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Is There a Neglected-Firm Effect?
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Is There a Neglected-Firm Effect? (1997)Is There a Neglected-Firm Effect?Macroeconomics and finance (1998)Macroeconomics and financeProblems in measuring portfolio performance An application to contrarian investment strategies (1995)Problems in measuring portfol…Data-Snooping Biases in Tests of Financial Asset Pricing Models (1990)Data-Snooping Biases in Tests…Noise (1986)NoiseGeneric stocks (1985)Generic stocksPay attention to neglected firms!* (1983)Pay attention to neglected fi…Giraffes, Institutions and Neglected Firms (1983)Giraffes, Institutions and Ne…THE NEGLECTED AND SMALL FIRM EFFECTS (1982)THE NEGLECTED AND SMALL FIRM …Essentials of Investments. (1978)Essentials of Investments.Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Institutional Ownership and Distribution of Equity Returns (1990)An Examination of the Small-Firm Effect within the REIT Industry (1991)Investor Competition Over Information and the Pricing of Information Asymmetry (2011)Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio (2016)Investment Analysis and Portfolio Management. (1979)Financial Theory and Corporate Policy. (1980)Limited information as a source of risk (1986)Information and Diversity of Analyst Opinion (1992)Information Costs and Liquidity Effects from Changes in the Dow Jones Industrial Average List (1995)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000)The Conditional CAPM Does Not Explain Asset-Pricing Anomalies (2003)Advertising, Research and Development, and Systematic Risk of the Firm (2006)Risk, Return, and Equilibrium: Empirical Tests (1973)Economic Forces and the Stock Market (1986)Commonality in the determinants of expected stock returns (1996)Common Risk Factors in Currency Markets (2011)Replicating Anomalies (2018)Prospect Theory: An Analysis of Decision under Risk (1979)The Framing of Decisions and the Psychology of Choice (1981)Continuous Auctions and Insider Trading (1985)Do Demand Curves for Stocks Slope Down? (1986)The Noise Trader Approach to Finance (1990)Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies (1997)BUBBLES AND FADS IN ASSET PRICES (1989)Speculative Prices and Popular Models (1990)World wide security market regularities (1994)Chapter 17 On the predictability of common stock returns: World-wide evidence (1995)Herd Behaviour, Bubbles and Crashes (1995)Does the “Dow-10 Investment Strategy” Beat the Dow Statistically and Economically? (1997)Mitigating tourism seasonality (2004)Tourism expansion and economic development: The case of Taiwan (2005)The economy, tourism growth and corporate performance in the Taiwanese hotel industry (2009)Financial Characteristics of Neglected and Institutionally Held Stocks (1992)Institutional Ownership and the Liquidity of Common Stock Offerings (1992)Is the Information Deficiency in Real Estate Evident in Public Market Trading? (1999)Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns (1998)Investor recognition and stock returns (2008)Limited Attention and the Allocation of Effort in Securities Trading (2008)
this work references cited by second hop

References

  • 1986Noise1,783 cited
  • 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
  • 1995Problems in measuring portfolio performance An application to contrarian investment strategies368 cited
  • 1978Essentials of Investments.350 cited
  • 1983Giraffes, Institutions and Neglected Firms233 cited
  • 1982THE NEGLECTED AND SMALL FIRM EFFECTS167 cited
  • 1983Pay attention to neglected firms!*134 cited
  • 1985Generic stocks69 cited
  • 1998Macroeconomics and finance45 cited

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