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Citations for "Institutional Investors and Equity Prices"

by Paul A. Gompers & Andrew Metrick

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  1. Harrison Hong & Jeffrey D. Kubik & Jeremy C. Stein, 2005. "Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers," Journal of Finance, American Finance Association, vol. 60(6), pages 2801-2824, December.
  2. Korczak, Piotr & Tavakkol, Amir, 2004. "Institutional investors and the information content of earnings announcements: the case of Poland," Economic Systems, Elsevier, vol. 28(2), pages 193-208, June.
  3. Claudio Raddatz & Sergio Schmukler, 2013. "Deconstructing Herding: Evidence from Pension Fund Investment Behavior," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(1), pages 99-126, February.
  4. Juan Wang, 2011. "Transient institutional investors and insider trading signals," International Journal of Accounting and Information Management, Emerald Group Publishing, vol. 19(2), pages 118-145, June.
  5. Karen Moris, 2011. "La presse en tant que mécanisme de gouvernance disciplinaire," Revue Finance Contrôle Stratégie, revues.org, vol. 14(4), pages 21-66, December.
  6. Barberis, Nicholas & Shleifer, Andrei & Wurgler, Jeffrey, 2005. "Comovement," Journal of Financial Economics, Elsevier, vol. 75(2), pages 283-317, February.
  7. David Burnie & Adri De Ridder, 2009. "Bear Market Behavior of Institutional Investors in Sweden," American Journal of Business, Emerald Group Publishing, vol. 24(1), pages 33-46.
  8. Andriy Bodnaruk & Massimo Massa & Andrei Simonov, 2009. "Investment Banks as Insiders and the Market for Corporate Control," Review of Financial Studies, Society for Financial Studies, vol. 22(12), pages 4989-5026, December.
  9. Reena Aggarwal & Leora Klapper & Peter D. Wysocki, 2003. "Portfolio preferences of foreign institutional investors," Policy Research Working Paper Series 3101, The World Bank.
  10. Dowling, Michael & Lucey, Brian M., 2008. "Robust global mood influences in equity pricing," Journal of Multinational Financial Management, Elsevier, vol. 18(2), pages 145-164, April.
  11. Lin, Leming & Flannery, Mark J., 2013. "Do personal taxes affect capital structure? Evidence from the 2003 tax cut," Journal of Financial Economics, Elsevier, vol. 109(2), pages 549-565.
  12. An, Li & Wang, Huijun & Wang, Jian & Yu, Jianfeng, 2015. "Lottery-related anomalies: the role of reference-dependent preferences," Globalization and Monetary Policy Institute Working Paper 259, Federal Reserve Bank of Dallas.
  13. Chen, An-Sing & Hong, Bi-Shia, 2006. "Institutional ownership changes and returns around analysts' earnings forecast release events: Evidence from Taiwan," Journal of Banking & Finance, Elsevier, vol. 30(9), pages 2471-2488, September.
  14. Lai, Richard, 2006. "Why Funds of Funds?," MPRA Paper 4762, University Library of Munich, Germany.
  15. Lily Qiu, 2004. "Which Institutional Investors Monitor? Evidence from Acquisition Activity," Yale School of Management Working Papers amz2497, Yale School of Management, revised 01 Jun 2006.
  16. Huang, Wei & Zhu, Tao, 2015. "Foreign institutional investors and corporate governance in emerging markets: Evidence of a split-share structure reform in China," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 312-326.
  17. Sadok El Ghoul & Omrane Guedhami & Yang Ni & Jeffrey Pittman & Samir Saadi, 2012. "Does Religion Matter to Equity Pricing?," Journal of Business Ethics, Springer, vol. 111(4), pages 491-518, December.
  18. Shai Bernstein & Josh Lerner & Antoinette Schoar, 2013. "The Investment Strategies of Sovereign Wealth Funds," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 219-38, Spring.
  19. Bulent Koksal & Cuneyt Orman, 2014. "Determinants of Capital Structure : Evidence from a Major Developing Economy," Working Papers 1426, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  20. Elyasiani, Elyas & Jia, Jingyi, 2010. "Distribution of institutional ownership and corporate firm performance," Journal of Banking & Finance, Elsevier, vol. 34(3), pages 606-620, March.
  21. Richard Chung & Scott Fung & Szu-Yin Hung, 2012. "Institutional Investors and Firm Efficiency of Real Estate Investment Trusts," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 171-211, June.
  22. Jeon, Jin Q. & Lee, Cheolwoo & Nasser, Tareque & Via, M. Tony, 2015. "Multiple lead underwriter IPOs and firm visibility," Journal of Corporate Finance, Elsevier, vol. 32(C), pages 128-149.
  23. Hsu, Junming & Yang, Tung-Hsiao & Sung, Po-Shen, 2016. "SEO firms' lottery-like characteristics, institutional ownership, and long-run performance," Journal of Business Research, Elsevier, vol. 69(6), pages 2160-2166.
  24. Xiang, Erwei & Tian, Gloria Y. & Yang, Fan & Liu, Zhiyuan, 2014. "Do mutual funds have information advantage? Evidence from seasoned equity offerings in China," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 70-79.
  25. Malcolm Baker & Robin Greenwood & Jeffrey Wurgler, 2008. "Catering Through Nominal Share Prices," NBER Working Papers 13762, National Bureau of Economic Research, Inc.
  26. Israel, Ronen & Moskowitz, Tobias J., 2013. "The role of shorting, firm size, and time on market anomalies," Journal of Financial Economics, Elsevier, vol. 108(2), pages 275-301.
  27. Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014. "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers 19974, National Bureau of Economic Research, Inc.
  28. Baltzer, Markus & Jank, Stephan & Smajlbegovic, Esad, 2015. "Who trades on momentum?," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112872, Verein für Socialpolitik / German Economic Association.
  29. Jiang, Hao, 2010. "Institutional investors, intangible information, and the book-to-market effect," Journal of Financial Economics, Elsevier, vol. 96(1), pages 98-126, April.
  30. Sara B. Holland & Francis E. Warnock, 2003. "Firm-level access to international capital markets: evidence from Chilean equities," International Finance Discussion Papers 753, Board of Governors of the Federal Reserve System (U.S.).
  31. Nicholas Barberis & Andrei Shleifer, 2000. "Style Investing," NBER Working Papers 8039, National Bureau of Economic Research, Inc.
  32. Massimo Guidolin & Giovanna Nicodano, 2007. "Small caps in international equity portfolios: the effects of variance risk," Working Papers 2005-075, Federal Reserve Bank of St. Louis.
  33. John Y. Campbell & Martin Lettau & Burton G. Malkiel & Yexiao Xu, 2000. "Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk," NBER Working Papers 7590, National Bureau of Economic Research, Inc.
  34. Carlos F. Alves & João Vaz Nunes & Ana Paula Serra, 2014. "Analysis of European Equity Funds Preferences for Stock Characteristics," FEP Working Papers 533, Universidade do Porto, Faculdade de Economia do Porto.
  35. Giofré, Maela, 2013. "International diversification: Households versus institutional investors," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 145-176.
  36. Harrison Hong & Sven Rady, 2000. "Strategic Trading and Learning about Liquidity," Econometric Society World Congress 2000 Contributed Papers 1351, Econometric Society.
  37. Fahlenbrach, Rüdiger, 2009. "Founder-CEOs, Investment Decisions, and Stock Market Performance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(02), pages 439-466, April.
  38. Robert Faff, 2004. "A simple test of the Fama and French model using daily data: Australian evidence," Applied Financial Economics, Taylor & Francis Journals, vol. 14(2), pages 83-92.
  39. Lili Qiu, 2004. "Which Institutional Investors Monitor? Evidence from Acquisition Activity," Working Papers 2004-21, Brown University, Department of Economics.
  40. Bengt Holmstrom & Steven N. Kaplan, 2003. "The State Of U.S. Corporate Governance: What'S Right And What'S Wrong?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 15(3), pages 8-20.
  41. Mohamed AROURI & Raphaëlle BELLANDO & Sébastien RINGUEDE & Anne-Gaël VAUBOURG, 2009. "Herding by instutional investors: empirical evidence from french mutual funds," LEO Working Papers / DR LEO 700, Orleans Economics Laboratory / Laboratoire d'Economie d'Orleans (LEO), University of Orleans.
  42. Claudio Raddatz & Sergio L. Schmukler, 2011. "On the International Transmission of Shocks: Micro-Evidence from Mutual Fund Portfolios," NBER Working Papers 17358, National Bureau of Economic Research, Inc.
  43. Rosemary Batt & Eileen Appelbaum, 2013. "The Impact of Financialization on Management and Employment Outcomes," Upjohn Working Papers and Journal Articles 13-191, W.E. Upjohn Institute for Employment Research.
  44. Ramalingegowda, Santhosh & Yu, Yong, 2012. "Institutional ownership and conservatism," Journal of Accounting and Economics, Elsevier, vol. 53(1), pages 98-114.
  45. Edelen, Roger M. & Ince, Ozgur S. & Kadlec, Gregory B., 2016. "Institutional investors and stock return anomalies," Journal of Financial Economics, Elsevier, vol. 119(3), pages 472-488.
  46. Harford, Jarrad & Jenter, Dirk & Li, Kai, 2011. "Institutional cross-holdings and their effect on acquisition decisions," Journal of Financial Economics, Elsevier, vol. 99(1), pages 27-39, January.
  47. Liljeblom, Eva & Vaihekoski, Mika, 2009. "Corporate ownership and managerial short-termism: Results from a Finnish study of management perceptions," International Journal of Production Economics, Elsevier, vol. 117(2), pages 427-438, February.
  48. Paulo M. Gama & Elisabete F. S. Vieira, 2013. "Another look at the holiday effect," Applied Financial Economics, Taylor & Francis Journals, vol. 23(20), pages 1623-1633, October.
  49. Desai, Mihir A. & Jin, Li, 2011. "Institutional tax clienteles and payout policy," Journal of Financial Economics, Elsevier, vol. 100(1), pages 68-84, April.
  50. Pattaragit Netiniyom, 2013. "Institutional Investor Recognition on Financial Asset Tranches: A Study of The Thai Property Sector," The Review of Finance and Banking, Academia de Studii Economice din Bucuresti, Romania / Facultatea de Finante, Asigurari, Banci si Burse de Valori / Catedra de Finante, vol. 5(2), pages 129-144, December.
  51. Mishra, Anil V. & Ratti, Ronald A., 2011. "Governance, monitoring and foreign investment in Chinese companies," Emerging Markets Review, Elsevier, vol. 12(2), pages 171-188, June.
  52. Takato Hiraki & Akitoshi Ito & Fumiaki Kuroki, 2003. "Investor Familiarity and Home Bias: Japanese Evidence," Asia-Pacific Financial Markets, Springer, vol. 10(4), pages 281-300, December.
  53. Chaoshin Chiao & Zi-May Wang & Hsiu-Ling Lai, 2009. "Order submission behaviors and opening price behaviors: evidence from an emerging market," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 253-278, October.
  54. Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A., 2010. "Institutional Ownership, Analyst Following and Share Prices," Working Papers 10-07, University of Pennsylvania, Wharton School, Weiss Center.
  55. Mishra, Anil V, 2015. "Foreign Bias in Australian Domiciled Mutual Fund Holdings," MPRA Paper 63376, University Library of Munich, Germany.
  56. Campbell, John Y. & Ramadorai, Tarun & Schwartz, Allie, 2009. "Caught on tape: Institutional trading, stock returns, and earnings announcements," Journal of Financial Economics, Elsevier, vol. 92(1), pages 66-91, April.
  57. Cai, Fang & Warnock, Francis E., 2005. "International diversification at home and abroad," Discussion Paper Series 1: Economic Studies 2005,06, Deutsche Bundesbank, Research Centre.
  58. Andriosopoulos, Kostas & Doumpos, Michael & Papapostolou, Nikos C. & Pouliasis, Panos K., 2013. "Portfolio optimization and index tracking for the shipping stock and freight markets using evolutionary algorithms," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 52(C), pages 16-34.
  59. Dong Lou, 2009. "Attracting investor attention through advertising," LSE Research Online Documents on Economics 29311, London School of Economics and Political Science, LSE Library.
  60. Arantxa Jarque, 2008. "CEO compensation : trends, market changes, and regulation," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 265-300.
  61. Bohl, Martin T. & Gottschalk, Katrin & Henke, Harald & Pál, Rozália, 2006. "Institutional investors and stock market efficiency: The case of the January anomaly," Working Paper Series 2006,6, European University Viadrina Frankfurt (Oder), The Postgraduate Research Programme Capital Markets and Finance in the Enlarged Europe.
  62. Maffett, Mark, 2012. "Financial reporting opacity and informed trading by international institutional investors," Journal of Accounting and Economics, Elsevier, vol. 54(2), pages 201-220.
  63. Han, Bing & Wang, Winghai, 2005. "Institutional Investment Constraints and Stock Prices," Working Paper Series 2004-24, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  64. Chun-Da Chen & Alex YiHou Huang & Chih-Chun Chen, 2011. "The Effects of Abolishing a Foreign Institutional Investment Quota in Taiwan," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 47(2), pages 74-98, March.
  65. Safvenblad, Patrik, 2000. "Trading volume and autocorrelation: Empirical evidence from the Stockholm Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 24(8), pages 1275-1287, August.
  66. Chiao, Chaoshin & Chen, Shin-Hui & Hu, Jia-Ming, 2010. "Informational differences among institutional investors in an increasingly institutionalized market," Japan and the World Economy, Elsevier, vol. 22(2), pages 118-129, March.
  67. Brian J. Hall & Jeffrey B. Liebman, 2000. "The Taxation of Executive Compensation," NBER Chapters, in: Tax Policy and the Economy, Volume 14, pages 1-44 National Bureau of Economic Research, Inc.
  68. Douglas Foster, F. & Gallagher, David R. & Looi, Adrian, 2011. "Institutional trading and share returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3383-3399.
  69. Chongyang Chen & Zhonglan Dai & Douglas A. Shackelford & Harold H. Zhang, 2012. "Does Financial Constraint Affect Shareholder Taxes and the Cost of Equity Capital?," Working Papers 1202, Oxford University Centre for Business Taxation.
  70. Yudan Zheng, 2010. "Heterogeneous institutional investors and CEO compensation," Review of Quantitative Finance and Accounting, Springer, vol. 35(1), pages 21-46, July.
  71. Baik, Bok & Kang, Jun-Koo & Kim, Jin-Mo, 2010. "Local institutional investors, information asymmetries, and equity returns," Journal of Financial Economics, Elsevier, vol. 97(1), pages 81-106, July.
  72. Ke, Bin & Ramalingegowda, Santhosh, 2005. "Do institutional investors exploit the post-earnings announcement drift?," Journal of Accounting and Economics, Elsevier, vol. 39(1), pages 25-53, February.
  73. Aymen Ajina & Faten Lakhal & Danielle Sougne, 2015. "Institutional investors, information asymmetry and stock market liquidity in France," International Journal of Managerial Finance, Emerald Group Publishing, vol. 11(1), pages 44-59, January.
  74. Naik, Pramod Kumar & Padhi, Puja, 2014. "An Empirical Evidence of Dynamic Interaction between institutional fund flows and Stock Market Returns," MPRA Paper 57723, University Library of Munich, Germany.
  75. Kotter, Jason & Lel, Ugur, 2011. "Friends or foes? Target selection decisions of sovereign wealth funds and their consequences," Journal of Financial Economics, Elsevier, vol. 101(2), pages 360-381, August.
  76. Nwaobi, Godwin, 2006. "The Dynamics of Electronic Investment Networks: African Experience," MPRA Paper 97, University Library of Munich, Germany.
  77. Karen Moris, 2010. "La presse en tant que mécanisme de gouvernance disciplinaire - Press as a disciplinary governance mechanism," Working Papers CREGO 1101003, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  78. Yao, Yi & Yang, Rong & Liu, Zhiyuan & Hasan, Iftekhar, 2013. "Government intervention and institutional trading strategy: Evidence from a transition country," Global Finance Journal, Elsevier, vol. 24(1), pages 44-68.
  79. Ye, Qing & Turner, John D., 2014. "The cross-section of stock returns in an early stock market," International Review of Financial Analysis, Elsevier, vol. 34(C), pages 114-123.
  80. Chalmers, John & Kaul, Aditya & Phillips, Blake, 2013. "The wisdom of crowds: Mutual fund investors’ aggregate asset allocation decisions," Journal of Banking & Finance, Elsevier, vol. 37(9), pages 3318-3333.
  81. Chen, Honghui & Nguyen, Hoang Huy & Singal, Vijay, 2011. "The information content of stock splits," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2454-2467, September.
  82. John D. Burger & Francis E. Warnock, 2003. "Diversification, original sin, and international bond portfolios," International Finance Discussion Papers 755, Board of Governors of the Federal Reserve System (U.S.).
  83. Makoto Nirei & Theodoros Stamatiou & Vladyslav Sushko, 2012. "Stochastic Herding in Financial Markets Evidence from Institutional Investor Equity Portfolios," BIS Working Papers 371, Bank for International Settlements.
  84. Cespa, Giovanni, 2002. "Short-term investment and equilibrium multiplicity," European Economic Review, Elsevier, vol. 46(9), pages 1645-1670, October.
  85. Andres, Christian & Cumming, Douglas & Karabiber, Timur & Schweizer, Denis, 2014. "Do markets anticipate capital structure decisions? — Feedback effects in equity liquidity," Journal of Corporate Finance, Elsevier, vol. 27(C), pages 133-156.
  86. Cai, Fang & Warnock, Francis E., 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy (IfW).
  87. Hung, Weifeng & Huang, Sheng-Tang & Lu, Chia-Chi & Liu, Nathan, 2015. "Trading behavior and stock returns in Japan," The Quarterly Review of Economics and Finance, Elsevier, vol. 58(C), pages 200-212.
  88. Hali J. Edison & Francis E. Warnock, 2004. "U.S. Investors' Emerging Market Equity Portfolios: A Security-Level Analysis," The Review of Economics and Statistics, MIT Press, vol. 86(3), pages 691-704, August.
  89. Hamberg, Mattias & Mavruk, Taylan & Sjögren, Stefan, 2013. "Investment allocation decisions, home bias and the mandatory IFRS adoption," Journal of International Money and Finance, Elsevier, vol. 36(C), pages 107-130.
  90. Bodnaruk, Andriy & Ostberg, Per, 2009. "Does investor recognition predict returns?," Journal of Financial Economics, Elsevier, vol. 91(2), pages 208-226, February.
  91. Patrick J. Kelly, 2014. "Information Efficiency and Firm-Specific Return Variation," Working Papers w0208, Center for Economic and Financial Research (CEFIR).
  92. Hao FANG & Yang-Cheng Lu & Hwey-Yun Yau & Yen-Hsien Lee, 2013. "Stock Characteristics Herded By Foreign Investors With Higher Abnormal Returns In The Taiwan Stock Market," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 232-245, December.
  93. Ivashina, Victoria & Sun, Zheng, 2011. "Institutional stock trading on loan market information," Journal of Financial Economics, Elsevier, vol. 100(2), pages 284-303, May.
  94. Anil Mishra, 2014. "Foreign Ownership and Firm Value: Evidence from Australian Firms," Asia-Pacific Financial Markets, Springer, vol. 21(1), pages 67-96, March.
  95. Hao Fang & Yang-Cheng Lu & Hwey-Yun Yau, 2014. "The Effects of Stock Characteristics on the Direction and Extent of Herding by Foreign Institutional Investors in the Taiwan Stock Exchange," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 50(2S), pages 60-74, March.
  96. Li, Mingsheng & Zhao, Xin, 2016. "Neighborhood effect on stock price comovement," The North American Journal of Economics and Finance, Elsevier, vol. 35(C), pages 1-22.
  97. Amir E. Khandani & Andrew W. Lo, 2008. "What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data," NBER Working Papers 14465, National Bureau of Economic Research, Inc.
  98. Pierre Bajgrowicz & Olivier Scaillet, 2007. "Technical Trading Revisited: False Discoveries, Persistence Tests, and Transaction Costs," Swiss Finance Institute Research Paper Series 08-05, Swiss Finance Institute, revised Jul 2009.
  99. Bajo, Emanuele & Barbi, Massimiliano & Bigelli, Marco & Hillier, David, 2013. "The role of institutional investors in public-to-private transactions," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4327-4336.
  100. Elkinawy, Susan, 2005. "Mutual fund preferences for Latin American equities surrounding financial crises," Emerging Markets Review, Elsevier, vol. 6(3), pages 211-237, September.
  101. Frésard, Laurent & Salva, Carolina, 2010. "The value of excess cash and corporate governance: Evidence from US cross-listings," Journal of Financial Economics, Elsevier, vol. 98(2), pages 359-384, November.
  102. Jain, Ravi, 2007. "Institutional and individual investor preferences for dividends and share repurchases," Journal of Economics and Business, Elsevier, vol. 59(5), pages 406-429.
  103. Green, T. Clifton & Hwang, Byoung-Hyoun, 2009. "Price-based return comovement," Journal of Financial Economics, Elsevier, vol. 93(1), pages 37-50, July.
  104. Garner, Jacqueline L. & Kim, Won Yong, 2013. "Are foreign investors really beneficial? Evidence from South Korea," Pacific-Basin Finance Journal, Elsevier, vol. 25(C), pages 62-84.
  105. Karolyi, G. Andrew & Lee, Kuan-Hui & van Dijk, Mathijs A., 2012. "Understanding commonality in liquidity around the world," Journal of Financial Economics, Elsevier, vol. 105(1), pages 82-112.
  106. Bengt Holmstrom & Steven N. Kaplan, 2001. "Corporate Governance and Merger Activity in the U.S.: Making Sense of the 1980s and 1990s," NBER Working Papers 8220, National Bureau of Economic Research, Inc.
  107. Ødegaard, Bernt Arne, 2009. "Who moves stock prices? Monthly evidence," UiS Working Papers in Economics and Finance 2009/4, University of Stavanger.
  108. Brian J. Hall, 2003. "Six Challenges in Designing Equity-Based Pay," NBER Working Papers 9887, National Bureau of Economic Research, Inc.
  109. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2013. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.2], University of Cologne, Centre for Financial Research (CFR).
  110. Fernando, Chitru S. & Gatchev, Vladimir A. & Spindt, Paul A., 2012. "Institutional ownership, analyst following, and share prices," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2175-2189.
  111. Boyer, Brian & Zheng, Lu, 2009. "Investor flows and stock market returns," Journal of Empirical Finance, Elsevier, vol. 16(1), pages 87-100, January.
  112. Clemens Sialm & Laura Starks, 2012. "Mutual Fund Tax Clienteles," Journal of Finance, American Finance Association, vol. 67(4), pages 1397-1422, 08.
  113. Thomas, Ashok & Spataro, Luca & Mathew, Nanditha, 2014. "Pension funds and stock market volatility: An empirical analysis of OECD countries," Journal of Financial Stability, Elsevier, vol. 11(C), pages 92-103.
  114. van Dijk, Mathijs A., 2011. "Is size dead? A review of the size effect in equity returns," Journal of Banking & Finance, Elsevier, vol. 35(12), pages 3263-3274.
  115. Amil Dasgupta & Andrea Prat & Michela Verardo, 2005. "The Price of Conformism," Levine's Bibliography 784828000000000357, UCLA Department of Economics.
  116. Chen, Xuanjuan & Yao, Tong & Yu, Tong & Zhang, Ting, 2014. "Learning and incentive: A study on analyst response to pension underfunding," Journal of Banking & Finance, Elsevier, vol. 45(C), pages 26-42.
  117. Liu, Yanju & Lu, Hai & Veenstra, Kevin, 2014. "Is sin always a sin? The interaction effect of social norms and financial incentives on market participants’ behavior," Accounting, Organizations and Society, Elsevier, vol. 39(4), pages 289-307.
  118. Ng, Lilian & Wu, Fei, 2006. "Revealed stock preferences of individual investors: Evidence from Chinese equity markets," Pacific-Basin Finance Journal, Elsevier, vol. 14(2), pages 175-192, April.
  119. Massimo Guidolin & Giovanna Nicodano, 2007. "Managing international portfolios with small capitalization stocks," Working Papers 2007-030, Federal Reserve Bank of St. Louis.
  120. Cronqvist, Henrik & Fahlenbrach, Rüdiger, 2007. "Large Shareholders and Corporate Policies," SIFR Research Report Series 60, Institute for Financial Research.
  121. Laura T. Starks, 2000. "Corporate Governance And Institutional Investors: Implications For Latin America," Abante, Escuela de Administracion. Pontificia Universidad Católica de Chile., vol. 2(2), pages 161-181.
  122. Fang Cai & Francis E. Warnock, 2005. "International Diversification at Home and Abroad," Kiel Working Papers 1246, Kiel Institute for the World Economy.
  123. Yuan, Rongli & Xiao, Jason Zezhong & Zou, Hong, 2008. "Mutual funds' ownership and firm performance: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 32(8), pages 1552-1565, August.
  124. Gagnon, Louis & Karolyi, G. Andrew, 2009. "Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 44(04), pages 953-986, August.
  125. Davies, Phil & Minton, Bernadette & Schrand, Catherine, 2008. "Commodity Price Exposure and Ownerhsip Clienteles," Working Paper Series 2008-7, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  126. Ralf Bebenroth & Martin Hemmert, 2013. "Are Emerging Market Multinationals Milking Their Cross Border Acquisition Targets? A Study of Inbound Japanese and Korean M&As," Discussion Paper Series DP2013-06, Research Institute for Economics & Business Administration, Kobe University.
  127. Hwang, Byoung-Hyoun, 2011. "Country-specific sentiment and security prices," Journal of Financial Economics, Elsevier, vol. 100(2), pages 382-401, May.
  128. Kraus, Alan & Rubin, Amir, 2010. "Reducing managers' incentives to cannibalize: Managerial stock options when shareholders are diversified," Journal of Financial Intermediation, Elsevier, vol. 19(4), pages 439-460, October.
  129. Paul A. Gompers & Andrew Metrick, 1998. "Institutional Investors and Equity Prices," NBER Working Papers 6723, National Bureau of Economic Research, Inc.
  130. Covrig, Vicentiu & Ng, Lilian, 2004. "Volume autocorrelation, information, and investor trading," Journal of Banking & Finance, Elsevier, vol. 28(9), pages 2155-2174, September.
  131. Kumar, Alok, 2007. "Do the diversification choices of individual investors influence stock returns?," Journal of Financial Markets, Elsevier, vol. 10(4), pages 362-390, November.
  132. Lee, Dong Wook & Park, Kyung Suh, 2009. "Does institutional activism increase shareholder wealth? Evidence from spillovers on non-target companies," Journal of Corporate Finance, Elsevier, vol. 15(4), pages 488-504, September.
  133. Joaquim Ramalho & Jacinto Vidigal da Silva, 2011. "Functional form issues in the regression analysis of financial leverage ratios," CEFAGE-UE Working Papers 2011_28, University of Evora, CEFAGE-UE (Portugal).
  134. Hao Jiang & Michela Verardo, . "Does herding behavior reveal skill? An analysis of mutual fund performance," FMG Discussion Papers dp720, Financial Markets Group.
  135. Hou, Kewei & Peng, Lin & Xiong, Wei, 2006. "R2 and Price Inefficiency," Working Paper Series 2006-23, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  136. Dicle, Mehmet F. & Beyhan, Aydin & Yao, Lee J., 2010. "Market efficiency and international diversification: Evidence from India," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 313-339, April.
  137. Glaser, Markus & Langer, Thomas & Weber, Martin, 2003. "On the trend recognition and forecasting ability of professional traders," Sonderforschungsbereich 504 Publications 03-06, Sonderforschungsbereich 504, Universität Mannheim;Sonderforschungsbereich 504, University of Mannheim.
  138. Roberts, Gordon & Yuan, Lianzeng (Edward), 2010. "Does institutional ownership affect the cost of bank borrowing?," Journal of Economics and Business, Elsevier, vol. 62(6), pages 604-626, November.
  139. Rama Cont & Lakshithe Wagalath, 2014. "Institutional Investors and the Dependence Structure of Asset Returns," Working Papers 2014-ACF-01, IESEG School of Management.
  140. Quentin Wodon, 2007. "Constructing Fama-French Factors from style indexes: Japanese evidence," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-10.
  141. Parrino, Robert & Sias, Richard W. & Starks, Laura T., 2003. "Voting with their feet: institutional ownership changes around forced CEO turnover," Journal of Financial Economics, Elsevier, vol. 68(1), pages 3-46, April.
  142. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2012. "Performance inconsistency in mutual funds: An investigation of window-dressing behavior," CFR Working Papers 11-07 [rev.], University of Cologne, Centre for Financial Research (CFR).
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  209. Lin, Ji-Chai & Lee, Yi-Tsung & Liu, Yu-Jane, 2007. "IPO auctions and private information," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1483-1500, May.
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  211. Doran, James & Jiang, Danling & Peterson, David, 2007. "Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle," MPRA Paper 4995, University Library of Munich, Germany.
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  214. Fabian Garavito, 2009. "Organizational diseconomies in the mutual fund industry," LSE Research Online Documents on Economics 29302, London School of Economics and Political Science, LSE Library.
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  216. Agarwal, Vikas & Gay, Gerald D. & Ling, Leng, 2014. "Window dressing in mutual funds," CFR Working Papers 11-07 [rev.3], University of Cologne, Centre for Financial Research (CFR).
  217. Dahlquist, Magnus & Robertsson, Goran, 2001. "Direct foreign ownership, institutional investors, and firm characteristics," Journal of Financial Economics, Elsevier, vol. 59(3), pages 413-440, March.
  218. Nagel, Stefan, 2005. "Short sales, institutional investors and the cross-section of stock returns," Journal of Financial Economics, Elsevier, vol. 78(2), pages 277-309, November.
  219. Fernando, Chitru S. & Krishnamurthy, Srinivasan & Spindt, Paul A., 2004. "Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms," Journal of Financial Markets, Elsevier, vol. 7(4), pages 377-403, October.
  220. Green, T. Clifton & Jame, Russell, 2013. "Company name fluency, investor recognition, and firm value," Journal of Financial Economics, Elsevier, vol. 109(3), pages 813-834.
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  227. Hong, Harrison & Kacperczyk, Marcin, 2009. "The price of sin: The effects of social norms on markets," Journal of Financial Economics, Elsevier, vol. 93(1), pages 15-36, July.
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  229. An, Heng & Zhang, Ting, 2013. "Stock price synchronicity, crash risk, and institutional investors," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 1-15.
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  231. Marshall, Ben R. & Visaltanachoti, Nuttawat, 2010. "The Other January Effect: Evidence against market efficiency?," Journal of Banking & Finance, Elsevier, vol. 34(10), pages 2413-2424, October.
  232. Jorion, Philippe & Liu, Zhu & Shi, Charles, 2005. "Informational effects of regulation FD: evidence from rating agencies," Journal of Financial Economics, Elsevier, vol. 76(2), pages 309-330, May.
  233. Lewellen, Jonathan, 2011. "Institutional investors and the limits of arbitrage," Journal of Financial Economics, Elsevier, vol. 102(1), pages 62-80, October.
  234. Stephen Baginski & John Hassell & Michael Kimbrough, 2008. "Macro information environment change and the quality of management earnings forecasts," Review of Quantitative Finance and Accounting, Springer, vol. 31(3), pages 311-330, October.
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  238. Lan, Chunhua & Moneta, Fabio & Wermers, Russ, 2015. "Mutual fund investment horizon and performance," CFR Working Papers 15-06, University of Cologne, Centre for Financial Research (CFR).
  239. Da, Zhi & Schaumburg, Ernst, 2011. "Relative valuation and analyst target price forecasts," Journal of Financial Markets, Elsevier, vol. 14(1), pages 161-192, February.
  240. Annette Bernhardt & Rosemary L. Batt & Susan Houseman & Eileen Appelbaum, 2016. "Domestic Outsourcing in the United States: A Research Agenda to Assess Trends and Effects on Job Quality," Upjohn Working Papers and Journal Articles 16-253, W.E. Upjohn Institute for Employment Research.
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  247. Hsieh, Jim & Walkling, Ralph A., 2005. "Determinants and implications of arbitrage holdings in acquisitions," Journal of Financial Economics, Elsevier, vol. 77(3), pages 605-648, September.
  248. Kamara, Avraham & Lou, Xiaoxia & Sadka, Ronnie, 2008. "The divergence of liquidity commonality in the cross-section of stocks," Journal of Financial Economics, Elsevier, vol. 89(3), pages 444-466, September.
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  256. Hanlon, Michelle & Heitzman, Shane, 2010. "A review of tax research," Journal of Accounting and Economics, Elsevier, vol. 50(2-3), pages 127-178, December.
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  258. Jung, Chan Shik & Lee, Dong Wook & Park, Kyung Suh, 2009. "Can investor heterogeneity be used to explain the cross-section of average stock returns in emerging markets?," Journal of International Money and Finance, Elsevier, vol. 28(4), pages 648-670, June.
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  260. Lei Gao & Gerhard Kling, 2005. "Calendar Effects in Chinese Stock Market," Annals of Economics and Finance, Society for AEF, vol. 6(1), pages 75-88, May.
  261. Surendranath Jory & Jeff Madura, 2007. "Equity Offerings by Firms That Emerged from Bankruptcy," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 12(2), pages 1-22, Fall.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.