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Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices
16 references·16 citing·33 second hopsampled
Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices (2013)Analyst Recommendations, Mutual Fund Herd…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Management's Incentives to Avoid Negative Earnings Surprises (2002)Management's Incentives to Av…Price Momentum and Trading Volume (2000)Price Momentum and Trading Vo…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Mutual Fund Herding and the Impact on Stock Prices (1999)Mutual Fund Herding and the I…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Are Investors Reluctant to Realize Their Losses? (1998)Are Investors Reluctant to Re…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Differences of Opinion Make a Horse Race (1993)Differences of Opinion Make a…The impact of institutional trading on stock prices (1992)The impact of institutional t…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Herd Behavior and Investment (1988)Herd Behavior and InvestmentDoes the Stock Market Overreact? (1985)Does the Stock Market Overrea…Security analysts and capital market anomalies (2020)Security analysts and capital…Mutual fund herding and stock price crashes (2018)Mutual fund herding and stock…Institutional Trading and Abel Noser Data (2018)Institutional Trading and Abe…Institutional herding and its price impact: Evidence from the corporate bond market (2018)Institutional herding and its…The Competitive Landscape of High-Frequency Trading Firms (2017)The Competitive Landscape of …Do locals know better? A comparison of the performance of local and foreign institutional investors (2017)Do locals know better? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1998Are Investors Reluctant to Realize Their Losses?3,721 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1988Herd Behavior and Investment2,815 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1992The impact of institutional trading on stock prices2,068 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1999Mutual Fund Herding and the Impact on Stock Prices1,730 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 1993Differences of Opinion Make a Horse Race1,650 cited
  • 2002Management's Incentives to Avoid Negative Earnings Surprises1,615 cited
  • 2000

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Price Momentum and Trading Volume
1,593 cited

Cited by

  • 2010Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements298 cited
  • 2015Smart money, dumb money, and capital market anomalies251 cited
  • 2018Institutional herding and its price impact: Evidence from the corporate bond market230 cited
  • 2011The Price Impact of Institutional Herding206 cited
  • 2013Causes and consequences of short-term institutional herding170 cited
  • 2010Firm specific and macro herding by professional and amateur investors and their effects on market volatility166 cited
  • 2017Do locals know better? A comparison of the performance of local and foreign institutional investors156 cited
  • 2009Thought and Behavior Contagion in Capital Markets153 cited
  • 2015Environmental Sustainability and Implied Cost of Equity: International Evidence133 cited
  • 2018Mutual fund herding and stock price crashes123 cited
  • 2013Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications120 cited
  • 2018Institutional Trading and Abel Noser Data110 cited
  • 2020Security analysts and capital market anomalies107 cited
  • 2017The Competitive Landscape of High-Frequency Trading Firms107 cited
  • 2012Forecasting Stock Returns Through an Efficient Aggregation of Mutual Fund Holdings107 cited
  • 2011Buy-side trades and sell-side recommendations: Interactions and information content90 cited