Agency and Institutional Investment
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DOI: 10.1111/j.1468-036X.2011.00596.x
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References listed on IDEAS
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Citations
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Cited by:
- Wang, Wenzhao, 2020. "Institutional investor sentiment, beta, and stock returns," Finance Research Letters, Elsevier, vol. 37(C).
- David Blitz, 2014. "Agency†Based Asset Pricing and the Beta Anomaly," European Financial Management, European Financial Management Association, vol. 20(4), pages 770-801, September.
- Amir Akbari & Francesca Carrieri & Aytek Malkhozov, 2017. "Reversals in Global Market Integration and Funding Liquidity," International Finance Discussion Papers 1202, Board of Governors of the Federal Reserve System (U.S.).
- Constantinos Antoniou & John A. Doukas & Avanidhar Subrahmanyam, 2016. "Investor Sentiment, Beta, and the Cost of Equity Capital," Management Science, INFORMS, vol. 62(2), pages 347-367, February.
- Kashyap, Anil K & Kovrijnykh, Natalia & Li, Jian & Pavlova, Anna, 2021.
"The benchmark inclusion subsidy,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 756-774.
- Anil K. Kashyap & Natalia Kovrijnykh & Jian Li & Anna Pavlova, 2018. "The Benchmark Inclusion Subsidy," NBER Working Papers 25337, National Bureau of Economic Research, Inc.
- Pavlova, Anna & Kashyap, Anil & Kovrijnykh, Natalia & ,, 2018. "The Benchmark Inclusion Subsidy," CEPR Discussion Papers 13356, C.E.P.R. Discussion Papers.
- Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, January.
- Burggraf, Tobias & Rudolf, Markus, 2021. "Cryptocurrencies and the low volatility anomaly," Finance Research Letters, Elsevier, vol. 40(C).
- Michele Azzone & Emilio Barucci & Davide Stocco, 2024. "Asset management with an ESG mandate," Papers 2403.11622, arXiv.org.
- Grégoire, Vincent, 2020. "The rise of passive investing and index-linked comovement," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
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