Harrison Hong : Citation Profile


Are you Harrison Hong?

21

H index

29

i10 index

4090

Citations

RESEARCH PRODUCTION:

17

Articles

38

Papers

1

Chapters

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 194
   Journals where Harrison Hong has often published
   Relations with other researchers
   Recent citing documents: 981.    Total self citations: 27 (0.66 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pho390
   Updated: 2020-05-16    RAS profile: 2016-05-13    
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Relations with other researchers


Works with:

Liskovich, Inessa (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Harrison Hong.

Is cited by:

Hirshleifer, David (40)

Xiong, Wei (31)

Stulz, René (28)

Weber, Martin (25)

Stein, Jeremy (22)

Teoh, Siew Hong (20)

Narayan, Paresh (19)

Hommes, Cars (19)

Renneboog, Luc (19)

Baker, Malcolm (18)

Marin, Jose (17)

Cites to:

Shleifer, Andrei (61)

Stein, Jeremy (51)

Summers, Lawrence (38)

French, Kenneth (34)

Fama, Eugene (30)

Waldmann, Robert (24)

Vishny, Robert (22)

Grossman, Sanford (21)

merton, robert (17)

DeLong, James (17)

Lamont, Owen (16)

Main data


Where Harrison Hong has published?


Journals with more than one article published# docs
Journal of Financial Economics9
Journal of Financial Markets2
Review of Financial Studies2

Working Papers Series with more than one paper published# docs
Scholarly Articles / Harvard University Department of Economics2

Recent works citing Harrison Hong (2018 and 2017)


YearTitle of citing document
2018Mutual Fund Selection for Realistically Short Samples. (2018). Christiansen, Charlotte ; Nielsen, Ole L ; Gronborg, Niels S. In: CREATES Research Papers. RePEc:aah:create:2018-36.

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2017The Social Cost of Near-Rational Investment. (2017). Hassan, Tarek ; Mertens, Thomas M. In: American Economic Review. RePEc:aea:aecrev:v:107:y:2017:i:4:p:1059-1103.

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2019Contractual Managerial Incentives with Stock Price Feedback. (2019). Sun, BO ; Liu, QI ; Lin, Tse-Chun. In: American Economic Review. RePEc:aea:aecrev:v:109:y:2019:i:7:p:2446-68.

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2018Hedging Positions, Basis, and Futures Risk Premium: A Disaggregated Data Analysis on US Wheat Markets. (2018). Grieb, Terrance ; Hoang, Nam. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273799.

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2018Is the Halloween Effect Present on the Markets for Agricultural Commodities?. (2018). Burakov, Dmitry ; Freidin, M. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:276110.

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2018A Journey Through the History of Commodity Derivatives Markets and the Political Economy of (De)Regulation. (2018). Algieri, Bernardina. In: Discussion Papers. RePEc:ags:ubzefd:281139.

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2017International Asset Allocations and Capital Flows: The Benchmark Effect. (2017). Williams, Tomas ; Schmukler, Sergio ; Raddatz, Claudio. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:141.

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2019The pricing of green bonds: are financial institutions special?. (2019). Rancan, Michela ; Fatica, Serena ; Panzica, Roberto. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:157.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2019Shorting in Speculative Markets. (2019). Scheinkman, Jose ; Nutz, Marcel. In: Papers. RePEc:arx:papers:1705.05882.

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2017Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock markets. (2017). Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:1707.05552.

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2017Black was right: Price is within a factor 2 of Value. (2017). Ronia, Sin K ; Seager, P ; Majewski, A ; Lemp, Y ; Ciliberti, S ; Bouchaud, J P. In: Papers. RePEc:arx:papers:1711.04717.

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2018What Makes An Asset Useful?. (2018). Hendricks, Dieter ; Samo, Yves-Laurent Kom . In: Papers. RePEc:arx:papers:1806.08444.

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2018Co-existence of Trend and Value in Financial Markets: Estimating an Extended Chiarella Model. (2018). Majewski, Adam ; Bouchaud, Jean-Philippe ; Ciliberti, Stefano. In: Papers. RePEc:arx:papers:1807.11751.

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2019Characteristic-Sorted Portfolios: Estimation and Inference. (2019). Crump, Richard ; Cattaneo, Matias ; Schaumburg, Ernst ; Farrell, Max H. In: Papers. RePEc:arx:papers:1809.03584.

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2018Using Stock Prices as Ground Truth in Sentiment Analysis to Generate Profitable Trading Signals. (2018). Cliff, Dave ; Birbeck, Ellie. In: Papers. RePEc:arx:papers:1811.02886.

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2018Multimodal deep learning for short-term stock volatility prediction. (2018). Manandhar, Suresh ; Sardelich, Marcelo. In: Papers. RePEc:arx:papers:1812.10479.

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2019Divestment may burst the carbon bubble if investors beliefs tip to anticipating strong future climate policy. (2019). Peterson, Sonja ; Heitzig, Jobst ; Donges, Jonathan F ; Ewers, Birte. In: Papers. RePEc:arx:papers:1902.07481.

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2019Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2019Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists. (2019). Baruník, Jozef ; Vecer, Jan ; Chen, Cathy Yi-Hsuan ; Barunik, Jozef. In: Papers. RePEc:arx:papers:1906.00059.

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2019Detailed study of a moving average trading rule. (2019). Yen, Ju-Yi ; Silva, Christian A ; Ferreira, Fernando F. In: Papers. RePEc:arx:papers:1907.00212.

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2019Nonlinear price dynamics of S&P 100 stocks. (2019). Desantis, Mark ; Caginalp, Gunduz. In: Papers. RePEc:arx:papers:1907.04422.

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2019Personal Finance Decisions with Untruthful Advisors: an Agent-Based Model. (2019). Vellucci, Pierluigi ; Naldi, Maurizio ; Mastroeni, Loretta. In: Papers. RePEc:arx:papers:1909.06759.

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2020Trading Strategies and Market Color: The Benefits of Friendship with Quantitative Analysts and Financial Engineers. (2019). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1910.02144.

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2019Weekly idiosyncratic risk metrics and idiosyncratic momentum: Evidence from the Chinese stock market. (2019). Zhou, Wei-Xing ; Shi, Huai-Long . In: Papers. RePEc:arx:papers:1910.13115.

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2020Refined model of the covariance/correlation matrix between securities. (2020). Valeyre, Sebastien. In: Papers. RePEc:arx:papers:2001.08911.

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2020Latent Bayesian Inference for Robust Earnings Estimates. (2020). Veloso, Manuela ; Reddy, Prashant ; Tillman, Robert E ; Nagpal, Chirag. In: Papers. RePEc:arx:papers:2004.06565.

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2018The Information Content of Analysts Net Asset Value Estimates: The Case of Real Estate Investment Trusts (REITs). (2018). Pukthuanthong, Kuntara ; French, Dan ; Chacon, Ryan. In: ERES. RePEc:arz:wpaper:eres2018_82.

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2018Do Institutional Investors Drive Corporate Social Responsibility? International Evidence. (2018). Wagner, Hannes ; Roth, Lukas ; Lins, Karl V ; Dyck, Alexander. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1873.

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2018Forecasting Commodity Futures Returns: An Economic Value Analysis of Macroeconomic vs. Specific Factors. (2018). Guidolin, Massimo ; Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1886.

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2019Stress Testing the Equity Home Bias: A Turnover Analysis of Eurozone Markets. (2019). Lazzari, Valter ; Geranio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19114.

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2018Does Individual Fund Shareholder Structure Matter? A Study of Exclusive Funds in Brazil. (2018). Chen, Hsiu-Lang ; Malaquias, Rodrigo F. In: Review of Economics & Finance. RePEc:bap:journl:180201.

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2019The Effects of Hedging and Speculation on Cash-Futures Basis: Results from U.S. Wheat Markets. (2019). Hoang, Nam ; Grieb, Terrance . In: Review of Economics & Finance. RePEc:bap:journl:190301.

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2017A Counterfactual Valuation of the Stock Index as a Predictor of Crashes. (2017). Roberts, Tom. In: Staff Working Papers. RePEc:bca:bocawp:17-38.

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2017On the Tail Risk Premium in the Oil Market. (2017). Ellwanger, Reinhard. In: Staff Working Papers. RePEc:bca:bocawp:17-46.

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2017Liquidity transformation and financial stability: evidence from the cash management of open-end Italian mutual funds. (2017). Guazzarotti, Giovanni ; Branzoli, Nicola. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1113_17.

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2019THE EFFECT OF TRADING VOLUMES ON STOCK RETURNS FOLLOWING LARGE PRICE MOVES. (2019). Kudryavtsev, Andrey. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:85-116.

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2017Investmentless Growth: An Empirical Investigation. (2017). PHILIPPON, Thomas ; Gutierrez, German. In: Brookings Papers on Economic Activity. RePEc:bin:bpeajo:v:48:y:2017:i:2017-02:p:89-190.

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2019Predictability in sovereign bond returns using technical trading rule: do developed and emerging markets differ?. (2019). Wu, Gabriel ; Fong, Tom. In: IFC Bulletins chapters. RePEc:bis:bisifc:50-20.

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2017Green bond finance and certification. (2017). Packer, Frank ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1709h.

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2017Does Integrated Reporting Matter to the Capital Market?. (2017). Zhou, Shan ; Green, Wendy ; Simnett, Roger. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:1:p:94-132.

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2017Analyst Firm Coverage and Forecast Accuracy: The Effect of Regulation Fair Disclosure. (2017). Dong, YI ; Liu, Ling ; Hu, Nan. In: Abacus. RePEc:bla:abacus:v:53:y:2017:i:4:p:450-484.

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2017The role of financial analysts in stock market efficiency with respect to annual earnings and its cash and accrual components. (2017). Hollie, Dana ; Cahan, Steven ; Zhao, Qiuhong ; Shane, Philip B. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:199-237.

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2017Australian momentum: performance, capacity and the GFC effect. (2017). Vanstone, Bruce J ; Hahn, Tobias ; Smith, Tom. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:261-287.

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2017Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set. (2017). Akhtar, Shumi ; Smith, Tom ; Jahromi, Maria. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:1:p:3-46.

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2017Media sentiment, institutional investors and probability of stock price crash: evidence from Chinese stock markets. (2017). Zhu, Yanjian ; Yu, Jing ; Zhang, Hua ; Wu, Zhaoying. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:5:p:1635-1670.

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2018International compliance with new Basel Accord principles for risk governance. (2018). Wright, Sue ; Magee, Shane ; Sheedy, Elizabeth . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:1:p:279-311.

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2018Corporate social responsibility and dividend policy. (2018). Cheung, Adrian ; Schwiebert, Jorg ; Hu, May. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:3:p:787-816.

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2018Stock price crash risk: review of the empirical literature. (2018). Habib, Ahsan ; Jiang, Haiyan ; Hasan, Mostafa Monzur. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:211-251.

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2018Dissecting stock price momentum using financial statement analysis. (2018). Ahmed, Anwer S ; Safdar, Irfan. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:3-43.

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2018Is advertising under‐resourced in a growth market? Intangible endogeneity and informed trading issues. (2018). Hodgson, Allan ; Ratiu, Raluca ; Lhaopadchan, Suntharee . In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:343-373.

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2019Evaluating fund capacity: issues and methods. (2019). O'Neill, Michael J ; Warren, Geoffrey J. In: Accounting and Finance. RePEc:bla:acctfi:v:59:y:2019:i:s1:p:773-800.

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2018Do Financial Markets Care about Corporate Social Responsibility Disclosure? Further Evidence from China. (2018). Xu, Shan ; Liu, Duchi. In: Australian Accounting Review. RePEc:bla:ausact:v:28:y:2018:i:1:p:79-103.

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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:70:y:2018:i:1:p:74-87.

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2018DO TERRORIST ATTACKS IMPACT EXCHANGE RATE BEHAVIOR? NEW INTERNATIONAL EVIDENCE. (2018). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Khademalomoom, Siroos. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:1:p:547-561.

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2018Exchange traded funds and asset return correlations. (2018). Da, Zhi ; Shive, Sophie. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:1:p:136-168.

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2018Monetary policy uncertainty, positions of traders and changes in commodity futures prices. (2018). Gospodinov, Nikolay ; Jamali, Ibrahim. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:2:p:239-260.

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2018Investor heterogeneity and trading. (2018). Knyazeva, Anzhela ; Kostovetsky, Leonard. In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:4:p:680-718.

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2018Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang . In: European Financial Management. RePEc:bla:eufman:v:24:y:2018:i:5:p:856-892.

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2019Sentiment, order imbalance, and co‐movement: An examination of shocks to retail and institutional trading activity. (2019). Savva, Christos S ; Lambertides, Neophytos ; Chelleysteeley, Patricia. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:116-159.

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2019The payback of mutual fund selectivity in European markets. (2019). Doukas, John A ; Dong, Feng. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:1:p:160-180.

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2019Does size matter in predicting hedge funds liquidation?. (2019). Gupta, Jairaj ; Gregoriou, Andros ; Becam, Adrien. In: European Financial Management. RePEc:bla:eufman:v:25:y:2019:i:2:p:271-309.

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2017Mutual Fund Liquidity Costs. (2017). Fulkerson, Jon A ; Riley, Timothy B. In: Financial Management. RePEc:bla:finmgt:v:46:y:2017:i:2:p:359-375.

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2018School Holidays and Stock Market Seasonality. (2018). Fang, Lily ; Shao, Yuping ; Lin, Chunmei. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:1:p:131-157.

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2018Mutual Fund Stock†Picking Skill: New Evidence from Valuation†versus Liquidity†Motivated Trading. (2018). Rohleder, Martin ; Wilkens, Marco ; Syryca, Janik ; Schulte, Dominik. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:2:p:309-347.

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2018The Only Fund in Town? Geographic Segmentation in the US Mutual Fund Industry. (2018). Ellis, Jesse A ; Underwood, Shane . In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:3:p:715-737.

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2018The Theory and Practice of Corporate Risk Management: Evidence from the Field. (2018). Harvey, Campbell ; Bodnar, Gordon ; Graham, John R ; Giambona, Erasmo. In: Financial Management. RePEc:bla:finmgt:v:47:y:2018:i:4:p:783-832.

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2019Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley . In: Financial Management. RePEc:bla:finmgt:v:48:y:2019:i:1:p:187-227.

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2017The Analysis of 52-Week High Investing Strategy Based on Herding Behavior. (2017). Yi, Chiao ; Kuo, Wen-Hsiu ; Chen, Hsiang-Lan. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:77-106.

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2017Timing the Market with a Combination of Moving Averages. (2017). Glabadanidis, Paskalis. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:353-394.

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2017Environmental, Social, and Governance (ESG) Profiles, Stock Returns, and Financial Policy: Australian Evidence. (2017). Limkriangkrai, Manapon ; Durand, Robert B ; Koh, Szekee . In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:3:p:461-471.

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2018Public News Arrival and Cross‐Asset Correlation Breakdown. (2018). Yu, Jing ; Liu, WaiMan ; Ho, KinYip . In: International Review of Finance. RePEc:bla:irvfin:v:18:y:2018:i:3:p:411-451.

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2019FIRM SIZE AND STOCK RETURNS: A QUANTITATIVE SURVEY. (2019). Novak, Jiri ; Havranek, Tomas ; Astakhov, Anton . In: Journal of Economic Surveys. RePEc:bla:jecsur:v:33:y:2019:i:5:p:1463-1492.

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2017THE VALUE IN FUNDAMENTAL ACCOUNTING INFORMATION. (2017). Turtle, H J ; Wang, Kainan. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:1:p:113-140.

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2017IMPORTANCE OF THE FUND MANAGEMENT COMPANY IN THE PERFORMANCE OF SOCIALLY RESPONSIBLE MUTUAL FUNDS. (2017). Clark, Ephraim ; Deshmukh, Nitin ; Belghitar, Yacine. In: Journal of Financial Research. RePEc:bla:jfnres:v:40:y:2017:i:3:p:349-367.

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2018Information Transmission across European Equity Markets During Crisis Periods. (2018). Chen, Jing ; Buckle, Mike ; McMillan, David G. In: Manchester School. RePEc:bla:manchs:v:86:y:2018:i:6:p:770-788.

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2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Shi, Shuping ; Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

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2017Foreshadowing as Impression Management: Illuminating the Path for Security Analysts. (2017). Busenbark, John R ; Certo, Trevis S ; Lange, Donald . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:12:p:2486-2507.

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2017Corporate sexual equality and firm performance. (2017). Fu, Shihe ; Zheng, LU ; Shan, Liwei . In: Strategic Management Journal. RePEc:bla:stratm:v:38:y:2017:i:9:p:1812-1826.

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2018Winning us with trifles: Adverse selection in the use of philanthropy as insurance. (2018). Luo, Jiao ; Seo, Haram ; Kaul, Aseem. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:10:p:2591-2617.

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2018Pro bono as a human capital learning and screening mechanism: Evidence from law firms. (2018). Burbano, Vanessa C ; Snyder, Jason ; Mamer, John . In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:11:p:2899-2920.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:001.

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2017Does social capital matter in corporate decisions? Evidence from corporate tax avoidance. (2017). Zhang, Hao ; HASAN, IFTEKHAR ; Wu, Qiang ; Hoi, Chun-Keung. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_021.

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2018Asymmetric information and the distribution of trading volume. (2018). Lof, Matthijs ; van Bommel, Jos. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_001.

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2018Private Information and Analyst Coverage: Evidence from Firm Survey Data. (2018). Sugo, Tomohiro ; Nakazono, Yoshiyuki ; Koga, Maiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e17.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2017Distrust in Experts and the Origins of Disagreement. (2017). Hsiaw, Alice ; Cheng, Ing-Haw. In: Working Papers. RePEc:brd:wpaper:110r2.

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2018Trust in Signals and the Origins of Disagreement. (2018). Hsiaw, Alice ; Cheng, Ing-Haw. In: Working Papers. RePEc:brd:wpaper:110r4.

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2018The Impact of Heterogeneous Signals on Stock Price Predictability in a Rational Expectations Model. (2018). Winter, Christoph. In: Working papers. RePEc:bsl:wpaper:2018/21.

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2018The Impact of Heterogeneous Signals on Stock Price Predictability in a Strategic Trade Model. (2018). Winter, Christoph. In: Working papers. RePEc:bsl:wpaper:2018/22.

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2019Do Corporate Governance Ratings Change Investor Expectations? Evidence from Announcements by Institutional Shareholder Services. (2019). Nerino, Marco ; Guest, Paul M. In: Working Papers. RePEc:cbr:cbrwps:wp515.

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2017Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/13.

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2017Cross-Sectional and Time-Series Momentum Returns and Market Dynamics: Are Islamic Stocks Different?. (2017). Nartea, Gilbert ; Cheema, Muhammad. In: Working Papers in Economics. RePEc:cbt:econwp:17/14.

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2018Mutual Fund Flows and Seasonalities in Stock Returns. (2018). Margaritis, Dimitris ; Lee, John Byong-Tek ; Wagner, Moritz. In: Working Papers in Economics. RePEc:cbt:econwp:18/17.

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2019Does Index Arbitrage Distort the Market Reaction to Shocks?. (2019). Anatolyev, Stanislav ; Selezneva, Veronika. In: CERGE-EI Working Papers. RePEc:cer:papers:wp651.

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2017Monetary Momentum. (2017). Weber, Michael ; Neuhierl, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6648.

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2018Revealing Downturns. (2018). Zhuk, Sergey ; Schmalz, Martin. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6879.

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2018Corporate Social Responsibility and Tax Avoidance. (2018). Goerke, Laszlo. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7297.

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2018Salience and Skewness Preferences. (2018). Dertwinkel-Kalt, Markus ; Koster, Mats. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7416.

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2019Local Norms Describing the Role of the State and the Private Provision of Training. (2019). Wolter, Stefan ; Schweri, Jürg ; Kuhn, Andreas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7519.

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More than 100 citations found, this list is not complete...

Works by Harrison Hong:


YearTitleTypeCited
2004Does Fund Size Erode Mutual Fund Performance? The Role of Liquidity and Organization In: American Economic Review.
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2007Disagreement and the Stock Market In: Journal of Economic Perspectives.
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2007Disagreement and the Stock Market.(2007) In: Scholarly Articles.
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2002Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability In: University of California at Los Angeles, Anderson Graduate School of Management.
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2000Strategic Trading And Learning About Liquidity In: CEPR Discussion Papers.
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2000Strategic Trading and Learning about Liquidity.(2000) In: Econometric Society World Congress 2000 Contributed Papers.
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2002Strategic trading and learning about liquidity.(2002) In: Journal of Financial Markets.
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2000Strategic Trading and Learning About Liquidity.(2000) In: FMG Discussion Papers.
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2001Strategic Trading and Learning about Liquidity.(2001) In: Discussion Papers in Economics.
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2009Gone fishin: Seasonality in trading activity and asset prices In: Journal of Financial Markets.
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article47
2012Do arbitrageurs amplify economic shocks? In: Journal of Financial Economics.
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2012What does futures market interest tell us about the macroeconomy and asset prices? In: Journal of Financial Economics.
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article137
2011What Does Futures Market Interest Tell Us about the Macroeconomy and Asset Prices?.(2011) In: NBER Working Papers.
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2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices In: Journal of Financial Economics.
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article230
2000Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices.(2000) In: NBER Working Papers.
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2002Breadth of ownership and stock returns In: Journal of Financial Economics.
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article274
2001Breadth of Ownership and Stock Returns.(2001) In: NBER Working Papers.
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2007Do industries lead stock markets? In: Journal of Financial Economics.
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article160
2008Firms as buyers of last resort In: Journal of Financial Economics.
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article15
2008Advisors and asset prices: A model of the origins of bubbles In: Journal of Financial Economics.
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article36
2007Advisors and Asset Prices: A Model of the Origins of Bubbles.(2007) In: NBER Working Papers.
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2008The only game in town: Stock-price consequences of local bias In: Journal of Financial Economics.
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article51
2005The Only Game in Town: Stock-Price Consequences of Local Bias.(2005) In: Harvard Institute of Economic Research Working Papers.
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2008The Only Game in Town: Stock-Price Consequences of Local Bias.(2008) In: Scholarly Articles.
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2005The Only Game in Town: Stock-Price Consequences of Local Bias.(2005) In: NBER Working Papers.
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2009The price of sin: The effects of social norms on markets In: Journal of Financial Economics.
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article324
2005Talking up liquidity: insider trading and investor relations In: Journal of Financial Intermediation.
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article14
2003Thy Neighbors Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers In: Harvard Institute of Economic Research Working Papers.
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paper20
2003The Neighbors Portfolio: Word-of-Mouth Effects in the Holdings and Trade of Money Managers.(2003) In: NBER Working Papers.
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2003Simple Forecasts and Paradigm Shifts In: Harvard Institute of Economic Research Working Papers.
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paper51
2003Simple Forecasts and Paradigm Shifts.(2003) In: NBER Working Papers.
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2010Yesterdays Heroes: Compensation and Creative Risk-Taking In: NBER Chapters.
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chapter70
2010Yesterdays Heroes: Compensation and Creative Risk-Taking.(2010) In: NBER Working Papers.
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2005Asset Float and Speculative Bubbles In: NBER Working Papers.
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2008Do Hedge Funds Profit From Mutual-Fund Distress? In: NBER Working Papers.
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paper25
2012Financial Constraints on Corporate Goodness In: NBER Working Papers.
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paper43
2012Quiet Bubbles In: NBER Working Papers.
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paper7
2012Speculative Betas In: NBER Working Papers.
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paper8
2013Regression Discontinuity and the Price Effects of Stock Market Indexing In: NBER Working Papers.
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paper46
2013Do Managers Do Good with Other Peoples Money? In: NBER Working Papers.
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paper9
2014When Real Estate is the Only Game in Town In: NBER Working Papers.
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paper5
2015Hoard Behavior and Commodity Bubbles In: NBER Working Papers.
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paper0
2015Days to Cover and Stock Returns In: NBER Working Papers.
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paper3
2015Crime, Punishment and the Halo Effect of Corporate Social Responsibility In: NBER Working Papers.
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paper19
2016Climate Risks and Market Efficiency In: NBER Working Papers.
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paper10
2017Location Choice, Portfolio Choice In: NBER Working Papers.
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paper1
2017Assignment of Stock Market Coverage In: NBER Working Papers.
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paper0
2018Riding the Credit Boom In: NBER Working Papers.
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paper2
2018Selection versus Talent Effects on Firm Value In: NBER Working Papers.
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paper0
1997A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets In: NBER Working Papers.
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paper844
1998Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies In: NBER Working Papers.
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paper503
1999Differences of Opinion, Rational Arbitrage and Market Crashes In: NBER Working Papers.
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paper8
2001Social Interaction and Stock-Market Participation In: NBER Working Papers.
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paper76
2002Discussion of Momentum and Autocorrelation in Stock Returns In: Review of Financial Studies.
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article10
2003Differences of Opinion, Short-Sales Constraints, and Market Crashes In: Review of Financial Studies.
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2000Security Analysts Career Concerns and Herding of Earnings Forecasts In: RAND Journal of Economics.
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article191

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