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The Securitization of Gold and Its Potential Impact on Gold Stocks
16 references·0 citing·41 second hopsampled
The Securitization of Gold and Its Potential Impact on Gold Stocks (2015)The Securitization of Gold and Its Potent…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Is Gold a Hedge or a Safe Hav…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…What To Do (and Not to Do) with Time-Series Cross-Section Data (1995)What To Do (and Not to Do) wi…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Price…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)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 theory and practice of econometrics (1986)The Relation between Price and Marginal Cost in U.S. Industry (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Regression in Space and Time: A Statistical Essay (1985)Nuisance vs. Substance: Specifying and Estimating Time-Series-Cross-Section Models (1996)Does Oil Hinder Democracy? (2001)Analysis of Panel Data (2003)Modernization, cultural change, and democracy the human development sequence (2005)The relationship between return and market value of common stocks (1981)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market microstructure (1976)The effect of large block transactions on security prices: A cross-sectional analysis (1987)Trades, quotes, inventories, and information (1988)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Continuous Auctions and Insider Trading (1985)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Prospect theory: An analysis of decision under risk (1988)Media Coverage and the Cross‐section of Stock Returns (2009)In Search of Attention (2011)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data7,191 cited
  • 1995What To Do (and Not to Do) with Time-Series Cross-Section Data6,954 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1969The Adjustment of Stock Prices to New Information5,093 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,834 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,707 cited
  • 2010Is gold a safe haven? International evidence2,082 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return

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1,946 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
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