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Institutional Investor Participation and Stock Market Anomalies

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  • Tao Shu

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  • Tao Shu, 2013. "Institutional Investor Participation and Stock Market Anomalies," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 40(5-6), pages 695-718, June.
    • Handle: RePEc:bla:jbfnac:v:40:y:2013:i:5-6:p:695-718
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    File URL: http://hdl.handle.net/10.1111/jbfa.2013.40.issue-5-6
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    Cited by:

    1. Dominik Metelski & Janusz Sobieraj, 2024. "Trading Volume Concentration across S&P 500 Index Constituents—A Gini-Based Analysis and Concentration-Driven (Daily Rebalanced) Portfolio Performance Evaluation: Is Chasing Concentration Profitable?," JRFM, MDPI, vol. 17(8), pages 1-25, July.
    2. repec:grz:wpsses:2020-04 is not listed on IDEAS
    3. Fink, Josef, 2021. "A review of the Post-Earnings-Announcement Drift," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
    4. Emma García-Meca & Felix López-Iturriaga & Fernando Tejerina-Gaite, 2017. "Institutional Investors on Boards: Does Their Behavior Influence Corporate Finance?," Journal of Business Ethics, Springer, vol. 146(2), pages 365-382, December.
    5. Safiullah, Md & Alam, Md Samsul & Islam, Md Shahidul, 2022. "Do all institutional investors care about corporate carbon emissions?," Energy Economics, Elsevier, vol. 115(C).

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