[PDF] Short sales, institutional investors and the cross-section of stock PDF shortbtm.pdf

Specifically, holding size fixed, the under-performance of stocks with high market- to-book, analyst forecast dispersion, turnover, or volatility is most pronounced

What are the features and the under- lying factors behind the financial volatility in the EM, and how significant are the repercussions of these ups and downs

[PDF] Media Coverage and the Cross-Section of Stock Returns - Faculty

Following prior work, we exclude stocks with prices below $5 to ensure that results are not driven by small, illiquid stocks or bid-ask bounce Page 8 8 We use the

[PDF] The impact of institutional trading on stock prices* - Harvard University

Our analysis is based on a sample provided by SE1 of 769 tax-exempt equity The total amount under management in these 769 funds at the end of 1989 is

[PDF] Trading Is Hazardous to Your Wealth: The Common Stock

ask spread and commissions) of these households is below par, with the av- study of the aggregate common stock performance of individual investors