Why do institutional investors chase return trends?
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DOI: 10.1016/j.jfi.2012.05.002
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- Kaniel, Ron & Alt, Aydogan & Yoeli, Uzi, 2012. "Why Do Institutional Investors Chase Return Trends?," CEPR Discussion Papers 8773, C.E.P.R. Discussion Papers.
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- Dasgupta, Amil & Cvijanovic, Dragana & Zachariadis, Konstantinos, 2019. "The Wall Street Stampede: Exit as Governance with Interacting Blockholders," CEPR Discussion Papers 13870, C.E.P.R. Discussion Papers.
- Cvijanović, Dragana & Dasgupta, Amil & Zachariadis, Konstantinos, 2022. "The wall street stampede: exit as governance with interacting blockholders," LSE Research Online Documents on Economics 113710, London School of Economics and Political Science, LSE Library.
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- Ping‐Wen Sun & Zipeng Wen, 2023. "Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 58-86, March.
- Zhang, Jinhua & Mao, Rui & Wang, Jieyu & Xing, Mengying, 2021. "The way back home: Trading behaviours of foreign institutional investors in China amid the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
- Banerjee, Snehal & Breon-Drish, Bradyn, 2020. "Strategic trading and unobservable information acquisition," Journal of Financial Economics, Elsevier, vol. 138(2), pages 458-482.
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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