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Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China
16 references·1 citing·37 second hop
Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China (2015)Misvaluation comovement, market efficienc…Price Efficiency and Short Selling (2010)Price Efficiency and Short Se…Share Issuance and Cross‐sectional Returns (2008)Share Issuance and Cross‐sect…Asset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…The New Issues Puzzle: Testing the Investment-Based Explanation (2007)The New Issues Puzzle: Testin…Efficiency and the Bear: Short Sales and Markets Around the World (2007)Efficiency and the Bear: Shor…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Valuation waves and merger activity: The empirical evidence (2005)Valuation waves and merger ac…Comovement (2004)ComovementStyle investing (2003)Style investingOverconfidence, Arbitrage, and Equilibrium Asset Pricing (2001)Overconfidence, Arbitrage, an…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Constraints on short-selling and asset price adjustment to private information (1987)Constraints on short-selling …Do investor relations matter in the tourism industry? Evidence from public opinions in China (2020)Do investor relations matter …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)Digesting Anomalies: An Investment Approach (2012)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Differences of Opinion and the Cross Section of Stock Returns (2002)Overconfidence and Speculative Bubbles (2003)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)New Evidence and Perspectives on Mergers (2001)What drives merger waves? (2005)Determinants of Cross‐Border Mergers and Acquisitions (2012)Does Policy Uncertainty Affect Mergers and Acquisitions? (2016)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law, Finance, and Economic Growth in China (2003)The Theory of Economic Development (2003)Finance and Growth: Theory and Evidence (2004)Chapter 12 Finance and Growth: Theory and Evidence (2005)On Persistence in Mutual Fund Performance (1997)The short of it: Investor sentiment and anomalies (2011)… and the Cross-Section of Expected Returns (2015)Judgment under Uncertainty: Heuristics and Biases (1974)Corporate Green Bonds (2018)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)Capital markets research in accounting (2001)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,318 cited
  • 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • 2005Valuation waves and merger activity: The empirical evidence1,287 cited
  • 2003Style investing971 cited
  • 2001Overconfidence, Arbitrage, and Equilibrium Asset Pricing951 cited
  • 2004Comovement929 cited
  • 2007Efficiency and the Bear: Short Sales and Markets Around the World821 cited
  • 2010Price Efficiency and Short Selling669 cited
  • 2008Share Issuance and Cross‐sectional Returns638 cited

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  • 2007The New Issues Puzzle: Testing the Investment-Based Explanation485 cited
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    • 2020Do investor relations matter in the tourism industry? Evidence from public opinions in China15 cited