On the public citation graph

Do Institutional Investors Exploit Expectation Errors in Value/Glamour Stocks?

https://doi.org/10.2139/ssrn.4865008
0 signed · 80 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

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

inferredcites →https://doi.org/10.1007/s11142-013-9271-6openalex-extracted
Evidence from impending bankrupt firms that long horizon institutional investors are informed about future firm value
inferredcites →https://doi.org/10.1016/0165-4101(92)90025-wopenalex-extracted
The prediction of stock returns using financial statement information
inferredcites →https://doi.org/10.1016/0304-405x(95)00841-2openalex-extracted
The distorting effect of the prudent-man laws on institutional equity investments
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.2004.10.002openalex-extracted
Do investors overvalue firms with bloated balance sheets?
inferredcites →https://doi.org/10.1016/j.jacceco.2014.06.001openalex-extracted
Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?
inferredcites →https://doi.org/10.1016/j.jbankfin.2018.04.021openalex-extracted
Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market Effect
inferredcites →https://doi.org/10.1016/j.jbankfin.2021.106337openalex-extracted
How do investors trade R&D-intensive Stocks? Evidence from hedge funds and other institutional investors
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.004openalex-extracted
Evidence on the speed of convergence to market efficiency
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.015openalex-extracted
Valuation waves and merger activity: The empirical evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2005.09.009openalex-extracted
Profitability, investment and average returns
inferredcites →https://doi.org/10.1016/j.jfineco.2007.07.003openalex-extracted
The Colors of Investors' Money: The Role of Institutional Investors Around the World
inferredcites →https://doi.org/10.1016/j.jfineco.2010.03.006openalex-extracted
Local institutional investors, information asymmetries, and equity returns☆
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.2012.12.002openalex-extracted
The asset growth effect: Insights from international equity markets
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.2015.05.002openalex-extracted
Measuring skill in the mutual fund industry
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.2016.01.002openalex-extracted
Institutional investors and stock return anomalies
inferredcites →https://doi.org/10.1016/j.pacfin.2016.06.003openalex-extracted
Screen winners from losers using simple fundamental analysis in the Pacific-Basin stock markets
inferredcites →https://doi.org/10.1016/s0304-405x(02)00223-4openalex-extracted
Breadth of ownership and stock returns
inferredcites →https://doi.org/10.1017/s002210900000274xopenalex-extracted
Idiosyncratic Volatility and the Cross Section of Expected Returns
inferredcites →https://doi.org/10.1017/s0022109000003173openalex-extracted
Capital Investments and Stock Returns
inferredcites →https://doi.org/10.1017/s0022109010000426openalex-extracted
Can Mutual Fund Managers Pick Stocks? Evidence from Their Trades Prior to Earnings Announcements
inferredcites →https://doi.org/10.1017/s0022109012000099openalex-extracted
The Value of Active Investing: Can Active Institutional Investors Remove Excess Comovement of Stock Returns?
inferredcites →https://doi.org/10.1017/s0022109017000102openalex-extracted
Institutional Investment Constraints and Stock Prices
inferredcites →https://doi.org/10.1023/a:1024417513085openalex-extracted
Investor Sophistication and the Mispricing of Accruals
inferredcites →https://doi.org/10.1086/260061openalex-extracted
Risk, Return, and Equilibrium: Empirical Tests
inferredcites →https://doi.org/10.1086/322088openalex-extracted
The Geography of Investment: Informed Trading and Asset Prices
inferredcites →https://doi.org/10.1086/508002openalex-extracted
Changes in Institutional Ownership and Stock Returns: Assessment and Methodology*
inferredcites →https://doi.org/10.1093/rfs/hhm058openalex-extracted
The New Issues Puzzle: Testing the Investment-Based Explanation
inferredcites →https://doi.org/10.1093/rfs/hhp028openalex-extracted
Institutional Investors and the Informational Efficiency of Prices
inferredcites →https://doi.org/10.1093/rfs/hhp066openalex-extracted
Endogenous Entry and Partial Adjustment in IPO Auctions: Are Institutional Investors Better Informed?
inferredcites →https://doi.org/10.1093/rfs/hhr013openalex-extracted
What Factors Drive Global Stock Returns?
inferredcites →https://doi.org/10.1093/rfs/hhs001openalex-extracted
Why Does Financial Strength Forecast Stock Returns? Evidence from Subsequent Demand by Institutional Investors
inferredcites →https://doi.org/10.1093/rfs/hhs061openalex-extracted
Identifying Expectation Errors in Value/Glamour Strategies: A Fundamental Analysis Approach
inferredcites →https://doi.org/10.1093/rfs/hhs112openalex-extracted
Overvalued Equity and Financing Decisions
inferredcites →https://doi.org/10.1093/rfs/hhx001openalex-extracted
Fundamental Analysis and the Cross-Section of Stock Returns: A Data-Mining Approach
inferredcites →https://doi.org/10.1093/rfs/hhx057openalex-extracted
Open-End Organizational Structures and Limits to Arbitrage
inferredcites →https://doi.org/10.1093/rof/rfw012openalex-extracted
Expectation Errors in European Value-Growth Strategies
inferredcites →https://doi.org/10.1111/0022-1082.00046openalex-extracted
Is the Risk of Bankruptcy a Systematic Risk?
inferredcites →https://doi.org/10.1111/0022-1082.00080openalex-extracted
Value versus Growth: The International Evidence
inferredcites →https://doi.org/10.1111/1475-679x.12352openalex-extracted
Short‐Term Institutions, Analyst Recommendations, and Mispricing: The Role of Higher Order Beliefs
inferredcites →https://doi.org/10.1111/1911-3846.12160openalex-extracted
A Better Measure of Institutional Informed Trading
inferredcites →https://doi.org/10.1111/j.1475-679x.2007.00234.xopenalex-extracted
Which Institutional Investors Trade Based on Private Information About Earnings and Returns?
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-extracted
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1994.tb04772.xopenalex-extracted
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.1111/j.1540-6261.1995.tb05169.xopenalex-extracted
Size and Book-to-Market Factors in Earnings and Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05204.xopenalex-extracted
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb02724.xopenalex-extracted
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-extracted
The Limits of Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb04825.xopenalex-extracted
Good News for Value Stocks: Further Evidence on Market Efficiency
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00785.xopenalex-extracted
On the Industry Concentration of Actively Managed Equity Mutual Funds
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00831.xopenalex-extracted
Information Uncertainty and Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01370.xopenalex-extracted
Asset Growth and the Cross‐Section of Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12021openalex-extracted
Value and Momentum Everywhere
inferredcites →https://doi.org/10.1111/jofi.12836openalex-extracted
Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
inferredcites →https://doi.org/10.1162/003355301556392openalex-extracted
Institutional Investors and Equity Prices
inferredcites →https://doi.org/10.1287/mnsc.2014.2037openalex-extracted
Hedge Funds and Stock Market Efficiency
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/10.1287/mnsc.2019.3361openalex-extracted
Short-Term Investors, Long-Term Investments, and Firm Value: Evidence from Russell 2000 Index Inclusions
inferredcites →https://doi.org/10.1506/c6wa-y05n-0038-cxtbopenalex-extracted
The Persistence of the Accruals Anomaly*
inferredcites →https://doi.org/10.2139/ssrn.1012763openalex-extracted
Local Institutional Investors, Information Asymmetries, and Equity Returns
inferredcites →https://doi.org/10.2139/ssrn.2506683openalex-extracted
Institutional Investors and Stock Return Anomalies
inferredcites →https://doi.org/10.2139/ssrn.412680openalex-extracted
Valuation Waves and Merger Activity: The Empirical Evidence
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2329262openalex-extracted
Contrarian Investment, Extrapolation, and Risk
inferredcites →https://doi.org/10.2307/2329502openalex-extracted
Good News for Value Stocks: Further Evidence on Market Efficiency
inferredcites →https://doi.org/10.2307/2329515openalex-extracted
Measuring Mutual Fund Performance with Characteristic-Based Benchmarks
inferredcites →https://doi.org/10.2307/2490395openalex-extracted
Financial Ratios and the Probabilistic Prediction of Bankruptcy
inferredcites →https://doi.org/10.2307/2491270openalex-extracted
Fundamental Information Analysis
inferredcites →https://doi.org/10.2307/2491464openalex-extracted
Fundamental Analysis, Future Earnings, and Stock Prices
inferredcites →https://doi.org/10.2307/2672906openalex-extracted
Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers
inferredcites →https://doi.org/10.2308/accr.2004.79.4.1119openalex-extracted
The Influence of Analysts, Institutional Investors, and Insiders on the Incorporation of Market, Industry, and Firm-Specific Information into Stock Prices
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/10.3386/w10770openalex-extracted
On the Industry Concentration of Actively Managed Equity Mutual Funds
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.