15
H index
16
i10 index
1034
Citations
University of Rochester | 15 H index 16 i10 index 1034 Citations RESEARCH PRODUCTION: 18 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ron Kaniel. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Financial Economics | 6 |
Review of Financial Studies | 4 |
Journal of Finance | 3 |
Year | Title of citing document | |
---|---|---|
2021 | Spillovers of Senior Mutual Fund Managers’ Capital Raising Ability. (2021). Xu, Yue. In: CREATES Research Papers. RePEc:aah:create:2022-03. Full description at Econpapers || Download paper | |
2022 | Carrot and Stick: A Role for Benchmark-Adjusted Compensation in Active Fund Management. (2022). Zapatero, Fernando ; Sotes-Paladino, Juan. In: Working Papers. RePEc:aoz:wpaper:133. Full description at Econpapers || Download paper | |
2020 | Competition in Fund Management and Forward Relative Performance Criteria. (2020). Anthropelos, Michail ; Geng, Tianran ; Zariphopoulou, Thaleia. In: Papers. RePEc:arx:papers:2011.00838. Full description at Econpapers || Download paper | |
2020 | Implicit Incentives for Fund Managers with Partial Information. (2020). Colaneri, Katia ; Angelini, Flavio ; Nicolosi, Marco ; Herzel, Stefano. In: Papers. RePEc:arx:papers:2011.07871. Full description at Econpapers || Download paper | |
2021 | When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1342_21. Full description at Econpapers || Download paper | |
2020 | Are individual investors liquidity providers around earnings announcements? Evidence from an emerging market. (2020). Lin, William T ; Chen, Zhijuan ; Wang, Kent ; Ma, Changfeng. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:4:p:3447-3475. Full description at Econpapers || Download paper | |
2020 | The type of corporate announcements and its implication on trading behaviour. (2020). Zheng, Liyi . In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:s1:p:629-659. Full description at Econpapers || Download paper | |
2021 | Order imbalance and stock returns: New evidence from the Chinese stock market. (2021). Zhou, Weixing ; Jiang, George J ; Zhang, Ting. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:2809-2836. Full description at Econpapers || Download paper | |
2021 | Media attention to locations and the cross?section of stock returns. (2021). Zhang, Xueyong ; Tang, Guomei. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2301-2336. Full description at Econpapers || Download paper | |
2020 | Ownership ties, conflict of interest, and the tone of news. (2020). Bajo, Emanuele ; Raimondo, Carlo ; Bigelli, Marco. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:560-578. Full description at Econpapers || Download paper | |
2020 | Glamour among value: P/E ratios and value investor attention. (2020). Moore, Jordan. In: Financial Management. RePEc:bla:finmgt:v:49:y:2020:i:3:p:673-706. Full description at Econpapers || Download paper | |
2021 | Learning and predictability via technical analysis: Evidence from bitcoin and stocks with hard?to?value fundamentals. (2021). Strauss, Jack ; Liu, Hong ; Detzel, Andrew ; Zhu, Yingzi ; Zhou, Guofu. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:107-137. Full description at Econpapers || Download paper | |
2021 | Advertising, investor attention, and stock prices: Evidence from a natural experiment. (2021). Mayer, Erik J. In: Financial Management. RePEc:bla:finmgt:v:50:y:2021:i:1:p:281-314. Full description at Econpapers || Download paper | |
2021 | Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299. Full description at Econpapers || Download paper | |
2021 | When two anomalies meet: Volume and timing effects on earnings announcements. (2021). Cheung, Adrian (Wai Kong) ; Hu, Wei ; Wong, Mark. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:355-380. Full description at Econpapers || Download paper | |
2022 | The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Winchester, Donald W ; Parwada, Jerry T ; Dai, Lili ; Zhang, Bohui. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:45-67. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626. Full description at Econpapers || Download paper | |
2021 | Rights issues: Retail shareholders and their participation decisions. (2021). Brown, Christine ; Au Yong, Hue Hwa ; Ho, Choy Yeing ; Shekhar, Chander. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:917-944. Full description at Econpapers || Download paper | |
2021 | Cross?firm return predictability and accounting quality. (2021). Kogan, Leonid ; Khan, Mozaffar ; Chen, Wen ; Serafeim, George. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:48:y:2021:i:1-2:p:70-101. Full description at Econpapers || Download paper | |
2022 | The value of tunneling: Evidence from master limited partnership formations. (2022). Mandell, Aaron J. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:49:y:2022:i:1-2:p:355-380. Full description at Econpapers || Download paper | |
2020 | Measuring Innovation and Product Differentiation: Evidence from Mutual Funds. (2020). Warner, Jerold B ; Kostovetsky, Leonard. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:2:p:779-823. Full description at Econpapers || Download paper | |
2020 | What Matters to Individual Investors? Evidence from the Horses Mouth. (2020). Choi, James ; Robertson, Adriana Z. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:4:p:1965-2020. Full description at Econpapers || Download paper | |
2020 | The Mismatch Between Mutual Fund Scale and Skill. (2020). Song, Yang. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2555-2589. Full description at Econpapers || Download paper | |
2021 | The Misguided Beliefs of Financial Advisors. (2021). Melzer, Brian ; Previtero, Alessandro ; Linnainmaa, Juhani T. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:587-621. Full description at Econpapers || Download paper | |
2021 | The Perception of Dependence, Investment Decisions, and Stock Prices. (2021). Weber, Martin ; Ungeheuer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:2:p:797-844. Full description at Econpapers || Download paper | |
2021 | Dont Take Their Word for It: The Misclassification of Bond Mutual Funds. (2021). Gurun, Umit G ; Cohen, Lauren ; Chen, Huaizhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1699-1730. Full description at Econpapers || Download paper | |
2021 | A Theory of Zombie Lending. (2021). Varas, Felipe ; Hu, Yunzhi. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1813-1867. Full description at Econpapers || Download paper | |
2021 | Tracking Retail Investor Activity. (2021). Zhang, Xiaoyan ; Jones, Charles M ; Boehmer, Ekkehart. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2249-2305. Full description at Econpapers || Download paper | |
2022 | Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:1:p:5-16. Full description at Econpapers || Download paper | |
2021 | Short?Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs. (2021). Sautner, Zacharias ; Pareek, Ankur ; Cremers, Martijn. In: Journal of Accounting Research. RePEc:bla:joares:v:59:y:2021:i:3:p:911-958. Full description at Econpapers || Download paper | |
2022 | How is Earnings News Transmitted to Stock Prices?. (2022). Martineau, Charles ; Gregoire, Vincent. In: Journal of Accounting Research. RePEc:bla:joares:v:60:y:2022:i:1:p:261-297. Full description at Econpapers || Download paper | |
2021 | Penalty method for portfolio selection with capital gains tax. (2021). Dai, Min ; Chen, Xinfu ; Bian, Baojun ; Qian, Shuaijie. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:3:p:1013-1055. Full description at Econpapers || Download paper | |
2022 | Optimal fund menus. (2022). Hugonnier, Julien ; Cvitani, Jaka. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:2:p:455-516. Full description at Econpapers || Download paper | |
2022 | Efecto de la incertidumbre en las organizaciones del mercado accionario: una herramienta para la toma de decisiones y la inteligencia organizacional. (2022). Gonzales-Campo, Carlos Hernan ; Candelo-Viafara, Juan Manuel. In: Estudios Gerenciales. RePEc:col:000129:020062. Full description at Econpapers || Download paper | |
2020 | Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502. Full description at Econpapers || Download paper | |
2021 | Managerial optimism and corporate investment behavior. (2021). Inoue, Kotaro ; Ikeda, Naoshi ; Sugitani, Shoji. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000368. Full description at Econpapers || Download paper | |
2021 | Retail investor risk-seeking, attention, and the January effect. (2021). Schmidt, Adam ; Chen, Zhongdong ; Wang, Jinai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000551. Full description at Econpapers || Download paper | |
2021 | How do firms attract the attention of individual investors? Shareholder perks and financial visibility. (2021). Ito, Akitoshi ; Miyagawa, Hisao ; Nose, Yoshiaki. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000642. Full description at Econpapers || Download paper | |
2021 | Individual investors’ trading behavior in Moscow Exchange and the COVID-19 crisis. (2021). Ulku, Numan ; Djalilov, Abdulaziz. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000939. Full description at Econpapers || Download paper | |
2021 | Intraday time-series momentum and investor trading behavior. (2021). Roberts, Helen ; Kuruppuarachchi, Duminda ; Zhao, Jing ; Onishchenko, Olena. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021001015. Full description at Econpapers || Download paper | |
2020 | Invisible hand and helping hand: Private placement of public equity in China. (2020). He, Hua ; Gu, Ming ; Dong, Gang Nathan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:61:y:2020:i:c:s0929119918301640. Full description at Econpapers || Download paper | |
2021 | Natural disasters and analysts earnings forecasts. (2021). Lin, Zhiyang ; Kong, Dongmin ; Xiang, Junyi ; Wang, Yanan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920303047. Full description at Econpapers || Download paper | |
2021 | Money chasing hot industries? Investor attention and valuation of venture capital backed firms. (2021). Zhang, Xueyong ; Que, Jiangjing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:68:y:2021:i:c:s0929119921000705. Full description at Econpapers || Download paper | |
2020 | Security design with status concerns. (2020). Subrahmanyam, Marti ; Shapiro, Alex ; Makarov, Dmitry ; Basak, Suleyman. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:118:y:2020:i:c:s0165188920301445. Full description at Econpapers || Download paper | |
2021 | An analysis of impact of cancellation activity on market quality: Evidence from China. (2021). Zhang, Xiaotao ; Chu, Gang. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001498. Full description at Econpapers || Download paper | |
2021 | Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522. Full description at Econpapers || Download paper | |
2022 | Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors. (2022). Yang, Jun ; Bian, Yun ; Xu, SI ; Sheng, Jiliang. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003059. Full description at Econpapers || Download paper | |
2020 | Limited attention, salience of information and stock market activity. (2020). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108. Full description at Econpapers || Download paper | |
2020 | The rise of passive investing and index-linked comovement. (2020). Gregoire, Vincent. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819302992. Full description at Econpapers || Download paper | |
2020 | Stock volatility and trading. (2020). Kaprielyan, Margarita ; Agapova, Anna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s106294082030139x. Full description at Econpapers || Download paper | |
2020 | Retail investors’ trading and stock market liquidity. (2020). Abudy, Menachem Meni. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301741. Full description at Econpapers || Download paper | |
2021 | Multi-asset pair-trading strategy: A statistical learning approach. (2021). Chen, Cathy W. S. ; Syu, Fong-Yi ; Lin, Tsai-Yu . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301856. Full description at Econpapers || Download paper | |
2020 | Does having a semimandatory dividend policy enhance investor confidence? Research on dividend-financing behavior. (2020). Hu, Jianxiong ; Zhang, Lei ; Yao, Wenyun. In: Economic Systems. RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518304461. Full description at Econpapers || Download paper | |
2020 | Delegation of investment decisions, and optimal remuneration of agents. (2020). Weibull, Jörgen ; Lindbeck, Assar. In: European Economic Review. RePEc:eee:eecrev:v:129:y:2020:i:c:s0014292120301896. Full description at Econpapers || Download paper | |
2020 | More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Goh, Kim-Leng ; Lim, Kian-Ping ; Chia, Yee-Ee. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014118305016. Full description at Econpapers || Download paper | |
2020 | In search for good news: The relationship between accounting information, bounded rationality and hard-to-value stocks. (2020). Lima, Fabiano Guasti ; Lemes, Sirlei ; Figlioli, Bruno. In: Emerging Markets Review. RePEc:eee:ememar:v:44:y:2020:i:c:s1566014120302429. Full description at Econpapers || Download paper | |
2020 | Retail investor attention and herding behavior. (2020). Wang, Ming-Chun ; Chan, Chia-Ying ; Hsieh, Shu-Fan . In: Journal of Empirical Finance. RePEc:eee:empfin:v:59:y:2020:i:c:p:109-132. Full description at Econpapers || Download paper | |
2021 | Value and momentum from investors’ perspective: Evidence from professionals’ risk-ratings. (2021). Sextroh, Christoph J ; Merkle, Christoph. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:159-178. Full description at Econpapers || Download paper | |
2021 | Whose money is smart? Individual and institutional investors’ trades based on analyst recommendations. (2021). Lin, Chen ; Tan, Weiqiang ; Liu, Shasha ; Kong, Dongmin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:62:y:2021:i:c:p:234-251. Full description at Econpapers || Download paper | |
2021 | Do leveraged warrants prompt individuals to speculate on stock price reversals?. (2021). Farkas, Miklos ; Varadi, Kata. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:164-176. Full description at Econpapers || Download paper | |
2021 | Gender and herding. (2021). Guo, Jie Michael ; Liu, Yaodong ; Tang, KE ; Zheng, Zhigang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:379-400. Full description at Econpapers || Download paper | |
2021 | The price discovery role of day traders in futures market: Evidence from different types of day traders. (2021). Tsai, Shih-Chuan ; Fung, Scott. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:53-77. Full description at Econpapers || Download paper | |
2022 | Asymmetric effects of the limit order book on price dynamics. (2022). Dionne, Georges ; Zhou, Xiaozhou ; Cenesizoglu, Tolga. In: Journal of Empirical Finance. RePEc:eee:empfin:v:65:y:2022:i:c:p:77-98. Full description at Econpapers || Download paper | |
2020 | Do corporations learn from mispricing? Evidence from takeovers and corporate performance. (2020). Barbopoulos, Leonidas G ; Adra, Samer. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521917300972. Full description at Econpapers || Download paper | |
2021 | VIX and liquidity premium. (2021). Honarvar, Iman ; Bams, Dennis. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302945. Full description at Econpapers || Download paper | |
2021 | Retail investor attention and firms idiosyncratic risk: Evidence from China. (2021). Xiong, Xiong ; Hao, Jing. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000181. Full description at Econpapers || Download paper | |
2021 | Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market. (2021). Kallinterakis, Vasileios ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000703. Full description at Econpapers || Download paper | |
2021 | Meeting new peers: The effects of Morningstar category reassignment on fund flows and star ratings. (2021). Mavruk, Taylan ; Holmen, Martin ; Fang, Dawei. In: International Review of Financial Analysis. RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001757. Full description at Econpapers || Download paper | |
2021 | Value at risk, mispricing and expected returns. (2021). Ma, Yao ; Yang, Baochen. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002283. Full description at Econpapers || Download paper | |
2021 | Trading volume and stock returns: A meta-analysis. (2021). Bajzik, Josef. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002489. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty exposure and stock price bubbles: Evidence from China. (2021). Wu, Ji ; He, Feng ; Cui, Xin ; Wang, Chunfeng ; Cheng, Feiyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002817. Full description at Econpapers || Download paper | |
2022 | The cost of overconfidence in public information. (2022). Noh, Sanha ; Cho, Youngha ; Hwang, Soosung. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003070. Full description at Econpapers || Download paper | |
2020 | Do individual traders undermine firm valuation?. (2020). Chung, Chune Young ; Choi, Joung Hwa ; Sub, Paul Moon. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319308463. Full description at Econpapers || Download paper | |
2021 | Stock name length and high visibility premium. (2021). Yu, Bin ; Shen, Yifan ; Jin, Xuejun. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304992. Full description at Econpapers || Download paper | |
2021 | Information content of order imbalance in an order-driven market: Indian Evidence. (2021). Dixit, Alok ; Tripathi, Abhinava ; Vipul, . In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316779. Full description at Econpapers || Download paper | |
2021 | A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317098. Full description at Econpapers || Download paper | |
2021 | How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality. (2021). Velthuis, Raisa ; Sedunov, John ; Pagano, Michael S. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000271. Full description at Econpapers || Download paper | |
2021 | Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355. Full description at Econpapers || Download paper | |
2021 | Noise traders incarnate: Describing a realistic noise trading process. (2021). Schmidt, Daniel ; Peress, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300872. Full description at Econpapers || Download paper | |
2020 | Dividend policy and corporate investment under information shocks. (2020). Harakeh, Mostafa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:65:y:2020:i:c:s1042443120300688. Full description at Econpapers || Download paper | |
2021 | Do climate risks matter for green investment?. (2021). Visaltanachoti, Nuttawat ; Young, Martin ; Nguyen, Nhut H ; Marshall, Ben R. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001505. Full description at Econpapers || Download paper | |
2022 | The effect of abnormal institutional attention on bank loans. (2022). , Robin ; Lin, Chih-Yung ; Bui, Dien Giau ; Huang, Yin-Siang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001669. Full description at Econpapers || Download paper | |
2020 | Disclosure processing costs, investors’ information choice, and equity market outcomes: A review. (2020). Marinovic, Ivan ; Dehaan, ED ; Blankespoor, Elizabeth. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:70:y:2020:i:2:s016541012030046x. Full description at Econpapers || Download paper | |
2021 | Obfuscation in mutual funds. (2021). Zhu, Christina ; Xie, Chloe ; Song, Yang ; Dehaan, ED. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:72:y:2021:i:2:s0165410121000446. Full description at Econpapers || Download paper | |
2020 | Determinants of household broker choices and their impacts on performance. (2020). Westerholm, Joakim ; Leung, Henry ; Krug, Juliane D ; Fong, Kingsley. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426619301402. Full description at Econpapers || Download paper | |
2020 | The role of psychological barriers in lottery-related anomalies. (2020). Kim, Da-Hea ; Goh, Jihoon ; Byun, Suk-Joon . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300546. Full description at Econpapers || Download paper | |
2020 | Informational role of social media: Evidence from Twitter sentiment. (2020). Kurov, Alexander ; Gu, Chen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:121:y:2020:i:c:s0378426620302314. Full description at Econpapers || Download paper | |
2021 | Internet search, fund flows, and fund performance. (2021). Lai, Christine W ; Chen, Hsuan-Chi. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001254. Full description at Econpapers || Download paper | |
2021 | The evolution of price discovery in an electronic market. (2021). Hjalmarsson, Erik ; Zikes, Filip ; Chaboud, Alain . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:130:y:2021:i:c:s0378426621001308. Full description at Econpapers || Download paper | |
2022 | Negative externalities of mutual fund instability: Evidence from leveraged loan funds. (2022). Mahlmann, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100279x. Full description at Econpapers || Download paper | |
2022 | The exclamation mark of Cain: Risk salience and mutual fund flows. (2022). Wiener, Zvi ; Steinberg, Nadav ; Mugerman, Yevgeny. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621002831. Full description at Econpapers || Download paper | |
2022 | Executives’ Blaming external factors and market reactions: Evidence from earnings conference calls. (2022). Zhou, Dexin ; Noh, Joonki. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:134:y:2022:i:c:s0378426621003095. Full description at Econpapers || Download paper | |
2022 | Informed trading in foreign exchange futures: Payroll news timing. (2022). Park, Yang-Ho. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:135:y:2022:i:c:s037842662100323x. Full description at Econpapers || Download paper | |
2020 | Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia. In: Journal of Business Research. RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26. Full description at Econpapers || Download paper | |
2022 | Performance feedback and firms’ relative strategic emphasis: The moderating effects of board independence and media coverage. (2022). Mei, Nan ; Fang, Junyi ; Xie, EN ; Cheng, Lulu . In: Journal of Business Research. RePEc:eee:jbrese:v:139:y:2022:i:c:p:218-231. Full description at Econpapers || Download paper | |
2020 | Mean-variance-time: An extension of Markowitzs mean-variance portfolio theory. (2020). Fahmy, Hany. In: Journal of Economics and Business. RePEc:eee:jebusi:v:109:y:2020:i:c:s0148619519302097. Full description at Econpapers || Download paper | |
2020 | Idea sharing and the performance of mutual funds. (2020). Cujean, Julien. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:1:p:88-119. Full description at Econpapers || Download paper | |
2020 | Do fire sales create externalities?. (2020). Sunderam, Adi ; Chernenko, Sergey. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:602-628. Full description at Econpapers || Download paper | |
2020 | Left-tail momentum: Underreaction to bad news, costly arbitrage and equity returns. (2020). Atilgan, Yigit ; Demirtas, Ozgur K ; Bali, Turan G ; Gunaydin, Doruk A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:3:p:725-753. Full description at Econpapers || Download paper | |
2020 | Is the active fund management industry concentrated enough?. (2020). Xu, Jingrui ; Saxena, Konark ; Feldman, David. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:1:p:23-43. Full description at Econpapers || Download paper | |
2020 | Strategic trading and unobservable information acquisition. (2020). Breon-Drish, Bradyn ; Banerjee, Snehal. In: Journal of Financial Economics. RePEc:eee:jfinec:v:138:y:2020:i:2:p:458-482. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
---|---|---|---|
2017 | Specification Error, Estimation Risk, and Conditional Portfolio Rules In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2001 | The High?Volume Return Premium In: Journal of Finance. [Full Text][Citation analysis] | article | 217 |
2001 | The High Volume Return Premium.(2001) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 217 | paper | |
1999 | The High Volume Return Premium..(1999) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 217 | paper | |
2008 | Individual Investor Trading and Stock Returns In: Journal of Finance. [Full Text][Citation analysis] | article | 226 |
2012 | Individual Investor Trading and Return Patterns around Earnings Announcements In: Journal of Finance. [Full Text][Citation analysis] | article | 95 |
2011 | Individual Investor Trading and Return Patterns around Earnings Announcements.(2011) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 95 | paper | |
2008 | Two Stock Portfolio Choice with Capital Gain Taxes and Short Sales In: GSIA Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Are Retail Traders Compensated for Providing Liquidity? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 25 |
2015 | Are retail traders compensated for providing liquidity?.(2015) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | paper | |
2016 | Are retail traders compensated for providing liquidity?.(2016) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 25 | article | |
2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2015 | Asset Return Predictability in a Heterogeneous Agent Equilibrium Model.(2015) In: Quarterly Journal of Finance (QJF). [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2015 | Advertising and Mutual Funds: From Families to Individual Funds In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 7 |
2015 | WSJ Category Kings - the impact of media attention on consumer and mutual fund investment decisions In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 38 |
2017 | WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions.(2017) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 38 | article | |
2016 | Relative Pay for Non-Relative Performance: Keeping up with the Joneses with Optimal Contracts In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
2017 | Are Mutual Fund Managers Paid For Investment Skill? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 17 |
2017 | Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2017 | Are Mutual Fund Managers Paid For Investment Skill?.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | paper | |
2018 | Are Mutual Fund Managers Paid for Investment Skill?.(2018) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 17 | article | |
2017 | Impact of Managerial Commitment on Risk Taking with Dynamic Fund Flows In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2020 | Intermediated Asymmetric Information, Compensation, and Career Prospects In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | The Real Side of the High-Volume Return Premium In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2009 | Equilibrium Prices in the Presence of Delegated Portfolio Management In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 70 |
2011 | Equilibrium prices in the presence of delegated portfolio management.(2011) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 70 | article | |
2011 | The delegated Lucas tree In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 33 |
2013 | The Delegated Lucas Tree.(2013) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 33 | article | |
2011 | The delegated Lucas tree.(2011) In: 2011 Meeting Papers. [Citation analysis] This paper has another version. Agregated cites: 33 | paper | |
2012 | Why Do Institutional Investors Chase Return Trends? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 15 |
2012 | Why do institutional investors chase return trends?.(2012) In: Journal of Financial Intermediation. [Full Text][Citation analysis] This paper has another version. Agregated cites: 15 | article | |
2012 | The high volume return premium: Cross-country evidence In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 27 |
2006 | Tax management strategies with multiple risky assets In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 20 |
2007 | Technological innovation and real investment booms and busts In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 34 |
1997 | Free Cash Flow, Optimal Contracting, and Takeovers In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1997 | Free Cash Flow, Optimal Contracting, and Takeovers.(1997) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
1999 | Mutual Fund Returns and Market Microstructure In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] | paper | 1 |
1998 | Are Transactions and Market Orders More Important than Limit Orders in the Quote Updating Process?. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
2008 | Efficient Computation of Hedging Parameters for Discretely Exercisable Options In: Operations Research. [Full Text][Citation analysis] | article | 3 |
2010 | The Importance of Being an Optimist: Evidence from Labor Markets In: NBER Working Papers. [Full Text][Citation analysis] | paper | 11 |
2021 | Contracting in Peer Networks In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Machine-Learning the Skill of Mutual Fund Managers In: NBER Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Relative Wealth Concerns and Financial Bubbles In: Review of Financial Studies. [Full Text][Citation analysis] | article | 45 |
2009 | Price Drift as an Outcome of Differences in Higher-Order Beliefs In: Review of Financial Studies. [Full Text][Citation analysis] | article | 38 |
2006 | So What Orders Do Informed Traders Use? In: The Journal of Business. [Full Text][Citation analysis] | article | 107 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 30 2022. Contact: CitEc Team