Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Size and price-to-book effects: Evidence from the Chinese stock markets

16 references·16 citing·36 second hopsampled

FromToDepth

this work references cited by second hop· second hop is a sample of the most-cited connections

References

1992The Cross-Section of Expected Stock Returns17,320 cited
1997On Persistence in Mutual Fund Performance17,267 cited
1992A Simple Model of Herd Behavior6,511 cited
1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
1988Herd Behavior and Investment2,815 cited
1989A Test of the Efficiency of a Given Portfolio2,369 cited
1992The impact of institutional trading on stock prices2,068 cited
2012Size, value, and momentum in international stock returns1,837 cited
2000An examination of herd behavior in equity markets: An international perspective1,425 cited
1996Rational herding in financial economics1,315 cited
1995Following the Pied Piper: Do Individual Returns Herd around the Market?1,228 cited
1996A Cross-Sectional Test of an Investment-Based Asset Pricing Model1,023 cited
1994Analyst Forecasts and Herding Behavior:943 cited
2005The determinants of capital structure: Evidence from China900 cited
2000Herding among security analysts844 cited
1991Structural and Return Characteristics of Small and Large Firms

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

826 cited

Cited by

2022Mean–variance portfolio optimization with deep learning based-forecasts for cointegrated stocks73 cited
2017Monetary policy, exchange rate fluctuation, and herding behavior in the stock market65 cited
2018Is the Fama and French five-factor model robust in the Chinese stock market?62 cited
2017Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?61 cited
2018Stock market liquidity and trading activity: Is China different?60 cited
2017Anomalies in Chinese A-Shares53 cited
2015Emerging trends in Asia-Pacific finance research: A review of recent influential publications and a research agenda42 cited
2015Explaining Size Effect for Indian Stock Market29 cited
2021Herding and market volatility26 cited
2022The five-factor asset pricing model, short-term reversal, and ownership structure – the case of China25 cited
2018Default risk, state ownership and the cross-section of stock returns: evidence from China23 cited
2022What do we know about the idiosyncratic risk of clean energy equities?23 cited
2022News tone, investor sentiment, and liquidity premium23 cited
2019Does Herding Bias Drive the Firm Value? Evidence from the Chinese Equity Market21 cited
2018The nexus of anomalies-stock returns-asset pricing models: The international evidence17 cited
2021Role of signaling in issuance of sukuk versus conventional bonds – an empirical analysis of the bond market in the UAE12 cited