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ECONIS (ZBW)
87
RePEc
1
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1
Comovement in Investment
Knyazeva, Anzhela
;
Knyazeva, Diana
;
Morck, Randall
; …
-
2013
firm investment opportunities,
correlation
in cash flows, fraction of tangible assets, and industry concentration …
Persistent link: https://www.econbiz.de/10014223894
Saved in:
2
Did the Japanese stock market appropriately price the Takenaka financial reform?
Sakuragawa, Masaya
;
Watanabe, Yoshitsugu
- In:
Financial sector development in the Pacific Rim : …
,
(pp. 317-340)
.
2009
Persistent link: https://www.econbiz.de/10003852000
Saved in:
3
Information, analysts, and stock return comovement
Hameed, Allaudeen
;
Morck, Randall
;
Shen, Jianfeng
; …
-
2010
Persistent link: https://www.econbiz.de/10003952112
Saved in:
4
Information, analysts, and stock return comovement
Hameed, Allaudeen
;
Morck, Randall
;
Shen, Jianfeng
; …
- In:
The review of financial studies
28
(
2015
)
11
,
pp. 3153-3187
Persistent link: https://www.econbiz.de/10011401445
Saved in:
5
Characteristics of observed limit order demand and supply schedules for individual stocks
Kim, Jung-Wook
;
Lee, Jason
;
Morck, Randall
-
2009
Persistent link: https://www.econbiz.de/10003815337
Saved in:
6
Firm-specific variation and openness in emerging markets
Kan Li
;
Morck, Randall
;
Fan, Yang
;
Yeung, Bernard
- In:
The review of economics and statistics
86
(
2004
)
3
,
pp. 658-669
Persistent link: https://www.econbiz.de/10002221541
Saved in:
7
Firm-specific variation and openness in emerging markets
Li, Kan
;
Morck, Randall
;
Fan, Yang
;
Yeung, Bernard
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001944774
Saved in:
8
Information, Analysts, and Stock Return Comovement
Hameed, Allaudeen
-
2017
Analysts follow disproportionally firms whose fundamentals correlate more with those of their industry peers. This coverage pattern supports models of profit-maximizing information intermediaries producing preferentially information valuable in pricing more stocks. We designate highly followed...
Persistent link: https://www.econbiz.de/10012976655
Saved in:
9
Information, Analysts, and Stock Return Comovement
Hameed, Allaudeen
-
2010
We examine information spillover as a source of stock return synchronicity, where information about highly-followed "prominent" stocks is used to price other "neglected" stocks sharing a common fundamental component. We find that stocks followed by few analysts co-move significantly with...
Persistent link: https://www.econbiz.de/10013146492
Saved in:
10
A Cross-Sectional Analysis of the Stock Market's Reaction to Corporate Investment Decisions
Morck, Randall
-
2013
This paper investigates the systematic variation of stock price reactions to corporate capital budget announcements. We first use an event study methodology to measure the market's reaction to capital investment announcements. These reactions are then regressed upon measures of agency problems...
Persistent link: https://www.econbiz.de/10013080464
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