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Firm-specific risk and equity market development☆
16 references·16 citing·44 second hopsampled
Firm-specific risk and equity market development☆ (2007)Firm-specific risk and equity market deve…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices (2004)The Influence of Analysts, In…New lists: Fundamentals and survival rates (2004)New lists: Fundamentals and s…The great reversals: the politics of financial development in the twentieth century (2003)The great reversals: the poli…Stock Valuation and Learning about Profitability (2003)Stock Valuation and Learning …Investigating the Behavior of Idiosyncratic Volatility* (2003)Investigating the Behavior of…Idiosyncratic Risk Matters! (2003)Idiosyncratic Risk Matters!Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Does Greater Firm‐Specific Re…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Expected stock returns and volatility (1987)Expected stock returns and vo…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…Output Fluctuations in the United States: What Has Changed since the Early 1980's?Output Fluctuations in the Un…Is Aggregate Market Power Increasing? Production Trends Using Financial Statements (2018)Is Aggregate Market Power Inc…Information, Trading, and Volatility: Evidence from Firm-Specific News (2018)Information, Trading, and Vol…Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research (2018)Corporate life cycle research…Does corporate social responsibility create shareholder value? The importance of long-term investors (2017)Does corporate social respons…Idiosyncratic Shocks to Firm Underlying Economics and Abnormal Accruals (2016)Idiosyncratic Shocks to Firm …Working capital, cash holding, and profitability of restaurant firms (2015)Working capital, cash holding…Which News Moves Stock Prices? A Textual Analysis (2013)Which News Moves Stock Prices…Real Options, Volatility, and Stock Returns (2012)Real Options, Volatility, and…Aggregate Idiosyncratic Volatility (2012)Aggregate Idiosyncratic Volat…Gender and management on Spanish SMEs: an empirical analysis (2011)Gender and management on Span…What Drove the Increase in Idiosyncratic Volatility during the Internet Boom? (2010)What Drove the Increase in Id…Financing under Extreme Risk: Contract Terms and Returns to Private Investments in Public Equity (2010)Financing under Extreme Risk:…Average correlation and stock market returns (2010)Average correlation and stock…Quantifying the Long-Term Impact of Negative Word of Mouth on Cash Flows and Stock Prices (2008)Quantifying the Long-Term Imp…Creative destruction and firm-specific performance heterogeneity☆ (2008)Creative destruction and firm…Tightening credit standards: the role of accounting quality (2007)Tightening credit standards: …Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)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)A five-factor asset pricing model (2014)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)A Contribution to the Theory of Economic Growth (1956)Increasing Returns and Long-Run Growth (1986)Law and Finance (1998)R2 around the world: New theory and new tests☆ (2005)Does board gender diversity improve the informativeness of stock prices? (2011)Bank Runs, Deposit Insurance, and Liquidity (1983)Legal Determinants of External Finance (1997)What matters for financial development? Capital controls, institutions, and interactions (2005)The Economic Consequences of Legal Origins (2008)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)What is an Oil Shock? (2000)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)American Economic Review (2019)Multifactor Explanations of Asset Pricing Anomalies (1996)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 2003The great reversals: the politics of financial development in the twentieth century3,327 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • n.d.Output Fluctuations in the United States: What Has Changed since the Early 1980's?1,867 cited
  • 2004The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices1,250 cited
  • 2003Idiosyncratic Risk Matters!1,171 cited
  • 2003Stock Valuation and Learning about Profitability1,002 cited
  • 2003Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?951 cited

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2004
New lists: Fundamentals and survival rates
646 cited
  • 2003Investigating the Behavior of Idiosyncratic Volatility*541 cited
  • Cited by

    • 2008Quantifying the Long-Term Impact of Negative Word of Mouth on Cash Flows and Stock Prices321 cited
    • 2017Does corporate social responsibility create shareholder value? The importance of long-term investors287 cited
    • 2010Average correlation and stock market returns259 cited
    • 2012Real Options, Volatility, and Stock Returns226 cited
    • 2013Which News Moves Stock Prices? A Textual Analysis222 cited
    • 2018Corporate life cycle research in accounting, finance and corporate governance: A survey, and directions for future research210 cited
    • 2012Aggregate Idiosyncratic Volatility196 cited
    • 2016Idiosyncratic Shocks to Firm Underlying Economics and Abnormal Accruals185 cited
    • 2018Information, Trading, and Volatility: Evidence from Firm-Specific News185 cited
    • 2015Working capital, cash holding, and profitability of restaurant firms182 cited
    • 2011Gender and management on Spanish SMEs: an empirical analysis180 cited
    • 2008Creative destruction and firm-specific performance heterogeneity☆176 cited
    • 2018Is Aggregate Market Power Increasing? Production Trends Using Financial Statements172 cited
    • 2007Tightening credit standards: the role of accounting quality162 cited
    • 2010Financing under Extreme Risk: Contract Terms and Returns to Private Investments in Public Equity159 cited
    • 2010What Drove the Increase in Idiosyncratic Volatility during the Internet Boom?153 cited