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Are Friday announcements special? Overcoming selection bias
16 references·11 citing·36 second hopsampled
Are Friday announcements special? Overcoming selection bias (2016)Are Friday announcements special? Overcom…In Search of Attention (2011)In Search of AttentionMedia Coverage and the Cross‐section of Stock Returns (2009)Media Coverage and the Cross‐…Who makes acquisitions? CEO overconfidence and the market's reaction☆ (2008)Who makes acquisitions? CEO o…All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)All That Glitters: The Effect…CEO Overconfidence and Corporate Investment (2005)CEO Overconfidence and Corpor…Limited attention, information disclosure, and financial reporting (2003)Limited attention, informatio…Implications of rational inattention (2003)Implications of rational inat…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…Corporate governance, chief executive officer compensation, and firm performance (1999)Corporate governance, chief e…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…An Empirical Analysis of the Relation between the Board of Director Composition and Financial Statement Fraud (1997)An Empirical Analysis of the …Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Outside directors and CEO turnover (1988)Outside directors and CEO tur…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…The exclamation mark of Cain: Risk salience and mutual fund flows (2021)The exclamation mark of Cain:…Generalists vs. specialists: Who are better acquirers? (2021)Generalists vs. specialists: …Annual report disclosure timing and stock price crash risk (2020)Annual report disclosure timi…Does the CEO elite education affect firm hedging policies? (2019)Does the CEO elite education …Cross-shareholding networks and stock price synchronicity: Evidence from China (2019)Cross-shareholding networks a…Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years (2019)Commemorating the 50‐Year Ann…Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis (2018)Wealth Effects of Seasoned Eq…Total attention: The effect of macroeconomic news on market reaction to earnings news (2018)Total attention: The effect o…Unexpected Distractions and Investor Attention to Corporate Announcements (2017)Unexpected Distractions and I…The Effect of Investor Inattention on Voluntary Disclosure (2017)The Effect of Investor Inatte…Announcing the announcement (2017)Announcing the announcementSome International Evidence on Output-Inflation Tradeoffs. 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(2006)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 Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)The Cross‐Section of Volatility and Expected Returns (2006)Management ownership and market valuation (1988)The Modern Industrial Revolution, Exit, and the Failure of Internal Control Systems (1993)Higher market valuation of companies with a small board of directors (1996)Boards of Directors as an Endogenously Determined Institution: A Survey of the Economic Literature (2001)Corporate Governance and Equity Prices (2003)On the use of instrumental variables in accounting research (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Problems and the Theory of the Firm (1980)Separation of Ownership and Control (1983)A Survey of Corporate Governance (1997)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Prospect theory: An analysis of decision under risk (1988)Who Gambles in the Stock Market? (2009)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Pricing of Options and Corporate Liabilities (1973)A review of tax research (2010)Depression Babies: Do Macroeconomic Experiences Affect Risk Taking?* (2011)Determinants of corporate borrowing (1977)The Capital Structure Puzzle (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)
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
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2007All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors4,550 cited
  • 1999Corporate governance, chief executive officer compensation, and firm performance4,334 cited
  • 1988Outside directors and CEO turnover4,251 cited
  • 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
  • 2003Implications of rational inattention3,869 cited
  • 2005CEO Overconfidence and Corporate Investment3,686 cited
  • 1997An Empirical Analysis of the Relation between the Board of Director Composition and Financial Statement Fraud3,518 cited
  • 2011In Search of Attention3,088 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2008Who makes acquisitions? CEO overconfidence and the market's reaction☆2,763 cited
  • 2003Limited attention, information disclosure, and financial reporting

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

2,339 cited
  • 2009Media Coverage and the Cross‐section of Stock Returns1,967 cited
  • Cited by

    • 2021The exclamation mark of Cain: Risk salience and mutual fund flows69 cited
    • 2017Unexpected Distractions and Investor Attention to Corporate Announcements66 cited
    • 2017Announcing the announcement52 cited
    • 2019Cross-shareholding networks and stock price synchronicity: Evidence from China44 cited
    • 2020Annual report disclosure timing and stock price crash risk43 cited
    • 2019Commemorating the 50‐Year Anniversary of Ball and Brown (1968): The Evolution of Capital Market Research over the Past 50 Years40 cited
    • 2021Generalists vs. specialists: Who are better acquirers?36 cited
    • 2018Total attention: The effect of macroeconomic news on market reaction to earnings news31 cited
    • 2017The Effect of Investor Inattention on Voluntary Disclosure28 cited
    • 2019Does the CEO elite education affect firm hedging policies?22 cited
    • 2018Wealth Effects of Seasoned Equity Offerings: A Meta‐Analysis22 cited