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Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions
16 references·1 citing·43 second hop
Price effect and investor awareness: Evidence from MSCI Standard Index reconstitutions (2019)Price effect and investor awareness: Evid…Are foreign investors locusts? The long-term effects of foreign institutional ownership (2017)Are foreign investors locusts…The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds (2016)The Effect of Institutional O…Passive investors, not passive owners (2016)Passive investors, not passiv…The law and economics of self-dealing (2008)The law and economics of self…High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)High idiosyncratic volatility…Do Foreigners Invest Less in Poorly Governed Firms? (2008)Do Foreigners Invest Less in …The Colors of Investors' Money: The Role of Institutional Investors Around the World (2007)The Colors of Investors' Mone…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation (2004)The Price Response to S&P 500…Investor Protection and Corporate Valuation (2002)Investor Protection and Corpo…Law and Finance (1998)Law and FinanceNew Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index (1997)New Evidence on Stock Price E…Legal Determinants of External Finance (1997)Legal Determinants of Externa…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…The internationalization of capital market and corporate innovation capabilities: A quasi-natural experiment on the inclusion of China's A-shares in the MSCI index (2024)The internationalization of c…What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)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)Illiquidity and stock returns: cross-section and time-series effects (2002)The Adjustment of Stock Prices to New Information (1969)Principles of Corporate Finance. (1981)Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift? (1995)The Adjustment of Stock Prices to New Information (2003)Comovement (2004)Does Net Buying Pressure Affect the Shape of Implied Volatility Functions? (2004)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)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected Stock Returns and Variance Risk Premia (2009)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Corporate Governance and Equity Prices (2003)How does financial reporting quality relate to investment efficiency? (2009)Do institutional investors drive corporate social responsibility? International evidence (2018)The Importance of Climate Risks for Institutional Investors (2019)Disentangling the Incentive and Entrenchment Effects of Large Shareholdings (2002)The ultimate ownership of Western European corporations (2002)Law, finance, and economic growth in China (2005)The Economic Consequences of Legal Origins (2008)Women on Boards and Firm Financial Performance: A Meta-Analysis (2014)
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  • 1998Law and Finance17,902 cited
  • 1997Legal Determinants of External Finance9,776 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2002Investor Protection and Corporate Valuation4,055 cited
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  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
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  • 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
  • 2016Passive investors, not passive owners975 cited
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  • 2008Do Foreigners Invest Less in Poorly Governed Firms?678 cited
  • 2004The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation600 cited
  • 1997New Evidence on Stock Price Effects Associated with Changes in the S&P 500 Index

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493 cited
  • 2016The Effect of Institutional Ownership on Payout Policy: Evidence from Index Thresholds475 cited
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    • 2024The internationalization of capital market and corporate innovation capabilities: A quasi-natural experiment on the inclusion of China's A-shares in the MSCI index21 cited