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Ownership dynamics and asset pricing with a large shareholder

DeMarzo, Peter M.; Urošević, Branko - In: Journal of political economy 114 (2006) 4, pp. 774-815

Persistent link: https://www.econbiz.de/10003375166

Portfolio liquidity and security design with private information

DeMarzo, Peter M.; Frankel, David M.; Jin, Yu - In: The review of financial studies 34 (2021) 12, pp. 5841-5885

Persistent link: https://www.econbiz.de/10012694508

Price drift as an outcome of differences in higher-order beliefs

Banerjee, Snehal; Kaniel, Ron; Kremer, Ilan - In: The review of financial studies 22 (2009) 9, pp. 3707-3734

Persistent link: https://www.econbiz.de/10003885730

Raising capital from heterogeneous investors

Halac, Marina; Kremer, Ilan; Winter, Eyal - In: The American economic review 110 (2020) 3, pp. 889-921

Persistent link: https://www.econbiz.de/10012207017

Individual investor trading and stock returns

Kaniel, Ron (contributor); Saar, Gideon (contributor); … - 2004

This paper investigates the dynamic relation between net individual investor trading and short-horizon returns for a large cross-section of NYSE stocks. The evidence indicates that individuals tend to buy stocks following declines in the previous month and sell following price increases. We...