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
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
media coverage and cross section of stock returns lily fang
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
impact instit trading
Specifically, holding size fixed, the under-performance of stocks with high market- to-book, analyst forecast dispersion, turnover, or volatility is most pronounced
shortbtm
Earlier versions of this paper were circulated under the titles ''Do Smart Investors Outperform Dumb Investors?'' and ''IQ and Stock Market Trading '' n
iqperformance
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