IDEAS home Printed from https://ideas.repec.org/p/tiu/tiutis/7636da9d-f63e-451a-ba78-dcef38307ea3.html
   My bibliography  Save this paper

Active investing

Author

Listed:
  • Bekjarovski, Filip

    (Tilburg University, School of Economics and Management)

Abstract

No abstract is available for this item.

Suggested Citation

  • Bekjarovski, Filip, 2019. "Active investing," Other publications TiSEM 7636da9d-f63e-451a-ba78-d, Tilburg University, School of Economics and Management.
  • Handle: RePEc:tiu:tiutis:7636da9d-f63e-451a-ba78-dcef38307ea3
    as

    Download full text from publisher

    File URL: https://pure.uvt.nl/ws/portalfiles/portal/30331153/Active_Investing.pdf
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Eugene F. Fama & Kenneth R. French, 2008. "Dissecting Anomalies," Journal of Finance, American Finance Association, vol. 63(4), pages 1653-1678, August.
    2. Hengjie Ai & Ravi Bansal, 2018. "Risk Preferences and the Macroeconomic Announcement Premium," Econometrica, Econometric Society, vol. 86(4), pages 1383-1430, July.
    3. Rozeff, Michael S. & Kinney, William Jr., 1976. "Capital market seasonality: The case of stock returns," Journal of Financial Economics, Elsevier, vol. 3(4), pages 379-402, October.
    4. JOSEPH A. McCAHERY & ZACHARIAS SAUTNER & LAURA T. STARKS, 2016. "Behind the Scenes: The Corporate Governance Preferences of Institutional Investors," Journal of Finance, American Finance Association, vol. 71(6), pages 2905-2932, December.
    5. Coval, Joshua & Stafford, Erik, 2007. "Asset fire sales (and purchases) in equity markets," Journal of Financial Economics, Elsevier, vol. 86(2), pages 479-512, November.
    6. Valentin Dimitrov & Prem C. Jain, 2011. "It's Showtime: Do Managers Report Better News Before Annual Shareholder Meetings?," Journal of Accounting Research, Wiley Blackwell, vol. 49(5), pages 1193-1221, December.
    7. Cohen, Daniel A. & Dey, Aiyesha & Lys, Thomas Z. & Sunder, Shyam V., 2007. "Earnings announcement premia and the limits to arbitrage," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 153-180, July.
    8. Susan E.K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2007. "Vote Trading and Information Aggregation," Journal of Finance, American Finance Association, vol. 62(6), pages 2897-2929, December.
    9. Jennifer E. Bethel & Stuart L. Gillan, 2002. "The Impact of the Institutional and Regulatory Environment on Shareholder Voting," Financial Management, Financial Management Association, vol. 31(4), Winter.
    10. Darrell Duffie, 2010. "Presidential Address: Asset Price Dynamics with Slow‐Moving Capital," Journal of Finance, American Finance Association, vol. 65(4), pages 1237-1267, August.
    11. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
    12. Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum," Journal of Finance, American Finance Association, vol. 70(6), pages 2901-2902, December.
    13. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    14. Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market," Journal of Finance, American Finance Association, vol. 70(5), pages 2309-2346, October.
    15. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, February.
    16. Savor, Pavel & Wilson, Mungo, 2013. "How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 343-375, April.
    17. Jegadeesh, Narasimhan, 1990. "Evidence of Predictable Behavior of Security Returns," Journal of Finance, American Finance Association, vol. 45(3), pages 881-898, July.
    18. Travis L. Johnson & Eric C. So, 2018. "Asymmetric Trading Costs Prior to Earnings Announcements: Implications for Price Discovery and Returns," Journal of Accounting Research, Wiley Blackwell, vol. 56(1), pages 217-263, March.
    19. Statman, Meir, 1987. "How Many Stocks Make a Diversified Portfolio?," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(3), pages 353-363, September.
    20. Brickley, James A., 1986. "Interpreting Common Stock Returns around Proxy Statement Disclosures and Annual Shareholder Meetings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 343-349, September.
    21. Sven Bouman & Ben Jacobsen, 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle," American Economic Review, American Economic Association, vol. 92(5), pages 1618-1635, December.
    22. Miller, Edward M, 1977. "Risk, Uncertainty, and Divergence of Opinion," Journal of Finance, American Finance Association, vol. 32(4), pages 1151-1168, September.
    23. Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013. "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, vol. 108(1), pages 118-138.
    24. Hartzmark, Samuel M. & Solomon, David H., 2013. "The dividend month premium," Journal of Financial Economics, Elsevier, vol. 109(3), pages 640-660.
    25. Pavel Savor & Mungo Wilson, 2016. "Earnings Announcements and Systematic Risk," Journal of Finance, American Finance Association, vol. 71(1), pages 83-138, February.
    26. Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Tsafack, Georges & Becker, Ying & Han, Ki, 2023. "Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
    2. Savor, Pavel & Wilson, Mungo, 2014. "Asset pricing: A tale of two days," Journal of Financial Economics, Elsevier, vol. 113(2), pages 171-201.
    3. Azi Ben‐Rephael & Bruce I. Carlin & Zhi Da & Ryan D. Israelsen, 2021. "Information Consumption and Asset Pricing," Journal of Finance, American Finance Association, vol. 76(1), pages 357-394, February.
    4. Yasser Alhenawi & M. Kabir Hassan, 2023. "How do investors price accrual risk during crises?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4684-4706, October.
    5. Mark Wong & Adrian Wai Kong Cheung & Wei Hu, 2021. "When two anomalies meet: Volume and timing effects on earnings announcements," The Financial Review, Eastern Finance Association, vol. 56(2), pages 355-380, May.
    6. Jiang, Danling & Norris, Dylan & Sun, Lin, 2021. "Weather, institutional investors and earnings news," Journal of Corporate Finance, Elsevier, vol. 69(C).
    7. Gilbert, Thomas & Hrdlicka, Christopher & Kamara, Avraham, 2018. "The structure of information release and the factor structure of returns," Journal of Financial Economics, Elsevier, vol. 127(3), pages 546-566.
    8. Chu, Gang & Li, Xiao & Zhang, Yongjie, 2022. "Information demand and net selling around earnings announcement," Research in International Business and Finance, Elsevier, vol. 59(C).
    9. Aytekin Ertan & Stephen A. Karolyi & Peter W. Kelly & Robert Stoumbos, 2022. "Earnings announcement return extrapolation," Review of Accounting Studies, Springer, vol. 27(1), pages 185-230, March.
    10. Bergsma, Kelley & Tayal, Jitendra, 2020. "Quarterly earnings announcements and intra-industry information transfer from the Pacific to the Atlantic," International Review of Financial Analysis, Elsevier, vol. 70(C).
    11. Jacobs, Heiko, 2015. "What explains the dynamics of 100 anomalies?," Journal of Banking & Finance, Elsevier, vol. 57(C), pages 65-85.
    12. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, December.
    13. Liu, Mengxi (Maggie) & Chan, Kam Fong & Faff, Robert, 2022. "What can we learn from firm-level jump-induced tail risk around earnings announcements?," Journal of Banking & Finance, Elsevier, vol. 138(C).
    14. Neilson, Jed J., 2022. "Investor information gathering and the resolution of uncertainty," Journal of Accounting and Economics, Elsevier, vol. 74(1).
    15. Jiang, Hao & Li, Sophia Zhengzi & Wang, Hao, 2021. "Pervasive underreaction: Evidence from high-frequency data," Journal of Financial Economics, Elsevier, vol. 141(2), pages 573-599.
    16. Kapadia, Nishad & Zekhnini, Morad, 2019. "Do idiosyncratic jumps matter?," Journal of Financial Economics, Elsevier, vol. 131(3), pages 666-692.
    17. Rebecca N. Hann & Heedong Kim & Yue Zheng, 2019. "Intra-industry information transfers: evidence from changes in implied volatility around earnings announcements," Review of Accounting Studies, Springer, vol. 24(3), pages 927-971, September.
    18. Ray Ball & Lakshmanan Shivakumar, 2008. "How Much New Information Is There in Earnings?," Journal of Accounting Research, Wiley Blackwell, vol. 46(5), pages 975-1016, December.
    19. David Veenman & Patrick Verwijmeren, 2022. "The Earnings Expectations Game and the Dispersion Anomaly," Management Science, INFORMS, vol. 68(4), pages 3129-3149, April.
    20. Bar-Isaac, Heski & Shapiro, Joel, 2020. "Blockholder voting," Journal of Financial Economics, Elsevier, vol. 136(3), pages 695-717.

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tiu:tiutis:7636da9d-f63e-451a-ba78-dcef38307ea3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Richard Broekman (email available below). General contact details of provider: https://www.tilburguniversity.edu/about/schools/economics-and-management/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.