Sectiona…Opaque financial reports, R2, and crash risk☆ (2009)Opaque financial reports, R2,…Information Uncertainty and Stock Returns (2006)Information Uncertainty and S…R2 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…Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Does Greater Firm‐Specific Re…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets (1997)A Unified Theory of Underreac…A model of investor sentiment / (1997)A model of investor sentiment…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Returns 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…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…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)Corporate social responsibility and stock price crash risk (2014)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)The Limits of Arbitrage (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Does the Stock Market Overreact? (1985)Illusion and well-being: A social psychological perspective on mental health. (1988)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law, Finance, and Economic Growth in China (2003)The Theory of Economic Development (2003)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)Judgment under Uncertainty: Heuristics and Biases (1975)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)On Persistence in Mutual Fund Performance (1997)Household Finance (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Industry costs of equity (1997)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)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
  • 1997A model of investor sentiment /4,073 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,959 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☆2,843 cited
  • 2009Opaque financial reports, R2, and crash risk☆2,796 cited
  • 2006Information Uncertainty and Stock Returns1,844 cited
  • 2010Correcting for Cross-Sectional and Time-Series Dependence in Accounting Research1,358 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited

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1997
A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
1,091 cited
  • 2003Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?981 cited
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