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Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey
13 references·3 citing·42 second hop
Security Price Reactions to Initial Reviews of Common Stock by the Value Line Investment Survey (1987)Security Price Reactions to Initial Revie…Using daily stock returns (1985)Using daily stock returnsThe effect of value line investment survey rank changes on common stock prices (1985)The effect of value line inve…New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note (1984)New Findings Regarding Day-of…Security price reactions around corporate spin-off announcements (1983)Security price reactions arou…On corporate governance (1983)On corporate governanceWeekend Effects on Stock Returns: A Note (1982)Weekend Effects on Stock Retu…The value line enigma (1965–1978) (1982)The value line enigma (1965–1…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks (1981)A Note on Testing an Aggressi…Stock returns and the weekend effect (1980)Stock returns and the weekend…Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks (1980)Stationarity of Market Risk: …Stock Prices and the Publication of Second-Hand Information (1978)Stock Prices and the Publicat…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…INFORMATION OPACITY AND FITCH BOND RATINGS (2016)INFORMATION OPACITY AND FITCH…Market microstructure and corporate finance (2003)Market microstructure and cor…The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights (1995)The Informative Role of the V…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Insider Trading as a Signal of Private Information (1993)The performance of international asset allocation strategies using conditioning information (1993)Can Investors Profit from the Prophets? Consensus Analyst Recommendations and Stock Returns (1998)An Empirical Evaluation of Accounting Income Numbers (1968)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Efficient Capital Markets: II (1991)EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (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 variation of certain speculative prices (1997)Customer Satisfaction, Analyst Stock Recommendations, and Firm Value (2010)Stock Returns after Major Price Shocks: The Impact of Information (2011)Determinants of corporate borrowing (1977)Measuring security price performance (1980)Effects of recontracting on shareholder wealth (1983)Measuring the Effects of Regulation with Stock Price Data (1985)Corporate focus and value creation evidence from spinoffs (1997)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)The Behavior of Stock Prices on Fridays and Mondays (1973)Day-of-the-week and intraday effects in stock returns (1986)An Examination of the Robustness of the Weekend Effect (1989)The dynamic relationship between stock returns and trading volume: Domestic and cross-country evidence (2002)Size-related anomalies and stock return seasonality (1983)High Stock Returns before Holidays: Existence and Evidence on Possible Causes (1990)Stock return variances (1986)Correlations in Price Changes and Volatility across International Stock Markets (1990)The Efficient Market Hypothesis and Its Critics (2003)
this work references cited by second hop

References

  • 1985Using daily stock returns6,497 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1980Stock returns and the weekend effect1,997 cited
  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 1983On corporate governance961 cited
  • 1984New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note482 cited
  • 1982Weekend Effects on Stock Returns: A Note460 cited
  • 1983Security price reactions around corporate spin-off announcements452 cited
  • 1978Stock Prices and the Publication of Second-Hand Information279 cited
  • 1982The value line enigma (1965–1978)224 cited
  • 1980Stationarity of Market Risk: Random Coefficients Tests for Individual Stocks191 cited
  • 1985The effect of value line investment survey rank changes on common stock prices139 cited
  • 1981A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks64 cited

Cited by

  • 1995The Informative Role of the Value Line Investment Survey: Evidence from Stock Highlights27 cited
  • 2003Market microstructure and corporate finance24 cited

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2016
INFORMATION OPACITY AND FITCH BOND RATINGS
22 cited