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The Geography of S&P 500 Stock Returns
16 references·1 citing·36 second hop
The Geography of S&P 500 Stock Returns (2007)The Geography of S&P 500 Stock ReturnsDoes Corporate Headquarters Location Matter for Stock Returns? (2006)Does Corporate Headquarters L…Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments (2005)Local Does as Local Is: Infor…Liquidity: Urban versus rural firms (2005)Liquidity: Urban versus rural…Weather, Stock Returns, and the Impact of Localized Trading Behavior (2004)Weather, Stock Returns, and t…What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research (2003)What's My Line? A Comparison …Regional Clusters: What We Know and What We Should Know (2003)Regional Clusters: What We Kn…The Oxford handbook of economic geography (2001)The Oxford handbook of econom…The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity (2001)The New Econometrics of Struc…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …How Distance, Language, and Culture Influence Stockholdings and Trades (2001)How Distance, Language, and C…Familiarity Breeds Investment (2001)Familiarity Breeds InvestmentHome Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Industry costs of equity (1997)Industry costs of equityGeographic Concentration in U.S. Manufacturing Industries: A Dartboard Approach (1997)Geographic Concentration in U…Geographic Concentration in U.S. Manufacturing Industries: A Dartboard Approach (1994)Geographic Concentration in U…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Spatio-temporal modeling of financial maps from a joint multidimensional scaling-geostatistical perspective (2016)Spatio-temporal modeling of f…The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)The determinants of cross-border equity flows (2004)Does function follow organizational form? Evidence from the lending practices of large and small banks (2005)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Conditional logit analysis of qualitative choice behavior (1972)Geography and Trade (1991)Geographic Localization of Knowledge Spillovers as Evidenced by Patent Citations (1993)The Economic Performance of Regions (2003)Chapter 49 Evidence on the nature and sources of agglomeration economies (2004)Identifying Technology Spillovers and Product Market Rivalry (2013)Investor Diversification and International Equity Markets (1991)Chapter 18 A survey of behavioral finance (2003)Distance, Lending Relationships, and Competition (2005)Increasing Returns and Economic Geography (1990)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)Does the Stock Market Overreact? (1985)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Equity Portfolio Diversification (2008)Just How Much Do Individual Investors Lose by Trading? (2008)The Causal Impact of Media in Financial Markets (2011)Domestic Saving and International Capital Flows (1980)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Multifactor Explanations of Asset Pricing Anomalies (1996)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Conditional Skewness in Asset Pricing Tests (2000)The Elusive Concept of Localization Economies: Towards a Knowledge-Based Theory of Spatial Clustering (2002)Geography, Industrial Organization, and Agglomeration (2003)Marshall's scale economies (2003)Cities and the Creative Class (2005)Struggling with the Creative Class (2005)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997Industry costs of equity5,793 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1997Geographic Concentration in U.S. Manufacturing Industries: A Dartboard Approach2,117 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices2,004 cited
  • 2001Familiarity Breeds Investment1,920 cited
  • 2001The Oxford handbook of economic geography1,810 cited
  • 2001How Distance, Language, and Culture Influence Stockholdings and Trades1,694 cited
  • 1994Geographic Concentration in U.S. Manufacturing Industries: A Dartboard Approach1,413 cited
  • 2005Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments1,315 cited
  • 2001The New Econometrics of Structural Change: Dating Breaks in U.S. Labor Productivity853 cited
  • 2006Does Corporate Headquarters Location Matter for Stock Returns?830 cited
  • 2003What's My Line? A Comparison of Industry Classification Schemes for Capital Market Research645 cited
  • 2003Regional Clusters: What We Know and What We Should Know398 cited
  • 2005Liquidity: Urban versus rural firms

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389 cited
  • 2004Weather, Stock Returns, and the Impact of Localized Trading Behavior280 cited
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    • 2016Spatio-temporal modeling of financial maps from a joint multidimensional scaling-geostatistical perspective26 cited