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When an event is not an event: the curious case of an emerging market
16 references·16 citing·35 second hopsampled
When an event is not an event: the curious case of an emerging market (2000)When an event is not an event: the curiou…The Econometrics of Financial Markets (2012)The Econometrics of Financial…The Adjustment of Stock Prices to New Information (2003)The Adjustment of Stock Price…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…International Portfolio Investment Flows (1997)International Portfolio Inves…EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES. (1997)EVENT STUDIES IN MANAGEMENT R…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…An Empirical Analysis of Illegal Insider Trading (1992)An Empirical Analysis of Ille…On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research (1989)On the Usefulness of Earnings…A nonparametric test for abnormal security-price performance in event studies (1989)A nonparametric test for abno…Using daily stock returns (1985)Using daily stock returnsContinuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …Risk measurement when shares are subject to infrequent trading (1979)Risk measurement when shares …THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Do investors want politically connected independent directors? Evidence from their forced resignations in China (2019)Do investors want politically…A review of short-term event studies in operations and supply chain management (2018)A review of short-term event …Market maturity and mispricing (2016)Market maturity and mispricingEmerging markets research: Trends, issues and future directions (2012)Emerging markets research: Tr…Nonparametric rank tests for event studies (2011)Nonparametric rank tests for …How Important Is the Financial Media in Global Markets? (2011)How Important Is the Financia…When No Law is Better Than a Good Law (2009)When No Law is Better Than a …Unchecked intermediaries: Price manipulation in an emerging stock market (2005)Unchecked intermediaries: Pri…Insider Trading Restrictions and Analysts' Incentives to Follow Firms (2005)Insider Trading Restrictions …Do Insider Trading Laws Work? (2005)Do Insider Trading Laws Work?Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks (2004)Terrorism-induced structural …A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market (2004)A comparison between Fama and…The World Price of Insider Trading (2000)The World Price of Insider Tr…The role of financial reporting in reducing financial risks in the market (2000)The role of financial reporti…Market Segmentation and the Cost of Capital in International Equity Markets (2000)Market Segmentation and the C…Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments? (1999)Foreign Ownership Restriction…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)R2 around the world: New theory and new tests☆ (2005)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)Market Liquidity and Funding Liquidity (2008)The market for corporate control (1983)The Stakeholder Theory of the Corporation: Concepts, Evidence, and Implications (1995)Customer Satisfaction and Stock Prices: High Returns, Low Risk (2005)Social Movements as Extra-Institutional Entrepreneurs: The Effect of Protests on Stock Price Returns (2007)Data Privacy: Effects on Customer and Firm Performance (2016)Dividend Policy, Growth, and the Valuation of Shares (1961)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Does board gender diversity improve the informativeness of stock prices? (2011)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Using daily stock returns6,497 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2003The Adjustment of Stock Prices to New Information3,063 cited
  • 1979Risk measurement when shares are subject to infrequent trading2,767 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 1997EVENT STUDIES IN MANAGEMENT RESEARCH: THEORETICAL AND EMPIRICAL ISSUES.1,942 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 1997International Portfolio Investment Flows1,284 cited
  • 1989On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research1,120 cited
  • 1989A nonparametric test for abnormal security-price performance in event studies

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1,077 cited
  • 1992An Empirical Analysis of Illegal Insider Trading818 cited
  • Cited by

    • 2000Market Segmentation and the Cost of Capital in International Equity Markets318 cited
    • 2005Insider Trading Restrictions and Analysts' Incentives to Follow Firms290 cited
    • 2011How Important Is the Financial Media in Global Markets?282 cited
    • 2011Nonparametric rank tests for event studies266 cited
    • 2005Unchecked intermediaries: Price manipulation in an emerging stock market260 cited
    • 2004Terrorism-induced structural shifts in financial risk: airline stocks in the aftermath of the September 11th terror attacks249 cited
    • 2004A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market220 cited
    • 1999Foreign Ownership Restrictions and Equity Price Premiums: What Drives the Demand for Cross-Border Investments?204 cited
    • 2005Do Insider Trading Laws Work?199 cited
    • 2012Emerging markets research: Trends, issues and future directions192 cited
    • 2016Market maturity and mispricing153 cited
    • 2009When No Law is Better Than a Good Law149 cited
    • 2000The World Price of Insider Trading133 cited
    • 2019Do investors want politically connected independent directors? Evidence from their forced resignations in China131 cited
    • 2000The role of financial reporting in reducing financial risks in the market127 cited
    • 2018A review of short-term event studies in operations and supply chain management125 cited