-
2
-
-
21844518576
-
Of shepherds, sheep and the cross-autocorrelation in equity returns
-
Badrinath S.G., Kale J., and Noe T. Of shepherds, sheep and the cross-autocorrelation in equity returns. Review of Financial Studies 2 (1995) 401-430
-
(1995)
Review of Financial Studies
, vol.2
, pp. 401-430
-
-
Badrinath, S.G.1
Kale, J.2
Noe, T.3
-
3
-
-
0037497348
-
Trading is hazardous to your wealth: the common stock investment performance of individual investors
-
Barber B., and Odeon T. Trading is hazardous to your wealth: the common stock investment performance of individual investors. Journal of Finance 55 (2000) 773-806
-
(2000)
Journal of Finance
, vol.55
, pp. 773-806
-
-
Barber, B.1
Odeon, T.2
-
4
-
-
0031227404
-
The individual investor and the weekend effect: a reexamination with intraday data
-
Brooks R., and Kim H. The individual investor and the weekend effect: a reexamination with intraday data. Quarterly Review of Economics and Finance 37 (1997) 725-737
-
(1997)
Quarterly Review of Economics and Finance
, vol.37
, pp. 725-737
-
-
Brooks, R.1
Kim, H.2
-
5
-
-
43949169695
-
Institutional trades and intraday stock price behavior
-
Chan L.K.C., and Lakonishok J. Institutional trades and intraday stock price behavior. Journal of Financial Economics 33 (1993) 173-199
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 173-199
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
6
-
-
84993899497
-
The behavior of stock prices around institutional trades
-
Chan L.K.C., and Lakonishok J. The behavior of stock prices around institutional trades. Journal of Finance 50 (1995) 1147-1174
-
(1995)
Journal of Finance
, vol.50
, pp. 1147-1174
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
7
-
-
0040657086
-
Institutional equity trading costs: NYSE versus NASDAQ
-
Chan L.K.C., and Lakonishok J. Institutional equity trading costs: NYSE versus NASDAQ. Journal of Finance 52 (1997) 713-735
-
(1997)
Journal of Finance
, vol.52
, pp. 713-735
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
8
-
-
15744363130
-
The impact of institutional investors on the Monday seasonal
-
Chan S.H., Leung W.K., and Wang K. The impact of institutional investors on the Monday seasonal. Journal of Business 77 (2004) 967-986
-
(2004)
Journal of Business
, vol.77
, pp. 967-986
-
-
Chan, S.H.1
Leung, W.K.2
Wang, K.3
-
9
-
-
0000874469
-
The weekend effect in information releases: a study of earnings and dividend announcements
-
Damodaran A. The weekend effect in information releases: a study of earnings and dividend announcements. Review of Financial Studies 2 (1989) 607-623
-
(1989)
Review of Financial Studies
, vol.2
, pp. 607-623
-
-
Damodaran, A.1
-
10
-
-
0000480869
-
Efficient capital markets: a review of theory and empirical work
-
Fama E.F. Efficient capital markets: a review of theory and empirical work. The Journal of Finance 25 (1970) 383-417
-
(1970)
The Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
12
-
-
84977707304
-
From T-bills to common stocks: investigating the generality of intra-week return seasonality
-
Flannery M.J., and Protopapadakis A.A. From T-bills to common stocks: investigating the generality of intra-week return seasonality. Journal of Finance 33 (1988) 431-450
-
(1988)
Journal of Finance
, vol.33
, pp. 431-450
-
-
Flannery, M.J.1
Protopapadakis, A.A.2
-
13
-
-
49149143225
-
Stock returns and the weekend effect
-
French K.R. Stock returns and the weekend effect. Journal of Financial Economics 8 (1980) 55-70
-
(1980)
Journal of Financial Economics
, vol.8
, pp. 55-70
-
-
French, K.R.1
-
14
-
-
0000741932
-
Momentum investment strategies, portfolio performance and herding: a study of mutual fund behavior
-
Grinblatt M., Titman S., and Wermers R. Momentum investment strategies, portfolio performance and herding: a study of mutual fund behavior. American Economic Review 85 (1995) 1088-1105
-
(1995)
American Economic Review
, vol.85
, pp. 1088-1105
-
-
Grinblatt, M.1
Titman, S.2
Wermers, R.3
-
15
-
-
0000554438
-
A twist on the Monday effect in stock prices: evidence from the US and foreign stock markets
-
Jaffe J.F., Westerfield R., and Ma C. A twist on the Monday effect in stock prices: evidence from the US and foreign stock markets. Journal of Banking and Finance 13 (1989) 641-650
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 641-650
-
-
Jaffe, J.F.1
Westerfield, R.2
Ma, C.3
-
16
-
-
0039331682
-
New evidence on the Monday seasonal in stock returns
-
Kamara A. New evidence on the Monday seasonal in stock returns. Journal of Business 70 (1997) 63-84
-
(1997)
Journal of Business
, vol.70
, pp. 63-84
-
-
Kamara, A.1
-
17
-
-
0041785623
-
Anatomy of the trading process: empirical evidence on the behavior of institutional traders
-
Keim D., and Madhavan A. Anatomy of the trading process: empirical evidence on the behavior of institutional traders. Journal of Financial Economics 32 (1995) 371-398
-
(1995)
Journal of Financial Economics
, vol.32
, pp. 371-398
-
-
Keim, D.1
Madhavan, A.2
-
18
-
-
84944835445
-
A further investigation of the weekend effect in stock returns
-
Keim D., and Stambaugh R. A further investigation of the weekend effect in stock returns. Journal of Finance 30 (1984) 819-884
-
(1984)
Journal of Finance
, vol.30
, pp. 819-884
-
-
Keim, D.1
Stambaugh, R.2
-
19
-
-
0001585566
-
Weekend effects on stock returns: a note
-
Lakonishok J., and Levi M. Weekend effects on stock returns: a note. Journal of Finance 37 (1982) 883-889
-
(1982)
Journal of Finance
, vol.37
, pp. 883-889
-
-
Lakonishok, J.1
Levi, M.2
-
20
-
-
84977733807
-
The weekend effect: trading patterns of individual and institutional investors
-
Lakonishok J., and Maberly E. The weekend effect: trading patterns of individual and institutional investors. Journal of Finance 40 (1990) 231-243
-
(1990)
Journal of Finance
, vol.40
, pp. 231-243
-
-
Lakonishok, J.1
Maberly, E.2
-
23
-
-
0039657040
-
Herding and feedback trading by institutional and individual investors
-
Nofsinger J., and Sias R. Herding and feedback trading by institutional and individual investors. Journal of Finance 54 (1999) 2263-2295
-
(1999)
Journal of Finance
, vol.54
, pp. 2263-2295
-
-
Nofsinger, J.1
Sias, R.2
-
25
-
-
0003357719
-
The day-of-the-week anomaly: the role of institutional investors
-
Sias R.W., and Starks L. The day-of-the-week anomaly: the role of institutional investors. Financial Analysts Journal 51 (1995) 58-67
-
(1995)
Financial Analysts Journal
, vol.51
, pp. 58-67
-
-
Sias, R.W.1
Starks, L.2
-
26
-
-
0031256715
-
Return autocorrelation and institutional investors
-
Sias R.W., and Starks L. Return autocorrelation and institutional investors. Journal of Financial Economics 46 (1997) 103-131
-
(1997)
Journal of Financial Economics
, vol.46
, pp. 103-131
-
-
Sias, R.W.1
Starks, L.2
-
27
-
-
38249012761
-
Initial public offerings of equity securities: Anomalous evidence using REITs
-
Wang K., Chan S.H., and Gau G. Initial public offerings of equity securities: Anomalous evidence using REITs. Journal of Financial Economics 31 (1992) 381-410
-
(1992)
Journal of Financial Economics
, vol.31
, pp. 381-410
-
-
Wang, K.1
Chan, S.H.2
Gau, G.3
-
30
-
-
0000095552
-
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
-
White H. A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity. Econometrica 48 (1980) 817-838
-
(1980)
Econometrica
, vol.48
, pp. 817-838
-
-
White, H.1
-
31
-
-
33747366687
-
-
World Travel & Tourism Council (WTTC), 2002. TSA Research Report, http://www.wttc.org/
-
-
-
|