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Institutions and the turn-of-the-year effect: Evidence from actual institutional trades
16 references·1 citing·43 second hopsampled
Institutions and the turn-of-the-year effect: Evidence from actual institutional trades (2014)Institutions and the turn-of-the-year eff…Does Academic Research Destroy Stock Return Predictability? (2015)Does Academic Research Destro…Individual Investor Trading and Stock Returns (2008)Individual Investor Trading a…The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)The Determinants of the Flow …Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Profitability of Momentum Str…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Costly Search and Mutual Fund Flows (1998)Costly Search and Mutual Fund…The distorting effect of the prudent-man laws on institutional equity investments (1996)The distorting effect of the …Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry (1996)Of Tournaments and Temptation…Window Dressing by Pension Fund Managers (1991)Window Dressing by Pension Fu…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The anomalous stock market behavior of small firms in January (1983)The anomalous stock market be…Size-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The relationship between return and market value of common stocks (1981)The relationship between retu…Capital market seasonality: The case of stock returns (1976)Capital market seasonality: T…Portfolio Performance Manipulation and Manipulation-proof Performance MeasuresPortfolio Performance Manipul…Seasonal patterns and calendar anomalies in the commodity market for natural resources (2019)Seasonal patterns and calenda…Statistical principles in experimental design. (1962)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Time Series Analysis: Forecasting and Control (1977)Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Stock Prices and Volume (1992)Another Look at the Cross-Section of Expected Stock Returns (1995)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Investor Psychology and Asset Pricing (2001)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Rank-Order Tournaments as Optimum Labor Contracts (1979)Rank-Order Tournaments as Optimum Labor Contracts (1981)Prizes and Incentives in Elimination Tournaments (1985)Mutual Fund Flows and Performance in Rational Markets (2002)Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization (2004)On the Industry Concentration of Actively Managed Equity Mutual Funds (2005)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)A Test of the Efficiency of a Given Portfolio (1989)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mutual Fund Herding and the Impact on Stock Prices (1999)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Mutual Fund Flows and Performance in Rational Markets (2004)Asset Fire Sales (and Purchases) in Equity Markets (2005)The Cross-Section of Expected Stock Returns (1992)Mispricing Factors (2016)Choosing factors (2018)Replicating Anomalies (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)An Engine, Not a Camera (2006)Information Uncertainty and Stock Returns (2006)
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References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1998Costly Search and Mutual Fund Flows3,217 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
  • 1996Of Tournaments and Temptations: An Analysis of Managerial Incentives in the Mutual Fund Industry1,491 cited
  • 1976Capital market seasonality: The case of stock returns1,229 cited
  • 2008Individual Investor Trading and Stock Returns1,014 cited
  • 1983The anomalous stock market behavior of small firms in January848 cited
  • 1996The distorting effect of the prudent-man laws on institutional equity investments813 cited
  • 2002The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds795 cited
  • 1991Window Dressing by Pension Fund Managers

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689 cited
  • n.d.Portfolio Performance Manipulation and Manipulation-proof Performance Measures644 cited
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    • 2019Seasonal patterns and calendar anomalies in the commodity market for natural resources22 cited