IDEAS home Printed from https://ideas.repec.org/r/oup/rfinst/v32y2019i6p2260-2301..html

Institutional Investors and Information Acquisition: Implications for Asset Prices and Informational Efficiency

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Georgy Chabakauri & Kathy Yuan & Konstantinos E Zachariadis, 2022. "Multi-asset Noisy Rational Expectations Equilibrium with Contingent Claims," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2445-2490.
  2. Buss, Adrian & Sundaresan, Savitar, 2020. "More Risk, More Information: How Passive Ownership Can Improve Informational Efficiency," CEPR Discussion Papers 14843, Centre for Economic Policy Research.
  3. Chen, Yong & Kelly, Bryan & Wu, Wei, 2020. "Sophisticated investors and market efficiency: Evidence from a natural experiment," Journal of Financial Economics, Elsevier, vol. 138(2), pages 316-341.
  4. Borochin, Paul & Wang, Xiaoqiong & Wei, Siqi, 2024. "Can long-term institutional owners improve market efficiency in parsing complex legal disputes?," International Review of Economics & Finance, Elsevier, vol. 96(PC).
  5. He, Xue-Zhong (Tony) & Shi, Lei & Tolotti, Marco, 2025. "The social value of information uncertainty," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  6. Dekker, Lennart, 2024. "Essays on asset liquidity and investment funds," Other publications TiSEM 5fc9bf77-84e7-4a36-9e3a-1, Tilburg University, School of Economics and Management.
  7. Chabakauri, Georgy & Rytchkov, Oleg, 2021. "Asset pricing with index investing," Journal of Financial Economics, Elsevier, vol. 141(1), pages 195-216.
  8. Hervé Roche & Juan Sotes-Paladino, 2022. "Sentiment, Mispricing and Excess Volatility in Presence of Institutional Investors," Working Papers 205, Red Nacional de Investigadores en Economía (RedNIE).
  9. Coles, Jeffrey L. & Heath, Davidson & Ringgenberg, Matthew C., 2022. "On index investing," Journal of Financial Economics, Elsevier, vol. 145(3), pages 665-683.
  10. Shiyang Huang & Yan Xiong & Liyan Yang, 2022. "Skill Acquisition and Data Sales," Management Science, INFORMS, vol. 68(8), pages 6116-6144, August.
  11. Min Bai & Feng Bai & Yafeng Qin, 2022. "Emerging economies openness and efficiency," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(3), pages 659-672, April.
  12. Avramov, Doron & Cheng, Si & Tarelli, Andrea, 2026. "Active fund management when ESG matters," Journal of Banking & Finance, Elsevier, vol. 182(C).
  13. Wang, Jiarui & Liu, Shancun & Yang, Haijun, 2022. "Institutional investor’ proportions and inactive trading," International Review of Financial Analysis, Elsevier, vol. 82(C).
  14. Sotes-Paladino, Juan & Zapatero, Fernando, 2022. "Carrot and stick: A role for benchmark-adjusted compensation in active fund management," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  15. Guo, Rui & Jiang, Ying & Li, Ao & Qiu, Zhigang & Wang, Hefei, 2021. "A model of delegation with a VaR constraint," Finance Research Letters, Elsevier, vol. 42(C).
  16. Michael Sockin & Mindy Z Xiaolan, 2023. "Delegated Learning and Contract Commonality in Asset Management," Review of Finance, European Finance Association, vol. 27(6), pages 1931-1975.
  17. Buss, Adrian & Breugem, Matthijs & Peress, Joël, 2021. "What do Interest Rates Reveal about the Stock Market? A Noisy Rational Expectations Model of Stock and Bond Markets," CEPR Discussion Papers 15766, Centre for Economic Policy Research.
  18. Ailie Charteris & Conrad Alexander Steyn, 2023. "The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?," Journal of Asset Management, Palgrave Macmillan, vol. 24(3), pages 225-240, May.
  19. Danny Zhao‐Xiang Huang, 2022. "Environmental, social and governance factors and assessing firm value: valuation, signalling and stakeholder perspectives," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1983-2010, April.
  20. Guo, Xiaoping & Fan, Ningyuan & Liu, Zhenchun & Wang, Jianwei, 2024. "Macro topology structure and evolution of Chinese Public Funds’ Co-holding Network," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  21. Sheng, Jiliang & Yang, Yanyan & Yang, Jun, 2025. "Optimal delegation contract with portfolio risk," Journal of Banking & Finance, Elsevier, vol. 171(C).
  22. Huang, Shiyang & Qiu, Zhigang & Yang, Liyan, 2020. "Institutionalization, delegation, and asset prices," Journal of Economic Theory, Elsevier, vol. 186(C).
  23. Jiliang Sheng & Yanyan Yang & Xiaoting Wang & Jun Yang, 2024. "How nonlinear benchmark in delegation contract can affect asset price and price informativeness," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 78(4), pages 1117-1168, December.
  24. Sheng, Jiliang & Xu, Si & An, Yunbi & Yang, Jun, 2022. "Dynamic asset pricing in delegated investment: An investigation from the perspective of heterogeneous beliefs of institutional and retail investors," Economic Modelling, Elsevier, vol. 107(C).
  25. Guo, Huichao & Lou, Youcheng, 2023. "The impact of relative wealth concerns on wealth gap and welfare in a noisy rational expectations economy," Economics Letters, Elsevier, vol. 233(C).
  26. Mattthijs Breugem, 2026. "On the Possibility of Informationally Inefficient Markets Without Noise," Papers 2605.09136, arXiv.org.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.