SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Analyst recommendations and mispricing across the globe
16 references·0 citing·32 second hop
Analyst recommendations and mispricing across the globe (2024)Analyst recommendations and mispricing ac…A five-factor asset pricing model (2014)A five-factor asset pricing m…Investor Sentiment and the Cross‐Section of Stock Returns (2006)Investor Sentiment and the Cr…Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations (2002)Culture's Consequences: Compa…The information content of stock markets: why do emerging markets have synchronous stock price movements? (2000)The information content of st…Law and Finance (1998)Law and FinanceInvestor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Industry costs of equity (1997)Industry costs of equityThe New Issues Puzzle (1995)The New Issues PuzzleThe Limits of Arbitrage (1995)The Limits of ArbitrageAutomatic Lag Selection in Covariance Matrix Estimation (1994)Automatic Lag Selection in Co…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Long-Run Performance of Initial Public Offerings (1991)The Long-Run Performance of I…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…Risk, Return, and Equilibrium: Empirical Tests (1973)Risk, Return, and Equilibrium…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Illiquidity and stock returns: cross-section and time-series effects (2002)Financial Ratios As Predictors of Failure (1966)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)The Behavior of Stock-Market Prices (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Continuous Auctions and Insider Trading (1985)Illusion and well-being: A social psychological perspective on mental health. (1988)A model of investor sentiment / (1997)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Upper Echelons Theory: An Update (2007)The weirdest people in the world? (2010)Dimensionalizing Cultures: The Hofstede Model in Context (2011)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Editor's Choice Digesting Anomalies: An Investment ApproachDigesting Anomalies: An Investment Approach (2012)Empirical Asset Pricing via Machine Learning (2020)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 2002Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations21,666 cited
  • 1998Law and Finance17,902 cited
  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2014A five-factor asset pricing model8,065 cited
  • 2006Investor Sentiment and the Cross‐Section of Stock Returns6,373 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
  • 1997Industry costs of equity5,793 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1991The Long-Run Performance of Initial Public Offerings3,719 cited
  • 1995The New Issues Puzzle3,550 cited
  • 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
  • 1994

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

Automatic Lag Selection in Covariance Matrix Estimation
3,242 cited

Cited by

No citing works inside the corpus for this window.