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Tracking biased weights: asset pricing implications of value-weighted indexing

Jiang, Hao; Vayanos, Dimitri; Lu, Zheng - 2020

Persistent link: https://www.econbiz.de/10012487379

Extrapolative bubbles and trading volume

Liao, Jingchi; Peng, Cameron; Zhu, Ning N. - 2021

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The behavior of an institutional investor with arbitrage opportunities and liquidity risk

Sung, Sangwook; Cho, Hoon; Ryu, Doojin - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 1, pp. 1-12

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Noise trading and market efficiency : the role of passive investors

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Institutional investors and stock market efficiency : the case of the January anomaly

Bohl, Martin T.; Gottschalk, Katrin; Henke, Harald; … - 2006

In this paper, we investigate the effect of institutional investors on the January stock market anomaly. The Polish and Hungarian pension system reforms and the associated increase in investment activities of pension funds are used as a unique institutional characteristic to provide evidence on...