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Differences of Opinion and the Cross Section of Stock Returns. (2002). Diether, Karl B..
In: Journal of Finance.
RePEc:bla:jfinan:v:57:y:2002:i:5:p:2113-2141.

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  7. Media opinion divergence and stock returns: Evidence from China. (2024). Shen, Dehua ; Goodell, John W ; Zhang, Zuochao ; Lahmar, Oumaima.
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  9. Wall street watches Washington: Asset pricing implications of policy uncertainty. (2024). , Remco ; Verhoeks, Ralph C.
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  18. Public Information as a Source of Disagreement Among Shareholders. (2023). Xefteris, Dimitrios ; Pi, Shaoting ; Meirowitz, Adam ; Mace, Antonin ; Llorente-Saguer, Aniol ; Bouton, Laurent.
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    In: Sustainability.
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  21. Measuring security development in information technologies: A scientometric framework using arXiv e-prints. (2023). Mermoud, Alain ; Maillart, Thomas ; Tsesmelis, Michael ; Gillard, Sebastien ; Lacube, William ; Marechal, Loic ; David, Dimitri Percia.
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  22. Expectation disarray: Analysts growth forecast anomaly in China. (2023). Zhang, Xinyu ; Zhu, Yandi ; Liu, Laura Xiaolei.
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  24. Elucidating Directed Statistical Dependencies: Investigating Global Financial Market Indices Influence on Korean Short Selling Activities. (2023). Kim, Woo Chang ; Lee, Myounggu ; Choi, Insu.
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  25. Revisiting the momentum effect in Taiwan: The role of persistency. (2023). Lee, Cheng-Few ; Hsieh, Chia-Hsun ; Chen, Hong-Yi.
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  26. Cross-country uncertainty spillovers: Evidence from international survey data. (2023). Beckmann, Joscha ; Schussler, Rainer ; Koop, Gary ; Davidson, Sharada Nia.
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  28. Money supply, opinion dispersion, and stock prices. (2023). Hirota, Shinichi.
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  29. Surprise in short interest. (2023). Smajlbegovic, Esad ; Lesnevski, Pavel ; Hanauer, Matthias X.
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  30. Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs. (2023). Ikeda, Naoshi.
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  33. Words and numbers: A disagreement story from post-earnings announcement return and volume patterns. (2023). Grossetti, Francesco ; de Vito, Antonio ; Daugusta, Carlo.
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  34. Dispersion in news sentiment and corporate bond returns. (2023). Pu, Xiaoling ; Isakin, Maksim.
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  36. Sentiment and covariance characteristics. (2023). le Tran, VU.
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  37. Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market. (2023). Lin, Mei-Chen.
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  42. Wage gap and stock returns: Do investors dislike pay inequality?. (2023). Zhu, Yuhao ; Montone, Maurizio ; Dittmann, Ingolf.
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  46. Resale options and heterogeneous beliefs. (2022). Wang, Rongtsorng ; Kuo, Idoun ; Huang, Kaimin.
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  48. Lottery and bubble stocks and the cross?section of option?implied tail risks. (2022). Varma, Jayanth R ; Saurav, Sumit ; Agarwalla, Sobhesh Kumar.
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  52. The Distress Anomaly is Deeper than You Think: Evidence from Stocks and Bonds*. (2022). Philipov, Alexander ; Jostova, Gergana ; Chordia, Tarun ; Avramov, Doron.
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  53. Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi.
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  79. Does the U.S. president affect the stock market?. (2022). Montone, Maurizio.
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  80. Betting against analyst target price. (2022). Kim, Sun Yung ; Kang, Jangkoo ; Han, Chulwoo.
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  81. Who is buying and (not) lending when shorts are selling?. (2022). Zhang, Chi ; Blocher, Jesse.
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  82. R&D information quality and stock returns. (2022). Zhu, Ning ; Wu, Fei ; Li, Junye ; Huang, Tao.
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  83. Ownership breadth: Investor recognition or short-sale constraints?. (2022). Wu, Wenfeng ; Cao, Zhiqi.
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  84. A new measure of realized volatility: Inertial and reverse realized semivariance. (2022). Zou, Kai ; Tao, Yunqing ; Luo, Xin.
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  86. Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM. (2022). Rocciolo, Francesco ; Gheno, Andrea ; Brooks, Chris.
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  87. Do dividends signal safety? Evidence from China. (2022). Nie, Jing ; Yin, Libo.
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  88. Measuring bank risk: Forward-looking z-score. (2022). Tripe, David ; Kabir, Humayun M ; Li, Xiping ; Hafeez, Bilal.
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  89. Bank herding and systemic risk. (2022). Cai, Jin.
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  90. Market risks that change domestic diversification benefits. (2022). Sarwar, Ghulam.
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  91. Heterogenous beliefs with sentiments and asset pricing. (2022). Hu, Duni ; Wang, Hailong.
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  92. Can stock message board sentiment predict future returns? Local versus nonlocal posts. (2022). Wang, NA ; Shao, Ran ; Chang, Yen-Cheng .
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  93. Negative bubbles and the market for “dreams”: “Lemons” in the looking glass. (2022). Emery, Douglas R.
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  94. Testing Disagreement Models. (2022). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Hsiao, Peijie ; Tseng, Kevin.
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  95. Individual investors dispersion in beliefs and stock returns. (2022). Lu, Lei ; Li, Xindan ; Ma, Junjun ; Xiong, Xiong ; Wu, Weixing.
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  96. External labour market competitions and stock price crash risk: evidence from exposures to competitor CEOs’ award?winning events. (2022). Wang, Dongyue ; Yi, Louise ; Li, Leye.
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  97. A timing momentum strategy. (2022). Ko, Kuancheng ; Chou, Robin K ; Yang, Nientzu ; Lin, Chaonan.
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  98. Cost stickiness and stock price crash risk. (2022). Costa, Mabel D ; Habib, Ahsan.
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  99. Out of Sync: Dispersed Short Selling and the Correction of Mispricing. (2022). Verwijmeren, Patrick ; Sotes-Paladino, Juan ; Gargano, Antonio.
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  103. The real effect of foreign exchange hedging on corporate innovation. (2021). Xia, Chongwu ; Zhang, Lei ; Yang, Chuyi.
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  104. Financial Reporting Quality and Investors Divergence of Opinion†. (2021). Cerqueira, Antonio ; Silva, Diogo .
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  105. Dispersed Information and Asset Prices. (2021). Hellwig, Christian ; Tsyvinski, Aleh ; Albagli, Elias.
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  106. Essays in corporate finance and innovation. (2021). Desai, Pranav.
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  107. Is all disaggregation good for investors? Evidence from earnings announcements. (2021). Marshall, Nathan T ; Holzman, Eric R ; Yohn, Teri Lombardi ; Schroeder, Joseph H.
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  108. Customer satisfaction and the cost of capital. (2021). Nguyen, Thu Ha ; Huynh, Thanh ; Truong, Cameron ; Ha, Thu.
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  109. Uncertainty as a vector of financial contagion: how does it work, and how much does it matter?. (2021). Raffestin, Louis.
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  110. Az árfolyam-nyereség arány szerepe a német t?zsdei kereskedésben. (2021). Till, Gabor.
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  111. Analyst herding and firm-level investor sentiment. (2021). Garcia, John.
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  112. Beta-Anomaly: Evidence from the Indian Equity Market. (2021). Badhani, K N ; Ali, Asgar.
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  113. Short-Sales Constraints and the Diversification Puzzle. (2021). Saffi, Pedro ; Reed, Adam V ; van Wesep, Edward D.
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  114. Dispersed Information and Asset Prices. (2021). Albagli, Elias ; Tsyvinski, Aleh ; Hellwig, Christian.
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  115. Open Source Cross-Sectional Asset Pricing. (2021). Zimmermann, Tom ; Chen, Andrew.
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  116. Cross-momentum: Tracking idiosyncratic shocks. (2021). Zareei, Abalfazl.
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  117. How noise trading affects informational efficiency: Evidence from an order-driven market. (2021). Kalev, Petko S ; Zhang, Chris H.
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  118. Commonality in disagreement. (2021). Lu, Lei ; Li, Shi ; Jacoby, Gady ; Gong, Qiang.
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  119. Turnover premia in Chinas stock markets. (2021). Yeh, Chung-Ying ; Chen, Wei ; Zhang, Bing.
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  120. Macro disagreement and analyst forecast properties. (2021). Sinha, Rajesh Kumar.
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  121. Are disagreements agreeable? Evidence from information aggregation. (2021). Li, Jiangyuan ; Huang, Dashan ; Wang, Liyao.
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  122. Treasury yield implied volatility and real activity. (2021). Fleckenstein, Matthias ; Cremers, Martijn ; Gandhi, Priyank.
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  123. Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald.
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  124. Grouped data, investment committees & multicriteria portfolio selection. (2021). Hassapis, Christis ; Doukas, Haris ; Xidonas, Panos.
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  125. Downside risk and the performance of volatility-managed portfolios. (2021). Yan, Xuemin Sterling ; Wang, Feifei.
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  126. IPO underperformance and the idiosyncratic risk puzzle. (2021). Zheng, Minrong ; Chen, Honghui.
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  127. Hazard stocks and expected returns. (2021). DeLisle, Jared ; Zaynutdinova, Gulnara R ; Kassa, Haimanot ; Ferguson, Michael F.
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  128. Does it pay to follow anomalies research? Machine learning approach with international evidence. (2021). Hronec, Martin ; Tobek, Ondrej.
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  129. The dynamics of short sales constraints and market quality: An experimental approach. (2021). Gousgounis, Eleni ; Cabrera, Juan .
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  130. Can the probability of extreme returns be the basis for profitable portfolios? Evidence from China. (2021). Xiong, Xiong ; Fan, Ruixin ; Gao, YA.
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  131. Heterogeneous beliefs with herding behaviors and asset pricing in two goods world. (2021). Hu, Duni ; Wang, Hailong.
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  132. Dispersion in analysts’ target prices and stock returns. (2021). Wang, Heng ; Yan, Shu ; Feng, Hongrui ; Li, Xingjian.
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  133. Do analysts’ forecast properties deter suboptimal labor investment decisions? Evidence from Regulation Fair Disclosure. (2021). Yusoff, Iliyas ; Yawson, Alfred ; Sualihu, Mohammed Aminu.
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  134. Corporate Twitter use and cost of equity capital. (2021). al Guindy, Mohamed.
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  135. Financial distress risk and stock price crashes. (2021). Lambertides, Neophytos ; Andreou, Panayiotis C.
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  136. Distress risk anomaly and misvaluation. (2021). Panayides, Photis M ; Lambertides, Neophytos ; Andreou, Christoforos K.
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  137. How do firms attract the attention of individual investors? Shareholder perks and financial visibility. (2021). Ito, Akitoshi ; Miyagawa, Hisao ; Nose, Yoshiaki.
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  138. ECB communication as a stabilization and coordination device: evidence from ex-ante inflation uncertainty. (2021). Fernandes, Cecilia Melo.
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  139. Dispersed Information and Asset Prices. (2021). Tsyvinski, Aleh ; Hellwig, Christian ; Albagli, Elias.
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  140. Strategic Decision Making in the Digital Age: Expert Sentiment and Corporate Capital Allocation. (2021). Raisch, Sebastian ; Luger, Johannes ; Nauhaus, Steffen .
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  141. Talk Less, Learn More: Strategic Disclosure in Response to Managerial Learning from the Options Market. (2021). Yang, Xin ; Chen, Yangyang.
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  142. Short?Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs. (2021). Sautner, Zacharias ; Pareek, Ankur ; Cremers, Martijn.
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  143. Asset Pricing and Sports Betting. (2021). Moskowitz, Tobias J.
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  144. The information content of target price forecasts: Evidence from mergers and acquisitions. (2021). Xu, Fangming ; Brownentrinh, Ruby ; Ho, Tuan.
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  145. The devil is in the detail? Investors’ mispricing of proxy voting outcomes on M&A deals. (2021). Zhang, Huai ; Li, Lingwei.
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  146. Internet Search Intensity and Its Relation with Trading Activity and Stock Returns. (2021). Gharghori, Philip ; Dai, Mengjia ; Chai, Daniel ; Hong, Barbara.
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  147. Are firm characteristics priced differently between opposite short?sales regimes?. (2021). Bai, Min.
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  148. Correlation and the omitted variable: A tale of two prices. (2021). Pan, Zheyao ; Han, Xing.
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  149. Relevance of the disposition effect on the options market: New evidence. (2021). Chou, Robin K ; Chiu, Hsinyu ; Chiang, Mihsiu.
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  150. Short selling and labor investment efficiency: evidence from the Chinese stock market. (2021). Xu, Hongmei ; Ni, Xiaoran ; Ding, Hui.
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  151. THE CORRELATION BETWEEN STOCK RETURNS BEFORE AND AFTER ANALYST RECOMMENDATION REVISIONS. (2021). Kudryavtsev, Andrey.
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  153. Valuation ratios, surprises, uncertainty or sentiment: How does financial machine learning predict returns from earnings announcements?. (2020). Seifert, Oleg ; Schnaubelt, Matthias.
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  154. Informed options trading on the implied volatility surface: A cross‐sectional approach. (2020). Kim, Dahea ; Park, Haehean.
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  155. A Closer Look at Analyst Expectations: Stickiness and Confirmation Bias. (2020). Chen, Keqi.
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  156. High-frequency traders and price informativeness during earnings announcements. (2020). Chakrabarty, Bidisha ; Bhattacharya, Nilabhra ; Wang, XU.
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  157. Stock Return Dynamics after Analyst Recommendation Revisions. (2020). Kudryavtsev, Andrey.
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  158. Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
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  159. Social media, political uncertainty, and stock markets. (2020). Talavera, Oleksandr ; Tran, VU ; Fan, Rui.
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  160. Hedge fund ownership and voluntary disclosure. (2020). Patro, Sukesh ; Kim, Kyonghee ; Baik, Bok.
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  161. Investors’ Limited Attention: Evidence from REITs. (2020). Khoshnoud, Mahsa ; Harrison, David M ; Chen, Honghui.
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  162. How to survive and compete: the impact of information asymmetry on productivity. (2020). Kumbhakar, Subal ; Tian, Huiting ; Jin, Man.
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  163. Borrower Opacity and Loan Performance: Evidence from China. (2020). Yang, Xiaoguang ; Wang, Junbo ; Gao, Haoyu ; Zhao, Lin.
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  164. The stock market’s reaction to macroeconomic news under ambiguity. (2020). Viale, Ariel ; Garcia-Feijoo, Luis ; Giannetti, Antoine.
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  165. Casting Conference Calls. (2020). Malloy, Christopher J ; Lou, Dong ; Cohen, Lauren.
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  166. Analyst Forecast Dispersion and Market Return Predictability: Does Conditional Equity Premium Play a Role?. (2020). Satchell, Stephen ; Yao, Juan ; Liu, Shuang.
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  167. Casting conference calls. (2020). Lou, Dong ; Cohen, Lauren.
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  168. Offsetting disagreement and security prices. (2020). Yin, Chengxi ; Lou, Dong ; Hwang, Byoung-Hyoun ; Huang, Shiyang.
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  169. Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi.
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  170. When low beats high: Riding the sales seasonality premium. (2020). Kaba, Yamil ; Grullon, Gustavo ; Nuez-Torres, Alexander.
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  171. On the performance of volatility-managed portfolios. (2020). Yan, Xuemin ; Wang, Feifei ; Odoherty, Michael S ; Cederburg, Scott.
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  172. Heterogeneous beliefs and return volatility around seasoned equity offerings. (2020). Mishra, Suchi ; Kumar, Alok ; Kang, Qiang ; Hibbert, Ann Marie.
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  173. Shorting flows, public disclosure, and market efficiency. (2020). Wang, Xue ; Zheng, Lingling ; Yan, Xuemin.
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  174. Hype or help? Journalists’ perceptions of mispriced stocks. (2020). Jacobs, Heiko.
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  175. The correlation structure of anomaly strategies. (2020). Lu, Helen ; Geertsema, Paul.
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  176. Does competition induce analyst effort? evidence from a natural experiment of broker mergers. (2020). John, K C ; Sun, Lei ; Wang, Zhen.
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  177. Evidence of strategic information uncertainty around opportunistic insider purchases. (2020). faff, robert ; Oliver, Barry ; Rahman, Dewan.
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  178. Beta uncertainty. (2020). Prokopczuk, Marcel ; Simen, Chardin Wese ; Hollstein, Fabian.
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  179. Analysts and anomalies. (2020). McLean, David R ; Engelberg, Joseph ; Pontiff, Jeffrey .
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  180. Economic uncertainty and bank risk: Evidence from emerging economies. (2020). Jeon, Bang ; Chen, Minghua ; Yao, Yao ; Wu, JI.
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    RePEc:eee:intfin:v:68:y:2020:i:c:s1042443120301268.

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  181. Macro disagreement and international options markets. (2020). Xiong, Xiong ; Theocharides, George ; Lu, Lei ; Li, Hong.
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  182. Biased short: Short sellers disposition effect and limits to arbitrage. (2020). Massa, Massimo ; von Beschwitz, Bastian.
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    RePEc:eee:finmar:v:49:y:2020:i:c:s1386418118302453.

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  183. Earnings information, arbitrage constraints, and the forecast dispersion anomaly. (2020). Na, Haejung ; Kim, Soonho.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319301898.

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  184. Media tone and expected stock returns. (2020). Han, Jingguang ; Liu, Sha.
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    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301666.

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  185. An investment-based explanation for the dispersion anomaly. (2020). Min, Byoung-Kyu ; Roh, Tai-Yong.
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  186. Disagreement with procyclical beliefs and asset pricing. (2020). Hu, Duni ; Wang, Hailong.
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  187. Disagreements with noisy signals and asset pricing. (2020). Cheng, Fengchao ; Ma, Chaoqun ; Hu, Duni ; Wang, Hailong.
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  188. Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong.
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  189. Governance through trading on acquisitions of public firms. (2020). Ma, Xiaorong ; Lin, Tse-Chun ; Chang, Eric C.
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  190. Do technology spillovers affect the corporate information environment?. (2020). Kecskes, Ambrus ; Nguyen, Phuong-Anh.
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    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300250.

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  191. Differences of opinion, institutional bids, and IPO underpricing. (2020). Gao, Shenghao ; Yan, Xuemin ; Meng, Qingbin ; Brockman, Paul.
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    RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918300282.

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  192. Testing Disagreement Models. (2020). Ljungqvist, Alexander ; Chang, Yen-Cheng ; Tseng, Kevin ; Hsiao, Pei-Jie.
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  193. Multipoint contact without forbearance? How coverage synergies shape equity analysts forecasting performance. (2020). Uribe, Jose N.
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  194. Indicators of uncertainty: a brief user’s guide. (2020). Rossi, Luca.
    In: Questioni di Economia e Finanza (Occasional Papers).
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  195. IQ, expectations, and choice. (2019). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco.
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  196. Do Financial Analysts Herd?. (2019). Kim, Yongjun ; Shim, Myungkyu.
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  197. A smiling bear in the equity options market and the cross‐section of stock returns. (2019). Kim, Baeho ; Park, Haehean ; Shim, Hyeongsop.
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  198. Essays on behavioral finance. (2019). Neszveda, G.
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  199. Do financial analysts compel firms to make accounting decisions? Evidence from goodwill impairments. (2019). Campbell, John L ; Ayres, Douglas R ; Shipman, Jonathan E ; Chyz, James A.
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  200. Are stock price dynamics affected by financial analysts recommendations? Evidence from Italian green energy stocks. (2019). Castellano, Rosella ; Ferrari, Annalisa .
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  201. Financial Market Risk Perceptions and the Macroeconomy. (2019). Pflueger, Carolin ; Sunderam, Adi ; Siriwardane, Emil.
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  202. IQ, Expectations, and Choice. (2019). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; Dacunto, Francesco.
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  203. Complexity of ECB Communication and Financial Market Trading. (2019). Hayo, Bernd ; Rapp, Marc Steffen ; Henseler, Kai.
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  204. CEO incentive compensation and stock liquidity. (2019). Yan, Shu ; Feng, Hongrui.
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  205. Relative option liquidity and price efficiency. (2019). Du, Brian.
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  206. Corporate Social Responsibility Report Narratives and Analyst Forecast Accuracy. (2019). Tsang, Albert ; Radhakrishnan, Suresh ; Mutlu, Sunay ; Muslu, Volkan.
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  207. Order Flow Volatility and Equity Costs of Capital. (2019). Tong, Qing ; Subrahmanyam, Avanidhar ; Hu, Jianfeng ; Chordia, Tarun.
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  208. Explanatory Power of Pre-Issue Financial Strength for Long-Term Market Performance: Evidence from Initial Equity Offerings on an Emerging Market. (2019). Liziska, Joanna ; Czapiewski, Leszek.
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  209. How does analyst forecast dispersion affect SEO discounts in uniform-price auction system? Evidence from investor bids in China. (2019). Lu, Chao ; Sun, Qian ; Cheng, Xiaoke ; Yang, Mingjing.
    In: International Review of Economics & Finance.
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  210. Information ambiguity, patents and the market value of innovative assets. (2019). Hussinger, Katrin ; Pacher, Sebastian .
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    RePEc:eee:respol:v:48:y:2019:i:3:p:665-675.

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  211. Disagreement beta. (2019). Yan, Hongjun ; Song, Zhaogang ; Lu, Xiaomeng ; Gao, George P.
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  212. Time-varying ambiguity, credit spreads, and the levered equity premium. (2019). Shi, Zhan.
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    RePEc:eee:jfinec:v:134:y:2019:i:3:p:617-646.

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  213. Crowdsourced employer reviews and stock returns. (2019). Wen, Quan ; Huang, Ruoyan ; Green, Clifton T ; Zhou, Dexin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:134:y:2019:i:1:p:236-251.

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  214. Volatility and the cross-section of corporate bond returns. (2019). Wu, Chunchi ; Wang, Junbo ; Chung, Kee H.
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    RePEc:eee:jfinec:v:133:y:2019:i:2:p:397-417.

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  215. How valuable are independent directors? Evidence from external distractions. (2019). masulis, ronald ; Zhang, Emma Jincheng .
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    RePEc:eee:jfinec:v:132:y:2019:i:3:p:226-256.

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  216. Probability of price crashes, rational speculative bubbles, and the cross-section of stock returns. (2019). Kang, Jangkoo ; Jang, Jeewon.
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  217. Board interlock networks and informed short sales. (2019). Cheng, Shijun ; Zhao, Yijiang ; Felix, Robert.
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    RePEc:eee:jbfina:v:98:y:2019:i:c:p:198-211.

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  218. Do analysts really anchor? Evidence from credit risk and suppressed negative information. (2019). Ashour, Samar ; Hao, Qing .
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    RePEc:eee:jbfina:v:98:y:2019:i:c:p:183-197.

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  219. Belief heterogeneity in the option markets and the cross-section of stock returns. (2019). Zhao, Yanhui ; Borochin, Paul.
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    RePEc:eee:jbfina:v:107:y:2019:i:c:9.

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  220. Put-call parity violations and return predictability: Evidence from the 2008 short sale ban. (2019). Rompolis, Leonidas S ; Nishiotis, George P.
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  221. Asset prices and “the devil(s) you know”. (2019). Prokopczuk, Marcel ; Hollstein, Fabian ; Benno, Duc Binh.
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    RePEc:eee:jbfina:v:105:y:2019:i:c:p:20-35.

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  222. Earnings management and post-split drift. (2019). Lin, Tse-Chun ; Chan, Konan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:136-146.

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  223. An analyst by any other surname: Surname favorability and market reaction to analyst forecasts. (2019). Lim, Sonya S ; Kumar, Alok ; Jung, Jay Heon ; Yoo, Choong-Yuel .
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  224. Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter.
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  225. The convergence and divergence of investors opinions around earnings news: Evidence from a social network. (2019). Shu, Tao ; Irvine, Paul ; Giannini, Robert.
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  226. Market uncertainty and trading volume around earnings announcements. (2019). Mi, Hae.
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  227. Information uncertainty and the pricing of liquidity. (2019). Kang, Wenjin ; Zhang, Huiping ; Li, Nan.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:54:y:2019:i:c:p:77-96.

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  228. Investor target prices. (2019). Huang, Shiyang ; Yin, Chengxi ; Liu, Xin.
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  229. Effects of Earnings Management Strategy on Earnings Predictability: A Quantile Regression Approach Based on Opportunistic Versus Efficient Earnings Management. (2019). Nartea, Gilbert ; Hwang, Nen-Chen Richard ; Li, Leon.
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  230. IQ, Expectations, and Choice. (2019). Weber, Michael ; Paloviita, Maritta ; Hoang, Daniel ; D'Acunto, Francesco.
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  231. Short Interest and Lottery Stocks. (2019). Tayal, Jitendra ; Bergsma, Kelley .
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  232. Individualistic cultures and crash risk. (2019). faff, robert ; Dang, Tung ; Nguyen, Lily ; Luong, Hoang .
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  234. Does Accounting Conservatism Reduce Overpricing Caused by Short‐Sales Constraints?. (2018). Mashruwala, Shamin.
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  235. Range has it: decoding the information content of forecast ranges. (2018). Zhang, LI ; Tang, Michael.
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  236. Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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  237. Holiday effect on stock price reactions to analyst recommendation revisions. (2018). Kudryavtsev, Andrey.
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  238. Information Ambiguity, Patents and the Market Value of Innovative Assets. (2018). Leon, Florian ; Bertinelli, Luisito ; Bourgain, Arnaud ; Pacher, Sebastian ; Hussinger, Katrin.
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  239. Information Ambiguity, Patents and the Market Value of Innovative Assets. (2018). Hussinger, Katrin ; Pacher, Sebastian.
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  240. Financial Sector Volatility Connectedness and Equity Returns. (2018). Yilmaz, Kamil ; Gokcen, Umut ; Demirer, Mert.
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  241. Information diffusion of upstream and downstream industry-wide earnings surprises and its implications. (2018). Chen, Hsiu-Lang.
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  242. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
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  243. Disposition effect and analyst forecast dispersion. (2018). Balkanska, Daniela Vesselinova.
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  244. Does Corporate Social Responsibility Affect Information Asymmetry?. (2018). Na, Haejung ; Jo, Hoje ; Cui, Jinhua.
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  245. A New Predictive Measure Using Agent-Based Behavioral Finance. (2018). Liu, Shuming ; Feldman, Todd.
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  246. Information Uncertainty and Momentum Phenomenon Amidst Market Swings: Evidence From the Chinese Class A Share Market. (2018). Choudhry, Taufiq ; Wu, Yuan.
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  247. Management of Reported and Forecast EPS, Investor Responses, and Research Implications. (2018). Thomas, Jacob ; Cheong, Foong Soon.
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  248. Unusual News Flow and the Cross Section of Stock Returns. (2018). Tang, YI ; Scherbina, Anna ; Bodnaruk, Andriy ; Bali, Turan G.
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  249. A Theory of Disclosure in Speculative Markets. (2018). Hertzberg, Andrew.
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  250. INDIVIDUAL INVESTORS PARTICIPATION AND DIVERGENCE OF OPINION IN NEW ISSUE MARKETS: EVIDENCE FROM MALAYSIA. (2018). Kyid, Yeoh Ken ; Ibrahim, Izani ; Narayanasamy, Cheedradevi.
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  251. INDIVIDUAL INVESTORS PARTICIPATION AND DIVERGENCE OF OPINION IN NEW ISSUE MARKETS: EVIDENCE FROM MALAYSIA. (2018). Narayanasamy, Cheedradevi ; Kyid, Yeoh Ken ; Ibrahim, Izani .
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  252. Trading ambiguity: a tale of two heterogeneities. (2018). Tallon, Jean-Marc ; Ozsoylev, Han ; Mukerji, Sujoy.
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  253. Information cost or heterogeneous beliefs? An examination of the impact of value uncertainty on auction-style SEO discounts in China. (2018). Yang, Mingjing ; Gao, Shenghao ; Chan, Kam C ; Cheng, Xiaoke.
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  254. Idiosyncratic information and the cost of equity capital: A meta-analytic review of the literature. (2018). Schreder, Max.
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  255. Subjective interest rate uncertainty and the macroeconomy: A cross-country analysis. (2018). Mouabbi, Sarah ; Istrefi, Klodiana .
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  256. Day of the week and the cross-section of returns. (2018). Birru, Justin.
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  257. Size matters, if you control your junk. (2018). Asness, Clifford ; Pedersen, Lasse H ; Moskowitz, Tobias J ; Israel, Ronen ; Frazzini, Andrea.
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  258. What does investors online divergence of opinion tell us about stock returns and trading volume?. (2018). Al-Nasseri, Alya ; Ali, Faek Menla.
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  259. A new risk factor based on equity duration. (2018). Mohrschladt, Hannes ; Nolte, Sven.
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  260. Differences in options investors’ expectations and the cross-section of stock returns. (2018). Andreou, Panayiotis C ; Tuneshev, Ruslan ; Philip, Dennis ; Kagkadis, Anastasios.
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  261. ESG performance and firm value: The moderating role of disclosure. (2018). Fatemi, Ali ; Kaiser, Stefanie ; Glaum, Martin.
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  262. Journalist disagreement. (2018). Hillert, Alexander ; Muller, Sebastian ; Jacobs, Heiko.
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  263. Short selling and the rounding of analysts’ forecasts. (2018). Mi, Hae.
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  264. Asymmetric attention and volatility asymmetry. (2018). Dzieliski, Micha ; Talpsepp, Tnn ; Rieger, Marc Oliver.
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  265. How money illusions and heterogeneous beliefs affect asset prices. (2018). Ma, Chaoqun ; Hu, Duni ; Cheng, Fengchao ; Wang, Hailong.
    In: The North American Journal of Economics and Finance.
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  266. The “Sell in May” effect: A review and new empirical evidence. (2018). Degenhardt, Thomas ; Auer, Benjamin R.
    In: The North American Journal of Economics and Finance.
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  267. Expected Stock Returns and the Correlation Risk Premium. (2018). Vilkov, Grigory ; Schonleber, Lorenzo ; Buss, Adrian.
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  268. Persistency of the momentum effect. (2018). Chen, Hongyi ; Hsieh, Chiahsun ; Chou, PinHuang .
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  269. Divergence of opinion and long-run performance of private placements: evidence from the auction market. (2017). Zhang, Guangli ; Pan, Zheyao.
    In: Working Papers.
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  270. The accuracy of financial analysts’ earnings forecasts and the Tunisian market reliance with time. (2017). Ahmed, Bouteska ; McMillan, David ; Boutheina, Regaieg.
    In: Cogent Economics & Finance.
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  271. The effects of mandatory IFRS adoption on financial analysts’ forecast: Evidence from Jordan. (2017). Masoud, Najeb ; Ntim, Collins G.
    In: Cogent Business & Management.
    RePEc:taf:oabmxx:v:4:y:2017:i:1:p:1290331.

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  272. Short selling restrictions in 2005–2009 in Indian market and underpricing of initial public offerings. (2017). Roy, Supriyo ; Bose, S K ; Gulati, Tanya .
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:41:y:2017:i:1:d:10.1007_s12197-015-9336-4.

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  273. Market sentiment dispersion and its effects on stock return and volatility. (2017). Yang, Yang.
    In: Electronic Markets.
    RePEc:spr:elmark:v:27:y:2017:i:3:d:10.1007_s12525-017-0254-5.

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  274. Dynamics of analyst forecasts and emergence of complexity: Role of information disparity. (2017). Choi, M Y ; Ahn, Kwangwon ; Kim, Daniel S.
    In: PLOS ONE.
    RePEc:plo:pone00:0177071.

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  275. Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles.
    In: NBER Working Papers.
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  276. Replicating Anomalies. (2017). Zhang, Lu ; Xue, Chen ; Hou, Kewei.
    In: NBER Working Papers.
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  277. Survey Measurement of Probabilistic Macroeconomic Expectations: Progress and Promise. (2017). Manski, Charles F.
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  278. Explaining co-movements between equity and CDS bid-ask spreads. (2017). Marra, Miriam.
    In: Review of Quantitative Finance and Accounting.
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  279. New evidence on the effect of belief heterogeneity on stock returns. (2017). Singh, Vivek ; Hobbs, Jeffrey ; Lee, Hei Wai .
    In: Review of Quantitative Finance and Accounting.
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  280. The return premiums to accruals quality. (2017). Bandyopadhyay, Sati P ; Huang, Alan Guoming ; Wirjanto, Tony S ; Sun, Kevin Jialin.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0543-z.

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  281. Are Analysts Overoptimistic about the Prospects of Sin Firms?. (2017). Zhang, Jin ; Shin, Haeyoung .
    In: International Journal of Financial Research.
    RePEc:jfr:ijfr11:v:8:y:2017:i:4:p:99-106.

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  282. Debt Covenants and Cross-Sectional Equity Returns. (2017). Huang, Jingzhi ; Wang, Yuan ; Helwege, Jean.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:6:p:1835-1854.

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  283. Disagreement, Underreaction, and Stock Returns. (2017). Yang, Liyan ; John, K C ; Cen, Ling .
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:4:p:1214-1231.

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  284. M&A negotiations with limited information: how do opaque firms buy and get bought?. (2017). Orlando, Tommaso ; Battigalli, Pierpaolo ; Chiarella, Carlo ; Gatti, Stefano.
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  285. Measuring uncertainty in the stock market. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:18-33.

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  286. Underfunding or distress? An analysis of corporate pension underfunding and the cross-section of expected stock returns. (2017). Tao, Qizhi ; Zhang, Ting ; Lu, Rui ; Chen, Carl .
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:48:y:2017:i:c:p:116-133.

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  287. Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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  288. Price limits and the value premium in the Taiwan stock market. (2017). Lin, Chaonan ; Yang, Nien-Tzu ; Ko, Kuan-Cheng.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:41:y:2017:i:c:p:26-45.

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  289. Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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  290. Asset fire sales in equity markets: Evidence from a quasi-natural experiment. (2017). Tessada, José ; Larrain, Borja ; Muoz, Daniel .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:30:y:2017:i:c:p:71-85.

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  291. Is economic uncertainty priced in the cross-section of stock returns?. (2017). Brown, Stephen ; Tang, YI ; Bali, Turan G.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:126:y:2017:i:3:p:471-489.

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  292. Uncovering expected returns: Information in analyst coverage proxies. (2017). Lee, Charles ; So, Eric C ; Charles, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:124:y:2017:i:2:p:331-348.

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  293. Reference-dependent preferences and the risk–return trade-off. (2017). Wang, Huijun ; Yu, Jianfeng ; Yan, Jinghua .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:123:y:2017:i:2:p:395-414.

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  294. Announcing the announcement. (2017). Boulland, Romain ; Dessaint, Olivier.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:59-79.

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  295. Divergence of sentiment and stock market trading. (2017). Siganos, Antonios ; Verwijmeren, Patrick ; Vagenas-Nanos, Evangelos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:78:y:2017:i:c:p:130-141.

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  296. Information environment and earnings management of dual class firms around the world. (2017). Zaiats, Nataliya ; Li, Ting.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:74:y:2017:i:c:p:1-23.

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  297. A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89.

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  298. Reporting errors in the I/B/E/S earnings forecast database: J. Doe vs. J. Doe. (2017). Roger, Tristan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:20:y:2017:i:c:p:170-176.

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  299. Disagreement and the risk-return relation. (2017). Jia, Yun ; Yang, Chunpeng.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:97-104.

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  300. Product market advertising, heterogeneous beliefs, and the long-run performance of initial public offerings. (2017). Chemmanur, Thomas ; Yan, AN.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:46:y:2017:i:c:p:1-24.

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  301. How does analysts forecast quality relate to corporate investment efficiency?. (2017). Chen, Tao ; Zhang, Yuanyuan ; Xie, Lingmin .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:43:y:2017:i:c:p:217-240.

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  302. Security analyst target prices as reference point and takeover completion. (2017). Gerritsen, Dirk ; Weitzel, Utz.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:15:y:2017:i:c:p:1-14.

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  303. Sticky Expectations and the Profitability Anomaly. (2017). thesmar, david ; Landier, Augustin ; Krueger, Philipp ; Bouchaud, Jean-Philippe.
    In: CEPR Discussion Papers.
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  304. Belief Dispersion in the Stock Market. (2017). Basak, Suleyman ; Atmaz, Adem.
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  305. Dispersed Information and Sovereign Risk Premia. (2017). Becerra, Sebastian ; Margaretic, Paula.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:808.

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  306. Investor Sentiment Dynamics, the Cross-section of Stock Returns and the MAX Effect. (2017). Nartea, Gilbert ; Cheema, Muhammad.
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  307. Subjective Interest Rate Uncertainty and the Macroeconomy: A Cross-country Analysis.. (2017). Mouabbi, Sarah ; Istrefi, Klodiana.
    In: Working papers.
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  308. Do generalists profit from the fund families specialists? Evidence from mutual fund families offering sector funds. (2016). Goricke, Marc-Andre .
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  309. Time-Varying Rating Standards and the Distorted Incentives of Credit Rating Agencies. (2016). Wang, Tao.
    In: Global Credit Review (GCR).
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  310. The Effects of Conservative Reporting on Investor Disagreement. (2016). D'Augusta, Carlo ; Prencipe, Annalisa ; Bar-Yosef, Sasson.
    In: European Accounting Review.
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  311. Understanding Uncertainty Shocks and the Role of the Black Swan. (2016). Orlik, Anna ; Veldkamp, Laura.
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  312. Analyst information precision and small earnings surprises. (2016). Veenman, David ; Bissessur, Sanjay W.
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  313. Analysts’ pre-tax income forecasts and the tax expense anomaly. (2016). Kim, Kyonghee ; Baik, Bok ; Roh, Yongoh ; Morton, Richard.
    In: Review of Accounting Studies.
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  314. Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2016). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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  315. Are rankings of financial analysts useful to investors?. (2016). Serra, Ana Paula ; Aiguzhinov, Artur ; Soares, Carlos .
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  316. Macro Disagreement and the Cross-Section of Stock Returns. (2016). Li, Frank Weikai.
    In: Review of Asset Pricing Studies.
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  317. Unternehmerisches Finanzmanagement – Meilensteine der Entwicklung. (2016). , Gantenbein.
    In: Die Unternehmung - Swiss Journal of Business Research and Practice.
    RePEc:nms:untern:10.5771/0042-059x-2016-4-387.

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  318. Investor Sentiment, Beta, and the Cost of Equity Capital. (2016). Antoniou, Constantinos ; Subrahmanyam, Avanidhar ; Doukas, John A.
    In: Management Science.
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  319. Opinion evolution influenced by informed agents. (2016). Fan, Kangqi ; Pedrycz, Witold.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:462:y:2016:i:c:p:431-441.

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  320. Market maturity and mispricing. (2016). Jacobs, Heiko.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:2:p:270-287.

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  321. Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors. (2016). Linnainmaa, Juhani T ; Yae, James ; Torous, Walter .
    In: Journal of Financial Economics.
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  322. Institutional investors and stock return anomalies. (2016). Edelen, Roger M ; Kadlec, Gregory B ; Ince, Ozgur S.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:119:y:2016:i:3:p:472-488.

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  323. Valuation uncertainty, market sentiment and the informativeness of institutional trades. (2016). Yang, Lisa ; Chiyachantana, Chiraphol ; Goh, Jeremy .
    In: Journal of Banking & Finance.
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  324. Stock returns and future tense language in 10-K reports. (2016). Karapandza, Rasa .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:71:y:2016:i:c:p:50-61.

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  325. Does institutional shareholder activism stimulate corporate information flow?. (2016). wongchoti, udomsak ; Marshall, Ben ; Prevost, Andrew K.
    In: Journal of Banking & Finance.
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  326. What do asset prices have to say about risk appetite and uncertainty?. (2016). Hoerova, Marie ; Bekaert, Geert.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:67:y:2016:i:c:p:103-118.

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  327. The bright side of managerial over-optimism. (2016). Hilary, Gilles ; Segal, Benjamin ; HSU, CHARLES ; Wang, Rencheng.
    In: Journal of Accounting and Economics.
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  328. Accounting accruals, heterogeneous investor beliefs, and stock returns. (2016). Peng, Emma Y ; Yan, Meng .
    In: Journal of Financial Stability.
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  329. Analysts forecast dispersion and stock returns: a panel threshold regression analysis based on conditional limited market participation hypothesis. (2016). Li, Leon ; Chen, Carl R.
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  330. Institutional investors: Arbitrageurs or rational trend chasers. (2016). Zeng, Yeqin.
    In: International Review of Financial Analysis.
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  331. The forecast dispersion anomaly revisited: Time-series forecast dispersion and the cross-section of stock returns. (2016). Kim, Dongcheol ; Na, Haejung.
    In: Journal of Empirical Finance.
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  332. Are idiosyncratic volatility and MAX priced in the Canadian market?. (2016). Aboulamer, Anas ; Kryzanowski, Lawrence.
    In: Journal of Empirical Finance.
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  333. Consumption-based CAPM with belief heterogeneity. (2016). Shi, Lei.
    In: Journal of Economic Dynamics and Control.
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  334. Bureaucrats as successor CEOs. (2016). HE, QING.
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  335. The Reluctant Analyst. (2016). Wan, Chi ; Bernhardt, Dan ; Xiao, Zhijie.
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  336. Milk or wine: Mutual funds (dis)economies of life. (2015). Dahm, Laura K ; Sorhage, Christoph .
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  337. Investor heterogeneity and asymmetric volatility under short-sale constraints: Evidence from Korean fund market. (2015). Sohn, Pando ; Seo, Ji-Yong.
    In: Estudios de Economia.
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  338. Strategic Cross-Trading in the U.S. Stock Market. (2015). Pasquariello, Paolo ; Vega, Clara .
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  339. A Theory of Capital Structure, Price Impact, and Long-Run Stock Returns under Heterogeneous Beliefs. (2015). Chemmanur, Thomas ; Liu, Mark H ; Bayar, Onur.
    In: Review of Corporate Finance Studies.
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  340. Days to Cover and Stock Returns. (2015). Scheinkman, Jose ; Hong, Harrison ; Li, Weikai ; Yan, Philip ; NI, SOPHIE X..
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  341. Legal vs. Normative CSR: Differential Impact on Analyst Dispersion, Stock Return Volatility, Cost of Capital, and Firm Value. (2015). Jo, Hoje ; Harjoto, Maretno.
    In: Journal of Business Ethics.
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  342. “Measuaring Uncertainty in the Stock Market”. (2015). Chuliá, Helena ; Chulia, Helena ; Guillen, Montserrat.
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  343. Do Asymmetric Information and Ownership Structure Matter for Dividend Payout Decisions? Evidence from European Banks. (2015). Meslier Crouzille, Celine ; Lepetit, Laetitia ; Wardhana, Leo Indra.
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  344. Earnings Forecast Accuracy And Career Concerns. (2015). Roger, Tristan.
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  345. The Role of Dispersed Information in Pricing Default: Evidence from the Great Recession. (2015). Macchiavelli, Marco ; Brancati, Emanuele.
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  346. The power of print: Uncertainty shocks, markets, and the economy. (2015). Alexopoulos, Michelle ; Cohen, Jon .
    In: International Review of Economics & Finance.
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  347. Opinion divergence, unexpected trading volume and stock returns: Evidence from China. (2015). Zhu, Hongquan ; Qin, LU ; Chen, Lin.
    In: International Review of Economics & Finance.
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  348. Analyst valuation and corporate value discovery. (2015). Li, Chun-An ; Laih, Yih-Wenn .
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  349. Signal or noise? Uncertainty and learning about whether other traders are informed. (2015). Banerjee, Snehal ; Green, Brett.
    In: Journal of Financial Economics.
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  350. What explains the dynamics of 100 anomalies?. (2015). Jacobs, Heiko.
    In: Journal of Banking & Finance.
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  351. Quantifying differential interpretation of public information using financial analysts’ earnings forecasts. (2015). Sheng, Xuguang ; Thevenot, Maya .
    In: International Journal of Forecasting.
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  352. Asymmetric effects of sell-side analyst optimism and broker market share by clientele. (2015). Grant, Andrew ; Su, Mark ; Jarnecic, Elvis .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:24:y:2015:i:c:p:49-65.

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  353. On the determinants of pairs trading profitability. (2015). Weber, Martin ; Jacobs, Heiko.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:75-97.

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  354. The relationship between the option-implied volatility smile, stock returns and heterogeneous beliefs. (2015). Feng, Shu ; Friesen, Geoffrey C ; Zhang, YI.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:62-73.

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  355. The importance of belief dispersion in the response of gold futures to macroeconomic announcements. (2015). Smales, Lee ; Yang, YI.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:292-302.

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  356. Understanding the term structure of credit default swap spreads. (2015). Han, Bing ; Zhou, YI.
    In: Journal of Empirical Finance.
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  357. How do analysts interpret management range forecasts?. (2015). Zhang, LI ; Zarowin, Paul ; Tang, Michael .
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:42:y:2015:i:c:p:48-66.

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  358. Earnings Forecast Accuracy And Career Concerns. (2015). Roger, Tristan.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/15217.

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  359. Idiosyncratic Risk, Investor Base, and Returns. (2015). Chichernea, Doina C ; Kassa, Haimanot ; Ferguson, Michael F.
    In: Financial Management.
    RePEc:bla:finmgt:v:44:y:2015:i:2:p:267-293.

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  360. Towards a General Theory of the Stock Market. (2015). Fender, John.
    In: Discussion Papers.
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  361. The Cost of Shorting, Asymmetric Performance Reaction and the Price Response to Economic Shocks. (2015). ORNELAS, JOSE ; de Carvalho, Pablo ; Jose Renato Haas Ornelas, ; Pablo Jose Campos de Carvalho, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:383.

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  362. Information ambiguity and firm value. (2014). Hussinger, Katrin ; Pacher, Sebastian .
    In: ZEW Discussion Papers.
    RePEc:zbw:zewdip:14093.

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  363. Corporate Transparency and Bond Liquidity. (2014). Füss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÜSS, ; Rindler, Philipp B..
    In: Working Papers on Finance.
    RePEc:usg:sfwpfi:2014:04.

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  364. Essays on ownership and control. (2014). Infante, Urzua F..
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f17a9a42-f7a7-4ffa-a95d-a012cca4cfc3.

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  365. Risk and Uncertainty: Macroeconomic Perspective. (2014). Makarova, Svetlana.
    In: UCL SSEES Economics and Business working paper series.
    RePEc:see:wpaper:2014:129.

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  366. Uncertainty Shocks and the Role of the Black Swan. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:275.

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  367. Behavioral Finance. (2014). Hirshleifer, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:59028.

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  368. Information Asymmetry and the Market Response to Open Market Share Repurchases. (2014). Mauck, Nathan ; Lee, BongSoo .
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    RePEc:pra:mprapa:54066.

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  369. The Empirical Analysis of Liquidity. (2014). Subrahmanyam, Avanidhar ; Jacobsen, Stacey ; Holden, Craig W..
    In: Foundations and Trends(R) in Finance.
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  370. Which Factors?. (2014). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
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  371. Growth Expectations, Dividend Yields, and Future Stock Returns. (2014). Shen, Jianfeng ; Jagannathan, Ravi ; Da, Zhi.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20651.

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  372. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20445.

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  373. The Shorting Premium and Asset Pricing Anomalies. (2014). Drechsler, Itamar.
    In: NBER Working Papers.
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  374. Is Sell-Side Research More Valuable in Bad Times?. (2014). Stulz, René ; Loh, Roger K..
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  375. Does shareholder protection affect the performance of analysts as a gatekeeper?. (2014). Nilsson, Ola ; Eriksson, Katarina ; Koch, Christopher.
    In: Journal of Management & Governance.
    RePEc:kap:jmgtgv:v:18:y:2014:i:2:p:315-345.

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  376. Economic Uncertainty, Disagreement, and Credit Markets. (2014). Trojani, Fabio ; Vedolin, Andrea ; Buraschi, Andrea.
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:5:p:1281-1296.

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  377. A Closer Look at the Short-Term Return Reversal. (2014). Da, Zhi ; Schaumburg, Ernst ; Liu, Qianqiu .
    In: Management Science.
    RePEc:inm:ormnsc:v:60:y:2014:i:3:p:658-674.

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  378. Offsetting disagreement and security prices. (2014). Yin, Chengxi ; Lou, Dong ; Hwang, Byoung-Hyoung.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119022.

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  379. Autocorrelation in daily short-sale volume. (2014). Blau, Benjamin ; Smith, Jason M..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:31-41.

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  380. The puzzling behavior of short sellers around earnings announcements. (2014). Alexander, Gordon ; Beardsley, Xiaoxin Wang ; Peterson, Mark A.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:23:y:2014:i:2:p:255-278.

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  381. Dispersion in beliefs among active mutual funds and the cross-section of stock returns. (2014). Jiang, Hao ; Sun, Zheng.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:2:p:341-365.

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  382. Disagreement and asset prices. (2014). Carlin, Bruce I. ; Matoba, Kyle ; Longstaff, Francis A..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:114:y:2014:i:2:p:226-238.

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  383. Are risk-seekers more optimistic? Non-parametric approach. (2014). Sonsino, Doron ; Weinstock, Eyal .
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:108:y:2014:i:c:p:236-251.

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  384. Short sale constraints, divergence of opinion and asset prices: Evidence from the laboratory. (2014). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:101:y:2014:i:c:p:113-127.

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  385. Options-implied variance and future stock returns. (2014). Qiu, Buhui ; Guo, Hui.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:93-113.

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  386. Investor sentiment and return predictability of disagreement. (2014). Ryu, Doojin ; Seo, Sung Won ; Kim, Jun Sik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:42:y:2014:i:c:p:166-178.

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  387. Small investor sentiment, differences of opinion and stock overvaluation. (2014). Qian, Xiaolin.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:19:y:2014:i:c:p:219-246.

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  388. Optimal multi-period consumption and investment with short-sale constraints. (2014). ARISOY, Yakup ; Altay-Salih, Aslhan ; Arsoy, Yakup Eser ; Pnar, Mustafa .
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:1:p:16-24.

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  389. The dispersion effect in international stock returns. (2014). Lohre, Harald ; Leippold, Markus.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:29:y:2014:i:c:p:331-342.

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  390. Do stock markets discipline US Bank Holding Companies: Just monitoring, or also influencing?. (2014). Vander Vennet, Rudi ; De Jonghe, Olivier ; Baele, Lieven ; de Bruyckere, Valerie .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:29:y:2014:i:c:p:124-145.

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  391. Disagreement and the informativeness of stock returns: The case of acquisition announcements. (2014). Schlingemann, Frederik ; Moeller, Sara B. ; Bargeron, Leonce L. ; Lehn, Kenneth.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:25:y:2014:i:c:p:155-172.

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  392. Understanding Uncertainty Shocks and the Role of Black Swans. (2014). Veldkamp, Laura ; Orlik, Anna.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10147.

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  393. Did Regulation Fair Disclosure, SOX, and Other Analyst Regulations Reduce Security Mispricing?. (2014). Lee, Edward ; Zhu, Zhenmei ; Strong, Norman.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:52:y:2014:i:3:p:733-774.

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  394. Do Managers Use Meeting Analyst Forecasts to Signal Private Information? Evidence from Patent Citations. (2014). Gunny, Katherine ; Zhang, Tracey Chunqi .
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:41:y:2014:i:7-8:p:950-973.

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  395. Earnings Quality Measures and Excess Returns. (2014). Wagenhofer, Alfred ; Perotti, Pietro.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:41:y:2014:i:5-6:p:545-571.

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  396. Long-run Effects of Minimum Trading Unit Reductions on Stock Prices. (2014). Isaka, Naoto ; Titman, Sheridan.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:14:y:2014:i:1:p:75-103.

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  397. Understanding Short†versus Long†Run Risk Premia. (2014). Buraschi, Andrea ; Carnelli, Andrea.
    In: European Financial Management.
    RePEc:bla:eufman:v:20:y:2014:i:4:p:714-738.

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  398. Analysts Forecasts Following Forced CEO Changes. (2014). Wu, Hai ; Chen, Xiaomeng ; Wright, Sue ; Choi, Ka Wai .
    In: Abacus.
    RePEc:bla:abacus:v:50:y:2014:i:2:p:146-173.

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  400. Understanding Uncertainty Shocks. (2013). Veldkamp, Laura ; Orlik, Anna.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:391.

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  401. Speculation, Trading and Bubbles Third Annual Arrow Lecture. (2013). Scheinkman, Jose.
    In: Working Papers.
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  402. The Joint Cross Section of Stocks and Options. (2013). Ang, Andrew ; Cakici, Nusret ; Bali, Turan G..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19590.

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  403. Bubbles, Crises, and Heterogeneous Beliefs. (2013). Xiong, Wei.
    In: NBER Working Papers.
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  404. Liquidity Shocks and Stock Market Reactions. (2013). Peng, Lin ; Tang, YI ; Shen, Yannan ; Bali, Turan G..
    In: Koç University-TUSIAD Economic Research Forum Working Papers.
    RePEc:koc:wpaper:1304.

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  405. Where are the sources of stock market mispricing and excess volatility?. (2013). Lung, Peter ; Wang, F. ; Chen, Carl .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:41:y:2013:i:4:p:631-650.

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  406. REIT Momentum and Characteristic-Related REIT Returns. (2013). Whitby, Ryan ; Goebel, Paul ; Mercer, Jeffrey ; Harrison, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:47:y:2013:i:3:p:564-581.

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  407. Financial Crises Explanations, Types, and Implications. (2013). Kose, Ayhan ; Claessens, Stijn.
    In: IMF Working Papers.
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  408. Investor heterogeneity and the cross-sectional stock returns in China. (2013). Zhang, Hong Feng ; Opie, Wei .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:25:y:2013:i:c:p:1-20.

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  409. Are small firms less vulnerable to overpriced stock offers?. (2013). Vijh, Anand M. ; Yang, KE.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:110:y:2013:i:1:p:61-86.

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  410. Controlling shareholders and market timing in share issuance. (2013). Urzúa I., Francisco ; Larrain, Borja.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:109:y:2013:i:3:p:661-681.

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  411. Connecting two markets: An equilibrium framework for shorts, longs, and stock loans. (2013). Reed, Adam ; Blocher, Jesse ; Van Wesep, Edward D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:2:p:302-322.

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  412. Anomalies and financial distress. (2013). Philipov, Alexander ; Chordia, Tarun ; Jostova, Gergana ; Avramov, Doron.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:108:y:2013:i:1:p:139-159.

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  413. Diversification and heterogeneity of investor beliefs. (2013). Yan, AN ; Jiao, Jie ; Qiu, Bin.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3435-3453.

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  414. Sarbanes-Oxley Act and corporate credit spreads. (2013). Rao, Ramesh ; Nejadmalayeri, Ali ; Nishikawa, Takeshi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2991-3006.

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  415. Analyst forecasts and European mutual fund trading. (2013). Franck, Alexander ; Kerl, Alexander.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2677-2692.

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  416. When active fund managers deviate from their peers: Implications for fund performance. (2013). Gupta-Mukherjee, Swasti .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:4:p:1286-1305.

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  417. Incomplete information, idiosyncratic volatility and stock returns. (2013). Berrada, Tony ; Hugonnier, Julien.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:2:p:448-462.

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  418. The second moment matters! Cross-sectional dispersion of firm valuations and expected returns. (2013). Jiang, Danling.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:10:p:3974-3992.

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  419. Bundled forecasts in empirical accounting research. (2013). Buskirk, Andrew Van ; Rogers, Jonathan L. ; Van Buskirk, Andrew .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:55:y:2013:i:1:p:43-65.

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  420. Investing in Chapter 11 stocks: Trading, value, and performance. (2013). Li, Yuanzhi ; Zhong, Zhaodong .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:16:y:2013:i:1:p:33-60.

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  421. Short sale restrictions, differences of opinion, and single-country, closed-end fund discount. (2013). Skiba, Alexandre ; Sanning, Lee W..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:44-50.

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  422. Are short sellers incrementally informed prior to earnings announcements?. (2013). Blau, Benjamin ; Pinegar, Michael J..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:21:y:2013:i:c:p:142-155.

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  423. Liquidity and firm investment: Evidence for Latin America. (2013). Prem, Mounu ; Muoz, Francisco .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:20:y:2013:i:c:p:18-29.

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  424. Can analyst predict stock market crashes?. (2013). CHONG, Terence Tai Leung ; Terence T. L. Chong, ; Wang, Xiaolei ; Terence T. L. Chong, .
    In: Economics Bulletin.
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  425. Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations. (2013). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha.
    In: LSF Research Working Paper Series.
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  426. Long-Run Stock and Operating Performance of Underwriter Warrants: Evidence from Seasoned Equity Offerings. (2013). Jo, Hoje ; Bae, Sung C. ; Chang, Kiyoung.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:13:y:2013:i:4:p:473-501.

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  427. Differential Interpretation of Public Information: Estimation and Inference. (2013). Sheng, Xuguang ; Thevenot, Maya .
    In: Working Papers.
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  428. The determinants of cross-sectional liquidity in the IPO aftermarket. (2012). Lee, Yen-Sheng .
    In: Applied Financial Economics.
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  429. Overvalued equity and financing decisions. (2012). Hirshleifer, David ; Dong, Ming ; Teoh, Siew Hong.
    In: MPRA Paper.
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  430. Go Down Fighting: Short Sellers vs. Firms. (2012). Lamont, Owen A.
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  431. Disagreement and Asset Prices. (2012). Longstaff, Francis ; Carlin, Bruce I. ; Matoba, Kyle .
    In: NBER Working Papers.
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  432. Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle. (2012). Yuan, Yu ; Stambaugh, Robert.
    In: NBER Working Papers.
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  433. Building Castles in the Air: Evidence from Industry IPO Waves. (2012). Shen, Jianfeng ; Jagannathan, Ravi ; Da, Zhi.
    In: NBER Working Papers.
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  434. Empirical cross-sectional asset pricing: a survey. (2012). Goyal, Amit.
    In: Financial Markets and Portfolio Management.
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  435. Margin Trading Bans in Experimental Asset Markets. (2012). Neugebauer, Tibor ; Füllbrunn, Sascha ; Fullbrunn, Sascha.
    In: Jena Economic Research Papers.
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  436. On the Conditional Risk and Performance of Financially Distressed Stocks. (2012). O'Doherty, Michael S..
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:8:p:1502-1520.

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  437. Streaks in Earnings Surprises and the Cross-Section of Stock Returns. (2012). Warachka, Mitch ; Loh, Roger K..
    In: Management Science.
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  438. Investor Sentiment and Analysts Earnings Forecast Errors. (2012). McInnis, John ; Hribar, Paul.
    In: Management Science.
    RePEc:inm:ormnsc:v:58:y:2012:i:2:p:293-307.

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  439. Short-sale constraints: Reductions in costs of capital or overvaluation? Evidence from Hong Kong. (2012). Chang, Eric C. ; YU, YINGHUI ; Pinegar, Michael J. ; Cheng, Joseph W..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:20:y:2012:i:3:p:506-520.

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  440. Short-selling constraints as cause for price distortions: An experimental study. (2012). Hauser, Florian ; Huber, Jurgen.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:31:y:2012:i:5:p:1279-1298.

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  441. The short of it: Investor sentiment and anomalies. (2012). Yuan, Yu ; Stambaugh, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:288-302.

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  442. Do arbitrageurs amplify economic shocks?. (2012). Hong, Harrison ; Fishman, Tal ; Kubik, Jeffrey D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:103:y:2012:i:3:p:454-470.

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  443. Derivatives traders’ reaction to mispricing in the underlying equity. (2012). Hayunga, Darren K. ; Nishikawa, Takeshi ; Holowczak, Richard D. ; Lung, Peter P..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:9:p:2438-2454.

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  444. Option trading: Information or differences of opinion?. (2012). Wei, Jason ; Choy, Siu Kai.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2299-2322.

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  445. Short selling of ADRs and foreign market short-sale constraints. (2012). Blau, Benjamin ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:3:p:886-897.

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  446. Informed or speculative: Short selling analyst recommendations. (2012). Blau, Benjamin ; Wade, Chip .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:1:p:14-25.

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  447. The implied cost of capital: A new approach. (2012). van Dijk, Mathijs ; Hou, Kewei ; Zhang, Yinglei .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:3:p:504-526.

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  448. A new measure of earnings forecast uncertainty. (2012). Sheng, Xuguang ; Thevenot, Maya .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:21-33.

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  449. Primary market characteristics and secondary market frictions of stocks. (2012). Çolak, Gönül, ; Boehme, Rodney .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:15:y:2012:i:2:p:286-327.

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  450. Does the weather have impacts on returns and trading activities in order-driven stock markets? Evidence from China. (2012). Lu, Jing ; Chou, Robin K..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:1:p:79-93.

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  451. Asset Bubbles: an Application to Residential Real Estate. (2012). Scherbina, Anna ; Schlusche, Bernd.
    In: European Financial Management.
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  452. Short sale constraints, divergence of opinion and asset values: Evidence from the laboratory. (2011). Theissen, Erik ; Fellner-Röhling, Gerlinde.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:201105.

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  453. Do heterogeneous beliefs diversify market risk?. (2011). He, Xuezhong ; Chiarella, Carl ; Dieci, Roberto.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:17:y:2011:i:3:p:241-258.

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  454. Enhancing Bank Transparency: Risk Ineffciency as a Market Disciplining Mechanism. (2011). Vander Vennet, Rudi ; De Jonghe, Olivier ; Bruyckere, DE ; Lieven, Baele .
    In: 2011 Meeting Papers.
    RePEc:red:sed011:559.

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  455. Relative accuracy of analysts’ earnings forecasts over time: a Markov chain analysis. (2011). Hsu, Derann ; Chiao, Cheng-Huei.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:37:y:2011:i:4:p:477-507.

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  456. The 52-week high strategy and information uncertainty. (2011). Burghof, Hans-Peter ; Prothmann, Felix .
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:25:y:2011:i:4:p:345-378.

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  457. The Stock Market in the Drivers Seat! Implications for R&D and Marketing. (2011). Chakravarty, Anindita ; Grewal, Rajdeep.
    In: Management Science.
    RePEc:inm:ormnsc:v:57:y:2011:i:9:p:1594-1609.

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  458. Difference of opinion and the cross-section of equity returns: Australian evidence. (2011). Gharghori, Philip ; Veeraraghavan, Madhu ; See, Quin .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:4:p:435-446.

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  459. Geography, skills or both: What explains Fed watchers forecast accuracy of US monetary policy?. (2011). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:33:y:2011:i:3:p:420-437.

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  460. Disagreement and return predictability of stock portfolios. (2011). Yu, Jialin .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:162-183.

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  461. Limits-to-arbitrage, investment frictions, and the asset growth anomaly. (2011). Lam, F. Y. Eric C., ; Wei, K. C. John, .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:1:p:127-149.

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  462. Do small shareholders count?. (2011). Simonov, Andrei ; Kandel, Eugene ; Massa, Massimo.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:101:y:2011:i:3:p:641-665.

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  463. A theory of equity carve-outs and negative stub values under heterogeneous beliefs. (2011). Chemmanur, Thomas ; Liu, Mark H. ; Bayar, Onur.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:3:p:616-638.

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  464. The disparity between long-term and short-term forecasted earnings growth. (2011). Warachka, Mitch ; Da, Zhi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:2:p:424-442.

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  465. Product market pricing power, industry concentration and analysts earnings forecasts. (2011). Singh, Vivek ; Iskandar-Datta, Mai ; Sharma, Vivek.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1352-1366.

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  466. The effect of information quality on liquidity risk. (2011). Ng, Jeffrey .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:52:y:2011:i:2:p:126-143.

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  467. Relative valuation and analyst target price forecasts. (2011). Schaumburg, Ernst ; Da, Zhi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:1:p:161-192.

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  468. The risk in hedge fund strategies: Theory and evidence from long/short equity hedge funds. (2011). Hsieh, David A. ; Fung, William.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:18:y:2011:i:4:p:547-569.

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  469. Leerverkäufe verbieten? – Eine ordnungstheoretische Sicht / Should Short Sales Be Prohibited? - A View from Institutional Perspective. (2011). Verena, Kielholz ; Johannes, Suttner .
    In: ORDO. Jahrbuch für die Ordnung von Wirtschaft und Gesellschaft.
    RePEc:bpj:ordojb:v:62:y:2011:i:1:p:101-114:n:6.

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  470. Why Do EPS Forecast Error and Dispersion Not Vary with Scale? Implications for Analyst and Managerial Behavior. (2011). Thomas, Jacob.
    In: Journal of Accounting Research.
    RePEc:bla:joares:v:49:y:2011:i:2:p:359-401.

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  471. Portfolio Analysis and Equilibrium Asset Pricing with Heterogeneous Beliefs. (2010). Shi, Lei.
    In: PhD Thesis.
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  472. What Does Stock Ownership Breadth Measure?. (2010). Yan, Hongjun ; Choi, James.
    In: NBER Working Papers.
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  473. Event study with imperfect competition and private information: earnings announcements revisited. (2010). Cong, YU ; Hoitash, Rani ; Krishnan, Murugappa.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:3:p:383-411.

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  474. Measuring forecast uncertainty by disagreement: The missing link. (2010). Sheng, Xuguang ; Lahiri, Kajal.
    In: Journal of Applied Econometrics.
    RePEc:jae:japmet:v:25:y:2010:i:4:p:514-538.

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  475. The Impact of Motivational and Cognitive Factors on Optimistic Earnings Forecasts. (2010). Cianci, Anna M. ; Culbertson, Satoris S..
    In: Chapters.
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  476. Cross-listing effect on information environment of foreign firms: ADR type and country characteristics. (2010). Lee, Heiwai ; Valero, Magali.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:20:y:2010:i:4-5:p:178-196.

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  477. International order flows: Explaining equity and exchange rate returns. (2010). Moore, Michael ; Hau, Harald ; Dunne, Peter.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:29:y:2010:i:2:p:358-386.

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  478. Costly arbitrage and idiosyncratic risk: Evidence from short sellers. (2010). McLean, R. David ; Hu, Gang ; Duan, Ying .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:4:p:564-579.

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  479. Differences in beliefs and currency risk premiums. (2010). Buraschi, Andrea ; Breedon, Francis ; Beber, Alessandro.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:98:y:2010:i:3:p:415-438.

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  480. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:1:p:53-80.

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  481. Institutional investors, intangible information, and the book-to-market effect. (2010). Jiang, Hao.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:96:y:2010:i:1:p:98-126.

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  482. Information asymmetry and the value of cash. (2010). Gruninger, Matthias C. ; Drobetz, Wolfgang ; Hirschvogl, Simone .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:9:p:2168-2184.

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  483. Relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns. (2010). Guo, Hui ; Savickas, Robert .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:7:p:1637-1649.

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  484. Equity issues and temporal variation in information asymmetry. (2010). Autore, Don M. ; Kovacs, Tunde.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:1:p:12-23.

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  485. Corporate bond credit spreads and forecast dispersion. (2010). Hackbarth, Dirk ; Guntay, Levent .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:10:p:2328-2345.

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  486. Accounting anomalies and fundamental analysis: A review of recent research advances. (2010). Wysocki, Peter ; Tuna, Irem ; Richardson, Scott.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:50:y:2010:i:2-3:p:410-454.

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  487. Investor Inattention and the Underreaction to Stock Recommendations. (2010). Loh, Roger K..
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:3:p:1223-1252.

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  488. The Cross†Section of Expected Stock Returns: What Have We Learnt from the Past Twenty†Five Years of Research?. (2010). Subrahmanyam, Avanidhar.
    In: European Financial Management.
    RePEc:bla:eufman:v:16:y:2010:i:1:p:27-42.

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  489. Uncertainty and Valuations. (2009). Yan, Hongjun ; Cremers, Martijn.
    In: Yale School of Management Working Papers.
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  490. Portfolio Analysis and Zero-Beta CAPM with Heterogeneous Beliefs. (2009). Shi, Lei ; He, Xuezhong.
    In: Research Paper Series.
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  491. When are Analyst Recommendation Changes Influential?. (2009). Stulz, René ; Loh, Roger K..
    In: NBER Working Papers.
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  492. Learning in Financial Markets. (2009). Pastor, Lubos ; Veronesi, Pietro ; Pstor, ubo.
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    RePEc:nbr:nberwo:14646.

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  493. IPO Pricing Strategies with Deadweight and Search Costs. (2009). Wang, Ko ; Yang, Jing ; Chan, Su Han ; Su Han Chan, .
    In: Journal of Real Estate Research.
    RePEc:jre:issued:v:31:n:4:2009:p:481-542.

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  494. Volatility Spreads and Expected Stock Returns. (2009). Hovakimian, Armen ; Bali, Turan G..
    In: Management Science.
    RePEc:inm:ormnsc:v:55:y:2009:i:11:p:1797-1812.

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  495. The Nexus between Analyst Forecast Dispersion and Expected Returns Surrounding Stock Market Crashes. (2009). CHONG, Terence Tai Leung ; Wang, Xiaolei.
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  496. Divergence of opinion and valuation in a mean-variance framework. (2009). Schnabel, Jacques A..
    In: Studies in Economics and Finance.
    RePEc:eme:sefpps:v:26:y:2009:i:3:p:148-154.

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  497. Short sale and stock returns: Evidence from the Taiwan Stock Exchange. (2009). Liao, Bih-Shuang ; Huang, Zhaodan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:49:y:2009:i:3:p:1146-1158.

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  498. The implications of liquidity and order flows for neoclassical finance. (2009). Subrahmanyam, Avanidhar.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:17:y:2009:i:5:p:527-532.

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  499. Cashflow risk, systematic earnings revisions, and the cross-section of stock returns. (2009). Warachka, Mitchell Craig ; Da, Zhi.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:3:p:448-468.

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  500. Cross-section of option returns and volatility. (2009). Goyal, Amit ; Saretto, Alessio .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326.

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  501. The impact of risk and uncertainty on expected returns. (2009). Anderson, Evan ; Ghysels, Eric ; Juergens, Jennifer L..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:94:y:2009:i:2:p:233-263.

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  502. Sell on the news: Differences of opinion, short-sales constraints, and returns around earnings announcements. (2009). Berkman, Henk ; Dimitrov, Valentin ; Tice, Sheri ; Jain, Prem C. ; Koch, Paul D..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:3:p:376-399.

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  503. The on-the-run liquidity phenomenon. (2009). Pasquariello, Paolo ; Vega, Clara .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:1-24.

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  504. High idiosyncratic volatility and low returns: International and further U.S. evidence. (2009). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:91:y:2009:i:1:p:1-23.

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  505. Equity market valuation of human capital and stock returns. (2009). Pantzalis, Christos ; Park, Jung Chul.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:9:p:1610-1623.

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  506. Information uncertainty and auditor reputation. (2009). Autore, Don M. ; Billingsley, Randall S. ; Schneller, Meir I..
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:33:y:2009:i:2:p:183-192.

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  507. Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977). (2009). Kumar, Praveen ; Danielsen, Bartley R. ; Sorescu, Sorin M. ; Boehme, Rodney D..
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    RePEc:eee:finmar:v:12:y:2009:i:3:p:438-468.

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  508. The cross section of cashflow volatility and expected stock returns. (2009). Huang, Alan Guoming .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:3:p:409-429.

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  509. LEARNING DYNAMICS AND NONLINEAR MISSPECIFICATION IN AN ARTIFICIAL FINANCIAL MARKET. (2009). Georges, Christophre ; Wallace, John C..
    In: Macroeconomic Dynamics.
    RePEc:cup:macdyn:v:13:y:2009:i:05:p:625-655_08.

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  510. On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements. (2009). Pasquariello, Paolo ; Subrahmanyam, Marti ; Brenner, Menachem.
    In: Journal of Financial and Quantitative Analysis.
    RePEc:cup:jfinqa:v:44:y:2009:i:06:p:1265-1289_99.

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  511. Speculative Trading and Stock Prices: Evidence from Chinese A-B Share Premia. (2009). Xiong, Wei ; Scheinkman, Jose ; Mei, Jianping.
    In: Annals of Economics and Finance.
    RePEc:cuf:journl:y:2009:v:10:i:2:p:225-255.

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  512. Market Sidedness: Insights into Motives for Trade Initiation. (2009). Sarkar, Asani ; Schwartz, Robert A..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:64:y:2009:i:1:p:375-423.

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  513. Does Volatility Improve UK Earnings Forecasts?. (2009). Coakley, Jerry ; Petrovic, Nikola ; Manson, Stuart.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009:i:9-10:p:1148-1179.

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  514. Does Volatility Improve UK Earnings Forecasts?. (2009). Coakley, Jerry ; Manson, Stuart ; Petrovic, Nikola.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:36:y:2009-11:i:9-10:p:1148-1179.

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  515. Short Changed? The Markets Reaction to the Short Sale Ban of 2008. (2009). Witmer, Jonathan ; Gagnon, Louis .
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  517. Geography or skills: what explains Fed Wachters forecast accuracy of US monetary policy?. (2008). Fratzscher, Marcel ; Ehrmann, Michael ; Berger, Helge.
    In: Discussion Papers.
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  518. Heterogeneity, Bounded Rationality and Market Dysfunctionality. (2008). Shi, Lei ; He, Xuezhong.
    In: Research Paper Series.
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  519. Agreement and Accuracy in Consensus Forecasts of the UK Commercial Property Market. (2008). Matysiak, George ; McAllister, Patrick ; Newell, Graeme.
    In: Journal of Property Research.
    RePEc:taf:jpropr:v:25:y:2008:i:1:p:1-22.

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  520. The Effect of Corporate Break-ups on Information Asymmetry: A Market Microstructure Analysis. (2008). Bartram, Söhnke ; Bardong, Florian ; Yadav, Pradeep K..
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  521. High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence. (2008). zhang, xiaoyan ; Xing, Yuhang ; Hodrick, Robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13739.

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  522. Board monitoring, firm risk, and external regulation. (2008). Chidambaran, N. ; Brick, Ivan.
    In: Journal of Regulatory Economics.
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  523. Belief asymmetry and gains from acquisitions. (2008). Antoniou, Antonios ; Zhao, Huainan ; Alexandridis, George.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:18:y:2008:i:5:p:443-460.

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  524. Advisors and asset prices: A model of the origins of bubbles. (2008). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:2:p:268-287.

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  525. Corporate misreporting and bank loan contracting. (2008). Qiu, Jiaping ; Li, SI ; Graham, John R..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:89:y:2008:i:1:p:44-61.

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  526. Analyst coverage and earnings management. (2008). yu, fang.
    In: Journal of Financial Economics.
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  527. The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE.
    In: International Journal of Forecasting.
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  528. Updating expectations: An analysis of post-9/11 returns. (2008). Pasquariello, Paolo ; Liu, Crocker H. ; Kallberg, Jarl .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:11:y:2008:i:4:p:400-432.

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  529. Time-series and cross-sectional excess comovement in stock indexes. (2008). Pasquariello, Paolo ; Kallberg, Jarl .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:15:y:2008:i:3:p:481-502.

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  530. Staggered updating in an artificial financial market. (2008). Georges, Christophre.
    In: Journal of Economic Dynamics and Control.
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  531. Stock trading, information production, and executive incentives. (2008). Liu, Qiao ; Kang, Qiang .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:14:y:2008:i:4:p:484-498.

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  532. Investor Attention and the Underreaction to Stock Recommendations. (2008). Loh, Roger .
    In: Working Paper Series.
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  533. Thriving in the Midst of Financial Distress? An Analysis of Firms Exposed to Abestos Litigation. (2008). Taillard, Jerome Ph. A., .
    In: Working Paper Series.
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  534. Differences of opinion, information and the timing of trades. (2008). Saffi, Pedro.
    In: IESE Research Papers.
    RePEc:ebg:iesewp:d-0747.

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  535. Measuring Forecast Uncertainty by Disagreement: The Missing Link. (2008). Sheng, Xuguang ; Lahiri, Kajal.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_60.

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  536. Short-Sale Constraints and the Non-January Idiosyncratic Volatility Puzzle. (2007). Jiang, Danling ; Doran, James ; Peterson, David .
    In: MPRA Paper.
    RePEc:pra:mprapa:4995.

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  537. Extracting information from European analyst forecasts. (2007). Au, Andrea S.
    In: Journal of Asset Management.
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  538. Corporate Misreporting and Bank Loan Contracting. (2007). Qiu, Jiaping ; Li, SI ; Graham, John R..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13708.

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  539. Advisors and Asset Prices: A Model of the Origins of Bubbles. (2007). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13504.

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  540. Do analysts overreact to extreme good news in earnings?. (2007). Gu, Zhaoyang ; Xue, Jian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:29:y:2007:i:4:p:415-431.

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  541. Overconfidence and trading volume. (2007). Weber, Martin ; Glaser, Markus .
    In: The Geneva Papers on Risk and Insurance Theory.
    RePEc:kap:geneva:v:32:y:2007:i:1:p:1-36.

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  542. The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market. (2007). Fueglistaller, Urs ; Zellweger, Thomas ; Meister, Roger.
    In: Financial Markets and Portfolio Management.
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  543. Market sidedness: insights into motives for trade initiation. (2007). Sarkar, Asani ; Schwartz, Robert A..
    In: Staff Reports.
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  544. Testing the Markov property with high frequency data. (2007). Fernandes, Marcelo ; Amaro de Matos, João.
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  22. Performance evaluation inflation and compression. (2012). Golman, Russell ; Bhatia, Sudeep .
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:37:y:2012:i:8:p:534-543.

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  23. Difference of opinion and the cross-section of equity returns: Australian evidence. (2011). Gharghori, Philip ; Veeraraghavan, Madhu ; See, Quin .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:19:y:2011:i:4:p:435-446.

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  24. Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45. (2010). Pasaribu, Rowland Bismark Fernando, .
    In: MPRA Paper.
    RePEc:pra:mprapa:36998.

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  25. Weak and Strong Individual Forecasts: Additional Experimental Evidence. (2010). Church, Bryan K. ; Ackert, Lucy F. ; Ely, Kirsten .
    In: Chapters.
    RePEc:elg:eechap:13629_14.

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  26. The Impact of Motivational and Cognitive Factors on Optimistic Earnings Forecasts. (2010). Cianci, Anna M. ; Culbertson, Satoris S..
    In: Chapters.
    RePEc:elg:eechap:13629_11.

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  27. Financial analysts forecast revisions and managers reporting behavior. (2008). BEYER, ANNE .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:46:y:2008:i:2-3:p:334-348.

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  28. Extracting information from European analyst forecasts. (2007). Au, Andrea S.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:8:y:2007:i:4:d:10.1057_palgrave.jam.2250076.

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  29. The outperformance of family firms: the role of variance in earnings per share and analyst forecast dispersion on the Swiss market. (2007). Fueglistaller, Urs ; Zellweger, Thomas ; Meister, Roger.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:21:y:2007:i:2:p:203-220.

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  30. Rationality of analysts earnings forecasts: evidence from dow 30 companies. (2006). Edward N. W. Aw, ; Mohanty, Sunil K..
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:16:y:2006:i:12:p:915-929.

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  31. Financial analysts reports: an extended institutional theory evaluation. (2005). Rogers, Rodney K. ; Fogarty, Timothy J..
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:30:y:2005:i:4:p:331-356.

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  32. The Relation Between Investor Uncertainty and Market Reactions to Earnings Announcements: Evidence from the Property‐Casualty Insurance Industry in the USA. (2005). Gaver, Jennifer J ; Christensen, Theodore E ; Stuerke, Pamela S.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005:i:1-2:p:1-29.

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  33. The Relation Between Investor Uncertainty and Market Reactions to Earnings Announcements: Evidence from the Property-Casualty Insurance Industry in the USA. (2005). Gaver, Jennifer J. ; Christensen, Theodore E. ; Stuerke, Pamela S..
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:32:y:2005-01:i:1-2:p:1-29.

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  34. A Simultaneous Equations Analysis of Analysts’ Forecast Bias, Analyst Following, and Institutional Ownership. (2003). Ackert, Lucy ; Athanassakos, George.
    In: Journal of Business Finance & Accounting.
    RePEc:bla:jbfnac:v:30:y:2003:i:7-8:p:1017-1042.

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  35. Differences of Opinion and the Cross Section of Stock Returns. (2002). Diether, Karl B..
    In: Journal of Finance.
    RePEc:bla:jfinan:v:57:y:2002:i:5:p:2113-2141.

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  36. Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers. (2001). Zitzewitz, Eric ; Tyagi, Pallavi.
    In: Research Papers.
    RePEc:ecl:stabus:1802.

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  37. A simultaneous equations analysis of analysts’ forecast bias and institutional ownership. (2000). Ackert, Lucy ; Athanassakos, George .
    In: FRB Atlanta Working Paper.
    RePEc:fip:fedawp:2000-5.

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