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Crowded Spaces and Anomalies

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/9781119203414openalex-extracted

The Crisis Of Crowding

inferredcites →https://doi.org/10.1016/0304-405x(79)90013-8openalex-extracted

Risk measurement when shares are subject to infrequent trading

inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-extracted

Common risk factors in the returns on stocks and bonds

inferredcites →https://doi.org/10.1016/j.econlet.2018.01.031openalex-extracted

Momentum and Crash Sensitivity

inferredcites →https://doi.org/10.1016/j.eneco.2021.105443openalex-extracted

The challenges of oil investing: Contango and the financialization of commodities

inferredcites →https://doi.org/10.1016/j.finmar.2016.04.001openalex-extracted

Network externalities in mutual funds

inferredcites →https://doi.org/10.1016/j.jacceco.2004.02.002openalex-extracted

Do institutional investors exploit the post-earnings announcement drift?

inferredcites →https://doi.org/10.1016/j.jacceco.2006.04.002openalex-extracted

Costly arbitrage and the myth of idiosyncratic risk

inferredcites →https://doi.org/10.1016/j.jacceco.2019.101249openalex-extracted

Analysts and Anomalies

inferredcites →https://doi.org/10.1016/j.jbankfin.2014.01.039openalex-extracted

Commonality in hedge fund returns: Driving factors and implications

inferredcites →https://doi.org/10.1016/j.jempfin.2018.02.003openalex-extracted

Portfolio construction and crowding

inferredcites →https://doi.org/10.1016/j.jfineco.2008.10.003openalex-extracted

Opaque financial reports, R2, and crash risk☆

inferredcites →https://doi.org/10.1016/j.jfineco.2010.03.007openalex-extracted

The marketing of seasoned equity offerings☆

inferredcites →https://doi.org/10.1016/j.jfineco.2011.03.024openalex-extracted

Limits-to-arbitrage, investment frictions, and the asset growth anomaly

inferredcites →https://doi.org/10.1016/j.jfineco.2011.12.001openalex-extracted

The short of it: Investor sentiment and anomalies

inferredcites →https://doi.org/10.1016/j.jfineco.2013.01.003openalex-extracted

The other side of value: The gross profitability premium

inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-extracted

A five-factor asset pricing model

inferredcites →https://doi.org/10.1016/j.jfineco.2014.11.010openalex-extracted

Momentum has its moments

inferredcites →https://doi.org/10.1016/j.jfineco.2015.07.003openalex-extracted

Smart money, dumb money, and capital market anomalies

inferredcites →https://doi.org/10.1016/j.jfineco.2015.12.002openalex-extracted

Momentum crashes

inferredcites →https://doi.org/10.1017/s0022109000003173openalex-extracted

Capital Investments and Stock Returns

inferredcites →https://doi.org/10.1017/s0022109021000624openalex-extracted

Crowding and Tail Risk in Momentum Returns

inferredcites →https://doi.org/10.1017/s0022109023000303openalex-extracted

Holding Horizon: A New Measure of Active Investment Management

inferredcites →https://doi.org/10.1080/0015198x.2019.1600955openalex-extracted

The Impact of Crowding in Alternative Risk Premia Investing

inferredcites →https://doi.org/10.1080/14697688.2017.1342856openalex-extracted

Transaction costs and crowding

inferredcites →https://doi.org/10.1086/260061openalex-extracted

Risk, Return, and Equilibrium: Empirical Tests

inferredcites →https://doi.org/10.1086/261703openalex-extracted

Noise Trader Risk in Financial Markets

inferredcites →https://doi.org/10.1086/374184openalex-extracted

Liquidity Risk and Expected Stock Returns

inferredcites →https://doi.org/10.1086/701683openalex-extracted

A Demand System Approach to Asset Pricing

inferredcites →https://doi.org/10.1092/j4gu-bhwh-8hme-le0xopenalex-extracted

Do Institutional Investors Prefer Near-Term Earnings over Long-Run Value?

inferredcites →https://doi.org/10.1093/revfin/hhl046openalex-extracted

Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?

inferredcites →https://doi.org/10.1093/rfs/hhab107openalex-extracted

Crowded Trades and Tail Risk

inferredcites →https://doi.org/10.1093/rfs/hhab117openalex-extracted

Comomentum: Inferring Arbitrage Activity from Return Correlations

inferredcites →https://doi.org/10.1093/rfs/hhm051openalex-extracted

Interpreting the Value Effect Through the Q-Theory: An Empirical Investigation

inferredcites →https://doi.org/10.1093/rfs/hhq137openalex-extracted

The Price Impact of Institutional Herding

inferredcites →https://doi.org/10.1093/rfs/hhu039openalex-extracted

Tail Risk and Asset Prices

inferredcites →https://doi.org/10.1093/rfs/hhx084openalex-extracted

A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

inferredcites →https://doi.org/10.1093/rfs/hhy097openalex-extracted

Arbitrage Trading: The Long and the Short of It

inferredcites →https://doi.org/10.1093/rof/rfz014openalex-extracted

Trade Less and Exit Overcrowded Markets: Lessons from International Mutual Funds

inferredcites →https://doi.org/10.1111/0022-1082.00046openalex-extracted

Is the Risk of Bankruptcy a Systematic Risk?

inferredcites →https://doi.org/10.1111/0022-1082.00118openalex-extracted

Mutual Fund Herding and the Impact on Stock Prices

inferredcites →https://doi.org/10.1111/0022-1082.00188openalex-extracted

Herding and Feedback Trading by Institutional and Individual Investors

inferredcites →https://doi.org/10.1111/0022-1082.00247openalex-extracted

Conditional Skewness in Asset Pricing Tests

inferredcites →https://doi.org/10.1111/acfi.12278openalex-extracted

Stock price crash risk: review of the empirical literature

inferredcites →https://doi.org/10.1111/fima.12453openalex-extracted

On the anomaly tilts of factor funds

inferredcites →https://doi.org/10.1111/j.1540-6261.1993.tb04702.xopenalex-extracted

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05166.xopenalex-extracted

The New Issues Puzzle

inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-extracted

On Persistence in Mutual Fund Performance

inferredcites →https://doi.org/10.1111/j.1540-6261.2004.00665.xopenalex-extracted

Market States and Momentum

inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00884.xopenalex-extracted

Market Reactions to Tangible and Intangible Information

inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01368.xopenalex-extracted

Presidential Address: The Cost of Active Investing

inferredcites →https://doi.org/10.1111/j.1540-6261.2009.01472.xopenalex-extracted

Presidential Address: Sophisticated Investors and Market Efficiency

inferredcites →https://doi.org/10.1111/jfir.12165openalex-extracted

FACTOR CROWDING AND LIQUIDITY EXHAUSTION

inferredcites →https://doi.org/10.1111/jofi.12149openalex-extracted

Connected Stocks

inferredcites →https://doi.org/10.1111/jofi.12365openalex-extracted

Does Academic Research Destroy Stock Return Predictability?

inferredcites →https://doi.org/10.1257/aer.20141271openalex-extracted

Feedback Effects, Asymmetric Trading, and the Limits to Arbitrage

inferredcites →https://doi.org/10.1287/mnsc.2014.2131openalex-extracted

Hedge Fund Crowds and Mispricing

inferredcites →https://doi.org/10.1287/mnsc.2018.3066openalex-extracted

When Anomalies Are Publicized Broadly, Do Institutions Trade Accordingly?

inferredcites →https://doi.org/10.1561/104.00000150openalex-extracted

Complex Instruments Have Increased Risk and Reduced Performance at Mutual Funds

inferredcites →https://doi.org/10.2139/ssrn.161739openalex-extracted

Do Institutional Investors Prefer Near-Term Earnings Over Long-Run Value?

inferredcites →https://doi.org/10.2139/ssrn.2404272openalex-extracted

Crowded Trades, Short Covering, and Momentum Crashes

inferredcites →https://doi.org/10.2139/ssrn.2517215openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.3040949openalex-extracted

How Can 'Smart Beta' Go Horribly Wrong?

inferredcites →https://doi.org/10.2139/ssrn.3190027openalex-extracted

Multivariate Crash Risk

inferredcites →https://doi.org/10.2139/ssrn.3392875openalex-extracted

Crowding and Liquidity Provision in Factor Investing

inferredcites →https://doi.org/10.2139/ssrn.4358597openalex-extracted

inferredcites →https://doi.org/10.2139/ssrn.952512openalex-extracted

The Failure of Long-Term Capital Management

inferredcites →https://doi.org/10.2308/tar-9608042309openalex-extracted

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?

inferredcites →https://doi.org/10.2469/dig.v27.n1.5openalex-extracted

Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?

inferredcites →https://doi.org/10.2469/dig.v44.n1.1openalex-extracted

Standing Out from the Crowd: Measuring Crowding in Quantitative Strategies

inferredcites →https://doi.org/10.2469/faj.v67.n1.2openalex-extracted

Detecting Crowded Trades in Currency Funds

inferredcites →https://doi.org/10.3905/jpm.2017.43.4.087openalex-extracted

The Impact on Stock Returns of Crowding by MutualFunds

inferredcites →https://doi.org/10.3905/jpm.2019.45.5.046openalex-extracted

Crowded Trades: Implications for Sector Rotation and Factor Timing

inferredcites →https://doi.org/10.7916/d8765r99openalex-extracted

On the Impossibility of Informationally Efficient Markets

inferredcites →https://doi.org/10.1016/j.finmar.2010.07.005openalex-snapshot

What happened to the quants in August 2007? Evidence from factors and transactions data

inferredcites →https://doi.org/10.1016/j.jacceco.2004.10.002openalex-snapshot

Do investors overvalue firms with bloated balance sheets?

inferredcites →https://doi.org/10.1016/j.jbankfin.2015.08.009openalex-snapshot

Short interest and stock price crash risk

inferredcites →https://doi.org/10.1016/j.jfineco.2021.07.016openalex-snapshot

Multivariate crash risk

inferredcites →https://doi.org/10.1111/fima.12329openalex-snapshot

Anomalies enhanced: A portfolio rebalancing approach

inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-snapshot

The Limits of Arbitrage

inferredcites →https://doi.org/10.1287/mnsc.2020.3808openalex-snapshot

The Granular Nature of Large Institutional Investors

inferredcites →https://doi.org/10.1561/104.00000073openalex-snapshot

Illiquidity and Stock Returns: A Revisit

What points at this work

Incoming claims: where this work appears in other papers’ reference lists and arguments.

inferred← citeshttps://doi.org/10.2139/ssrn.4767576openalex-extracted

Outperforming the Market: Portfolio Strategy Cloning from SEC 13F Filings

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