1. Habitat momentum. (2017). Weron, Rafał ; Maryniak, Pawel .
   In: HSC Research Reports.
   RePEc:wuu:wpaper:hsc1705.

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2. Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea .
   In: 2017 Meeting Papers.
   RePEc:red:sed017:374.

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3. Short- and Long-Horizon Behavioral Factors. (2017). Hirshleifer, David ; Sun, Lin ; Daniel, Kent.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:24163.

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4. The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2017). Di Maggio, Marco ; Sommavilla, Carlo ; Kermani, Amir ; Franzoni, Francesco ; Dimaggio, Marco .
   In: NBER Working Papers.
   RePEc:nbr:nberwo:23522.

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5. Foreign portfolio flows and emerging stock market: Is the midnight bell ringing in India?. (2017). Kattuman, Paul ; Hiremath, Gourishankar S.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:42:y:2017:i:c:p:544-558.

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6. Private equity fundraising and firm specialization. (2017). Gejadze, Maia ; Schwienbacher, Armin ; Giot, Pierre .
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:64:y:2017:i:c:p:259-274.

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7. 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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8. Industry herd behaviour in financing decision making. (2017). Camara, Omar .
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:94:y:2017:i:c:p:32-42.

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9. Do bond credit ratings lead to excess comovement?. (2017). Raffestin, Louis.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:85:y:2017:i:c:p:41-55.

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10. Do locals know better? A comparison of the performance of local and foreign institutional investors. (2017). Ferreira, Miguel ; Pires, Pedro ; Pereira, Joo Pedro ; Matos, Pedro.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:82:y:2017:i:c:p:151-164.

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11. Excess stock return comovements and the role of investor sentiment. (2017). Verschoor, Willem ; Frijns, Bart.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:74-87.

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12. Style investing and firm innovation. (2017). Kullu, Melih A ; Sayili, Koray ; Yilmaz, Gokhan ; Dyer, Douglas .
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:32:y:2017:i:c:p:17-29.

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13. Performance persistence of government bond factor premia. (2017). Zaremba, Adam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:22:y:2017:i:c:p:182-189.

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14. Product market competition, idiosyncratic and systematic volatility. (2017). Abdoh, Hussein ; Varela, Oscar .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:43:y:2017:i:c:p:500-513.

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15. Intra-industry information diffusion in Chinas stock market. (2017). Lean, Hooi Hooi ; Dong, Chi ; Ahmad, Zamri.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-16-00823.

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16. Inefficient Globalization of Finance: Evidence from Marketing-Oriented Overseas Expansions of Low-Skilled Mutual Fund Families. (2017). Cheng, SI ; Zhang, Hong ; Massa, Massimo.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11990.

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17. Momentum Decomposition: Evidence from Emerging Markets. (2017). Wei, Xianhua ; Guo, Hongbo .
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2017:p:123-132.

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18. International Sentiment Spillovers in Equity Returns. (2016). Bredin, Don ; Bathia, Deven ; Nitzsche, Dirk.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:21:y:2016:i:4:p:332-359.

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19. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
    In: MPRA Paper.
    RePEc:pra:mprapa:73481.

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20. Political Sentiment and Predictable Returns. (2016). Addoum, Jawad M ; Kumar, Alok.
    In: Review of Financial Studies.
    RePEc:oup:rfinst:v:29:y:2016:i:12:p:3471-3518..

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21. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp215.

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22. Do bond credit ratings lead to excess comovement. (2016). Raffestin, Louis.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:2481.

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23. The stock preferences of domestic versus foreign investors: Evidence from Qualified Foreign Institutional Investors (QFIIs) in China. (2016). Zou, Liping ; Li, Xiaoming ; Tang, Tiantian .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:12-28.

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24. Identifying the relative importance of stock characteristics. (2016). Li, Youwei ; French, Declan ; Wu, Yuliang .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:34:y:2016:i:c:p:80-91.

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25. Commodity returns co-movements: Fundamentals or “style” effect?. (2016). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:68:y:2016:i:c:p:130-160.

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26. Limited attention, marital events and hedge funds. (2016). Ray, Sugata ; Teo, Melvyn ; Lu, Yan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:122:y:2016:i:3:p:607-624.

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27. Comovement revisited. (2016). Chen, Honghui ; Whitelaw, Robert F ; Singal, Vijay .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:121:y:2016:i:3:p:624-644.

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28. 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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29. Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

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30. Network externalities in mutual funds. (2016). Blocher, Jesse.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:30:y:2016:i:c:p:1-26.

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31. Realism, skill, and incentives: Current and future trends in investment management and investment performance. (2016). Agyei-Ampomah, Sam ; Skinner, Frank ; Mason, Andrew .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:43:y:2016:i:c:p:31-40.

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32. Location and excess comovement. (2016). Kaul, Aditya ; Stefanescu, Carmen ; Mehrotra, Vikas .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:37:y:2016:i:c:p:293-308.

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33. The economic benefits of market timing the style allocation of characteristic-based portfolios. (2016). Ardia, David ; Wauters, Marjan ; Boudt, Kris.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:38-62.

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34. Neighborhood effect on stock price comovement. (2016). Li, Mingsheng ; Zhao, Xin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:35:y:2016:i:c:p:1-22.

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35. Institutional investments in pure play stocks and implications for hedging decisions. (2016). Minton, Bernadette A ; Schrand, Catherine .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

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36. The Booms and Busts of Beta Arbitrage. (2016). Polk, Christopher ; Lou, Dong ; Huang, Shiyang .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11531.

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37. Who Trades Against Mispricing?. (2016). Giannetti, Mariassunta ; Kahraman, Bige.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11156.

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38. The Double-Channeled Effects of Experience on Individual Investment Decisions: Experimental Evidence. (2015). Jiao, Peiran.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:766.

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39. Momentum in Imperial Russia. (2015). Goetzmann, William ; Huang, Simon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21700.

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40. Comovement Revisited. (2015). Chen, Honghui ; Whitelaw, Robert F. ; Singal, Vijay .
    In: NBER Working Papers.
    RePEc:nbr:nberwo:21281.

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41. Are Firms in Boring Industries Worth Less?. (2015). Chen, Jia ; Stulz, Rene M. ; Hou, Kewei.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20880.

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42. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Freybote, Julia ; Das, Prashant.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

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43. Herding where retail investors dominate trading: The case of Saudi Arabia. (2015). Chowdhury, Shah Saeed ; Sadique, Shibley M ; Hassan, Shah Saeed ; Rahman, Arifur M.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:46-60.

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44. The economics of rational speculation in the presence of positive feedback trading. (2015). Arnold, Lutz ; Brunner, Stephan .
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:57:y:2015:i:c:p:161-174.

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45. Value versus growth investing: Why do different investors have different styles?. (2015). Siegel, Stephan ; Cronqvist, Henrik ; Yu, Frank .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:117:y:2015:i:2:p:333-349.

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46. Culture and R2. (2015). Eun, Cheol S. ; Xiao, Steven C. ; Wang, Lingling.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:2:p:283-303.

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47. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

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48. Price distortions under coarse reasoning with frequent trade. (2015). Stewart, Colin ; Steiner, Jakub.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:159:y:2015:i:pa:p:574-595.

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49. Financialization in commodity markets: A passing trend or the new normal?. (2015). Adams, Zeno ; Gluck, Thorsten .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:93-111.

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50. Institutional herding in international markets. (2015). Skiba, Hilla ; Choi, Nicole .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:55:y:2015:i:c:p:246-259.

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51. Do mutual funds herd in industries?. (2015). Sonaer, Gokhan ; Celiker, Umut ; Chowdhury, Jaideep .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:52:y:2015:i:c:p:1-16.

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52. The effect of security and market order flow shocks on co-movement. (2015). Savva, Christos ; Chelley-Steeley, Patricia ; Lambertides, Neophytos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:39:y:2015:i:c:p:136-155.

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53. 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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54. Style representation and portfolio choice. (2015). Simonov, Andrei ; Stenkrona, Anders ; Massa, Massimo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:1-25.

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55. Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Nguyen, Ngoc ; Cho, Sungjun .
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:42:y:2015:i:c:p:109-131.

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56. A tale of feedback trading by hedge funds. (2015). , Marc ; Willemstein, Robin .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:34:y:2015:i:c:p:239-259.

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57. Misvaluation comovement, market efficiency and the cross-section of stock returns: Evidence from China. (2015). Luo, Yan ; Wang, Yizhi ; Ren, Jinjuan .
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:3:p:390-412.

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58. Asset Price Dynamics with Heterogeneous Beliefs and Time Delays. (2014). Li, Kai.
    In: PhD Thesis.
    RePEc:uts:finphd:13.

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59. Categorization and Coordination. (2014). Vriend, Nicolaas ; Daskalova, Vessela.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp719.

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

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61. Rating-Based Investment Practices and Bond Market Segmentation. (2014). Schuerhoff, Norman ; Seppi, Duane J ; Schurhoff, Norman ; Lookman, Aziz A ; Chen, Zhihua.
    In: Review of Asset Pricing Studies.
    RePEc:oup:rasset:v:4:y:2014:i:2:p:162-205..

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62. Money Doctors. (2014). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W..
    In: Scholarly Articles.
    RePEc:hrv:faseco:12965657.

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63. Commodity returns co-movements: Fundamentals or style effect?. (2014). Moussa, Zakaria ; Darné, Olivier ; Darne, Olivier ; Charlot, Philippe.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01093631.

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64. Asset pricing with index investing. (2014). Chabakauri, Georgy ; Rytchkov, Oleg.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:60739.

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65. The demand-side explanation for commonality in liquidity: The role of institutional ownership in the Taiwan Stock Exchange. (2014). Lowe, Alpha .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:29:y:2014:i:c:p:59-85.

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66. Coarse decision making and overfitting. (2014). Pai, Mallesh M. ; Al-Najjar, Nabil I..
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:150:y:2014:i:c:p:467-486.

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67. Competition of socially responsible and conventional mutual funds and its impact on fund performance. (2014). In, Francis ; Kim, Tong Suk ; Park, Raphael Jonghyeon .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:160-176.

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68. Style chasing by hedge fund investors. (2014). Salganik-Shoshan, Galla ; Horst, Jenke Ter .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:29-42.

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69. Industry-based style investing. (2014). Tong, Qing ; Jame, Russell .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:19:y:2014:i:c:p:110-130.

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70. Does investor recognition matter for asset pricing?. (2014). HACIBEDEL, BURCU ; Hacbedel, Burcu .
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:21:y:2014:i:c:p:1-20.

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71. Speculative behavior and the dynamics of interacting stock markets. (2014). Westerhoff, Frank ; Schmitt, Noemi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:45:y:2014:i:c:p:262-288.

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72. Dividend-Yield Trading Strategies: Evidence from the Chinese Stock Market. (2014). Huang, Chin-Sheng ; You, Chun-Fan.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2014-02-15.

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73. Price Distortions in High-Frequency Markets. (2014). Stewart, Colin ; Steiner, Jakub.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9817.

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74. Categorization and Coordination. (2014). Vriend, Nicolaas ; Daskalova, Vessela.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1460.

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75. The Practice of Dividend-Yield Strategies in the Greater China Region. (2014). Huang, Chin-Sheng ; Kuo, Su-Wen ; You, Chun-Fan.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2014:p:1607-1621.

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76. Cash holdings of German open-end equity funds: Does ownership matter?. (2013). Weth, Mark ; Dotz, Niko .
    In: Discussion Papers.
    RePEc:zbw:bubdps:472013.

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77. An examination of investor sentiment effect on G7 stock market returns. (2013). Bredin, Don ; Bathia, Deven.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:19:y:2013:i:9:p:909-937.

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78. Waves in Ship Prices and Investment. (2013). Hanson, Samuel ; Greenwood, Robin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19246.

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79. Dynamic expectation formation in the foreign exchange market. (2013). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:75-97.

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80. Innovative efficiency and stock returns. (2013). li, dongmei ; HSU, Po-Hsuan ; Hirshleifer, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:632-654.

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81. Capacity constraints, investor information, and hedge fund returns. (2013). Ramadorai, Tarun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:401-416.

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82. Style investing, comovement and return predictability. (2013). Yavuz, Deniz M. ; Wahal, Sunil.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:1:p:136-154.

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83. Pricing deviation, misvaluation comovement, and macroeconomic conditions. (2013). Chang, Eric C. ; Luo, Yan ; Ren, Jinjuan .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:12:p:5285-5299.

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84. Government intervention and institutional trading strategy: Evidence from a transition country. (2013). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:24:y:2013:i:1:p:44-68.

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85. Idiosyncratic volatility and the pricing of poorly-diversified portfolios. (2013). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:78-85.

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86. Price dynamics in a market with heterogeneous investment horizons and boundedly rational traders. (2013). SUBBOTIN, A. ; Chauveau, Th., .
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:37:y:2013:i:5:p:1040-1065.

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87. Catering driven substitution in corporate payouts. (2013). Kulchania, Manoj.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:21:y:2013:i:c:p:180-195.

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88. The profit versus loss heuristic and firm financing decisions. (2013). Shekhar, Chander ; Pinnuck, Matt .
    In: Accounting, Organizations and Society.
    RePEc:eee:aosoci:v:38:y:2013:i:6:p:420-439.

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89. Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9619.

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90. Price Distortions in High-Frequency Markets. (2012). Stewart, Colin ; Steiner, Jakub.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1549.

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91. Complicated firms. (2012). Lou, Dong ; Cohen, Lauren.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:383-400.

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92. Forecasting the performance of hedge fund styles. (2012). Olmo, Jose ; Sanso-Navarro, Marcos.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

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93. Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ko, Kuan-Cheng ; Ho, Po-Hsin ; Chou, Pin-Huang.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370.

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94. Global style momentum. (2012). Collver, Charles ; Limthanakom, Natcha ; Chao, Hsiao-Ying .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:19:y:2012:i:3:p:319-333.

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95. Who times the foreign exchange market? Corporate speculation and CEO characteristics. (2012). Beber, Alessandro ; Fabbri, Daniela .
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:18:y:2012:i:5:p:1065-1087.

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96. Endogenous Information, Risk Characterization, and the Predictability of Average Stock Returns. (2012). Simlai, Pradosh .
    In: Brazilian Review of Finance.
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97. Government intervention and institutional trading strategy : Evidence from a transition country. (2012). HASAN, IFTEKHAR ; Yao, YI ; Liu, Zhiyuan ; Yang, Rong.
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98. Perceived Versus Actual Susceptibility to Normative Influence in the Presence of DefaultingLandlords. (2011). Harrison, David M. ; Seiler, Michael J..
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99. Stock price fragility. (2011). thesmar, david ; Greenwood, Robin.
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100. The disparity between long-term and short-term forecasted earnings growth. (2011). Warachka, Mitch ; Da, Zhi.
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101. Do fund managers herd to counter investor sentiment?. (2011). Wu, Chieh-Yuan ; Liao, Tsai-Ling ; Huang, Chih-Jen.
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102. The comovement of option listed stocks. (2011). Agyei-Ampomah, Sam ; Mazouz, Khelifa.
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103. Risk adjustment and momentum sources. (2011). Wu, Yangru ; Wang, Jun.
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104. Order characteristics and the sources of commonality in prices and liquidity. (2011). Lipson, Marc L. ; Corwin, Shane A..
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105. The critical role of conditioning information in determining if value is really riskier than growth. (2011). Cooper, Michael J. ; Gubellini, Stefano .
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     RePEc:eee:empfin:v:18:y:2011:i:2:p:289-305.

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106. A Financing-Based Misvaluation Factor and the Cross Section of Expected Returns. (2010). Jiang, Danling ; Hirshleifer, David.
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107. Characteristic Timing. (2010). Hanson, Samuel ; Greenwood, Robin.
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108. Global Property Market Diversification. (2010). Zhang, Ying ; Gallo, John.
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:41:y:2010:i:4:p:458-485.

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109. The Role of Correlated Trading in Setting REIT Prices. (2010). Lee, Ming-Long ; Chiang, Kevin .
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:41:y:2010:i:3:p:320-338.

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110. Volatilities and Momentum Returns in Real Estate Investment Trusts. (2010). Glascock, John ; Hung, Szu-Yin .
     In: The Journal of Real Estate Finance and Economics.
     RePEc:kap:jrefec:v:41:y:2010:i:2:p:126-149.

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111. Growth or Glamour? Fundamentals and Systematic Risk in Stock Returns. (2010). Polk, Christopher ; Campbell, John ; Vuolteenaho, Tuomo .
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112. Connected stocks. (2010). Polk, Christopher ; Anton, Miguel.
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113. Multi-market trading and arbitrage. (2010). Karolyi, G. ; Gagnon, Louis .
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     RePEc:eee:jfinec:v:97:y:2010:i:1:p:53-80.

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114. Country funds and the role of international equity flows in pricing and in premiums and discounts. (2010). Tsai, Pei-Jung .
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     RePEc:eee:glofin:v:21:y:2010:i:1:p:43-70.

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115. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Wang, Steven Shuye ; Li, Wei.
     In: Journal of Financial Markets.
     RePEc:eee:finmar:v:13:y:2010:i:4:p:448-474.

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116. Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
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117. Commonality in Misvaluation, Equity Financing, and the Cross Section of Stock Returns. (2009). Jiang, Danling ; Hirshleifer, David.
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118. A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc .
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119. Risk Aversion and Clientele Effects. (2009). Goetzmann, William ; Ukhov, Andrey D. ; Blackburn, Douglas W..
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120. The Alchemy of CDO Credit Ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer .
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121. Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
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122. Investor biases in Japan: Another pathology of Keiretsu. (2009). Ito, Akitoshi ; Hiraki, Takato .
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:17:y:2009:i:1:p:100-124.

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123. The alchemy of CDO credit ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer .
     In: Journal of Monetary Economics.
     RePEc:eee:moneco:v:56:y:2009:i:5:p:617-634.

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124. Institutional industry herding. (2009). Choi, Nicole ; Sias, Richard W..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:94:y:2009:i:3:p:469-491.

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125. 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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126. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91.

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127. Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM. (2009). Adrian, Tobias ; Franzoni, Francesco.
     In: Journal of Empirical Finance.
     RePEc:eee:empfin:v:16:y:2009:i:4:p:537-556.

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128. An investigation of long memory in various measures of stock market volatility, using wavelets and aggregate series. (2008). Li, Hui ; DiSario, Robert ; McCarthy, Joseph ; Saraoglu, Hakan.
     In: Journal of Economics and Finance.
     RePEc:spr:jecfin:v:32:y:2008:i:2:p:136-147.

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129. An Institutional Theory of Momentum and Reversal. (2008). Vayanos, Dimitri ; Woolley, Paul .
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130. Real and Financial Industry Booms and Busts. (2008). Phillips, Gordon ; Hoberg, Gerard .
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131. Trading imbalances, predictable reversals, and cross-stock price pressure. (2008). Chang, Charles ; Andrade, Sandro C. ; Seasholes, Mark S..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:88:y:2008:i:2:p:406-423.

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132. Coordinated investing with feedback and learning. (2008). Goldbaum, David.
     In: Journal of Economic Behavior & Organization.
     RePEc:eee:jeborg:v:65:y:2008:i:2:p:202-223.

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133. An Institutional Theory of Momentum and Reversal. (2008). Vayanos, Dimitri ; Woolley, Paul .
     In: CEPR Discussion Papers.
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134. Additions to Market Indices and the Comovement of Stock Returns around the World. (2008). Claessens, Stijn ; Yafeh, Yishay .
     In: CEPR Discussion Papers.
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135. Social Reinforcement: Cascades, Entrapment and Tipping. (2007). Heal, Geoffrey ; Kunreuther, Howard.
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136. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
     In: NBER Working Papers.
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137. How do markets react to fundamental shocks? : An experimental analysis on underreaction and momentum. (2007). Weber, Martin ; Welfens, Frank .
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138. Determinants of Equity Style. (2007). Swanson, Peggy ; Gallo, John ; Phengpis, Chanwit.
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     RePEc:kap:jfsres:v:31:y:2007:i:1:p:33-51.

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139. Disagreement, tastes, and asset prices. (2007). French, Kenneth ; Fama, Eugene F..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:83:y:2007:i:3:p:667-689.

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140. Hedge Funds: Past, Present, and Future. (2007). Stulz, René.
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141. Correlated Trading and Returns. (2007). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
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142. Hedge Funds: Past, Present, and Future. (2007). Stulz, René ; René M. Stulz, .
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143. Investor Sentiment in the Stock Market. (2007). Wurgler, Jeffrey ; Baker, Malcolm.
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144. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
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145. On Russell index reconstitution. (2006). Chen, Hsiu-Lang.
     In: Review of Quantitative Finance and Accounting.
     RePEc:kap:rqfnac:v:26:y:2006:i:4:p:409-430.

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146. The Effect of Market Regimes on Style Allocation. (2006). Ammann, Manuel ; Verhofen, Michael.
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     RePEc:kap:fmktpm:v:20:y:2006:i:3:p:309-337.

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147. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
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148. The other January effect. (2006). Ovtchinnikov, Alexei ; Cooper, Michael J. ; McConnell, John J..
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:82:y:2006:i:2:p:315-341.

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149. Investor attention, overconfidence and category learning. (2006). Xiong, Wei ; Peng, Lin .
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:80:y:2006:i:3:p:563-602.

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150. Where is beta going ? the riskiness of value and small stocks. (2006). Franzoni, Francesco.
     In: HEC Research Papers Series.
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151. The Role of Agribusiness Assets in Investment Portfolios. (2006). Malcolm, Bill ; Johnson, Michael ; O'Connor, Ian .
     In: Australasian Agribusiness Review.
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152. On style momentum strategies. (2005). Lehnert, Thorsten ; Aarts, Ferdi.
     In: Applied Economics Letters.
     RePEc:taf:apeclt:v:12:y:2005:i:13:p:795-799.

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153. Smart Institutions, Foolish Choices? The Limited Partner Performance Puzzle. (2005). Wongsunwai, Wan ; Schoar, Antoinette ; Lerner, Josh.
     In: NBER Working Papers.
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154. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
     In: Money Macro and Finance (MMF) Research Group Conference 2005.
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155. Supply matters for asset prices: evidence from IPOs in emerging markets. (2005). Larrain, Borja ; Braun, Matias.
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156. Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. (2005). Greenwood, Robin.
     In: Journal of Financial Economics.
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157. Comovement. (2005). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
     In: Journal of Financial Economics.
     RePEc:eee:jfinec:v:75:y:2005:i:2:p:283-317.

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158. Market efficiency and learning in an endogenously unstable environment. (2005). Goldbaum, David.
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159. Optimal research in financial markets with heterogeneous private information: a rational expectations model. (2005). Tinn, Katrin .
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160. Determinants and consequences of the unification of dual-class shares. (2005). Pajuste, Anete.
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161. Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM. (2005). Adrian, Tobias ; Franzoni, Francesco.
     In: HEC Research Papers Series.
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162. Correlated Trading and Returns. (2005). Huberman, Gur ; Dorn, Daniel ; Sengmueller, Paul .
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163. Coordinated Investing with Feedback and Learning. (2004). Goldbaum, David.
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164. Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants. (2004). Stein, Jeremy ; Aghion, Philippe.
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165. Investor Sentiment and the Cross-Section of Stock Returns. (2004). Wurgler, Jeffrey ; Baker, Malcolm.
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166. Equity Style Returns and Institutional Investor Flows. (2004). Froot, Kenneth ; Teo, Melvyn.
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167. Investor Behavior in the Option Market. (2004). Poteshman, Allen M. ; Lakonishok, Josef ; Lee, Inmoo .
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168. Comovement and FTSE 100 Index Changes. (2004). Kougoulis, Periklis ; Coakley, Jerry.
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169. Style effects in the cross-section of stock returns. (2004). Teo, Melvyn ; Woo, Sung-Jun.
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170. Style momentum within the S&P-500 index. (2004). Chen, Hsiu-Lang ; DeBondt, Werner ; De Bondt, Werner .
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171. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis .
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172. Categorical Cognition: A Psychological Model of Categories and Identification in Decision Making. (2003). Jackson, Matthew ; Fryer, Roland ; Jr., .
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173. A Catering Theory of Dividends. (2003). Wurgler, Jeffrey ; Baker, Malcolm.
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174. Comovement as an Investment Tool. (2003). Cornell, Brad .
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175. Price Volatility and Investor Behavior in an Overlapping Generations Model with Information Asymmetry. (2002). Watanabe, Masahiro.
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176. From Efficient Market Theory to Behavioral Finance. (2002). Shiller, Robert.
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177. The Information Content of International Portfolio Flows. (2001). Ramadorai, Tarun ; Froot, Kenneth.
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