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The Granular Nature of Large Institutional Investors
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Cited by:
- Stefano Ramelli & Alexander F. Wagner & Richard J. Zeckhauser & Alexandre Ziegler, 2018. "Investor Rewards to Climate Responsibility: Evidence from the 2016 Climate Policy Shock," NBER Working Papers 25310, National Bureau of Economic Research, Inc.
- Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin, 2024. "Interconnectedness in the Corporate Bond Market," Finance and Economics Discussion Series 2024-066, Board of Governors of the Federal Reserve System (U.S.).
- Kumar, Nitish & Mullally, Kevin & Ray, Sugata & Tang, Yuehua, 2020. "Prime (information) brokerage," Journal of Financial Economics, Elsevier, vol. 137(2), pages 371-391.
- Ralph S J Koijen & Robert J Richmond & Motohiro Yogo, 2024.
"Which Investors Matter for Equity Valuations and Expected Returns?,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(4), pages 2387-2424.
- Koijen, Ralph & Richmond, Robert & Yogo, Motohiro, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," CEPR Discussion Papers 14890, C.E.P.R. Discussion Papers.
- Ralph S. J. Koijen & Robert J. Richmond & Motohiro Yogo, 2020. "Which Investors Matter for Equity Valuations and Expected Returns?," NBER Working Papers 27402, National Bureau of Economic Research, Inc.
- Matthew Backus & Christopher Conlon & Michael Sinkinson, 2021.
"Common Ownership in America: 1980–2017,"
American Economic Journal: Microeconomics, American Economic Association, vol. 13(3), pages 273-308, August.
- Matthew Backus & Christopher Conlon & Michael Sinkinson, 2019. "Common Ownership in America: 1980-2017," NBER Working Papers 25454, National Bureau of Economic Research, Inc.
- Stefano Ramelli & Alexander F Wagner & Richard J Zeckhauser & Alexandre Ziegler, 2021.
"Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections [Asset pricing with liquidity risk],"
The Review of Corporate Finance Studies, Society for Financial Studies, vol. 10(4), pages 748-787.
- Wagner, Alexander F. & Ramelli, Stefano & Zeckhauser, Richard & Ziegler, Alexandre, 2018. "Investor Rewards to Climate Responsibility: Stock-Price Responses to the Opposite Shocks of the 2016 and 2020 U.S. Elections," CEPR Discussion Papers 13206, C.E.P.R. Discussion Papers.
- Lysle Boller & Fiona Scott Morton, 2020. "Testing the Theory of Common Stock Ownership," NBER Working Papers 27515, National Bureau of Economic Research, Inc.
- Gormley, Todd A. & Gupta, Vishal K. & Matsa, David A. & Mortal, Sandra C. & Yang, Lukai, 2023. "The Big Three and board gender diversity: The effectiveness of shareholder voice," Journal of Financial Economics, Elsevier, vol. 149(2), pages 323-348.
- Neuhann, Daniel & Sockin, Michael, 2024. "Financial market concentration and misallocation," Journal of Financial Economics, Elsevier, vol. 159(C).
- Mariassunta Giannetti & Chotibhak Jotikasthira, 2024.
"Bond Price Fragility and the Structure of the Mutual Fund Industry,"
The Review of Financial Studies, Society for Financial Studies, vol. 37(7), pages 2063-2109.
- Giannetti, Mariassunta & Chotibhak, Jotikasthira, 2022. "Bond Price Fragility and the Structure of the Mutual Fund Industry," CEPR Discussion Papers 17050, C.E.P.R. Discussion Papers.
- Chen, Shenglan & Ma, Hui & Wu, Qiang & Zhang, Hao, 2023. "Does common ownership constrain managerial rent extraction? Evidence from insider trading profitability," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Mark Egan & Alexander MacKay & Hanbin Yang, 2022.
"Recovering Investor Expectations from Demand for Index Funds,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2559-2599.
- Mark L. Egan & Alexander MacKay & Hanbin Yang, 2020. "Recovering Investor Expectations from Demand for Index Funds," NBER Working Papers 26608, National Bureau of Economic Research, Inc.
- Neupane, Suman & Fan, Zhebin & Yanes Sanchez, Daniel & Neupane, Biwesh, 2024. "Diverse investor reactions to the COVID-19 Pandemic: Insights from an emerging market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 93(C).
- Özgür Özel & Mustafa Utku Özmen & Erdal Yılmaz, 2021. "Foreign investor dominance and low domestic investor absorption capacity: Implications on capital outflows," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(3), pages 4361-4371, July.
- Jung Koo Kang & Lorien Stice‐Lawrence & Yu Ting Forester Wong, 2021. "The Firm Next Door: Using Satellite Images to Study Local Information Advantage," Journal of Accounting Research, Wiley Blackwell, vol. 59(2), pages 713-750, May.
- Blanco, Ivan & Martin-Flores, Jose M. & Remesal, Alvaro, 2024. "Climate shocks, institutional investors, and the information content of stock prices," Journal of Corporate Finance, Elsevier, vol. 86(C).
- Kristopher Gerardi & Michelle Lowry & Carola Schenone, 2023. "A Critical Review of the Common Ownership Literature," FRB Atlanta Working Paper 2023-17, Federal Reserve Bank of Atlanta.
- Crane, Alan D. & Koch, Andrew & Michenaud, Sébastien, 2019. "Institutional investor cliques and governance," Journal of Financial Economics, Elsevier, vol. 133(1), pages 175-197.
- Engljähringer, Hannah Katharina & Stracca, Livio, 2020. "Firm-specific shocks and contagion: are banks special?," Working Paper Series 2481, European Central Bank.
- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017.
"Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds,"
Finance and Economics Discussion Series
2017-121, Board of Governors of the Federal Reserve System (U.S.).
- Mathias S. Kruttli & Phillip J. Monin & Sumudu W. Watugala, 2017. "Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds," Working Papers 17-07, Office of Financial Research, US Department of the Treasury.
- Itzhak Ben-David & Francesco A. Franzoni & Rabih Moussawi, 2016.
"Exchange Traded Funds (ETFs),"
Swiss Finance Institute Research Paper Series
16-64, Swiss Finance Institute.
- Ben-David, Itzhak & Franzoni, Francesco & Moussawi, Rabih, 2017. "Exchange Traded Funds (ETFs)," Working Paper Series 2016-22, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Itzhak Ben-David & Francesco Franzoni & Rabih Moussawi, 2016. "Exchange Traded Funds (ETFs)," NBER Working Papers 22829, National Bureau of Economic Research, Inc.
- Lepori, Gabriele M., 2023. "Acute illness symptoms among investment professionals and stock market dynamics: Evidence from New York City," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 165-181.
- Steven Chong Xiao, 2020. "Do Noisy Stock Prices Impede Real Efficiency?," Management Science, INFORMS, vol. 66(12), pages 5990-6014, December.
- Huang, Jing-Zhi & Wang, Yan & Wang, Ying, 2024. "Does ownership concentration affect corporate bond volatility? Evidence from bond mutual funds," Journal of Banking & Finance, Elsevier, vol. 165(C).
- Glebkin, Sergei & Kuong, John Chi-Fong, 2023. "When large traders create noise," Journal of Financial Economics, Elsevier, vol. 150(2).
- Sergey Chernenko & Adi Sunderam, 2018. "Do Fire Sales Create Externalities?," NBER Working Papers 25104, National Bureau of Economic Research, Inc.
- Abramova, Inna & Core, John & Sutherland, Andrew, 2019. "Institutional Investor Attention and Firm Disclosure," MPRA Paper 93665, University Library of Munich, Germany.
- Alfaro, Laura & Asis, Gonzalo & Chari, Anusha & Panizza, Ugo, 2019.
"Corporate debt, firm size and financial fragility in emerging markets,"
Journal of International Economics, Elsevier, vol. 118(C), pages 1-19.
- Laura Alfaro & Gonzalo Asis & Anusha Chari & Ugo Panizza, 2019. "Corporate Debt, Firm Size and Financial Fragility in Emerging Markets," NBER Working Papers 25459, National Bureau of Economic Research, Inc.
- David C. Ling & Chongyu Wang & Tingyu Zhou, 2023. "How do institutional investors react to local shocks during a crisis? A test using the COVID‐19 pandemic," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(5), pages 1246-1284, September.
- Gilje, Erik P. & Gormley, Todd A. & Levit, Doron, 2020. "Who's paying attention? Measuring common ownership and its impact on managerial incentives," Journal of Financial Economics, Elsevier, vol. 137(1), pages 152-178.
- Emmens, Joseph & Hutschenreiter, Dennis & Manfredonia, Stefano & Noth, Felix & Santini, Tommaso, 2024. "From shares to machines: How common ownership drives automation," IWH Discussion Papers 23/2024, Halle Institute for Economic Research (IWH).
- Aiken, Adam L. & Kang, Minjeong, 2023. "Hedge fund manager timing and selectivity skill over time. A holdings-based estimate," Finance Research Letters, Elsevier, vol. 58(PB).
- Kurtović, Hrvoje & Markarian, Garen, 2024. "Tail risks and private equity performance," Journal of Empirical Finance, Elsevier, vol. 75(C).
- Martineau, Charles, 2021. "Rest in Peace Post-Earnings Announcement Drift," SocArXiv z7k3p, Center for Open Science.
- Jonathan Lewellen & Katharina Lewellen, 2022. "Institutional Investors and Corporate Governance: The Incentive to Be Engaged," Journal of Finance, American Finance Association, vol. 77(1), pages 213-264, February.