Breadth of ownership and stock returns
Top Cited Papers
- 1 November 2002
- journal article
- Published by Elsevier in Journal of Financial Economics
- Vol. 66 (2-3) , 171-205
- https://doi.org/10.1016/s0304-405x(02)00223-4
Abstract
No abstract availableKeywords
This publication has 34 references indexed in Scilit:
- Stocks are special too: an analysis of the equity lending marketPublished by Elsevier ,2002
- Alternative factor specifications, security characteristics, and the cross-section of expected stock returnsPublished by Elsevier ,2000
- Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum StrategiesThe Journal of Finance, 2000
- Speculative Investor Behavior and LearningThe Quarterly Journal of Economics, 1996
- Multifactor Explanations of Asset Pricing AnomaliesThe Journal of Finance, 1996
- Common risk factors in the returns on stocks and bondsJournal of Financial Economics, 1993
- The Cross-Section of Expected Stock ReturnsThe Journal of Finance, 1992
- A Simple Model of Capital Market Equilibrium with Incomplete InformationThe Journal of Finance, 1987
- Heterogeneous Expectations, Restrictions on Short Sales, and Equilibrium Asset PricesThe Journal of Finance, 1980
- Risk, Return, and Equilibrium: Empirical TestsJournal of Political Economy, 1973