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EQUITY INVESTMENTS - Why Company-Specific Risk Changes over Time

Bennett, James A.; Sias, Richard W. - In: Financial analysts' journal : FAJ 62 (2006) 5, pp. 89-100

Persistent link: https://www.econbiz.de/10007305987

Exchange-traded funds : liquidity and informed trading levels

Bennett, James A.; Kerins, Francis J. - In: The journal of investing 18 (2009), pp. 18-31

Persistent link: https://www.econbiz.de/10003914868

Style timing with insiders

Knewtson, Heather S.; Sias, Richard W.; Whidbee, David A. - In: Financial analysts' journal : FAJ 66 (2010) 4, pp. 46-66

Persistent link: https://www.econbiz.de/10008696362

Is There a Neglected-Firm Effect?

Beard, Craig G.; Sias, Richard W. - In: Financial analysts' journal : FAJ 53 (1997) 5, pp. 19-23

Persistent link: https://www.econbiz.de/10006311986

Volatility and the Institutional Investor

Sias, Richard W. - In: Financial analysts' journal : FAJ 52 (1996) 2, pp. 13-20

Persistent link: https://www.econbiz.de/10006320305

The Day-of-Week Anomaly: The Role of Institutional Investors

Sias, Richard W.; Starks, Laura T. - In: Financial analysts' journal : FAJ 51 (1995) 3, pp. 57-66

Persistent link: https://www.econbiz.de/10006330694

Reconcilable Differences: Momentum Trading by Institutions

Sias, Richard W. - In: The Financial Review 42 (2007) 1, pp. 1-22

A growing literature evaluates the relation between lag returns and demand by institutional investors. Given that lag returns and institutional ownership are directly observable, it is surprising that previous tests yield dramatically different conclusions. This study examines differences across...

Persistent link: https://www.econbiz.de/10005226780