SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Disaggregated Sales and Stock Returns
16 references·4 citing·35 second hop
Disaggregated Sales and Stock Returns (2018)Disaggregated Sales and Stock ReturnsThe Network Origins of Aggregate Fluctuations (2012)The Network Origins of Aggreg…Investor Inattention and Friday Earnings Announcements (2009)Investor Inattention and Frid…Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Driven to Distraction: Extran…Economic Links and Predictable Returns (2008)Economic Links and Predictabl…The Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Direct Marketing, Indirect Profits: A Strategic Analysis of Dual-Channel Supply-Chain Design (2003)Direct Marketing, Indirect Pr…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data (2002)Do Liquidity Constraints and …The High‐Volume Return Premium (2001)The High‐Volume Return PremiumCapital markets research in accounting (2001)Capital markets research in a…Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Option Volume and Stock Price…Are Nonfinancial Measures Leading Indicators of Financial Performance? An Analysis of Customer Satisfaction (1998)Are Nonfinancial Measures Lea…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Evidence that stock prices do not fully reflect the implications of current earnings for future earnings (1990)Evidence that stock prices do…Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium? (1989)Post-Earnings-Announcement Dr…A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A Simple Model of Capital Mar…Exploring the Convergence of Cyber–Physical Space: Multidimensional Modeling of Overtourism Interactions (2024)Exploring the Convergence of …Cost uniqueness and information uncertainty (2023)Cost uniqueness and informati…The benefits of transaction-level data: The case of NielsenIQ scanner data (2022)The benefits of transaction-l…Digital Footprints as Collateral for Debt Collection (2022)Digital Footprints as Collate…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)Editor's Choice Digesting Anomalies: An Investment ApproachMean reversion in stock prices (1988)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)Investor Psychology and Asset Pricing (2001)The Pricing of Options and Corporate Liabilities (1973)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Noise Trader Risk in Financial Markets (1990)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Innovative efficiency and stock returns (2012)Sentiment During Recessions (2012)The Cross-Section of Expected Stock Returns (1992)In Search of Attention (2011)Who's Who in Networks. Wanted: The Key Player (2006)Naïve Learning in Social Networks and the Wisdom of Crowds (2010)An Illustrated User Guide to the World Input–Output Database: the Case of Global Automotive Production (2015)Systemic Risk and Stability in Financial Networks (2015)Corporate Immunity to the COVID-19 Pandemic (2020)Judgment under Uncertainty: Heuristics and Biases (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. (2007)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Channel Conflict and Coordination in the E‐Commerce Age (2004)Agency Selling or Reselling? Channel Structures in Electronic Retailing (2015)Marketplace, Reseller, or Hybrid: Strategic Analysis of an Emerging E‐Commerce Model (2018)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)
this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 2001Capital markets research in accounting2,575 cited
  • 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
  • 2012The Network Origins of Aggregate Fluctuations2,310 cited
  • 1990Evidence that stock prices do not fully reflect the implications of current earnings for future earnings2,010 cited
  • 2003Direct Marketing, Indirect Profits: A Strategic Analysis of Dual-Channel Supply-Chain Design1,815 cited
  • 2009Investor Inattention and Friday Earnings Announcements1,740 cited
  • 1998Are Nonfinancial Measures Leading Indicators of Financial Performance? An Analysis of Customer Satisfaction1,609 cited
  • 2009Driven to Distraction: Extraneous Events and Underreaction to Earnings News1,539 cited
  • 2008Economic Links and Predictable Returns1,411 cited
  • 1998Option Volume and Stock Prices: Evidence on Where Informed Traders Trade1,089 cited
  • 2002

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

Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data
865 cited
  • 2001The High‐Volume Return Premium860 cited
  • Cited by

    • 2022The benefits of transaction-level data: The case of NielsenIQ scanner data39 cited
    • 2022Digital Footprints as Collateral for Debt Collection16 cited
    • 2023Cost uniqueness and information uncertainty16 cited
    • 2024Exploring the Convergence of Cyber–Physical Space: Multidimensional Modeling of Overtourism Interactions4 cited