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Beauties of the emperor: An investigation of a Chinese government bailout
16 references·0 citing·42 second hopsampled
Beauties of the emperor: An investigation of a Chinese government bailout (2019)Beauties of the emperor: An investigation…Size and value in China (2019)Size and value in ChinaSovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina? (2016)Sovereign credit risk, liquid…Government Intervention and Information Aggregation by Prices (2015)Government Intervention and I…The ECB and the Interbank Market (2012)The ECB and the Interbank Mar…Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis (2010)Effects of Central Bank Inter…Systematic noise (2009)Systematic noisePredictable behavior, profits, and attention (2007)Predictable behavior, profits…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Correlated Trading and Location (2004)Correlated Trading and Locati…Comovement (2004)ComovementStyle investing (2003)Style investingSocial Value of Public Information (2002)Social Value of Public Inform…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…When an event is not an event: the curious case of an emerging market (2000)When an event is not an event…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…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)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)Editor's Choice Digesting Anomalies: An Investment ApproachOn Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)Who Gambles in the Stock Market? (2009)In Search of Attention (2011)Noise Trader Risk in Financial Markets (1990)Implications of rational inattention (2003)Retail Investor Attention and Stock Liquidity (2011)Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect (2012)Market-wide attention, trading, and stock returns (2015)Size and Book-to-Market Factors in Earnings and Returns (1995)The Limits of Arbitrage (1995)International Stock Return Comovements (2005)Understanding commonality in liquidity around the world (2011)Do ETFs Increase Volatility? (2014)Judgment under Uncertainty: Heuristics and Biases (1974)Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Innovative efficiency and stock returns (2012)Continuous Auctions and Insider Trading (1985)Does the Stock Market Overreact? (1985)Hard-to-Value Stocks, Behavioral Biases, and Informed Trading (2009)Once Burned, Twice Shy: How Naive Learning, Counterfactuals, and Regret Affect the Repurchase of Stocks Previously Sold (2011)The Accrual Anomaly: Risk or Mispricing? (2011)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Individual Investor Trading and Stock Returns (2008)The short of it: Investor sentiment and anomalies (2011)Pandemic-Related Financial Market Volatility Spillovers: Evidence from the Chinese COVID-19 Epicentre (2020)The real value of China’s stock market (2020)Machine learning in the Chinese stock market (2021)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 2002Social Value of Public Information1,982 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2003Style investing971 cited
  • 2004Comovement929 cited
  • 2019Size and value in China866 cited
  • 2007Predictable behavior, profits, and attention384 cited
  • 2009Systematic noise369 cited
  • 2000When an event is not an event: the curious case of an emerging market356 cited
  • 2004Correlated Trading and Location339 cited
  • 2015Government Intervention and Information Aggregation by Prices215 cited
  • 2012The ECB and the Interbank Market170 cited
  • 2010Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis105 cited
  • 2016Sovereign credit risk, liquidity, and European Central Bank intervention: Deus ex machina?

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