SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Closed-end Country Funds and U.S. Market Sentiment
15 references·16 citing·49 second hop
Closed-end Country Funds and U.S. Market Sentiment (1995)Closed-end Country Funds and U.S. Market …Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement (1992)Dividend Yields and Expected …Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…What Moves Stock Prices? (1988)What Moves Stock Prices?Noise (1986)NoiseIntegration vs. Segmentation in the Canadian Stock Market (1986)Integration vs. Segmentation …Economic Forces and the Stock Market (1986)Economic Forces and the Stock…International Asset Pricing under Mild Segmentation: Theory and Test (1985)International Asset Pricing u…International Portfolio Choice and Corporation Finance: A Synthesis (1983)International Portfolio Choic…On the Effects of Barriers to International Investment (1981)On the Effects of Barriers to…Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES (1977)THE VALUATION OF CLOSED‐END I…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…International capital market equilibrium with investment barriers (1974)International capital market …Unconventional Monetary Policy and Disaster Risk: Evidence from the Subprime and COVID-19 Crises (2020)Unconventional Monetary Polic…Psychology-Based Models of Asset Prices and Trading Volume (2018)Psychology-Based Models of As…It pays to write well (2017)It pays to write wellClosed-End Funds: A Survey (2012)Closed-End Funds: A SurveyThe power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns (2010)The power of bad: The negativ…Multi-market trading and arbitrage☆ (2010)Multi-market trading and arbi…Country-specific sentiment and security prices☆ (2010)Country-specific sentiment an…Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment (2008)Multinationals as Arbitrageur…Institutional Portfolio Flows and International Investments (2008)Institutional Portfolio Flows…Time-series and cross-sectional excess comovement in stock indexes (2007)Time-series and cross-section…How Sovereign is Sovereign Credit Risk? (2007)How Sovereign is Sovereign Cr…Institutional and individual sentiment: Smart money and noise trader risk? (2006)Institutional and individual …Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares (2003)Location of trade, ownership …Liquidity, investment ability, and mutual fund structure (2000)Liquidity, investment ability…Volatility, Sentiment, and Noise Traders (1999)Volatility, Sentiment, and No…Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? (1999)Foreign Ownership Restriction…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Empirical Evaluation of Accounting Income Numbers (1968)Risk, Return, and Equilibrium: Empirical Tests (1973)Using daily stock returns (1985)The Cross-Section of Expected Stock Returns (1992)R2 around the world: New theory and new tests☆ (2005)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)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 Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Dividend yields and expected stock returns (1988)Herding and Feedback Trading by Institutional and Individual Investors (1999)Retail Investor Sentiment and Return Comovements (2006)Does Academic Research Destroy Stock Return Predictability? (2015)Expected stock returns and volatility (1987)Permanent and Temporary Components of Stock Prices (1988)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Sentiment During Recessions (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Time‐Varying World Market Integration (1995)Value versus Growth: The International Evidence (1998)Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)The cost of capital, corporation finance and the theory of investment (2008)An equilibrium model of the international capital market (1974)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Foundations of Finance. (1977)The market reaction to international cross-listings: evidence from Depositary Receipts (1999)Emerging markets finance (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Yield Spreads and Interest Rate Movements: A Bird's Eye View (1991)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Expected Stock Returns and Variance Risk Premia (2009)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Local Return Factors and Turnover in Emerging Stock Markets (1999)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)
this work references cited by second hop

References

  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1986Economic Forces and the Stock Market5,258 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement1,521 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 1983International Portfolio Choice and Corporation Finance: A Synthesis1,447 cited
  • 1988What Moves Stock Prices?1,255 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1985International Asset Pricing under Mild Segmentation: Theory and Test1,021 cited
  • 1981On the Effects of Barriers to International Investment699 cited
  • 1986Noise600 cited
  • 1974International capital market equilibrium with investment barriers551 cited
  • 1986Integration vs. Segmentation in the Canadian Stock Market439 cited
  • 1977THE VALUATION OF CLOSED‐END INVESTMENT‐COMPANY SHARES372 cited

Cited by

  • 1999

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Volatility, Sentiment, and Noise Traders
276 cited
  • 2010Multi-market trading and arbitrage☆271 cited
  • 2008Institutional Portfolio Flows and International Investments244 cited
  • 2000Liquidity, investment ability, and mutual fund structure219 cited
  • 2018Psychology-Based Models of Asset Prices and Trading Volume218 cited
  • 1999Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?204 cited
  • 2007How Sovereign is Sovereign Credit Risk?201 cited
  • 2008Multinationals as Arbitrageurs: The Effect of Stock Market Valuations on Foreign Direct Investment195 cited
  • 2003Location of trade, ownership restrictions, and market illiquidity: Examining Chinese A- and H-shares179 cited
  • 2020Unconventional Monetary Policy and Disaster Risk: Evidence from the Subprime and COVID-19 Crises166 cited
  • 2017It pays to write well160 cited
  • 2010The power of bad: The negativity bias in Australian consumer sentiment announcements on stock returns148 cited
  • 2010Country-specific sentiment and security prices☆146 cited
  • 2006Institutional and individual sentiment: Smart money and noise trader risk?144 cited
  • 2012Closed-End Funds: A Survey133 cited
  • 2007Time-series and cross-sectional excess comovement in stock indexes132 cited