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Active investing

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  • Bekjarovski, Filip

    (Tilburg University, School of Economics and Management)

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  • Bekjarovski, Filip, 2019. "Active investing," Other publications TiSEM 7636da9d-f63e-451a-ba78-d, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:7636da9d-f63e-451a-ba78-dcef38307ea3
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    7. Cohen, Daniel A. & Dey, Aiyesha & Lys, Thomas Z. & Sunder, Shyam V., 2007. "Earnings announcement premia and the limits to arbitrage," Journal of Accounting and Economics, Elsevier, vol. 43(2-3), pages 153-180, July.
    8. Susan E.K. Christoffersen & Christopher C. Geczy & David K. Musto & Adam V. Reed, 2007. "Vote Trading and Information Aggregation," Journal of Finance, American Finance Association, vol. 62(6), pages 2897-2929, December.
    9. Jennifer E. Bethel & Stuart L. Gillan, 2002. "The Impact of the Institutional and Regulatory Environment on Shareholder Voting," Financial Management, Financial Management Association, vol. 31(4), Winter.
    10. Darrell Duffie, 2010. "Presidential Address: Asset Price Dynamics with Slow‐Moving Capital," Journal of Finance, American Finance Association, vol. 65(4), pages 1237-1267, August.
    11. Beaver, Wh, 1968. "Information Content Of Annual Earnings Announcements," Journal of Accounting Research, Wiley Blackwell, vol. 6, pages 67-92.
    12. Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market: Erratum," Journal of Finance, American Finance Association, vol. 70(6), pages 2901-2902, December.
    13. Karpoff, Jonathan M., 1987. "The Relation between Price Changes and Trading Volume: A Survey," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 22(1), pages 109-126, March.
    14. Reena Aggarwal & Pedro A. C. Saffi & Jason Sturgess, 2015. "The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market," Journal of Finance, American Finance Association, vol. 70(5), pages 2309-2346, October.
    15. David O. Lucca & Emanuel Moench, 2015. "The Pre-FOMC Announcement Drift," Journal of Finance, American Finance Association, vol. 70(1), pages 329-371, February.
    16. Savor, Pavel & Wilson, Mungo, 2013. "How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(2), pages 343-375, April.
    17. Jegadeesh, Narasimhan, 1990. "Evidence of Predictable Behavior of Security Returns," Journal of Finance, American Finance Association, vol. 45(3), pages 881-898, July.
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    20. Brickley, James A., 1986. "Interpreting Common Stock Returns around Proxy Statement Disclosures and Annual Shareholder Meetings," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(3), pages 343-349, September.
    21. Sven Bouman & Ben Jacobsen, 2002. "The Halloween Indicator, "Sell in May and Go Away": Another Puzzle," American Economic Review, American Economic Association, vol. 92(5), pages 1618-1635, December.
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    23. Barber, Brad M. & De George, Emmanuel T. & Lehavy, Reuven & Trueman, Brett, 2013. "The earnings announcement premium around the globe," Journal of Financial Economics, Elsevier, vol. 108(1), pages 118-138.
    24. Hartzmark, Samuel M. & Solomon, David H., 2013. "The dividend month premium," Journal of Financial Economics, Elsevier, vol. 109(3), pages 640-660.
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    26. Owen Lamont & Andrea Frazzini, 2007. "The Earnings Announcement Premium and Trading Volume," NBER Working Papers 13090, National Bureau of Economic Research, Inc.
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