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The long-term performance of index additions and deletions: Evidence from the Hang Seng Index
16 references·0 citing·47 second hopsampled
The long-term performance of index additions and deletions: Evidence from the Hang Seng Index (2015)The long-term performance of index additi…Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…Does the type of ownership control matter? Evidence from China’s listed companies (2008)Does the type of ownership co…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Estimating Standard Errors in…Founding‐Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Founding‐Family Ownership and…Founding Family Ownership and Firm Performance: Evidence from the S&P 500 (2003)Founding Family Ownership and…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Does Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…An Investigation of the Informational Role of Short Interest in the Nasdaq Market (2002)An Investigation of the Infor…Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers (2000)Value Investing: The Use of H…The Operating Performance of Firms Conducting Seasoned Equity Offerings (1997)The Operating Performance of …A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures (1986)Price and Volume Effects Asso…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)The Market for Securities: Su…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)The Relation Between Price Changes and Trading Volume: A Survey (1987)Institutional Investors and Equity Prices (2001)The Adjustment of Stock Prices to New Information (2003)An Engine, Not a Camera (2006)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Cross-Section of Expected Stock Returns (1992)Investor Psychology and Security Market Under‐ and Overreactions (1998)Capital markets research in accounting (2001)The Capital Asset Pricing Model: Theory and Evidence (2004)Digesting Anomalies: An Investment Approach (2012)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Noise (1986)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)The cost of capital, corporation finance and the theory of investment (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Separation of Ownership and Control (1983)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)How do family ownership, control and management affect firm value? (2005)Dimensionalizing Cultures: The Hofstede Model in Context (2011)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Specification Tests in Econometrics (1978)Econometric Analysis of Cross Section and Panel Data (2001)Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (2012)Corporate Immunity to the COVID-19 Pandemic (2020)Editor's Choice Digesting Anomalies: An Investment ApproachCommon risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Robust Inference With Multiway Clustering (2011)Policy Uncertainty and Corporate Investment (2015)Is Information Risk a Determinant of Asset Returns? (2002)Media Coverage and the Cross‐section of Stock Returns (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)
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References

  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches11,238 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1985Does the Stock Market Overreact?7,756 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2003Founding‐Family Ownership and Firm Performance: Evidence from the S&P 5005,127 cited
  • 2006Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches2,559 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects1,319 cited
  • 2000Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers1,244 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,099 cited
  • 1997The Operating Performance of Firms Conducting Seasoned Equity Offerings1,098 cited
  • 2002Does Arbitrage Flatten Demand Curves for Stocks?887 cited
  • 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
  • 2003Founding Family Ownership and Firm Performance: Evidence from the S&P 500672 cited

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  • 2008Does the type of ownership control matter? Evidence from China’s listed companies640 cited
  • 2002An Investigation of the Informational Role of Short Interest in the Nasdaq Market633 cited
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