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Exchange-Traded Funds
16 references·16 citing·48 second hopsampled
Exchange-Traded Funds (2017)Exchange-Traded FundsPassive investors, not passive owners (2016)Passive investors, not passiv…A Model of Financialization of Commodities (2016)A Model of Financialization o…The effect of institutional ownership on firm transparency and information production (2015)The effect of institutional o…Evaporating Liquidity (2012)Evaporating LiquidityHedge Fund Stock Trading in the Financial Crisis of 2007-2009 (2011)Hedge Fund Stock Trading in t…Presidential Address: The Cost of Active Investing (2008)Presidential Address: The Cos…Dumb money: Mutual fund flows and the cross-section of stock returns (2008)Dumb money: Mutual fund flows…Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market (2007)Short‐Sales Constraints and P…Asset Fire Sales (and Purchases) in Equity Markets (2005)Asset Fire Sales (and Purchas…Mutual Fund Flows and Performance in Rational Markets (2004)Mutual Fund Flows and Perform…Does Arbitrage Flatten Demand Curves for Stocks? (2002)Does Arbitrage Flatten Demand…Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Trading Is Hazardous to Your …Costly Arbitrage: Evidence from Closed-End Funds (1996)Costly Arbitrage: Evidence fr…The Limits of Arbitrage (1995)The Limits of ArbitrageInvestor Sentiment and the Closed‐End Fund Puzzle (1991)Investor Sentiment and the Cl…Do Demand Curves for Stocks Slope Down? (1986)Do Demand Curves for Stocks S…Speculation Sentiment (2022)Speculation SentimentExchange-Traded Funds and Real Investment (2022)Exchange-Traded Funds and Rea…Competition for Attention in the ETF Space (2022)Competition for Attention in …Asset Management Contracts and Equilibrium Prices (2022)Asset Management Contracts an…The Granular Nature of Large Institutional Investors (2021)The Granular Nature of Large …Non-bank financial intermediaries and financial stability (2021)Non-bank financial intermedia…Investor attention, ETF returns, and country-specific factors (2021)Investor attention, ETF retur…Green Sentiment, Stock Returns, and Corporate Behavior (2021)Green Sentiment, Stock Return…Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs (2021)Frequency spillovers, connect…Liquidity risk and exchange-traded fund returns, variances, and tracking errors (2020)Liquidity risk and exchange-t…Institutional common ownership and firm value: Evidence from real estate investment trusts (2020)Institutional common ownershi…Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns? (2019)Do natural disasters and geop…New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies (2018)New technologies and diffusio…Exchange-Traded Funds 101 for Economists (2018)Exchange-Traded Funds 101 for…The Sound of Many Funds Rebalancing (2016)The Sound of Many Funds Rebal…Short Selling ETFs (2016)Short Selling ETFsRisk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Flow-Based Explanation for Return Predictability (2012)How Wise Are Crowds? Insights from Retail Orders and Stock Returns (2013)Money Doctors (2014)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The market for corporate control (1983)Noise (1986)The determinants of cross-border equity flows (2004)An Engine, Not a Camera (2006)The cost of capital, corporation finance and the theory of investment (2008)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Stock price synchronicity, crash risk, and institutional investors (2013)The Behavior of Individual Investors (2013)It Depends on Where You Search: Institutional Investor Attention and Underreaction to News (2017)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)Costly Search and Mutual Fund Flows (1998)How Active Is Your Fund Manager? A New Measure That Predicts Performance (2009)Luck versus Skill in the Cross‐Section of Mutual Fund Returns (2010)Separation of Ownership and Control (1983)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Anticompetitive Effects of Common Ownership (2018)Institutional shareholders and corporate social responsibility (2019)Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)ESG performance and firm value: The moderating role of disclosure (2017)Economic Forces and the Stock Market (1986)Dividend yields and expected stock returns (1988)Noise Trader Risk in Financial Markets (1990)The Equity Share in New Issues and Aggregate Stock Returns (2000)Sports Sentiment and Stock Returns (2007)Individual Investor Trading and Stock Returns (2008)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Fire Sales in Finance and Macroeconomics (2011)Investor Psychology and Asset Pricing (2001)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1995The Limits of Arbitrage5,282 cited
  • 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
  • 2004Mutual Fund Flows and Performance in Rational Markets2,082 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 1986Do Demand Curves for Stocks Slope Down?1,524 cited
  • 1991Investor Sentiment and the Closed‐End Fund Puzzle1,284 cited
  • 2015The effect of institutional ownership on firm transparency and information production1,008 cited
  • 2016Passive investors, not passive owners975 cited
  • 2008Dumb money: Mutual fund flows and the cross-section of stock returns881 cited
  • 2008Presidential Address: The Cost of Active Investing862 cited
  • 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
  • 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
  • 2016A Model of Financialization of Commodities594 cited
  • 2012Evaporating Liquidity525 cited
  • 2007Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market484 cited
  • 2011Hedge Fund Stock Trading in the Financial Crisis of 2007-2009

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447 cited

Cited by

  • 2018Exchange-Traded Funds 101 for Economists178 cited
  • 2021The Granular Nature of Large Institutional Investors157 cited
  • 2022Competition for Attention in the ETF Space127 cited
  • 2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs112 cited
  • 2022Asset Management Contracts and Equilibrium Prices69 cited
  • 2022Exchange-Traded Funds and Real Investment66 cited
  • 2021Non-bank financial intermediaries and financial stability62 cited
  • 2020Liquidity risk and exchange-traded fund returns, variances, and tracking errors60 cited
  • 2019Do natural disasters and geopolitical risks matter for cross-border country exchange-traded fund returns?59 cited
  • 2020Institutional common ownership and firm value: Evidence from real estate investment trusts43 cited
  • 2021Green Sentiment, Stock Returns, and Corporate Behavior41 cited
  • 2016The Sound of Many Funds Rebalancing40 cited
  • 2016Short Selling ETFs40 cited
  • 2022Speculation Sentiment32 cited
  • 2018New technologies and diffusion of innovative financial products: Evidence on exchange-traded funds in selected emerging and developed economies30 cited
  • 2021Investor attention, ETF returns, and country-specific factors28 cited