1. Impacts of CEO-employee pay disparity on investor behavior and market dynamics: Evidence from laboratory asset markets. (2024). Chen, Shu ; Wang, Jiaqi ; Yang, Xiaolan.
   In: China Economic Review.
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2. Understanding Macro and Asset Price Dynamics During the Climate Transition. (2019). Grüning, Patrick ; Donadelli, Michael ; Hitzemann, Steffen ; Gruning, Patrick.
   In: Bank of Lithuania Discussion Paper Series.
   RePEc:lie:dpaper:18.

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3. Alphabetic Bias, Investor Recognition, and Trading Behavior. (2016). Hillert, Alexander ; Jacobs, Heiko.
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1. Institutional Investors, Heterogeneous Benchmarks and the Comovement of Asset Prices. (2017). Hodor, Idan ; Buffa, Andrea.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:374.

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2. Style investing and firm innovation. (2017). Kullu, Melih A ; Sayili, Koray ; Yilmaz, Gokhan ; Dyer, Douglas.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:32:y:2017:i:c:p:17-29.

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3. Particularitǎţi ale evoluţiei variabilelor financiare. (2016). Stefanescu, Razvan ; Dumitriu, Ramona.
   In: MPRA Paper.
   RePEc:pra:mprapa:73481.

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4. Excess Volatility: Beyond Discount Rates. (2016). Giglio, Stefano ; Kelly, Bryan.
   In: NBER Working Papers.
   RePEc:nbr:nberwo:22045.

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5. Beauty is in the bid of the beholder: An empirical basis for style. (2016). Goetzmann, William ; Jones, Peter W ; Maggioni, Mauro ; Walden, Johan.
   In: Research in Economics.
   RePEc:eee:reecon:v:70:y:2016:i:3:p:388-402.

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6. Liquidity, style investing and excess comovement of exchange-traded fund returns. (2016). Broman, Markus S.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:30:y:2016:i:c:p:27-53.

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7. Institutional investments in pure play stocks and implications for hedging decisions. (2016). Schrand, Catherine ; Minton, Bernadette A.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:37:y:2016:i:c:p:132-151.

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8. Optimal Time Series Momentum. (2015). Li, Kai ; He, Xuezhong (Tony).
   In: Research Paper Series.
   RePEc:uts:rpaper:353.

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9. An Investigation into Sentiment-Induced Institutional Trading Behavior and Asset Pricing in the REIT Market. (2015). Marcato, Gianluca ; Das, Prashant ; Freybote, Julia.
   In: The Journal of Real Estate Finance and Economics.
   RePEc:kap:jrefec:v:51:y:2015:i:2:p:160-189.

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10. X-CAPM: An extrapolative capital asset pricing model. (2015). Shleifer, Andrei ; Greenwood, Robin ; Barberis, Nicholas ; Jin, Lawrence.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:115:y:2015:i:1:p:1-24.

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11. On the determinants of pairs trading profitability. (2015). Weber, Martin ; Jacobs, Heiko.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:23:y:2015:i:c:p:75-97.

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12. Competition of socially responsible and conventional mutual funds and its impact on fund performance. (2014). Kim, Tong Suk ; Park, Raphael Jonghyeon ; In, Francis.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:44:y:2014:i:c:p:160-176.

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13. Style chasing by hedge fund investors. (2014). Salganik-Shoshan, Galla ; Horst, Jenke Ter.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:39:y:2014:i:c:p:29-42.

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14. Dynamic expectation formation in the foreign exchange market. (2013). Zwinkels, Remco ; Verschoor, Willem ; ter Ellen, Saskia ; Zwinkels, Remco C. J., ; Verschoor, Willem F. C., .
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:37:y:2013:i:c:p:75-97.

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15. Innovative efficiency and stock returns. (2013). li, dongmei ; HSU, Po-Hsuan ; Hirshleifer, David.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:3:p:632-654.

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16. Capacity constraints, investor information, and hedge fund returns. (2013). Ramadorai, Tarun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:107:y:2013:i:2:p:401-416.

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17. Idiosyncratic volatility and the pricing of poorly-diversified portfolios. (2013). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:30:y:2013:i:c:p:78-85.

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18. Public Debate and Stock Prices: Evidence from the Voting Premium. (2013). Giannetti, Mariassunta ; Braggion, Fabio.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9619.

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19. Forecasting the performance of hedge fund styles. (2012). Sanso-Navarro, Marcos ; Olmo, Jose.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:8:p:2351-2365.

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20. Do industries matter in explaining stock returns and asset-pricing anomalies?. (2012). Ho, Po-Hsin ; Chou, Pin-Huang ; Ko, Kuan-Cheng.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:36:y:2012:i:2:p:355-370.

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21. Government intervention and institutional trading strategy : Evidence from a transition country. (2012). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2012_009.

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22. Modeling Style Rotation: Switching and Re-Switching. (2012). Satchell, S. E. ; Golosov, Edward .
    In: Birkbeck Working Papers in Economics and Finance.
    RePEc:bbk:bbkefp:1203.

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23. Perceived Versus Actual Susceptibility to Normative Influence in the Presence of Defaulting Landlords. (2011). Seiler, Michael ; Harrison, David M..
    In: Review of Behavioral Finance.
    RePEc:eme:rbfpps:v:3:y:2011:i:2:p:55-77.

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24. Stock price fragility. (2011). thesmar, david ; Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:471-490.

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25. Risk adjustment and momentum sources. (2011). Wu, Yangru ; Wang, Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:6:p:1427-1435.

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26. Country funds and the role of international equity flows in pricing and in premiums and discounts. (2010). Tsai, Pei-Jung.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:21:y:2010:i:1:p:43-70.

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27. Excess comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: University of Göttingen Working Papers in Economics.
    RePEc:zbw:cegedp:89.

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28. Risk Aversion and Clientele Effects. (2009). Goetzmann, William ; Blackburn, Douglas W. ; Ukhov, Andrey D..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15333.

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29. The Alchemy of CDO Credit Ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14878.

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30. Excess Comovements between the Euro/US dollar and British pound/US dollar exchange rates. (2009). Kühl, Michael ; Kuhl, Michael.
    In: Center for Globalization and Europeanization of the Economy (CeGE) Discussion Papers.
    RePEc:got:cegedp:89.

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31. The alchemy of CDO credit ratings. (2009). Benmelech, Efraim ; Dlugosz, Jennifer.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:56:y:2009:i:5:p:617-634.

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32. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:92:y:2009:i:1:p:66-91.

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33. Coordinated investing with feedback and learning. (2008). Goldbaum, David.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:65:y:2008:i:2:p:202-223.

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34. Gouvernance et investissement des fonds de pension privés aux Etats-Unis. (2006). Lavigne, Anne.
    In: LEO Working Papers / DR LEO.
    RePEc:leo:wpaper:690.

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35. On Russell index reconstitution. (2006). Chen, Hsiu-Lang.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:26:y:2006:i:4:p:409-430.

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36. Up Close and Personal: Investor Sophistication and the Disposition Effect. (2006). zhu, ning ; Dhar, Ravi.
    In: Management Science.
    RePEc:inm:ormnsc:v:52:y:2006:i:5:p:726-740.

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37. The Role of Agribusiness Assets in Investment Portfolios. (2006). Johnson, Michael ; O'Connor, Ian ; Malcolm, Bill.
    In: Australasian Agribusiness Review.
    RePEc:ags:auagre:126096.

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38. Optimal research in financial markets with heterogeneous private information; a rational expectations model. (2005). Tinn, Katrin.
    In: Money Macro and Finance (MMF) Research Group Conference 2005.
    RePEc:mmf:mmfc05:6.

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39. Comovement. (2005). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Scholarly Articles.
    RePEc:hrv:faseco:27867240.

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40. Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. (2005). Greenwood, Robin.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:75:y:2005:i:3:p:607-649.

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41. Learning about Beta: time-varying factor loadings, expected returns and the conditional CAPM. (2005). Adrian, Tobias ; Franzoni, Francesco.
    In: HEC Research Papers Series.
    RePEc:ebg:heccah:0828.

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42. Correlated Trading and Returns. (2005). Sengmueller, Paul .
    In: Working Papers.
    RePEc:dnb:dnbwpp:072.

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43. Beauty is in the Bid of the Beholder: An Empirical Basis for Style. (2004). Goetzmann, William ; Jones, Peter ; Maggioni, Mauro ; Walden, Johan.
    In: Yale School of Management Working Papers.
    RePEc:ysm:somwrk:amz2626.

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44. Growth vs. Margins: Destabilizing Consequences of Giving the Stock Market What it Wants. (2004). Stein, Jeremy ; Aghion, Philippe.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:10999.

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45. Comovement and FTSE 100 Index Changes. (2004). Kougoulis, Periklis ; Coakley, Jerry.
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:11.

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46. Style effects in the cross-section of stock returns. (2004). Woo, Sung-Jun ; Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:74:y:2004:i:2:p:367-398.

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47. Style momentum within the S&P-500 index. (2004). de Bondt, Werner ; Chen, Hsiu-Lang.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:11:y:2004:i:4:p:483-507.

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48. Multi-market Trading and Arbitrage. (2004). Karolyi, G. ; Gagnon, Louis.
    In: Working Paper Series.
    RePEc:ecl:ohidic:2004-9.

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49. Comovement as an Investment Tool. (2003). Cornell, Brad.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt3tn7511m.

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50. Comovement. (2002). Wurgler, Jeffrey ; Shleifer, Andrei ; Barberis, Nicholas.
    In: Harvard Institute of Economic Research Working Papers.
    RePEc:fth:harver:1953.

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