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Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions
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Pricing Deviation, Misvaluation Comovement, and Macroeconomic Conditions (2012)Pricing Deviation, Misvaluation Comovemen…Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Integración de los mercados f…Asset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Retail Investor Sentiment and Return Comovements (2006)Retail Investor Sentiment and…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Valuation waves and merger activity: The empirical evidence (2005)Valuation waves and merger ac…A Catering Theory of Dividends (2004)A Catering Theory of DividendsStock market driven acquisitions (2003)Stock market driven acquisiti…Market Timing and Capital Structure (2002)Market Timing and Capital Str…The theory and practice of corporate finance: evidence from the field (2001)The theory and practice of co…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…The Limits of Arbitrage (1995)The Limits of ArbitrageCommon risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Investor Sentiment and the Closed-End Fund Puzzle (1991)Investor Sentiment and the Cl…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…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)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Managing with Style: The Effect of Managers on Firm Policies (2003)Law, finance, and economic growth in China (2005)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Capital Structure Decisions: Which Factors Are Reliably Important? (2007)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Does Corporate Social Responsibility Affect the Cost of Capital? (2010)Investor Psychology and Security Market Under‐ and Overreactions (1998)In Search of Attention (2011)The short of it: Investor sentiment and anomalies (2011)Policy Uncertainty and Corporate Investment (2015)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)A model of investor sentiment /Market Liquidity and Funding Liquidity (2008)Investor Psychology and Asset Pricing (2001)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
  • 2001The theory and practice of corporate finance: evidence from the field5,947 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 2002Market Timing and Capital Structure3,804 cited
  • 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2003Stock market driven acquisitions2,093 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • 1991Investor Sentiment and the Closed-End Fund Puzzle1,508 cited
  • 2006Retail Investor Sentiment and Return Comovements1,490 cited
  • 2004A Catering Theory of Dividends1,368 cited
  • 2005

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Valuation waves and merger activity: The empirical evidence
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