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Which kind of investor causes comovement?
16 references·0 citing·42 second hopsampled
Which kind of investor causes comovement? (2019)Which kind of investor causes comovement?A five-factor asset pricing model (2014)A five-factor asset pricing m…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)How Active Is Your Fund Manag…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Comovement (2004)ComovementStyle investing (2003)Style investingInstitutional Herding (2003)Institutional HerdingHerd Behavior in Financial Markets (2000)Herd Behavior in Financial Ma…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Herding and Feedback Trading by Institutional and Individual Investors (1999)Herding and Feedback Trading …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The impact of institutional trading on stock prices (1992)The impact of institutional t…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…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…Bank Runs, Deposit Insurance, and Liquidity (1983)Herd Behavior and Investment (1988)A Simple Model of Herd Behavior (1992)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Effects on Financial Globalization on Developing Countries: Some Empirical Evidence (2004)Responding to global infectious disease outbreaks: Lessons from SARS on the role of risk perception, communication and management (2006)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)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)Risk Taking by Mutual Funds as a Response to Incentives (1997)Investor Psychology and Asset Pricing (2001)The Geography of Investment: Informed Trading and Asset Prices (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Institutional Investors and Equity Prices (2001)What Makes Investors Trade? (2001)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)On Persistence in Mutual Fund Performance (1997)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Measuring skill in the mutual fund industry (2015)A Rational Theory of Mutual Funds' Attention Allocation (2016)Editor's Choice Digesting Anomalies: An Investment ApproachDo Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
  • 1999Herding and Feedback Trading by Institutional and Individual Investors1,587 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 2000Herd Behavior in Financial Markets1,232 cited
  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 2003Style investing971 cited
  • 2004Comovement929 cited
  • 2003Institutional Herding898 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2010An empirical analysis of herd behavior in global stock markets

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