SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Unifying Underreaction Anomalies*
16 references·0 citing·40 second hopsampled
Unifying Underreaction Anomalies* (2006)Unifying Underreaction Anomalies*Stock price reaction to news and no-news: drift and reversal after headlines (2003)Stock price reaction to news …Rational Momentum Effects (2002)Rational Momentum EffectsThe Relation between Analysts' Forecasts of Long‐Term Earnings Growth and Stock Price Performance Following Equity Offerings* (2000)The Relation between Analysts…Is the abnormal return following equity issuances anomalous? (2000)Is the abnormal return follow…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism? (1999)Inefficiency in Analysts' Ear…Glamour, value and the post-acquisition performance of acquiring firms (1998)Glamour, value and the post-a…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Do Long-Term Shareholders Benefit From Corporate Acquisitions? (1997)Do Long-Term Shareholders Ben…The New Issues Puzzle (1995)The New Issues PuzzleMarket underreaction to open market share repurchases (1995)Market underreaction to open …Evidence on the role of cash flow for investment (1995)Evidence on the role of cash …Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns (1987)Corporate Takeover Bids, Meth…Equity issues and offering dilution (1986)Equity issues and offering di…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Financing Constraints and Corporate Investment (1987)Financing Constraints and Corporate Investment (1988)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Financing Innovation and Growth: Cash Flow, External Equity, and the 1990s R&D Boom (2009)CORPORATE INCOME TAXES AND THE COST OF CAPITAL: A CORRECTION (1963)The Determination of Financial Structure: The Incentive-Signalling Approach (1977)Corporate financing and investment decisions when firms have information that investors do not have (1984)Efficient Capital Markets: II (1991)Event Studies in Economics and Finance (1997)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)The relationship between return and market value of common stocks (1981)Investor Sentiment and the Cross‐Section of Stock Returns (2006)A five-factor asset pricing model (2014)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)The market for corporate control (1983)Do outside directors monitor managers? (1992)Meta‐analyses of post‐acquisition performance: indications of unidentified moderators (2003)Wealth Destruction on a Massive Scale? A Study of Acquiring‐Firm Returns in the Recent Merger Wave (2005)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Capital markets research in accounting (2001)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)Using daily stock returns (1985)Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)The Stock Market Valuation of Research and Development Expenditures (2001)Asset Growth and the Cross‐Section of Stock Returns (2008)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2005)The Causal Impact of Media in Financial Markets (2011)Sentiment During Recessions (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1995The New Issues Puzzle3,550 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1995Market underreaction to open market share repurchases1,739 cited
  • 1987Corporate Takeover Bids, Methods of Payment, and Bidding Firms' Stock Returns1,408 cited
  • 1986Equity issues and offering dilution1,397 cited
  • 1995Evidence on the role of cash flow for investment1,174 cited
  • 2003Stock price reaction to news and no-news: drift and reversal after headlines1,074 cited
  • 1998Glamour, value and the post-acquisition performance of acquiring firms1,067 cited
  • 1997Do Long-Term Shareholders Benefit From Corporate Acquisitions?875 cited
  • 2000Is the abnormal return following equity issuances anomalous?770 cited
  • 1999Inefficiency in Analysts' Earnings Forecasts: Systematic Misreaction or Systematic Optimism?766 cited
  • 2000The Relation between Analysts' Forecasts of Long‐Term Earnings Growth and Stock Price Performance Following Equity Offerings*

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

574 cited
  • 2002Rational Momentum Effects499 cited
  • Cited by

    No citing works inside the corpus for this window.