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Breadth of ownership and stock returns

Chen, Joseph; Hong, Harrison G.; Stein, Jeremy C. - In: Journal of financial economics 66 (2002) 2/3, pp. 171-205

Persistent link: https://www.econbiz.de/10001712399

Breadth of ownership and stock returns

Chen, Joseph; Hong, Harrison G.; Stein, Jeremy C. - 2001

Persistent link: https://www.econbiz.de/10001561825

Reprint of : stock salience and the asymmetric market effect of consumer sentiment news

Akhtar, Shumi; Faff, Robert W.; Oliver, Barry R.; … - In: Journal of banking & finance 37 (2013) 11, pp. 4488-4500

Persistent link: https://www.econbiz.de/10010246979

Discussion of "Momentum and autocorrelation in stock returns"

Chen, Joseph; Hong, Harrison G. - In: The review of financial studies 15 (2002) 2, pp. 565-573

Persistent link: https://www.econbiz.de/10001688856

Noise Momentum Around the World

Cai, Charlie X. - 2014

We argue that arbitrageurs will strategically limit their initial investment in an arbitrage opportunity in anticipation of further mispricing caused by the deepening of noise traders' misperceptions. Such ‘noise momentum' is an important determinant of the overall arbitrage process. We design...

Persistent link: https://www.econbiz.de/10013051028