-
1
-
-
38949092058
-
Finite bubbles with short sales constraints and asymmetric information
-
Allen, F., Morris, S., Postlewaite, A., 1993. Finite bubbles with short sales constraints and asymmetric information. Journal of Economic Theory 61, 206-22
-
(1993)
Journal of Economic Theory
, vol.61
, pp. 206-222
-
-
Allen, F.1
Morris, S.2
Postlewaite, A.3
-
2
-
-
0003654918
-
-
Unpublished working paper, University of Texas
-
Almazan, A., Brown, K.C., Carlson, M., Chapman, D.A., 1999. Why constrain your mutual fund manager? Unpublished working paper, University of Texas.
-
(1999)
Why constrain your mutual fund manager
-
-
Almazan, A.1
Brown, K.C.2
Carlson, M.3
Chapman, D.A.4
-
3
-
-
0004074032
-
An empirical investigation of short interest
-
Harvard Business School
-
Asquith, P., Meulbroek, L., 1995. An empirical investigation of short interest. Unpublished working paper. Harvard Business School.
-
(1995)
Unpublished working paper
-
-
Asquith, P.1
Meulbroek, L.2
-
4
-
-
0040197221
-
The relationship between earnings yield, market value, and return for NYSE common stocks: further evidence
-
Basu, S., 1983. The relationship between earnings yield, market value, and return for NYSE common stocks: further evidence. Journal of Financial Economics 12, 129-15
-
(1983)
Journal of Financial Economics
, vol.12
, pp. 129-215
-
-
Basu, S.1
-
5
-
-
0000069353
-
Alternative factor specifications, security characteristics, and the cross section of expected stock returns
-
Brennan, M.J., Chordia, T., Subrahmanyam, A., 1998. Alternative factor specifications, security characteristics, and the cross section of expected stock returns. Journal of Financial Economics 49, 345-37
-
(1998)
Journal of Financial Economics
, vol.49
, pp. 345-437
-
-
Brennan, M.J.1
Chordia, T.2
Subrahmanyam, A.3
-
6
-
-
84971896379
-
Short interest: explanations and test
-
Brent, A., Morse, D., Stice, E.K., 1990. Short interest: explanations and test. Journal of Financial and Quantitative Analysis 25, 273-28
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, pp. 273-328
-
-
Brent, A.1
Morse, D.2
Stice, E.K.3
-
7
-
-
0034403599
-
The value of active mutual fund management: an examination of the stockholdings and trades of fund managers
-
Chen, H., Jegadeesh, N., Wermers, R., 2000. The value of active mutual fund management: an examination of the stockholdings and trades of fund managers. Journal of Financial and Quantitative Analysis 35, 343-36
-
(2000)
Journal of Financial and Quantitative Analysis
, vol.35
, pp. 343-436
-
-
Chen, H.1
Jegadeesh, N.2
Wermers, R.3
-
8
-
-
0039561990
-
Measuring mutual fund performance with characteristic-based benchmarks
-
Daniel, K., Grinblatt, M., Titman, S., Wermers, R., 1997. Measuring mutual fund performance with characteristic-based benchmarks. Journal of Finance 52, 1035-105
-
(1997)
Journal of Finance
, vol.52
, pp. 1035-1105
-
-
Daniel, K.1
Grinblatt, M.2
Titman, S.3
Wermers, R.4
-
10
-
-
18044395198
-
Short-sellers, fundamental analysis and stock returns
-
Dechow, P.M., Hutton, A.P., Meulbroek, L., Sloan, R.G., 2001. Short-sellers, fundamental analysis, and stock returns. Journal of Financial Economics 61, 77-10
-
(2001)
Journal of Financial Economics
, vol.61
, pp. 77-110
-
-
Dechow, P.M.1
Hutton, A.P.2
Meulbroek, L.3
Sloan, R.G.4
-
11
-
-
84936526743
-
Noise trader risk in financial markets
-
DeLong, J.B., Shleifer, A., Summers, L.H., Waldmann, R.J., 1990. Noise trader risk in financial markets. Journal of Political Economy 98, 703-73
-
(1990)
Journal of Political Economy
, vol.98
, pp. 703-773
-
-
DeLong, J.B.1
Shleifer, A.2
Summers, L.H.3
Waldmann, R.J.4
-
12
-
-
0001675669
-
Constraints on short-selling and asset price adjustment to private information
-
Diamond, D.W., Verrecchia, R.E., 1987. Constraints on short-selling and asset price adjustment to private information. Journal of Financial Economics 18, 277-31
-
(1987)
Journal of Financial Economics
, vol.18
, pp. 277-331
-
-
Diamond, D.W.1
Verrecchia, R.E.2
-
13
-
-
0041669468
-
-
Diether, K.B., Malloy, C.J., Scherbina, A., 2002. Differences of opinion and the cross-section of stock returns. Journal of Finance 57, forthcoming.
-
(2002)
-
-
Diether, K.B.1
Malloy, C.J.2
Scherbina, A.3
-
14
-
-
84977737676
-
The cross section of expected stock returns
-
Fama, E.F., French, K.R., 1992. The cross section of expected stock returns. Journal of Finance 47, 427-46
-
(1992)
Journal of Finance
, vol.47
, pp. 427-446
-
-
Fama, E.F.1
French, K.R.2
-
15
-
-
38549147867
-
Common risk factors in the returns on stocks and bonds
-
Fama, E.F., French, K.R., 1993. Common risk factors in the returns on stocks and bonds. Journal of Financial Economics 33, 3-5
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 3-5
-
-
Fama, E.F.1
French, K.R.2
-
16
-
-
0013413658
-
Multifactor explanations of asset pricing anomalies
-
Fama, E.F., French, K.R., 1996. Multifactor explanations of asset pricing anomalies. Journal of Finance 51, 55-8
-
(1996)
Journal of Finance
, vol.51
, pp. 55-58
-
-
Fama, E.F.1
French, K.R.2
-
17
-
-
0000928969
-
Risk, return, and equilibrium: empirical tests
-
Fama, E.F., MacBeth, J.D., 1973. Risk, return, and equilibrium: empirical tests. Journal of Political Economy 81, 607-63
-
(1973)
Journal of Political Economy
, vol.81
, pp. 607-663
-
-
Fama, E.F.1
MacBeth, J.D.2
-
18
-
-
84974486861
-
The informational effects of restrictions on short sales: some empirical evidence
-
Figlewski, S., 1981. The informational effects of restrictions on short sales: some empirical evidence. Journal of Financial and Quantitative Analysis 16, 463-47
-
(1981)
Journal of Financial and Quantitative Analysis
, vol.16
, pp. 463-447
-
-
Figlewski, S.1
-
19
-
-
84993650709
-
Options, short sales, and market completeness
-
Figlewski, S., Webb, G.P., 1993. Options, short sales, and market completeness. Journal of Finance 48, 761-77
-
(1993)
Journal of Finance
, vol.48
, pp. 761-777
-
-
Figlewski, S.1
Webb, G.P.2
-
20
-
-
0000774157
-
Stocks are special too: an analysis of the equity lending market
-
Geczy, C., Musto, D.K., Reed, A.V., 2002. Stocks are special too: an analysis of the equity lending market. Journal of Financial Economics 66, this issue.
-
(2002)
Journal of Financial Economics 66, this issue
-
-
Geczy, C.1
Musto, D.K.2
Reed, A.V.3
-
21
-
-
0000741932
-
Momentum investment strategies, portfolio performance
-
Grinblatt, M., Titman, S., Wermers, R., 1995. Momentum investment strategies, portfolio performance, and herding: a study of mutual fund behavior. American Economic Review 85, 1088-110
-
(1995)
and herding: a study of mutual fund behavior. American Economic Review
, vol.85
, pp. 1088-1110
-
-
Grinblatt, M.1
Titman, S.2
Wermers, R.3
-
22
-
-
21344493808
-
Differences of opinion make a horse race
-
Harris, M., Raviv, A., 1993. Differences of opinion make a horse race. Review of Financial Studies 6, 473-50
-
(1993)
Review of Financial Studies
, vol.6
, pp. 473-450
-
-
Harris, M.1
Raviv, A.2
-
23
-
-
84959812265
-
Speculative investor behavior in a stock market with heterogeneous expectations
-
Harrison, J.M., Kreps, D.M., 1978. Speculative investor behavior in a stock market with heterogeneous expectations. Quarterly Journal of Economics 93, 323-33
-
(1978)
Quarterly Journal of Economics
, vol.93
, pp. 323-333
-
-
Harrison, J.M.1
Kreps, D.M.2
-
24
-
-
0038176749
-
Differences of opinion, short-sales constraints, and market crashes
-
Hong, H., Stein, J.C., 2003. Differences of opinion, short-sales constraints, and market crashes. Journal of Financial Economics 66, this issue.
-
(2003)
Journal of Financial Economics 66, this issue
-
-
Hong, H.1
Stein, J.C.2
-
25
-
-
0039372663
-
Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies
-
Hong, H., Lim, T., Stein, J.C., 2000. Bad news travels slowly: size, analyst coverage, and the profitability of momentum strategies. Journal of Finance 55, 265-29
-
(2000)
Journal of Finance
, vol.55
, pp. 265-329
-
-
Hong, H.1
Lim, T.2
Stein, J.C.3
-
26
-
-
84977408304
-
Heterogeneous expectations restrictions on short sales, and equilibrium asset prices
-
Jarrow, R., 1980. Heterogeneous expectations, restrictions on short sales, and equilibrium asset prices. Journal of Finance 35, 1105-111
-
(1980)
Journal of Finance
, vol.35
, pp. 1105-1111
-
-
Jarrow, R.1
-
27
-
-
84993907227
-
Returns to buying winners and selling losers: implications for stock market efficiency
-
Jegadeesh, N., Titman, S., 1993. Returns to buying winners and selling losers: implications for stock market efficiency. Journal of Finance 48, 93-13
-
(1993)
Journal of Finance
, vol.48
, pp. 93-113
-
-
Jegadeesh, N.1
Titman, S.2
-
29
-
-
85141101504
-
Differential interpretation of public signals and trade in speculative markets
-
Kandel, E., Pearson, N.D., 1995. Differential interpretation of public signals and trade in speculative markets. Journal of Political Economy 103, 831-87
-
(1995)
Journal of Political Economy
, vol.103
, pp. 831-887
-
-
Kandel, E.1
Pearson, N.D.2
-
30
-
-
0039657043
-
How are derivatives used? evidence from the mutual fund industry
-
Koski, J.L., Pontiff, J., 1999. How are derivatives used? evidence from the mutual fund industry. Journal of Finance 54, 791-81
-
(1999)
Journal of Finance
, vol.54
, pp. 791-781
-
-
Koski, J.L.1
Pontiff, J.2
-
31
-
-
84993869066
-
Contrarian investment extrapolation, and risk
-
Lakonishok, J., Shleifer, A., Vishny, R.W., 1994. Contrarian investment, extrapolation, and risk. Journal of Finance 49, 1541-157
-
(1994)
Journal of Finance
, vol.49
, pp. 1541-2157
-
-
Lakonishok, J.1
Shleifer, A.2
Vishny, R.W.3
-
32
-
-
84977707554
-
A simple model of capital market equilibrium with incomplete information
-
Merton, R.C., 1987. A simple model of capital market equilibrium with incomplete information. Journal of Finance 42, 483-51
-
(1987)
Journal of Finance
, vol.42
, pp. 483-551
-
-
Merton, R.C.1
-
33
-
-
84916929634
-
Risk, uncertainty, and divergence of opinion
-
Miller, E., 1977. Risk, uncertainty, and divergence of opinion. Journal of Finance 32, 1151-116
-
(1977)
Journal of Finance
, vol.32
, pp. 1151-1116
-
-
Miller, E.1
-
34
-
-
0037761333
-
Speculative investor behavior and learning
-
Morris, S., 1996. Speculative investor behavior and learning. Quarterly Journal of Economics 111, 1111-113
-
(1996)
Quarterly Journal of Economics
, vol.111
, pp. 1111-1113
-
-
Morris, S.1
-
35
-
-
0346907827
-
Volume, volatility, price, and profit when all traders are above average
-
Odean, T., 1998. Volume, volatility, price, and profit when all traders are above average. Journal of Finance 53, 1887-193
-
(1998)
Journal of Finance
, vol.53
, pp. 1887-2193
-
-
Odean, T.1
-
36
-
-
0002791454
-
Differences of opinion in financial markets
-
Kluwer Academic Publishers, Boston Stone, C.C. (Ed.)
-
Varian, H.R., 1989. Differences of opinion in financial markets. In: Stone, C.C. (Ed.), Financial Risk: Theory, Evidence, and Implications: Proceedings of the 11th Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis. Kluwer Academic Publishers, Boston, pp. 3-3
-
(1989)
Financial Risk: Theory, Evidence, and Implications: Proceedings of the 11th Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis
, pp. 3
-
-
Varian, H.R.1
-
37
-
-
0006818286
-
Mutual fund herding and the impact on stock prices
-
Wermers, R., 1999. Mutual fund herding and the impact on stock prices. Journal of Finance 54, 581-62
-
(1999)
Journal of Finance
, vol.54
, pp. 581-662
-
-
Wermers, R.1
|