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Feedback Effects and the Limits to Arbitrage
16 references·6 citing·36 second hop
Feedback Effects and the Limits to Arbitrage (2011)Feedback Effects and the Limits to Arbitr…New Evidence and Perspectives on Mergers (2001)New Evidence and Perspectives…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…The Use of Knowledge in Society (1996)The Use of Knowledge in Socie…Agency costs of free cash flow, corporate finance, and takeovers (1996)Agency costs of free cash flo…The Limits of Arbitrage (1995)The Limits of ArbitrageNoise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Managerial discretion and optimal financing policies (1990)Managerial discretion and opt…Signaling Games and Stable Equilibria (1987)Signaling Games and Stable Eq…Large Shareholders and Corporate Control (1986)Large Shareholders and Corpor…Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency Costs of Free Cash Flo…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Corporate Financing and Inves…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Selloffs, bailouts, and feedback: Can asset markets inform policy? (2017)Selloffs, bailouts, and feedb…Political Uncertainty and Dividend Policy: Evidence from International Political Crises (2013)Political Uncertainty and Div…A Theory of Technical Trading Using Moving Averages (2013)A Theory of Technical Trading…The Real Effects of Financial Markets (2012)The Real Effects of Financial…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2011)Forecasting the Equity Risk P…Forecasting The Equity Risk Premium: The Role Of Technical Indicators, (2010)Forecasting The Equity Risk P…Market structure, information, futures markets, and price formation. (1984)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)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)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)A model of investor sentiment / (1997)Market Liquidity and Funding Liquidity (2008)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Mergers and the Market for Corporate Control (1965)Takeover Bids, The Free-Rider Problem, and the Theory of the Corporation (1980)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Determinants of corporate borrowing (1977)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)The Capital Structure Puzzle (1984)The Determinants of Capital Structure Choice (1988)Event Studies in Economics and Finance (1997)GROWTH, BETA AND AGENCY COSTS AS DETERMINANTS OF DIVIDEND PAYOUT RATIOS (1982)Two Agency-Cost Explanations of Dividends (1984)Corporate performance and managerial remuneration (1985)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)What Do We Know about Capital Structure? Some Evidence from International Data (1995)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)A Dynamic Theory of Organizational Knowledge Creation (1994)Toward a knowledge‐based theory of the firm (1996)Evolving to a New Dominant Logic for Marketing (2003)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)
this work references cited by second hop

References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1986Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers17,216 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1996Agency costs of free cash flow, corporate finance, and takeovers9,308 cited
  • 1986Large Shareholders and Corporate Control8,403 cited
  • 1984Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have6,535 cited
  • 1996The Use of Knowledge in Society6,493 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1990Managerial discretion and optimal financing policies3,679 cited
  • 1987Signaling Games and Stable Equilibria3,227 cited
  • 2001New Evidence and Perspectives on Mergers2,803 cited

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2000
Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies
2,639 cited

Cited by

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  • 2017Selloffs, bailouts, and feedback: Can asset markets inform policy?31 cited
  • 2010Forecasting The Equity Risk Premium: The Role Of Technical Indicators,20 cited
  • 2013A Theory of Technical Trading Using Moving Averages19 cited
  • 2013Political Uncertainty and Dividend Policy: Evidence from International Political Crises11 cited