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Asset Returns and the Listing Choice of Firms
16 references·1 citing·43 second hop
Asset Returns and the Listing Choice of Firms (2006)Asset Returns and the Listing Choice of F…Stock Market Liquidity and the Cost of Issuing Equity (2005)Stock Market Liquidity and th…Information and the Cost of Capital (2004)Information and the Cost of C…The Geography of Equity Listing: Why Do Companies List Abroad? (2002)The Geography of Equity Listi…Feedback from Stock Prices to Cash Flows (2001)Feedback from Stock Prices to…The Going‐Public Decision and the Development of Financial Markets (1999)The Going‐Public Decision and…Stock Market Efficiency and Economic Efficiency: Is There a Connection? (1997)Stock Market Efficiency and E…A step-by-step approach to using the SAS system for factor analysis and structural equation modeling (1995)A step-by-step approach to us…The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings (1994)The Effect of Market Segmenta…A Test for the Number of Factors in an Approximate Factor Model (1993)A Test for the Number of Fact…Multimarket Trading and Market Liquidity (1991)Multimarket Trading and Marke…Inferring Trade Direction from Intraday Data (1991)Inferring Trade Direction fro…A Theory of Trading in Stock Index Futures (1991)A Theory of Trading in Stock …A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…The Varimax Criterion for Analytic Rotation in Factor Analysis (1958)The Varimax Criterion for Ana…Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US (2006)Is the International Diversif…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Framing of Decisions and the Psychology of Choice (1981)The Limits of Arbitrage (1995)Illiquidity and stock returns: cross-section and time-series effects (2002)The Cross‐Section of Volatility and Expected Returns (2006)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)Earnings Management and the Long‐Run Market Performance of Initial Public Offerings (1998)Law and Finance (1998)Why Do Companies Go Public? An Empirical Analysis (1998)Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings (2002)Corporate Governance and Control (2003)What Determines the Domestic Bias and Foreign Bias? Evidence from Mutual Fund Equity Allocations Worldwide (2005)Markets and Hierarchies: Analysis and Antitrust Implications. (1976)Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Tobin's q, Corporate Diversification, and Firm Performance (1994)Market microstructure: A survey (2000)Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)The Real Effects of Financial Markets (2012)Financial Intermediation and Delegated Monitoring (1984)The Use of Knowledge in Society (1996)Manipulation and the Allocational Role of Prices (2008)Have financial markets become more informative? (2016)Big Data as a Governance Mechanism (2018)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)An examination of the effects of motivation and satisfaction on destination loyalty: a structural model (2003)Handbook on Constructing Composite Indicators (2005)Handbook on Constructing Composite Indicators: Methodology and User Guide (2008)A Second Generation Little Jiffy (1970)Self-Concept: Validation of Construct Interpretations (1976)Evaluating the use of exploratory factor analysis in psychological research. (1999)Noise Trader Risk in Financial Markets (1990)Investor Psychology and Security Market Under‐ and Overreactions (1998)Commonality in liquidity (2000)Is Information Risk a Determinant of Asset Returns? (2002)Does Algorithmic Trading Improve Liquidity? (2011)
this work references cited by second hop

References

  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1958The Varimax Criterion for Analytic Rotation in Factor Analysis7,599 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1995A step-by-step approach to using the SAS system for factor analysis and structural equation modeling3,359 cited
  • 1991Inferring Trade Direction from Intraday Data3,150 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 2002The Geography of Equity Listing: Why Do Companies List Abroad?858 cited
  • 1999The Going‐Public Decision and the Development of Financial Markets841 cited
  • 1997Stock Market Efficiency and Economic Efficiency: Is There a Connection?634 cited
  • 1991Multimarket Trading and Market Liquidity597 cited
  • 1991A Theory of Trading in Stock Index Futures542 cited
  • 1993A Test for the Number of Factors in an Approximate Factor Model475 cited
  • 1994The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings411 cited
  • 2005Stock Market Liquidity and the Cost of Issuing Equity384 cited

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  • 2001Feedback from Stock Prices to Cash Flows272 cited
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    • 2006Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US28 cited