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Citations for "A simple model of capital market equilibrium with incomplete information"

by Merton, Robert C.

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  1. Esad Smajlbegovic, 2015. "Regional Economic Activity and Stock Returns," 2015 Papers psm196, Job Market Papers.
  2. Rajnish Mehra & Sunil Wahal & Daruo Xie, 2016. "Is Idiosyncratic Risk Quantitatively Significant?," NBER Working Papers 22016, National Bureau of Economic Research, Inc.
  3. Michael R. King & Dan Segal, 2009. "The Long-Term Effects of Cross-Listing, Investor Recognition, and Ownership Structure on Valuation," Review of Financial Studies, Society for Financial Studies, vol. 22(6), pages 2393-2421, June.
  4. Harrison Hong & Terence Lim & Jeremy C. Stein, 2000. "Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies," Journal of Finance, American Finance Association, vol. 55(1), pages 265-295, 02.
  5. Wang, Huijun & Yan, Jinghua & Yu, Jianfeng, 2017. "Reference-dependent preferences and the risk–return trade-off," Journal of Financial Economics, Elsevier, vol. 123(2), pages 395-414.
  6. Lee, Hei-Wai & Sharma, Vivek & Cai, Kelly Nianyun, 2011. "Are stocks dumped or neglected by analysts' inferior investments to covered stocks?," Journal of Business Research, Elsevier, vol. 64(5), pages 501-507, May.
  7. Barasinska, Nataliya & Schäfer, Dorothea & Stephan, Andreas, 2012. "Individual Risk Attitudes and the Composition of Financial Portfolios: Evidence from German Household Portfolios," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 1-14.
  8. Kumar, Praveen, 2006. "Learning about investment risk: The effects of structural uncertainty on dynamic investment and consumption," Journal of Economic Behavior & Organization, Elsevier, vol. 60(2), pages 205-229, June.
  9. Sanvicente, A. Z., 2001. "The market for ADRs and the quality of the Brazilian stock market," Finance Lab Working Papers flwp_42, Finance Lab, Insper Instituto de Ensino e Pesquisa.
  10. Nikolaev, V. & van Lent, L.A.G.M., 2005. "The Endogeneity Bias in the Relation Between Cost-of-Debt Capital and Corporate Disclosure Policy," Discussion Paper 2005-67, Tilburg University, Center for Economic Research.
  11. Basu, Sudipta, 2004. "What do we learn from two new accounting-based stock market anomalies?," Journal of Accounting and Economics, Elsevier, vol. 38(1), pages 333-348, December.
  12. Cristiana Mǎnescu, 2011. "Stock returns in relation to environmental, social and governance performance: Mispricing or compensation for risk?," Sustainable Development, John Wiley & Sons, Ltd., vol. 19(2), pages 95-118, March/Apr.
  13. Tan, Monica & Liu, Bin, 2016. "CEO's managerial power, board committee memberships and idiosyncratic volatility," International Review of Financial Analysis, Elsevier, vol. 48(C), pages 21-30.
  14. Boyle, Glenn, 2009. "Capital Market Integration: A Review of the Issues and an Assessment of New Zealand's Position," Working Paper Series 4034, Victoria University of Wellington, The New Zealand Institute for the Study of Competition and Regulation.
  15. Paul Brockman & Dennis Y. Chung & Kenneth W. Shaw, 2017. "The R&D-abnormal return anomaly: a transaction cost explanation," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 385-406, February.
  16. Michael J. Sullivan & Steven M. Cassidy & Charles M. Ermer, 1991. "A Note on the Effect of Transactions Costs on Real Estate Investment Return," Journal of Real Estate Research, American Real Estate Society, vol. 6(1), pages 113-117.
  17. Ann Ling-Ching Chan & Edward Lee & Jirada Petaibanlue & Ning Tan, 2017. "Do board interlocks motivate voluntary disclosure? Evidence from Taiwan," Review of Quantitative Finance and Accounting, Springer, vol. 48(2), pages 441-466, February.
  18. Stephan Süss, 2012. "The pricing of idiosyncratic risk: evidence from the implied volatility distribution," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 26(2), pages 247-267, June.
  19. Carosi, Andrea, 2016. "Do local causations matter? The effect of firm location on the relations of ROE, R&D, and firm SIZE with MARKET-TO-BOOK," Journal of Corporate Finance, Elsevier, vol. 41(C), pages 388-409.
  20. Wang, Jinan & Chen, Langnan, 2012. "Liquidity-adjusted conditional capital asset pricing model," Economic Modelling, Elsevier, vol. 29(2), pages 361-368.
  21. repec:hur:ijaraf:v:4:y:2014:i:2:p:62-75 is not listed on IDEAS
  22. Dhiaa Shamki, 2012. "Impact of Non Accounting Information on The Value Relevance of Accounting Information: The Case of Jordan," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 2(1), pages 9-24, February.
  23. De Cesari, Amedeo & Espenlaub, Susanne & Khurshed, Arif, 2011. "Stock repurchases and treasury share sales: Do they stabilize price and enhance liquidity?," Journal of Corporate Finance, Elsevier, vol. 17(5), pages 1558-1579.
  24. Hansen, Robert S., 2015. "What is the value of sell-side analysts? Evidence from coverage changes – A discussion," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 58-64.
  25. Castaneda, Gonzalo, 2006. "Economic growth and concentrated ownership in stock markets," Journal of Economic Behavior & Organization, Elsevier, vol. 59(2), pages 249-286, February.
  26. Houdou Basse Mama & Alexander Bassen, 2017. "Neglected disciplinary effects of investor relations: evidence from corporate cash holdings," Journal of Business Economics, Springer, vol. 87(2), pages 221-261, February.
  27. Giannetti, Mariassunta & Simonov, Andrei, 2002. "Which Investors Fear Expropriation?," SIFR Research Report Series 10, Institute for Financial Research.
  28. Chavaz, Matthieu & Flandreau, Marc, 2016. ""High & Dry": The Liquidity and Credit of Colonial and Foreign Government Debt and the London Stock Exchange (1880-1910)," CEPR Discussion Papers 11679, C.E.P.R. Discussion Papers.
  29. Stefan Nagel, 2013. "Empirical Cross-Sectional Asset Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 5(1), pages 167-199, November.
  30. Li, Donghui & Nguyen, Quang N. & Pham, Peter K. & Wei, Steven X., 2011. "Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 46(04), pages 1127-1155, September.
  31. Massa, Massimo & Simonov, Andrei & Stenkrona, Anders, 2015. "Style representation and portfolio choice," Journal of Financial Markets, Elsevier, vol. 23(C), pages 1-25.
  32. Whitledge, Matthew D. & Winters, Drew B., 2015. "The price of liquidity: CD rates charged by money market funds," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 104-114.
  33. Mendiola, Alfredo, 2010. "Adr Effects On Domestic Latin Maerica Financial Market," Journal of Economics, Finance and Administrative Science, Universidad ESAN, vol. 15(28), pages 45-64.
  34. Petajisto, Antti, 2011. "The index premium and its hidden cost for index funds," Journal of Empirical Finance, Elsevier, vol. 18(2), pages 271-288, March.
  35. Li, Kevin K. & You, Haifeng, 2015. "What is the value of sell-side analysts? Evidence from coverage initiations and terminations," Journal of Accounting and Economics, Elsevier, vol. 60(2), pages 141-160.
  36. Peter Christoffersen & Hyunchul Chung & Vihang Errunza, 2003. "Size Matters: The Impact of Capital Market Liberalization on Individual Firms," CIRANO Working Papers 2003s-13, CIRANO.
  37. repec:eee:jfinin:v:30:y:2017:i:c:p:71-85 is not listed on IDEAS
  38. Diamond, Douglas W, 1997. "Liquidity, Banks, and Markets," Journal of Political Economy, University of Chicago Press, vol. 105(5), pages 928-956, October.
  39. Bardong, Florian & Bartram, Söhnke M. & Yadav, Pradeep K., 2005. "Informed Trading, Information Asymmetry and Pricing of Information Risk: Empirical Evidence from the NYSE," MPRA Paper 13586, University Library of Munich, Germany, revised 10 Oct 2008.
  40. Lauren Cohen & Umit G. Gurun & Christopher J. Malloy, 2012. "Resident Networks and Firm Trade," NBER Working Papers 18312, National Bureau of Economic Research, Inc.
  41. Hong, Harrison & Kubik, Jeffrey D. & Stein, Jeremy C., 2008. "The only game in town: Stock-price consequences of local bias," Journal of Financial Economics, Elsevier, vol. 90(1), pages 20-37, October.
  42. Ferguson, Andrew & Scott, Tom, 2011. "Market reactions to Australian boutique resource investor presentations," Resources Policy, Elsevier, vol. 36(4), pages 330-338.
  43. Barberis, Nicholas & Thaler, Richard, 2003. "A survey of behavioral finance," Handbook of the Economics of Finance,in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, edition 1, volume 1, chapter 18, pages 1053-1128 Elsevier.
  44. Cissé, Abdoul Karim & Fontaine, Patrice, 2016. "Why do companies transfer the trading compartment of their common stocks," Research in International Business and Finance, Elsevier, vol. 36(C), pages 624-640.
  45. Luigi Guiso & Michael Haliassos & Tullio Jappelli, 2003. "Household stockholding in Europe: where do we stand and where do we go?," Economic Policy, CEPR;CES;MSH, vol. 18(36), pages 123-170, 04.
  46. Urbanowicz, Krzysztof & Richmond, Peter & Hołyst, Janusz A., 2007. "Risk evaluation with enhanced covariance matrix," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 468-474.
  47. Allaudeen Hameed & Randall Morck & Jianfeng Shen & Bernard Yeung, 2015. "Information, Analysts, and Stock Return Comovement," Review of Financial Studies, Society for Financial Studies, vol. 28(11), pages 3153-3187.
  48. Roberto Piazza, 2015. "Financial innovation and risk: the role of information," Annals of Finance, Springer, vol. 11(3), pages 477-502, November.
  49. Leuz, Christian & Oberholzer-Gee, Felix, 2006. "Political relationships, global financing, and corporate transparency: Evidence from Indonesia," Journal of Financial Economics, Elsevier, vol. 81(2), pages 411-439, August.
  50. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2012. "U.S. International Equity Investment," Journal of Accounting Research, Wiley Blackwell, vol. 50(5), pages 1109-1139, December.
  51. Patnaik, Ila & Shah, Ajay, 2013. "The investment technology of foreign and domestic institutional investors in an emerging market," Journal of International Money and Finance, Elsevier, vol. 39(C), pages 65-88.
  52. Beltratti, Andrea & Bortolotti, Bernardo & Caccavaio, Marianna, 2016. "Stock market efficiency in China: Evidence from the split-share reform," The Quarterly Review of Economics and Finance, Elsevier, vol. 60(C), pages 125-137.
  53. Guo, Fang & Zhou, Kaiguo & Cai, Jinghan, 2008. "Stock splits, liquidity, and information asymmetry--An empirical study on Tokyo Stock Exchange," Journal of the Japanese and International Economies, Elsevier, vol. 22(3), pages 417-438, September.
  54. Hong, Harrison & Torous, Walter & Valkanov, Rossen, 2002. "Do Industries Lead the Stock Market? Gradual Diffusion of Information and Cross-Asset Return Predictability," University of California at Los Angeles, Anderson Graduate School of Management qt6x49x543, Anderson Graduate School of Management, UCLA.
  55. repec:eme:mfipps:v:36:y:2010:i:3:p:380-402 is not listed on IDEAS
  56. repec:ipg:wpaper:24 is not listed on IDEAS
  57. Ghadhab, Imen & Hellara, Slaheddine, 2016. "Cross-listing and value creation," Journal of Multinational Financial Management, Elsevier, vol. 37, pages 1-11.
  58. Kun Tracy Wang & Dejia Li, 2016. "Market Reactions to the First-Time Disclosure of Corporate Social Responsibility Reports: Evidence from China," Journal of Business Ethics, Springer, vol. 138(4), pages 661-682, November.
  59. Bianconi, Marcelo & Tan, Liang, 2010. "Cross-listing premium in the US and the UK destination," International Review of Economics & Finance, Elsevier, vol. 19(2), pages 244-259, April.
  60. Jinhua Cui & Hoje Jo & Yan Li, 2015. "Corporate Social Responsibility and Insider Trading," Journal of Business Ethics, Springer, vol. 130(4), pages 869-887, September.
  61. Strömberg, David, 2015. "Media Coverage and Political Accountability: Theory and Evidence," CEPR Discussion Papers 10638, C.E.P.R. Discussion Papers.
  62. Lily Fang & Victoria Ivashina & Josh Lerner, 2013. "The Disintermediation of Financial Markets: Direct Investing in Private Equity," NBER Working Papers 19299, National Bureau of Economic Research, Inc.
  63. Datar, Vinay, 2001. "Impact of liquidity on premia/discounts in closed-end funds," The Quarterly Review of Economics and Finance, Elsevier, vol. 41(1), pages 119-135.
  64. Lucey, Brian M. & Zhang, QiYu, 2011. "Financial integration and emerging markets capital structure," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1228-1238, May.
  65. Pithak Srisuksai, 2012. "Idiosyncratic Volatility and Expected Stock Returns: Evidence from Thailand," Applied Economics Journal, Kasetsart University, Faculty of Economics, Center for Applied Economic Research, vol. 19(2), pages 66-89, December.
  66. Tekçe, Bülent & Yılmaz, Neslihan & Bildik, Recep, 2016. "What factors affect behavioral biases? Evidence from Turkish individual stock investors," Research in International Business and Finance, Elsevier, vol. 37(C), pages 515-526.
  67. Kee, H. Chung & McInish, Thomas H. & Wood, Robert A. & Wyhowski, Donald J., 1995. "Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts," Journal of Banking & Finance, Elsevier, vol. 19(6), pages 1025-1046, September.
  68. Levine, Ross & Schmukler, Sergio L., 2003. "Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity," Policy Research Working Paper Series 3046, The World Bank.
  69. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "The price of ethics and stakeholder governance: The performance of socially responsible mutual funds," Journal of Corporate Finance, Elsevier, vol. 14(3), pages 302-322, June.
  70. Nejadmalayeri, Ali & Mathur, Ike & Singh, Manohar, 2013. "Product market advertising and corporate bonds," Journal of Corporate Finance, Elsevier, vol. 19(C), pages 78-94.
  71. Bailey, Warren & Kumar, Alok & Ng, David, 2010. "Behavioral Biases of Mutual Fund Investors," Working Papers 10-23, University of Pennsylvania, Wharton School, Weiss Center.
  72. Agca, Senay & Mozumdar, Abon, 2008. "The impact of capital market imperfections on investment-cash flow sensitivity," Journal of Banking & Finance, Elsevier, vol. 32(2), pages 207-216, February.
  73. Kryzanowski, Lawrence & Rubalcava, Arturo, 2005. "International trade-venue clienteles and order-flow competitiveness," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 86-113, January.
  74. Jonathan Witmer, 2008. "An Examination of Canadian Firms Delisting from U.S. Exchanges," Staff Working Papers 08-11, Bank of Canada.
  75. Solomon, David H. & Soltes, Eugene & Sosyura, Denis, 2014. "Winners in the spotlight: Media coverage of fund holdings as a driver of flows," Journal of Financial Economics, Elsevier, vol. 113(1), pages 53-72.
  76. Cohen, Lauren & Lou, Dong, 2012. "Complicated firms," Journal of Financial Economics, Elsevier, vol. 104(2), pages 383-400.
  77. Vakrman, Tomas & Kristoufek, Ladislav, 2015. "Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches," FinMaP-Working Papers 35, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  78. Caballero, Ricardo J. & Krishnamurthy, Arvind, 2001. "International and domestic collateral constraints in a model of emerging market crises," Journal of Monetary Economics, Elsevier, vol. 48(3), pages 513-548, December.
  79. Huang, Ying Sophie & Wang, Chia-Jane, 2015. "Corporate governance and risk-taking of Chinese firms: The role of board size," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 96-113.
  80. Nadia Belkhir Boujelbene & Abdelfatteh Bouri & Jean-Luc Prigent, 2014. "Corporate Governance and Market Microstructure: Evidence on Institutional Investors in the Tunisian Stock Exchange," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 4(2), pages 58-71, April.
  81. Bouslah, Kais & Kryzanowski, Lawrence & M’Zali, Bouchra, 2013. "The impact of the dimensions of social performance on firm risk," Journal of Banking & Finance, Elsevier, vol. 37(4), pages 1258-1273.
  82. Stolowy, Hervé & Jeanjean, Thomas & Erkens, Michael, 2011. "The economic consequences of increasing the international visibility of financial reports," Les Cahiers de Recherche 957, HEC Paris.
  83. Eichler, Stefan, 2012. "Equity home bias and corporate disclosure," Journal of International Money and Finance, Elsevier, vol. 31(5), pages 1008-1032.
  84. Lasse Heje Pedersen & Mark Mitchell & Todd Pulvino, 2007. "Slow Moving Capital," American Economic Review, American Economic Association, vol. 97(2), pages 215-220, May.
  85. Ghadhab, Imen, 2016. "The effect of additional foreign market presence on the trading volume of cross-listed/traded stocks," Journal of Multinational Financial Management, Elsevier, vol. 34(C), pages 18-27.
  86. Chou, Pin-Huang & Huang, Tsung-Yu & Yang, Hung-Jeh, 2013. "Arbitrage risk and the turnover anomaly," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4172-4182.
  87. Ahn, Hee-Joon & Cai, Jun & Hamao, Yasushi & Ho, Richard Y.K., 2005. "Adverse selection, brokerage coverage, and trading activity on the Tokyo Stock Exchange," Journal of Banking & Finance, Elsevier, vol. 29(6), pages 1483-1508, June.
  88. Oehler, Andreas & Rummer, Marco & Smith, Peter N., 2004. "IPO Pricing and the Relative Importance of Investor Sentiment: Evidence from Germany," Discussion Papers 26, University of Bamberg, Chair of Finance.
  89. Jan Diebecker & Friedrich Sommer, 2017. "The impact of corporate sustainability performance on information asymmetry: the role of institutional differences," Review of Managerial Science, Springer, vol. 11(2), pages 471-517, March.
  90. Victor DeMiguel & Francisco J. Nogales & Raman Uppal, 2014. "Stock Return Serial Dependence and Out-of-Sample Portfolio Performance," Review of Financial Studies, Society for Financial Studies, vol. 27(4), pages 1031-1073.
  91. Yaniv Konchitchki & Yan Luo & Mary L. Z. Ma & Feng Wu, 2016. "Accounting-based downside risk, cost of capital, and the macroeconomy," Review of Accounting Studies, Springer, vol. 21(1), pages 1-36, March.
  92. Gülfen TUNA & Samet KUNDAKÇIOĞLU, 2016. "Investigation of relation between foreign portfolio investments and stock prices: Time varying asymmetric causality analysis," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(2(607), S), pages 127-134, Summer.
  93. Bai, Jennie & Philippon, Thomas & Savov, Alexi, 2016. "Have financial markets become more informative?," Journal of Financial Economics, Elsevier, vol. 122(3), pages 625-654.
  94. Huyghebaert, Nancy & Xu, Weidong, 2015. "What determines the market share of investment banks in Chinese domestic IPOs?," China Economic Review, Elsevier, vol. 34(C), pages 150-168.
  95. Berrada, Tony & Hugonnier, Julien, 2013. "Incomplete information, idiosyncratic volatility and stock returns," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 448-462.
  96. Hui Guo & Robert Savickas, 2006. "The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries," Working Papers 2006-036, Federal Reserve Bank of St. Louis.
  97. Fang Cai & Francis E. Warnock, 2004. "International diversification at home and abroad," International Finance Discussion Papers 793, Board of Governors of the Federal Reserve System (U.S.).
  98. Sharma, Susan Sunila & Narayan, Paresh Kumar, 2014. "New evidence on turn-of-the-month effects," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 92-108.
  99. Hung, Chung-Wen & Shiu, Cheng-Yi, 2016. "Trader activities, ownership, and stock price reactions to MSCI standard index changes: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, vol. 36(C), pages 49-63.
  100. Vaalmikki Argoon & Spiros Bougheas & Chris Milner, 2013. "Lead-Lag Relationships and Institutional Ownership: Evidence from an Embryonic Equity Market," Discussion Papers 2013/08, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  101. Cano Rodríguez, Manuel & Núñez-Nickel, Manuel, 2002. "Las tres caras del riesgo estratégico: riesgo sistemático, riesgo táctico y riesgo idiosincrásico," DEE - Documentos de Trabajo. Economía de la Empresa. DB db021508, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  102. Mollet, Janick Christian & Ziegler, Andreas, 2014. "Socially responsible investing and stock performance: New empirical evidence for the US and European stock markets," Review of Financial Economics, Elsevier, vol. 23(4), pages 208-216.
  103. Gabriella Chiesa & Giovanna Nicodano, 2003. "Privatization and Financial Market Development: Theoretical Issues," Working Papers 2003.1, Fondazione Eni Enrico Mattei.
  104. Aleš Bulíø, 2005. "Liberalized Markets Have More Stable Exchange Rates: Short-Run Evidence from Four Transition Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 55(5-6), pages 206-231, May.
  105. Reese, William Jr. & Weisbach, Michael S., 2002. "Protection of minority shareholder interests, cross-listings in the United States, and subsequent equity offerings," Journal of Financial Economics, Elsevier, vol. 66(1), pages 65-104, October.
  106. Xavier Gabaix & Arvind Krishnamurthy & Olivier Vigneron, 2007. "Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market," Journal of Finance, American Finance Association, vol. 62(2), pages 557-595, 04.
  107. Abugri, Benjamin A. & Dutta, Sandip, 2014. "Are we overestimating REIT idiosyncratic risk? Analysis of pricing effects and persistence," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 249-259.
  108. Raffestin, Louis, 2014. "Diversification and systemic risk," Journal of Banking & Finance, Elsevier, vol. 46(C), pages 85-106.
  109. Tarun Chordia & Lakshmanan Shivakumar & Avanidhar Subrahmanyam, 2004. "Liquidity Dynamics Across Small and Large Firms," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 33(1), pages 111-143, 02.
  110. Chung, Kee H. & Cho, Seong-Yeon, 2005. "Security analysis and market making," Journal of Financial Intermediation, Elsevier, vol. 14(1), pages 114-141, January.
  111. Allen, Franklin & Santomero, Anthony M., 1997. "The theory of financial intermediation," Journal of Banking & Finance, Elsevier, vol. 21(11-12), pages 1461-1485, December.
  112. Ravi Jagannathan & Ellen R. McGrattan & Anna Scherbina, 2000. "The declining U.S. equity premium," Quarterly Review, Federal Reserve Bank of Minneapolis, issue Fall, pages 3-19.
  113. John Clark & Elizabeth Berko, 1997. "Foreign investment fluctuations and emerging market stock returns: the case of Mexico," Staff Reports 24, Federal Reserve Bank of New York.
  114. Christian Pierdzioch & Andrea Schertler, 2007. "Sources of Predictability of European Stock Markets for High-technology Firms," The European Journal of Finance, Taylor & Francis Journals, vol. 13(1), pages 1-27.
  115. Wang, Daphne & Esqueda, Omar A., 2014. "National cultural effects on leverage decisions: Evidence from emerging-market ADRs," Research in International Business and Finance, Elsevier, vol. 31(C), pages 152-177.
  116. Cahan, Steven F. & Chen, Chen & Chen, Li & Nguyen, Nhut H., 2015. "Corporate social responsibility and media coverage," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 409-422.
  117. Haiyan Zhou & Stephen Owusu-Ansah, 2014. "Cross listing, disclosure regimes, and trading volume sensitivity to stock returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 38(3), pages 383-406, July.
  118. El Ghoul, Sadok & Guedhami, Omrane & Kwok, Chuck C.Y. & Mishra, Dev R., 2011. "Does corporate social responsibility affect the cost of capital?," Journal of Banking & Finance, Elsevier, vol. 35(9), pages 2388-2406, September.
  119. Martin Guggenberger & Anna Rohlfing-Bastian, 2016. "Delegation of strategic decision-making authority to middle managers," Journal of Management Control: Zeitschrift für Planung und Unternehmenssteuerung, Springer, vol. 27(2), pages 155-179, May.
  120. Richard A. Lambert & Christian Leuz & Robert E. Verrecchia, 2011. "Information Asymmetry, Information Precision, and the Cost of Capital," Review of Finance, European Finance Association, vol. 16(1), pages 1-29.
  121. Matthias Bank & Martin Larch & Georg Peter, 2011. "Google search volume and its influence on liquidity and returns of German stocks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 25(3), pages 239-264, September.
  122. Miller, Darius P. & Puthenpurackal, John J., 2005. "Security fungibility and the cost of capital: evidence from global bonds," Working Paper Series 426, European Central Bank.
  123. Durnev, Art & Li, TieMei & Magnan, Michel, 2016. "Are offshore firms worth more?," Journal of Corporate Finance, Elsevier, vol. 36(C), pages 131-156.
  124. Frederico Belo & Xiaoji Lin & Maria Ana Vitorino, 2014. "Brand Capital and Firm Value," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 17(1), pages 150-169, January.
  125. Kaniel, Ron & Parham, Robert, 2017. "WSJ Category Kings – The impact of media attention on consumer and mutual fund investment decisions," Journal of Financial Economics, Elsevier, vol. 123(2), pages 337-356.
  126. Laopodis, Nikiforos T., 2016. "Industry returns, market returns and economic fundamentals: Evidence for the United States," Economic Modelling, Elsevier, vol. 53(C), pages 89-106.
  127. Glenn Boyle & Gerald Ward, 2016. "Do Better Informed Investors Always Do Better?," Working Papers in Economics 16/29, University of Canterbury, Department of Economics and Finance.
  128. Dewandaru, Ginanjar & Bacha, Obiyathulla Ismath & Masih, A. Mansur M. & Masih, Rumi, 2015. "Risk-return characteristics of Islamic equity indices: Multi-timescales analysis," Journal of Multinational Financial Management, Elsevier, vol. 29(C), pages 115-138.
  129. Fumiko Takeda & Hiroaki Yamazaki, 2006. "Stock Price Reactions to Public TV Programs on Listed Japanese Companies," Economics Bulletin, AccessEcon, vol. 13(7), pages 1-7.
  130. Jeanjean, Thomas & Lesage, Cédric & Stolowy, Hervé, 2010. "Why do you speak English (in your annual report)?," The International Journal of Accounting, Elsevier, vol. 45(2), pages 200-223, June.
  131. Hamid Mehran & Stavros Peristiani, 2010. "Financial Visibility and the Decision to Go Private," Review of Financial Studies, Society for Financial Studies, vol. 23(2), pages 519-547, February.
  132. William N. Goetzmann & Alok Kumar, 2008. "Equity Portfolio Diversification," Review of Finance, European Finance Association, vol. 12(3), pages 433-463.
  133. Chacko, George & Das, Sanjiv Ranjan, 1999. "A theory of optimal timing and selectivity," Journal of Economic Dynamics and Control, Elsevier, vol. 23(7), pages 929-965, June.
  134. John Ammer & Sara B. Holland & David C. Smith & Francis E. Warnock, 2006. "Look at Me Now: What Attracts U.S. Shareholders?," NBER Working Papers 12500, National Bureau of Economic Research, Inc.
  135. Chakravarty, Sugato & Sarkar, Asani & Wu, Lifan, 1998. "Information asymmetry, market segmentation and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 325-356, December.
  136. Peress, Joel, 2010. "The tradeoff between risk sharing and information production in financial markets," Journal of Economic Theory, Elsevier, vol. 145(1), pages 124-155, January.
  137. Reza Bradrania, M. & Peat, Maurice & Satchell, Stephen, 2015. "Liquidity costs, idiosyncratic volatility and expected stock returns," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 394-406.
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