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Price-based return comovement. (2009). Hwang, Byoung-Hyoun ; Green, Clifton T..
In: Journal of Financial Economics.
RePEc:eee:jfinec:v:93:y:2009:i:1:p:37-50.

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    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005525.

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  2. Do firms manage their share prices to mitigate investor short-termism?. (2024). Mian, Mujtaba G ; Lin, Ji-Chai ; Bostan, Ibrahim.
    In: Journal of Corporate Finance.
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  3. The influences of information demand and supply on stock price synchronicity. (2023). Lin, Fu-Lai ; Lee, Cheng-Few ; Chen, Yu-Fen.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01183-y.

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  4. Aerospace competition, investor attention, and stock return comovement. (2023). , Quan ; Nguyen, Nhut H ; Do, Hung X ; Truong, Cameron.
    In: Journal of Economic Behavior & Organization.
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  5. Common short selling and excess comovement: Evidence from a sample of LSE stocks. (2023). Geraci, Marco Valerio ; Veredas, David ; Gnabo, Jean-Yves.
    In: Journal of Financial Markets.
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  6. Characteristics and mechanisms of the U.S. stock market spillover effects on the Chinese A-share market: Evidence from 6 A-share broad-based and 31 sector indices. (2023). Shen, Weibing ; Tian, Huiting ; Huang, Junbo.
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  10. Stock Market Synchronization and Stock Volatility: The Case of an Emerging Market. (2022). Guzman, Vicente Alfonso ; Antonio, Esteban Jose ; Pulgar, Nicolas Magner.
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  11. LGBT policy, investor trading behavior, and return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X.
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  13. Climate events and return comovement. (2022). Nguyen, Nhut H ; Marshall, Ben R ; Visaltanachoti, Nuttawat.
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  14. Financial leverage and stock return comovement. (2022). , Quan ; Nguyen, Nhut H ; Do, Hung X.
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  15. Cryptocurrency comovements and crypto exchange movement: The relocation of Binance. (2022). Disli, Mustafa ; Rabbo, Fatima Abd ; Leneeuw, Thibault ; Nagayev, Ruslan.
    In: Finance Research Letters.
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  16. Index tracking and beta arbitrage effects in comovement. (2022). Kellard, Neil ; Coakley, Jerry ; Liao, Yixin.
    In: International Review of Financial Analysis.
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  17. Multivariate stochastic volatility for herding detection: Evidence from the energy sector. (2022). Philippas, Nikolaos ; Tsionas, Mike G.
    In: Energy Economics.
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  18. What are the benefits of attracting gambling investors? Evidence from stock splits in China. (2022). Liu, Yu-Jane ; Lin, Ji-Chai ; Hu, Conghui.
    In: Journal of Corporate Finance.
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  19. Stock Price Level Effect. (2021). Füllbrunn, Sascha ; Fullbrunn, Sascha ; Borsboom, Charlotte.
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  20. Liquidity Synchronization, Its Determinants and Outcomes under Economic Growth Volatility: Evidence from Emerging Asian Economies. (2021). Rupeika-Apoga, Ramona ; Zaidi, Syeda Hina.
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  21. Reference Prices and Turnover: Evidence from Small-Capitalization Stocks. (2021). Pandey, Ashish.
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  22. Interconnectedness in the global financial market. (2021). Raddant, Matthias ; Kenett, Dror Y.
    In: Journal of International Money and Finance.
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  23. A network perspective of comovement and structural change: Evidence from the Chinese stock market. (2021). Deng, Yunke ; Huang, Chuangxia ; Yang, Xin ; Cao, Jinde.
    In: International Review of Financial Analysis.
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  24. Media connection and return comovement. (2021). Tu, Jun ; Guo, LI ; Chen, Zilin.
    In: Journal of Economic Dynamics and Control.
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  25. In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements. (2021). Zhang, Lijuan ; Wu, Hai ; Qiu, Jiayue.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:69:y:2021:i:c:s092911992100136x.

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  26. Rating labels and style investing: Evidence from Moodys rating recalibration. (2021). Wu, Chunchi ; Tao, Xinyuan.
    In: Financial Management.
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  28. Breadth of Ownership and the Comovement of Equity Prices in China Stock Market. (2020). Ou, Jiahe.
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  29. Signaling through Timing of Stock Splits. (2020). Zhuky, Sergey ; Iannino, Maria Chiara .
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  30. Risk Transmissions between Major Foreign Currencies: An Empirical Analysis from the U.S. Perspective. (2020). Baek, Chung.
    In: International Journal of Business and Economics.
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  31. Analyzing the co-movement and its spatial–temporal patterns in Chinese stock market. (2020). Zeng, Daniel Dajun ; Zheng, Xiaolong ; Chen, Hanxiao.
    In: Physica A: Statistical Mechanics and its Applications.
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  32. Local demand shocks, excess comovement and return predictability. (2020). Broman, Markus S.
    In: Journal of Banking & Finance.
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  33. Does program trading contribute to excess comovement of stock returns?. (2020). Yin, Xiangkang ; Zhao, Jing ; Li, Mingyi.
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  34. STOCK PRICE ANCHORING. (2019). Inghelbrecht, Koen ; Disli, Mustafa ; Stieperaere, Hannes ; Schoors, Koen.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  35. Accounting information quality and systematic risk. (2019). Yan, Shan ; Xing, Xuejing.
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  36. Attention allocation and return co-movement: Evidence from repeated natural experiments. (2019). Lin, Tse-Chun ; Huang, Yulin.
    In: Journal of Financial Economics.
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  37. Preference for dividends and return comovement. (2019). Xie, Jing ; Hameed, Allaudeen .
    In: Journal of Financial Economics.
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  38. Revisiting the price effect in US stocks. (2019). Lu, Helen ; Geertsema, Paul .
    In: Finance Research Letters.
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  39. Another law of small numbers: patterns of trading prices in experimental markets. (2018). Willinger, Marc ; ROGER, Patrick ; Bousselmi, Wael.
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  40. The effect of price magnitude on analysts forecasts: evidence from the lab. (2018). Willinger, Marc ; ROGER, Patrick ; Bousselmi, Wael.
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  41. Another law of small numbers: patterns of trading prices in experimental markets. (2018). Willinger, Marc ; Roger, Patrick ; Bousselmi, Wael.
    In: Working Papers.
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  42. The effect of price magnitude on analysts forecasts: evidence from the lab. (2018). Willinger, Marc ; Roger, Patrick ; Bousselmi, Wael.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01954919.

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  43. Individuals neglect the informational role of prices: evidence from the stock market. (2018). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo.
    In: Textos para discussão.
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  44. Equivalent volume and comovement. (2018). Staer, Arsenio ; Sottile, Pedro .
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  45. Behavioral bias in number processing: Evidence from analysts’ expectations. (2018). Schatt, Alain ; ROGER, Patrick.
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  46. Ambiguities in valuing information technology firms: Do internet searches help?. (2018). Chang, Young Bong ; Kwon, Youngok .
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  47. Qualitative similarity and stock price comovement. (2018). Box, Travis.
    In: Journal of Banking & Finance.
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  48. Interconnectedness in the global financial market. (2017). Raddant, Matthias ; Kenett, Dror Y.
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  49. The Price Tag Illusion. (2017). Giovannetti, Bruno ; Chague, Fernando ; De-Losso, Rodrigo ; Bueno, Rodrigo ; Rodrigo, Bruno Giovannetti.
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  50. The impact of nominal stock price on ex-dividend price responses. (2017). Whitby, Ryan ; Jakob, Keith.
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  51. The Comovement of Investor Attention. (2017). Thornock, Jacob R ; Roulstone, Darren T ; Jennings, Jared ; Drake, Michael S.
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  52. Network Analysis of Search Dynamics: The Case of Stock Habitats. (2017). Kumar, Alok ; Konana, Prabhudev ; Agarwal, Ashish ; Man, Alvin Chung.
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  53. Cosearch Attention and Stock Return Predictability in Supply Chains. (2017). Kumar, Alok ; Konana, Prabhudev ; Man, Alvin Chung ; Agarwal, Ashish.
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  54. Product market competition, idiosyncratic and systematic volatility. (2017). Abdoh, Hussein ; Varela, Oscar .
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  55. Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y.
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    RePEc:arx:papers:1704.01028.

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  56. Interconnectedness in the global financial market. (2016). Raddant, Matthias ; Kenett, Dror .
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    RePEc:zbw:vfsc16:145560.

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  57. Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y.
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  58. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
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  59. Comovement revisited. (2016). Chen, Honghui ; Whitelaw, Robert F ; Singal, Vijay .
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  60. Nominal price illusion. (2016). Birru, Justin ; Wang, Baolian.
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  61. Stock return comovement around the Dow Jones Islamic Market World Index revisions. (2016). Mazouz, Khelifa ; Saadouni, Brahim ; Mohamed, Abdulkadir.
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  62. Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S.
    In: Journal of Financial Markets.
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  63. Location and excess comovement. (2016). Kaul, Aditya ; Stefanescu, Carmen ; Mehrotra, Vikas .
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  64. Neighborhood effect on stock price comovement. (2016). Li, Mingsheng ; Zhao, Xin.
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  66. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Freybote, Julia ; Das, Prashant.
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  67. Social learning and corporate peer effects. (2015). Kaustia, Markku ; Rantala, Ville .
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  68. Culture and R2. (2015). Eun, Cheol S. ; Xiao, Steven C. ; Wang, Lingling.
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  69. Investor heterogeneity and commonality in stock return and liquidity. (2015). Pan, Deng ; Zhang, Bohui ; Wu, Fei ; Shi, Jing.
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  70. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
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  74. Sell-Side Analyst Research and Stock Comovement. (2014). Rebello, Michael ; Xu, Yexiao ; Muslu, Volkan.
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  75. An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven.
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Cocites

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  1. .

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  2. Do product market threats affect analyst forecast precision?. (2017). Platikanova, Petya ; Mattei, Marco Maria.
    In: Review of Accounting Studies.
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  3. What Do Measures of Real-time Corporate Sales Tell Us about Earnings Surprises and Post-Announcement Returns?. (2016). Froot, Kenneth ; Kang, Namho ; Sadka, Ronnie ; Ozik, Gideon .
    In: NBER Working Papers.
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  4. The Effects of Analysts’ Herding on Traders: Evidence from the Taiwan Stock Market. (2016). Chen, Po-Jung.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9216-8.

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  5. Further evidence on the strategic timing of earnings news: Joint analysis of weekdays and times of day. (2016). michaely, roni ; Vedrashko, Alexander ; Rubin, Amir .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:62:y:2016:i:1:p:24-45.

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  6. On the persistence and pricing of industry-wide and firm-specific earnings, cash flows, and accruals. (2016). Nelson, Karen K ; Yeung, Eric P.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:61:y:2016:i:1:p:185-202.

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  7. Contrarian and Momentum Profits during Periods of High Trading Volume preceded by Stock Prices Shocks. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: Risk in Contemporary Economy.
    RePEc:ddj:fserec:y:2016:p:378-384.

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  8. Multi-period experimental asset markets with distinct fundamental value regimes. (2015). Kirchler, Michael ; Huber, Jurgen ; Stockl, Thomas.
    In: Experimental Economics.
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  9. Why do analysts revise their stock recommendations after earnings announcements?. (2015). Yezegel, Ari.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:59:y:2015:i:2:p:163-181.

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  10. Neoclassical finance, behavioral finance and noise traders: A review and assessment of the literature. (2015). Ramiah, Vikash ; Moosa, Imad A ; Xu, Xiaoming.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:89-100.

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  11. Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions. (2015). Savaser, Tanseli ; Ciamarra, Elif Sisli .
    In: Working Papers.
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  12. The Relation Between Overreaction in Forecasts and Uncertainty: A Nonlinear Approach. (2014). Leppin, Julian.
    In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
    RePEc:zbw:vfsc14:100284.

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  13. The relation between overreaction in forecasts and uncertainty: A nonlinear approachvon. (2014). Leppin, Julian.
    In: HWWI Research Papers.
    RePEc:zbw:hwwirp:158.

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  14. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A..
    In: The Institute for International Integration Studies Discussion Paper Series.
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  15. Implications of limited investor attention to customer–supplier information transfers. (2014). Zhu, Hui.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:3:p:405-416.

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  16. How entrenched managers beat earnings expectations before and after SOX. (2014). Kim, Dongnyoung ; Wang, Weishen ; Graefe-Anderson, Rachel ; Pyles, Mark K..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:54:y:2014:i:1:p:82-91.

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  17. Bank earnings forecasts, risk and the crisis. (2014). Molyneux, Philip ; Anolli, Mario ; Beccalli, Elena.
    In: Journal of International Financial Markets, Institutions and Money.
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  18. Equity Vesting and Managerial Myopia. (2014). Edmans, Alex ; Fang, Vivian ; Lewellen, Katharina A..
    In: CEPR Discussion Papers.
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  19. USDA AND PRIVATE ANALYSTS FORECASTS OF ENDING STOCKS: HOW GOOD ARE THEY?. (2014). Lence, Sergio ; Hart, Chad ; Xiao, Jinzhi.
    In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota.
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  20. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Working Papers.
    RePEc:saq:wpaper:1/13.

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  21. Equity Vesting and Managerial Myopia. (2013). Edmans, Alex ; Fang, Vivian W. ; Lewellen, Katharina A..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19407.

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  22. Inefficiency in Survey Exchange Rates Forecasts. (2013). Pericoli, Filippo Maria ; Pancotto, Francesca ; Pistagnesi, Marco .
    In: Center for Economic Research (RECent).
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  23. Market implied future earnings and analysts’ forecasts. (2013). Lacina, Michael ; Ro, Byung .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:41:y:2013:i:2:p:295-341.

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  24. Financial markets forecasts revisited: Are they rational, stubborn or jumpy?. (2013). Nakazono, Yoshiyuki ; Ichiue, Hibiki ; Fujiwara, Ippei ; Shigemi, Yosuke .
    In: Economics Letters.
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  25. Financial Signaling and Earnings Forecasts.. (2013). Brushko, Iuliia .
    In: CERGE-EI Working Papers.
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  26. Earnings Conference Call Content and Stock Price: The Case of REITs. (2012). Doran, James ; Price, S. ; Peterson, David.
    In: The Journal of Real Estate Finance and Economics.
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  27. Investor Sentiment and Analysts Earnings Forecast Errors. (2012). McInnis, John ; Hribar, Paul.
    In: Management Science.
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  28. Is customer satisfaction a relevant metric for financial analysts?. (2012). CASTA, Jean-Francois ; Ramond, Olivier ; Ngobo, Paul-Valentin.
    In: Post-Print.
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  29. Speculative growth, overreaction, and the welfare cost of technology-driven bubbles. (2012). Lansing, Kevin.
    In: Journal of Economic Behavior & Organization.
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  30. Earnings conference calls and stock returns: The incremental informativeness of textual tone. (2012). Doran, James ; Bliss, Barbara A. ; Price, McKay S. ; Peterson, David R..
    In: Journal of Banking & Finance.
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  31. 14-Week quarters. (2012). Leone, Andrew J. ; Yang, Ya-Wen ; Ramnath, Sundaresh ; Johnston, Rick.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:53:y:2012:i:1:p:271-289.

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  32. A Pseudo-Bayesian Model for Stock Returns In Financial Crises. (2011). Wong, Wing-Keung ; Siu, Tak Kuen ; Lam, Kin ; Fung, Eric S..
    In: JRFM.
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  33. Post earnings announcement drift and the roles of drift-enhanced factors in New Zealand. (2010). Truong, Cameron.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:18:y:2010:i:2:p:139-157.

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  34. A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction. (2010). Wong, Wing-Keung ; Lam, Kin ; Liu, Taisheng .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:203:y:2010:i:1:p:166-175.

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  35. Order aggressiveness as a metric to assess the usefulness of accounting information. (2010). Perotti, Pietro.
    In: The International Journal of Accounting.
    RePEc:eee:accoun:v:45:y:2010:i:3:p:306-333.

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  36. Selective Hedging, Information Asymmetry, and Futures Prices. (2006). Nejadmalayeri, Ali ; Knill, April ; Minnick, Kristina.
    In: The Journal of Business.
    RePEc:ucp:jnlbus:v:79:y:2006:i:3:p:1475-1502.

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  37. Further evidence on analyst and investor misweighting of prior period cash flows and accruals. (2006). Ahmed, Anwer S. ; Nainar, S. M. Khalid, ; Zhang, Frank X..
    In: The International Journal of Accounting.
    RePEc:eee:accoun:v:41:y:2006:i:1:p:51-74.

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  38. The Value-Relevance of Derivative Disclosures by Commercial Banks: A Comprehensive Study of Information Content Under SFAS Nos. 119 and 133. (2005). Alam, Pervaiz ; Makar, Stephen ; Wang, LI.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:25:y:2005:i:4:p:413-427.

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  39. Lock-in of extrapolative expectations in an asset pricing model. (2005). Lansing, Kevin ; KevinJ. Lansing, .
    In: Working Paper Series.
    RePEc:fip:fedfwp:2004-06.

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  40. Value Line and I/B/E/S earnings forecasts. (2005). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:21:y:2005:i:1:p:185-198.

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  41. Trends in analyst earnings forecast properties. (2005). Ciccone, Stephen J..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:14:y:2005:i:1:p:1-22.

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  42. Limited Investor Attention and Stock Market Misreactions to Accounting Information. (2005). Teoh, Siew Hong ; Hirshleifer, David.
    In: Working Paper Series.
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  43. Stock Selection Strategies in Emerging Markets. (2001). van Dijk, Dick ; van der Hart, Jaap ; Jaap van der Hart, ; Slagter, Erica .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20010009.

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  44. Measuring Herding and Exaggeration by Equity Analysts and Other Opinion Sellers. (2001). Zitzewitz, Eric ; Tyagi, Pallavi.
    In: Research Papers.
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  45. On the Evolution of Overconfidence and Entrepreneurs. (2001). welch, ivo.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1307.

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  46. A field study of sales forecasting accuracy and processes. (2000). Edmundson, Bob ; Lawrence, Michael ; O'Connor, Marcus.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:122:y:2000:i:1:p:151-160.

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  47. Do markets overreact: International evidence. (1999). Baytas, Ahmet ; Cakici, Nusret.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:23:y:1999:i:7:p:1121-1144.

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  48. Anomalous security price behavior following management earnings forecasts. (1999). Liu, Chao-Shin ; Ziebart, David A..
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:6:y:1999:i:4:p:405-429.

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  49. Accounting valuation, market expectation, and cross-sectional stock returns. (1998). Lee, Charles ; Frankel, Richard .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:25:y:1998:i:3:p:283-319.

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  50. Biases in analyst forecasts: cognitive, strategic or second-best?. (1998). Loffler, Gunter .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:14:y:1998:i:2:p:261-275.

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