On the public citation graph

Investor Selling Behaviour, Information and Stock Price Synchronicity: Evidence from China

https://doi.org/10.2139/ssrn.4877227
0 signed · 84 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 See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.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/s11142-020-09572-7openalex-extracted
The power of firm fundamental information in explaining stock returns
inferredcites →https://doi.org/10.1016/0010-0277(94)90065-5openalex-extracted
The role of similarity in categorization: providing a groundwork
inferredcites →https://doi.org/10.1016/0165-4101(94)90024-8openalex-extracted
Lack of timeliness and noise as explanations for the low contemporaneuos return-earnings association
inferredcites →https://doi.org/10.1016/0165-4896(83)90055-0openalex-extracted
The origin of predictable behavior
inferredcites →https://doi.org/10.1016/0749-5978(92)90039-aopenalex-extracted
Mood effects on subjective probability assessment
inferredcites →https://doi.org/10.1016/b978-0-44-459406-8.00022-6openalex-extracted
The Behavior of Individual Investors
inferredcites →https://doi.org/10.1016/j.irfa.2019.101430openalex-extracted
Media coverage and stock price synchronicity
inferredcites →https://doi.org/10.1016/j.irfa.2020.101513openalex-extracted
Individual analysts, stock return synchronicity and information efficiency
inferredcites →https://doi.org/10.1016/j.irfa.2023.102683openalex-extracted
Rumors in the sky: Corporate rumors and stock price synchronicity
inferredcites →https://doi.org/10.1016/j.jacceco.2003.10.002openalex-extracted
Limited attention, information disclosure, and financial reporting
inferredcites →https://doi.org/10.1016/j.jacceco.2022.101496openalex-extracted
Cross-industry information sharing among colleagues and analyst research
inferredcites →https://doi.org/10.1016/j.jbankfin.2013.12.010openalex-extracted
Investor attention, index performance, and return predictability
inferredcites →https://doi.org/10.1016/j.jbankfin.2021.106194openalex-extracted
Private information in trades, R2, and large stock price movements
inferredcites →https://doi.org/10.1016/j.jcorpfin.2013.01.001openalex-extracted
Stock price synchronicity, crash risk, and institutional investors
inferredcites →https://doi.org/10.1016/j.jcorpfin.2022.102199openalex-extracted
What are the benefits of attracting gambling investors? Evidence from stock splits in China
inferredcites →https://doi.org/10.1016/j.jdeveco.2005.09.009openalex-extracted
Are corruption and taxation really harmful to growth? Firm level evidence
inferredcites →https://doi.org/10.1016/j.jempfin.2007.03.002openalex-extracted
Predictable behavior, profits, and attention
inferredcites →https://doi.org/10.1016/j.jempfin.2020.09.005openalex-extracted
Retail investor attention and herding behavior
inferredcites →https://doi.org/10.1016/j.jfineco.2003.11.001openalex-extracted
Do Security Analysts Exhibit Persistent Differences in Stock Picking Ability?
inferredcites →https://doi.org/10.1016/j.jfineco.2004.01.002openalex-extracted
Information content of equity analyst reports
inferredcites →https://doi.org/10.1016/j.jfineco.2004.01.004openalex-extracted
Professional trader discipline and trade disposition
inferredcites →https://doi.org/10.1016/j.jfineco.2004.10.006openalex-extracted
Prospect theory, mental accounting, and momentum
inferredcites →https://doi.org/10.1016/j.jfineco.2004.11.003openalex-extracted
R2 around the world: New theory and new tests☆
inferredcites →https://doi.org/10.1016/j.jfineco.2005.03.010openalex-extracted
Stock price synchronicity and analyst coverage in emerging markets
inferredcites →https://doi.org/10.1016/j.jfineco.2005.05.003openalex-extracted
Investor attention, overconfidence and category learning
inferredcites →https://doi.org/10.1016/j.jfineco.2005.08.002openalex-extracted
The strategy of professional forecasting☆
inferredcites →https://doi.org/10.1016/j.jfineco.2008.02.009openalex-extracted
Product market advertising and new equity issues
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.2009.11.005openalex-extracted
Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
inferredcites →https://doi.org/10.1016/j.jfineco.2010.10.015openalex-extracted
The disparity between long-term and short-term forecasted earnings growth☆
inferredcites →https://doi.org/10.1016/j.jfineco.2014.09.003openalex-extracted
Culture and R2
inferredcites →https://doi.org/10.1016/j.jfineco.2018.03.003openalex-extracted
Cash flow duration and the term structure of equity returns
inferredcites →https://doi.org/10.1016/s0304-405x(00)00070-2openalex-extracted
Financial markets and the allocation of capital
inferredcites →https://doi.org/10.1016/s0304-405x(00)00071-4openalex-extracted
The information content of stock markets: why do emerging markets have synchronous stock price movements?
inferredcites →https://doi.org/10.1016/s0378-4266(00)00133-3openalex-extracted
The impact of public information on investors
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-extracted
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s0022109000002325openalex-extracted
Learning with Information Capacity Constraints
inferredcites →https://doi.org/10.1023/a:1022647822683openalex-extracted
Evidence that Analyst Following and Institutional Ownership Accelerate the Pricing of Future Earnings
inferredcites →https://doi.org/10.1037//0033-295x.99.1.22openalex-extracted
ALCOVE: An exemplar-based connectionist model of category learning.
inferredcites →https://doi.org/10.1037//0096-3445.115.1.39openalex-extracted
Attention, similarity, and the identification-categorization relationship.
inferredcites →https://doi.org/10.1046/j.1475-679x.2003.00124.xopenalex-extracted
Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?
inferredcites →https://doi.org/10.1057/s41599-022-01133-4openalex-extracted
Asset pricing and nominal price illusion in China
inferredcites →https://doi.org/10.1080/15427560.2016.1133620openalex-extracted
Changes in Investors' Market Attention and Near-Term Stock Market Returns
inferredcites →https://doi.org/10.1080/15427560.2017.1365365openalex-extracted
What Explains Herd Behavior in the Chinese Stock Market?
inferredcites →https://doi.org/10.1086/378531openalex-extracted
Overconfidence and Speculative Bubbles
inferredcites →https://doi.org/10.1093/rfs/hhac032openalex-extracted
Horizon Bias and the Term Structure of Equity Returns
inferredcites →https://doi.org/10.1093/rfs/hhg006openalex-extracted
Differences of Opinion, Short-Sales Constraints, and Market Crashes
inferredcites →https://doi.org/10.1093/rfs/hhm079openalex-extracted
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.1093/rfs/hhs077openalex-extracted
Are Investors Really Reluctant to Realize Their Losses? Trading Responses to Past Returns and the Disposition Effect
inferredcites →https://doi.org/10.1093/rfs/hhu052openalex-extracted
No News Is News: Do Markets Underreact to Nothing?
inferredcites →https://doi.org/10.1093/rfs/hhv060openalex-extracted
Asset Pricing When Traders Sell Extreme Winners and Losers
inferredcites →https://doi.org/10.1111/0022-1082.00330openalex-extracted
Contagious Speculation and a Cure for Cancer: A Nonevent that Made Stock Prices Soar
inferredcites →https://doi.org/10.1111/0022-1082.00336openalex-extracted
Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns
inferredcites →https://doi.org/10.1111/0022-1082.00349openalex-extracted
The High‐Volume Return Premium
inferredcites →https://doi.org/10.1111/eufm.12294openalex-extracted
Stock price synchronicity, cognitive biases, and momentum
inferredcites →https://doi.org/10.1111/j.1468-036x.2007.00366.xopenalex-extracted
Investor Attention and Time‐varying Comovements
inferredcites →https://doi.org/10.1111/j.1468-2443.2007.00059.xopenalex-extracted
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes*
inferredcites →https://doi.org/10.1111/j.1468-5957.2010.02209.xopenalex-extracted
Target Price Accuracy in Equity Research
inferredcites →https://doi.org/10.1111/j.1475-679x.2004.00138.xopenalex-extracted
Investor Protection and Corporate Governance: Evidence from Worldwide CEO Turnover
inferredcites →https://doi.org/10.1111/j.1540-6261.1977.tb03317.xopenalex-extracted
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
inferredcites →https://doi.org/10.1111/j.1540-6261.1985.tb05002.xopenalex-extracted
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
inferredcites →https://doi.org/10.1111/j.1755-053x.2010.01110.xopenalex-extracted
Investor Inattention and the Underreaction to Stock Recommendations
inferredcites →https://doi.org/10.1111/jbfa.12753openalex-extracted
Disentangling stock return synchronicity from the auditor's perspective
inferredcites →https://doi.org/10.1111/jofi.12906openalex-extracted
Presidential Address: Social Transmission Bias in Economics and Finance
inferredcites →https://doi.org/10.1111/jofi.13216openalex-extracted
Duration-Driven Returns
inferredcites →https://doi.org/10.1111/jofi.13312openalex-extracted
Dissecting the Long‐Term Performance of the Chinese Stock Market
inferredcites →https://doi.org/10.1111/jofi.13316openalex-extracted
Leverage Is a Double‐Edged Sword
inferredcites →https://doi.org/10.1111/jofi.13378openalex-extracted
The Portfolio‐Driven Disposition Effect
inferredcites →https://doi.org/10.1142/9789814417358_0006openalex-extracted
Prospect Theory: An Analysis of Decision Under Risk
inferredcites →https://doi.org/10.1162/qjec.2009.124.4.1593openalex-extracted
Superstar CEOs *
inferredcites →https://doi.org/10.2139/ssrn.3697669openalex-extracted
The Power of Firm Fundamental Information in Explaining Stock Returns
inferredcites →https://doi.org/10.2307/1911841openalex-extracted
Dividend Innovations and Stock Price Volatility
inferredcites →https://doi.org/10.2307/1914185openalex-extracted
Prospect Theory: An Analysis of Decision under Risk
inferredcites →https://doi.org/10.2308/accr-50186openalex-extracted
Analyst Initiations of Coverage and Stock Return Synchronicity
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/10.2469/dig.v46.n7.5openalex-extracted
Asset Pricing When Traders Sell Extreme Winners and Losers
inferredcites →https://doi.org/10.1037/0033-295x.99.1.22openalex-snapshot
ALCOVE: An exemplar-based connectionist model of category learning.
inferredcites →https://doi.org/10.2139/ssrn.1876594openalex-snapshot
Are Investors Really Reluctant to Realize their Losses? Trading Responses to Past Returns and the Disposition Effect
inferredcites →https://doi.org/10.2139/ssrn.272287openalex-snapshot
Does Greater Firm-Specific Return Variation Mean More or Less Informed Stock Pricing?
inferredcites →https://doi.org/10.2139/ssrn.302655openalex-snapshot
The Reach of the Disposition Effect: Large Sample Evidence Across Investor Classes
inferredcites →https://doi.org/10.2139/ssrn.3126997openalex-snapshot
The Portfolio-Driven Disposition Effect
inferredcites →https://doi.org/10.2139/ssrn.3922178openalex-snapshot
What Are Benefits of Attracting Gambling Investors? Evidence from Stock Splits in China
inferredcites →https://doi.org/10.2139/ssrn.460660openalex-snapshot
All that Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
inferredcites →https://doi.org/10.2139/ssrn.724362openalex-snapshot
Investor Attention, Overconfidence and Category Learning
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.