-
1
-
-
0002816156
-
A theory of intraday patterns: Volume and price variability
-
Admati, A. R., and P. C. Pfleiderer. 1988. A Theory of Intraday Patterns: Volume and Price Variability. Review of Financial Studies 1:3-40
-
(1988)
Review of Financial Studies
, vol.1
, pp. 3-40
-
-
Admati, A.R.1
Pfleiderer, P.C.2
-
2
-
-
0038957302
-
Imperfect competition among informed traders
-
Back, K., H. H. Cao, and G. A. Willard. 2000. Imperfect Competition among Informed Traders. Journal of Finance 55:2117-2155
-
(2000)
Journal of Finance
, vol.55
, pp. 2117-2155
-
-
Back, K.1
Cao, H.H.2
Willard, G.A.3
-
3
-
-
84924362389
-
How do individual, institutional, and foreign investors win and lose in equity trades?
-
Queen's School of Business, Queen's University
-
Bae, K.-H., T. Yamada, and K. Ito. 2006. How Do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Working Paper, Queen's School of Business, Queen's University.
-
(2006)
Working Paper
-
-
Bae, K.-H.1
Yamada, T.2
Ito, K.3
-
4
-
-
21644450154
-
Systematic noise
-
Graduate School of Management, University of California, Davis
-
Barber, B.M., T. Odean, and N. Zhu. 2006. Systematic Noise.Working Paper, Graduate School of Management, University of California, Davis.
-
(2006)
Working Paper
-
-
Barber, B.M.1
Odean, T.2
Zhu, N.3
-
5
-
-
1642349854
-
Informed trading when information becomes stale
-
Bernhardt, D., and J. Miao. 2004. Informed Trading When Information Becomes Stale. Journal of Finance 59:339-390
-
(2004)
Journal of Finance
, vol.59
, pp. 339-390
-
-
Bernhardt, D.1
Miao, J.2
-
6
-
-
0010015080
-
Herd behavior in financial markets
-
Bikhchandani, S. and S. Sharma. 2001. Herd Behavior in Financial Markets. IMF Staff Papers 47:279-310.
-
(2001)
IMF Staff Papers
, vol.47
, pp. 279-310
-
-
Bikhchandani, S.1
Sharma, S.2
-
7
-
-
0040747533
-
International portfolio investment flows
-
Brennan, M. J., and H. H. Cao. 1997. International Portfolio Investment Flows. Journal of Finance 52:1851-1880
-
(1997)
Journal of Finance
, vol.52
, pp. 1851-1880
-
-
Brennan, M.J.1
Cao, H.H.2
-
8
-
-
0010659335
-
Investment analysis and price formation in securities markets
-
Brennan, M. J., and A. Subrahmanyam. 1995. Investment Analysis and Price Formation in Securities Markets. Journal of Financial Economics 38:361-381
-
(1995)
Journal of Financial Economics
, vol.38
, pp. 361-381
-
-
Brennan, M.J.1
Subrahmanyam, A.2
-
9
-
-
12344277995
-
Trading volume, information asymmetry, and timing information
-
Chae, J. 2005. TradingVolume, Information Asymmetry, and Timing Information. Journal of Finance 60:413-42.
-
(2005)
Journal of Finance
, vol.60
, pp. 413-442
-
-
Chae, J.1
-
11
-
-
75449083892
-
Forthcoming. the small world of investing: Board connections and mutual fund returns
-
Cohen, L., A. Frazzini, and C. Malloy. Forthcoming. The Small World of Investing: Board Connections and Mutual Fund Returns. Journal of Political Economy.
-
Journal of Political Economy
-
-
Cohen, L.1
Frazzini, A.2
Malloy, C.3
-
12
-
-
75449089996
-
Information linkages and correlated trading: Unabridged version
-
London School of Economics
-
Colla, P., and A.Mele. 2008. Information Linkages and Correlated Trading: Unabridged Version.Working Paper, London School of Economics.
-
(2008)
Working Paper
-
-
Colla, P.1
Mele, A.2
-
13
-
-
0007884883
-
Home bias at home: Local equity preference in domestic portfolios
-
Coval, J. D., and T. J. Moskowitz. 1999. Home Bias at Home: Local Equity Preference in Domestic Portfolios. Journal of Finance 54:2045-2073
-
(1999)
Journal of Finance
, vol.54
, pp. 2045-2073
-
-
Coval, J.D.1
Moskowitz, T.J.2
-
14
-
-
0042863218
-
Persuasion bias, social influence, and unidimensional opinions
-
DeMarzo, P. M., D. Vayanos, and J. Zwiebel. 2003. Persuasion Bias, Social Influence, and Unidimensional Opinions. Quarterly Journal of Economics 118:909-968
-
(2003)
Quarterly Journal of Economics
, vol.118
, pp. 909-968
-
-
Demarzo, P.M.1
Vayanos, D.2
Zwiebel, J.3
-
15
-
-
4344713175
-
Diversification as a public good: Community effects in portfolio choice
-
DeMarzo, P.M., R. Kaniel, and I.Kremer. 2004. Diversification as a Public Good: Community Effects in Portfolio Choice. Journal of Finance 59:1677-1715.
-
(2004)
Journal of Finance
, vol.59
, pp. 1677-1715
-
-
Demarzo, P.M.1
Kaniel, R.2
Kremer, I.3
-
19
-
-
6344285030
-
Correlated trading and location
-
Feng, L., and M. S. Seasholes. 2004. Correlated Trading and Location. Journal of Finance 59:2117-2144
-
(2004)
Journal of Finance
, vol.59
, pp. 2117-2144
-
-
Feng, L.1
Seasholes, M.S.2
-
20
-
-
0008995407
-
Strategic trading when agents forecast the forecasts of others
-
Foster, F. D., and S. Viswanathan. 1996. Strategic Trading When Agents Forecast the Forecasts of Others. Journal of Finance 51:1437-1478
-
(1996)
Journal of Finance
, vol.51
, pp. 1437-1478
-
-
Foster, F.D.1
Viswanathan, S.2
-
21
-
-
70449533702
-
-
Princeton, NJ: Princeton University Press
-
Goyal, S. 2007. Connections. Princeton, NJ: Princeton University Press.
-
(2007)
Connections
-
-
Goyal, S.1
-
22
-
-
0039699515
-
How distance, language, and culture influence stockholdings and trades
-
Grinblatt, M., and M. Keloharju. 2001. How Distance, Language, and Culture Influence Stockholdings and Trades. Journal of Finance 56:1053-1073 (Pubitemid 33581674)
-
(2001)
Journal of Finance
, vol.56
, Issue.3
, pp. 1053-1073
-
-
Grinblatt, M.1
Keloharju, M.2
-
24
-
-
0040434945
-
Location matters: An examination of trading profits
-
Hau, H. 2001. Location Matters: An Examination of Trading Profits. Journal of Finance 56:1959-1983 (Pubitemid 33581925)
-
(2001)
Journal of Finance
, vol.56
, Issue.5
, pp. 1959-1983
-
-
Hau, H.1
-
26
-
-
84977738377
-
Long-lived private information and imperfect competition
-
Holden, C. W., and A. Subrahmanyam. 1992. Long-Lived Private Information and Imperfect Competition. Journal of Finance 47:247-270
-
(1992)
Journal of Finance
, vol.47
, pp. 247-270
-
-
Holden, C.W.1
Subrahmanyam, A.2
-
27
-
-
28244500535
-
Thy neighbor's portfolio: Word-of-mouth effects in the holdings and trades of money managers
-
Hong, H., J. D. Kubik, and J. C. Stein. 2005. Thy Neighbor's Portfolio: Word-of-Mouth Effects in the Holdings and Trades of Money Managers. Journal of Finance 60:2801-2824
-
(2005)
Journal of Finance
, vol.60
, pp. 2801-2824
-
-
Hong, H.1
Kubik, J.D.2
Stein, J.C.3
-
28
-
-
0039372663
-
Bad news travels slowly: Size, analyst coverage, and the profitability of momentum strategies
-
Hong, H., T. Lim, and J. C. Stein. 2000. Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies. Journal of Finance 55:265-295
-
(2000)
Journal of Finance
, vol.55
, pp. 265-295
-
-
Hong, H.1
Lim, T.2
Stein, J.C.3
-
29
-
-
12344320638
-
Local does as local is: Information content of the geography of individual investors' common stock investments
-
Ivkovíc, Z., and S.Weisbenner. 2005. Local Does as Local Is: Information Content of the Geography of Individual Investors' Common Stock Investments. Journal of Finance 60:267-306.
-
(2005)
Journal of Finance
, vol.60
, pp. 267-306
-
-
Ivkovíc, Z.1
Weisbenner, S.2
-
31
-
-
0038370983
-
Market contagion: Evidence from the panics of 1854 and 1857
-
Kelly, M., and C. O'Grada. 2000. Market Contagion: Evidence from the Panics of 1854 and 1857. American Economic Review 90:1110-1124
-
(2000)
American Economic Review
, vol.90
, pp. 1110-1124
-
-
Kelly, M.1
O'Grada, C.2
-
32
-
-
0041113416
-
Earnings announcements and the components of the bid-ask spread
-
Krinsky, I., and J. Lee. 1996. Earnings Announcements and the Components of the Bid-Ask Spread. Journal of Finance 51:1523-1535 (Pubitemid 126312642)
-
(1996)
Journal of Finance
, vol.51
, Issue.4
, pp. 1523-1535
-
-
Krinsky, I.1
Lee, J.2
-
33
-
-
0000859303
-
Continuous auctions and insider trading
-
Kyle, A. S. 1985. Continuous Auctions and Insider Trading. Econometrica 53:1335-1355
-
(1985)
Econometrica
, vol.53
, pp. 1335-1355
-
-
Kyle, A.S.1
-
35
-
-
75449096707
-
Informational diversity and proximity in rational expectations equilibrium
-
University of Toronto and University of Michigan
-
Malinova, K., and L. Smith. 2006. Informational Diversity and Proximity in Rational Expectations Equilibrium. Working Paper, University of Toronto and University of Michigan.
-
(2006)
Working Paper
-
-
Malinova, K.1
Smith, L.2
-
36
-
-
51249113184
-
Asset pricing implications of social networks
-
Oxford, Said Business School
-
Ozsoylev, H. 2006. Asset Pricing Implications of Social Networks.Working Paper, Oxford, Said Business School.
-
(2006)
Working Paper
-
-
Ozsoylev, H.1
-
38
-
-
0004179594
-
-
2nd ed. Princeton, NJ: Princeton University Press
-
Shiller, R. J. 2005. Irrational Exuberance, 2nd ed. Princeton, NJ: Princeton University Press.
-
(2005)
Irrational Exuberance
-
-
Shiller, R.J.1
-
39
-
-
0002099196
-
Survey evidence on diffusion of interest and information among investors
-
Shiller, R., and J. Pound. 1989. Survey Evidence on Diffusion of Interest and Information among Investors. Journal of Economic Behavior and Organization 12:47-66.
-
(1989)
Journal of Economic Behavior and Organization
, vol.12
, pp. 47-66
-
-
Shiller, R.1
Pound, J.2
-
41
-
-
0032482432
-
Collective dynamics of "small-world" networks
-
Watts, D. J., and S. H. Strogatz. 1998. Collective Dynamics of "Small-World" Networks. Nature 393:440-442
-
(1998)
Nature
, vol.393
, pp. 440-442
-
-
Watts, D.J.1
Strogatz, S.H.2
|