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Things often get worse before they get better : using contest theory to explain the effect of informational risk around inclusion in S&P 500 on cost of capital
Chaudhuri, Malika; Chaudhuri, Ranadeb; Janney, Jay; … - In: The European journal of finance 28 (2022) 8, pp. 848-869
Persistent link: https://www.econbiz.de/10013373345
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Demographics and industry returns
Della Vigna, Stefano; Pollet, Joshua M. - In: The American economic review 97 (2007) 5, pp. 1667-1702
Persistent link: https://www.econbiz.de/10003625023
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The impact of investor attention on the behavior of the stock market
Pollet, Joshua M. - 2004
Persistent link: https://www.econbiz.de/10003387329
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A new estimate of transaction costs
Lesmond, David A.; Ogden, Joseph P.; Trzcinka, Charles - In: The review of financial studies 12 (1999) 5, pp. 1113-1141
Persistent link: https://www.econbiz.de/10001434632
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The geography of stock market participation : the influence of communities and local firms
Brown, Jeffrey R.; Ivković, Zoran; Smith, Paul A.; … - 2004
Persistent link: https://www.econbiz.de/10001905484
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The geography of stock market participation : the influence of communities and local firms
Brown, Jeffrey R.; Ivković, Zoran; Smith, Paul A.; … - 2004
Persistent link: https://www.econbiz.de/10002038395
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Monthly measurement of daily timers
Goetzmann, William N.; Ingersoll, Jonathan E.; … - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 3, pp. 257-290
Persistent link: https://www.econbiz.de/10001522457
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The Geography of Stock Market Participation : The Influence of Communities and Local Firms
Brown, Jeffrey R. - 2004
This paper is the first to investigate the importance of geography in explaining equity market participation. We provide evidence to support two distinct local area effects. The first is a community ownership effect, that is, individuals are influenced by the investment behavior of members of...
Persistent link: https://www.econbiz.de/10012785900
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The Geography of Stock Market Participation : The Influence of Communities and Local Firms
Brown, Jeffrey R. - 2004
This paper is the first to investigate the importance of geography in explaining equity market participation. We provide evidence to support two distinct local area effects. The first is a community ownership effect, that is, individuals are influenced by the investment behavior of members of...
Persistent link: https://www.econbiz.de/10012468458