this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 2008In Search of Distress Risk2,232 cited
- 2005Short sales, institutional investors and the cross-section of stock returns1,186 cited
- 2018Choosing factors1,058 cited
- 2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle955 cited
- 2019A tug of war: Overnight versus intraday expected returns326 cited
- 2011Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open233 cited
- 2019Anomalies across the globe: Once public, no longer existent?226 cited
- 2016Market maturity and mispricing153 cited
- 2010On the predictability of Chinese stock returns153 cited
- 2018Asset Pricing: A Tale of Night and Day147 cited
- 2021The cross-section of intraday and overnight returns146 cited
- 2021Overnight returns, daytime reversals, and future stock returns98 cited
- 2012Is Momentum an Echo?91 cited
- 2018Oil Prices and Stock Market Anomalies55 cited
- 2019Overnight Momentum, Informational Shocks, and Late-Informed Trading in China51 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work