The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage
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Citations
Cites
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Cited by
Presidential Address: Asset Price Dynamics with Slow‐Moving Capital
DUFFIE, D. (2010) · The Journal of Finance · doi:10.1111/j.1540-6261.2010.01569.x · Cited by 854
BEN‐DAVID, I., FRANZONI, F., & MOUSSAWI, R. (2018) · The Journal of Finance · doi:10.1111/jofi.12727 · Cited by 678
Gromb, D., & Vayanos, D. (2010) · Annual Review of Financial Economics · doi:10.1146/annurev-financial-073009-104107 · Cited by 478
Predictable behavior, profits, and attention
Seasholes, M. S., & Wu, G. (2007) · Journal of Empirical Finance · doi:10.1016/j.jempfin.2007.03.002 · Cited by 384
Asset Prices and Institutional Investors
Basak, S., & Pavlova, A. (2013) · American Economic Review · doi:10.1257/aer.103.5.1728 · Cited by 359
Metadata
- Authors
- Greenwood, R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2005-03
- Volume
- 75
- Issue
- 3
- Pages
- 607-649
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2014256564
- Cited by
- 304
- References
- 1
- FWCI
- 16.25
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. https://app.cochat.ai/papers/10.1016/j.jfineco.2004.03.007
- The paper
- Greenwood, R. (2005). Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2004.03.007
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.
