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Institutionalization, Delegation, and Asset Prices
16 references·2 citing·41 second hop
Institutionalization, Delegation, and Asset Prices (2016)Institutionalization, Delegation, and Ass…Information Disclosure in Financial Markets (2017)Information Disclosure in Fin…Have financial markets become more informative? (2016)Have financial markets become…The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes (2014)The Media and the Diffusion o…Dynamic Trading with Predictable Returns and Transaction Costs (2013)Dynamic Trading with Predicta…Asset Prices and Institutional Investors (2013)Asset Prices and Institutiona…The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes? (2009)The Idiosyncratic Volatility …Institutional Investors and the Informational Efficiency of Prices (2009)Institutional Investors and t…Presidential Address: The Cost of Active Investing (2008)Presidential Address: The Cos…Institutional Investors and Stock Market Volatility (2006)Institutional Investors and S…Executive Compensation and Short-Termist Behaviour in Speculative Markets (2006)Executive Compensation and Sh…Does It All Add Up? Benchmarks and the Compensation of Active Portfolio Managers (1997)Does It All Add Up? Benchmark…Informed Speculation with Imperfect Competition (1989)Informed Speculation with Imp…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…The Theory of Syndicates (1968)The Theory of SyndicatesSkill Acquisition and Data Sales (2021)Skill Acquisition and Data Sa…Is There Too Much Benchmarking in Asset Management? (2020)Is There Too Much Benchmarkin…Risk Aversion in the Small and in the Large (1976)Moral Hazard and Observability (1979)Optimal contracts and competitive markets with costly state verification (1979)Signaling in Retrospect and the Informational Structure of Markets (2002)Information aggregation in a noisy rational expectations economy (1981)Tests of microstructural hypotheses in the foreign exchange market (1995)Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Information Asymmetry, Information Precision, and the Cost of Capital (2011)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Stock price synchronicity, crash risk, and institutional investors (2013)The Behavior of Individual Investors (2013)It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The Influence of Institutional Investors on Myopic R&D Investment Behavior (1998)The Efficient Market Hypothesis and Its Critics (2003)The economic implications of corporate financial reporting (2005)Financial dependence and innovation: The case of public versus private firms (2016)Does Climate Change Affect Real Estate Prices? Only If You Believe In It (2018)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets (2010)Short Selling and the Price Discovery Process (2012)International Stock Return Predictability: What Is the Role of the United States? (2013)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)High-frequency trading in a limit order book (2008)Colloquium : Statistical mechanics of money, wealth, and income (2009)Cross-correlations between volume change and price change (2009)PORTFOLIO SELECTION* (1952)Asset pricing and the bid-ask spread (1986)Asset pricing with liquidity risk (2005)Trading Costs of Asset Pricing Anomalies (2012)Risk Everywhere: Modeling and Managing Volatility (2018)Fire‐Sale Spillovers and Systemic Risk (2021)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)
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References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,640 cited
  • 1968The Theory of Syndicates1,178 cited
  • 1989Informed Speculation with Imperfect Competition963 cited
  • 2008Presidential Address: The Cost of Active Investing862 cited
  • 2009Institutional Investors and the Informational Efficiency of Prices763 cited
  • 2006Executive Compensation and Short-Termist Behaviour in Speculative Markets597 cited
  • 2013Dynamic Trading with Predictable Returns and Transaction Costs563 cited
  • 2006Institutional Investors and Stock Market Volatility539 cited
  • 2009The Idiosyncratic Volatility Puzzle: Time Trend or Speculative Episodes?518 cited
  • 2014The Media and the Diffusion of Information in Financial Markets: Evidence from Newspaper Strikes508 cited
  • 2017Information Disclosure in Financial Markets413 cited
  • 2016Have financial markets become more informative?409 cited
  • 2013Asset Prices and Institutional Investors365 cited
  • 1997

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Does It All Add Up? Benchmarks and the Compensation of Active Portfolio Managers
320 cited

Cited by

  • 2020Is There Too Much Benchmarking in Asset Management?30 cited
  • 2021Skill Acquisition and Data Sales26 cited