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Information arrival, delay, and clustering in financial markets with dynamic freeriding
16 references·2 citing·53 second hop
Information arrival, delay, and clustering in financial markets with dynamic freeriding (2020)Information arrival, delay, and clusterin…Behind the Scenes: The Corporate Governance Preferences of Institutional Investors (2016)Behind the Scenes: The Corpor…Identifying Technology Spillovers and Product Market Rivalry (2013)Identifying Technology Spillo…A Longitudinal Study of the Impact of R&D, Patents, and Product Innovation on Firm Performance (2010)A Longitudinal Study of the I…The “Wall Street Walk” and Shareholder Activism: Exit as a Form of Voice (2009)The “Wall Street Walk” and Sh…Financial Analyst Characteristics and Herding Behavior in Forecasting (2005)Financial Analyst Characteris…Institutional Herding (2003)Institutional HerdingAnalyst Forecast Revisions and Market Price Discovery (2003)Analyst Forecast Revisions an…IPO Market Cycles: Bubbles or Sequential Learning? (2002)IPO Market Cycles: Bubbles or…Herding among security analysts (2000)Herding among security analys…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Do foreign investors destabilize stock markets? The Korean experience in 1997 (1999)Do foreign investors destabil…Pioneer Advantage: Marketing Logic or Marketing Legend? (1993)Pioneer Advantage: Marketing …The impact of institutional trading on stock prices (1992)The impact of institutional t…Technological Opportunity and Spillovers of R&D: Evidence from Firms' Patents, Profits and Market Value (1986)Technological Opportunity and…The "Hot Issue" Market of 1980 (1984)The "Hot Issue" Market of 1980"Hot Issue" Markets (1975)"Hot Issue" MarketsPrivate Equity as an Intermediary in the Market for Corporate Assets (2021)Private Equity as an Intermed…Does economic policy uncertainty affect investment sensitivity to peer stock prices? (2021)Does economic policy uncertai…A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Do institutional investors drive corporate social responsibility? International evidence (2018)The Importance of Climate Risks for Institutional Investors (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Why new issues are underpriced (1986)Underwriter Reputation, Initial Returns, and the Long‐Run Performance of IPO Stocks (1998)Why Has IPO Underpricing Changed Over Time? (2002)Why Has IPO Underpricing Changed Over Time (2004)Essays in Positive Economics (1954)Does the Stock Market Overreact? (1985)A Simple Model of Herd Behavior (1992)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)Analyst forecast accuracy: Do ability, resources, and portfolio complexity matter? (1999)Security Analysts' Career Concerns and Herding of Earnings Forecasts (2000)Analyzing the Analysts: Career Concerns and Biased Earnings Forecasts (2003)Herding behavior in Chinese stock markets: An examination of A and B shares (2007)The financial analyst forecasting literature: A taxonomy with suggestions for further research (2008)The impact of corporate social responsibility on investment recommendations: Analysts' perceptions and shifting institutional logics (2014)Market Liquidity and Performance Monitoring (1993)Large Shareholders, Monitoring, and the Value of the Firm (1997)Institutional Investors and Executive Compensation (2003)Corporate governance in China: A modern perspective (2014)The effect of institutional ownership on firm transparency and information production (2015)Passive investors, not passive owners (2016)The Theory of Industrial Organization (1988)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Carbon Taxes, Path Dependency, and Directed Technical Change: Evidence from the Auto Industry (2016)Financing Innovation: Evidence from R&D Grants (2017)Artificial intelligence, firm growth, and product innovation (2023)Risk measurement when shares are subject to infrequent trading (1979)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Inferring Trade Direction from Intraday Data (1991)Contagion: Understanding How It Spreads (2000)Investor psychology in capital markets: evidence and policy implications (2002)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Herd Behavior and Investment (1988)Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)On Persistence in Mutual Fund Performance (1997)Institutional Investors and Equity Prices (2001)Asset Fire Sales (and Purchases) in Equity Markets (2005)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Continuous Auctions and Insider Trading (1985)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Greener Pastures and the Impact of Dynamic Institutional Preferences (2003)Caught on tape: Institutional trading, stock returns, and earnings announcements (2008)Corporate Finance Policies and Social Networks (2016)Local Geographic Spillovers between University Research and High Technology Innovations (1997)Market Share, Market Value and Innovation in a Panel of British Manufacturing Firms (1999)
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References

  • 1992The impact of institutional trading on stock prices2,068 cited
  • 2013Identifying Technology Spillovers and Product Market Rivalry1,769 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 1986Technological Opportunity and Spillovers of R&D: Evidence from Firms' Patents, Profits and Market Value1,699 cited
  • 1984The "Hot Issue" Market of 19801,586 cited
  • 2016Behind the Scenes: The Corporate Governance Preferences of Institutional Investors1,492 cited
  • 2009The “Wall Street Walk” and Shareholder Activism: Exit as a Form of Voice911 cited
  • 2005Financial Analyst Characteristics and Herding Behavior in Forecasting909 cited
  • 2003Institutional Herding898 cited
  • 1999Do foreign investors destabilize stock markets? The Korean experience in 1997896 cited
  • 2000Herding among security analysts832 cited
  • 1993Pioneer Advantage: Marketing Logic or Marketing Legend?815 cited
  • 2010A Longitudinal Study of the Impact of R&D, Patents, and Product Innovation on Firm Performance780 cited
  • 2003Analyst Forecast Revisions and Market Price Discovery772 cited
  • 1975"Hot Issue" Markets645 cited

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  • 2002IPO Market Cycles: Bubbles or Sequential Learning?627 cited
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    • 2021Does economic policy uncertainty affect investment sensitivity to peer stock prices?21 cited
    • 2021Private Equity as an Intermediary in the Market for Corporate Assets20 cited