The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
Stock price synchronicity, crash risk, and institutional investors
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Citations
Cites
Large Shareholders and Corporate Control
Shleifer, A., & Vishny, R. W. (1986) · Journal of Political Economy · doi:10.1086/261385 · Cited by 8,408
Corporate Governance and Equity Prices
Gompers, P., Ishii, J., & Metrick, A. (2003) · The Quarterly Journal of Economics · doi:10.1162/00335530360535162 · Cited by 6,120
Detecting Earnings Management.
Dechow, P., & Sloan, R. G. (1995) · The Accounting Review · doi:10.2308/tar-9505096112 · Cited by 5,662
(2012) · Asian Financial Statement Analysis · doi:10.1002/9781119204763.ch4 · Cited by 3,821
Morck, R., Yeung, B., & Yu, W. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(00)00071-4 · Cited by 3,335
The Influence of Institutional Investors on Myopic R&D Investment BehaviorPreprint
Bushee, B. J. (1998) · SSRN Electronic Journal · Cited by 3,198
R2 around the world: New theory and new tests☆
JIN, L., & MYERS, S. (2006) · Journal of Financial Economics · doi:10.1016/j.jfineco.2004.11.003 · Cited by 2,816
Opaque financial reports, R2, and crash risk☆
Hutton, A. P., Marcus, A. J., & Tehranian, H. (2009) · Journal of Financial Economics · doi:10.1016/j.jfineco.2008.10.003 · Cited by 2,768
Corporate tax avoidance and stock price crash risk: Firm-level analysis
Kim, J.-B., Li, Y., & Zhang, L. (2011) · Journal of Financial Economics · doi:10.1016/j.jfineco.2010.07.007 · Cited by 2,139
Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
Chen, J., Hong, H., & Stein, J. C. (2001) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00066-6 · Cited by 1,907
Metadata
- Authors
- An, H., & Zhang, T.
- Venue
- Journal of Corporate Finance
- Publisher
- Elsevier BV
- Published
- 2013-06
- Volume
- 21
- Pages
- 1-15
- ISSN
- 0929-1199 (ISSN-L)
- OpenAlex
- W2081961596
- Cited by
- 720
- References
- 32
- FWCI
- 30.83
- Type
- journal article
- Language
- en
- Open access
- green
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- The paper
- An, H., & Zhang, T. (2013). Stock price synchronicity, crash risk, and institutional investors. Journal of Corporate Finance. https://doi.org/10.1016/j.jcorpfin.2013.01.001
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
