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Institutional investors and stock return anomalies
16 references·16 citing·30 second hopsampled
Institutional investors and stock return anomalies (2016)Institutional investors and stock return …Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…The Geography of Investment: Informed Trading and Asset Prices (2001)The Geography of Investment: …Risk Taking by Mutual Funds as a Response to Incentives (1997)Risk Taking by Mutual Funds a…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Limits of Arbitrage (1995)The Limits of ArbitrageContrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…A Simple Model of Herd Behavior (1992)A Simple Model of Herd Behavi…Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)RISK, UNCERTAINTY, AND DIVERG…THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)THE PERFORMANCE OF MUTUAL FUN…ESG rating disagreement and stock returns: Evidence from China (2023)ESG rating disagreement and s…ESG Preference, Institutional Trading, and Stock Return Patterns (2022)ESG Preference, Institutional…Why Do Mutual Funds Hold Lottery Stocks? (2021)Why Do Mutual Funds Hold Lott…Expected return, volume, and mispricing (2021)Expected return, volume, and …Security analysts and capital market anomalies (2020)Security analysts and capital…Investor relations and IPO performance (2020)Investor relations and IPO pe…When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly? (2019)When Anomalies Are Publicized…Anomalies across the globe: Once public, no longer existent? (2019)Anomalies across the globe: O…Sentiment Metrics and Investor Demand (2018)Sentiment Metrics and Investo…How does investor attention affect international crude oil prices? (2017)How does investor attention a…Are Disagreements Agreeable? Evidence from Information Aggregation (2017)Are Disagreements Agreeable? …Analysts and Anomalies (2017)Analysts and AnomaliesTime-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements (2016)Time-Varying Demand for Lotte…Market maturity and mispricing (2016)Market maturity and mispricingHedge Fund Holdings and Stock Market Efficiency (2015)Hedge Fund Holdings and Stock…Arbitrage Trading: The Long and the Short of It (2015)Arbitrage Trading: The Long a…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Liquidity Risk and Expected Stock Returns (2003)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The General Theory of Employment, Interest and Money. (1936)The Behavior of Stock-Market Prices (1965)Continuous Auctions and Insider Trading (1985)Investor Psychology and Security Market Under‐ and Overreactions (1998)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Network externalities, competition, and compatibility (1985)Standardization, Compatibility, and Innovation (1985)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Investor Psychology and Asset Pricing (2001)Using Online Conversations to Study Word-of-Mouth Communication (2004)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A model of investor sentiment /Market Liquidity and Funding Liquidity (2008)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
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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
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1992A Simple Model of Herd Behavior6,511 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
  • 1997Risk Taking by Mutual Funds as a Response to Incentives2,295 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2001The Geography of Investment: Informed Trading and Asset Prices

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Cited by

  • 2019Anomalies across the globe: Once public, no longer existent?226 cited
  • 2022ESG Preference, Institutional Trading, and Stock Return Patterns178 cited
  • 2023ESG rating disagreement and stock returns: Evidence from China167 cited
  • 2018Sentiment Metrics and Investor Demand162 cited
  • 2016Market maturity and mispricing153 cited
  • 2017Analysts and Anomalies133 cited
  • 2015Hedge Fund Holdings and Stock Market Efficiency122 cited
  • 2021Why Do Mutual Funds Hold Lottery Stocks?120 cited
  • 2020Investor relations and IPO performance115 cited
  • 2017Are Disagreements Agreeable? Evidence from Information Aggregation115 cited
  • 2015Arbitrage Trading: The Long and the Short of It114 cited
  • 2021Expected return, volume, and mispricing108 cited
  • 2020Security analysts and capital market anomalies107 cited
  • 2017How does investor attention affect international crude oil prices?102 cited
  • 2016Time-Varying Demand for Lottery: Speculation Ahead of Earnings Announcements99 cited
  • 2019When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly?99 cited