The DOI matches its Crossref record; 43 of the 43 references it cites were found in a registry or an index.
Stock price synchronicity and analyst coverage in emerging markets
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Citations
Cites
Newey, W. K., & West, K. D. (1987) · Econometrica · doi:10.2307/1913610 · Cited by 16,936
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
Newey, W., & West, K. (1986) · National Bureau of Economic Research · doi:10.3386/t0055 · Cited by 12,278
An Empirical Evaluation of Accounting Income Numbers
Ball, R., & Brown, P. (1968) · Journal of Accounting Research · doi:10.2307/2490232 · Cited by 6,361
Noise Trader Risk in Financial Markets
De Long, J. B., Shleifer, A., Summers, L. H., & Waldmann, R. J. (1990) · Journal of Political Economy · doi:10.1086/261703 · Cited by 6,234
Shleifer, A., & Vishny, R. W. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03807.x · Cited by 5,291
On the impossibility of informationally efficient markets
Stiglitz, J. E., & Grossman, S. J. (1980) · Columbia University · doi:10.7916/d8765r99 · Cited by 3,645
Morck, R., Yeung, B., & Yu, W. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(00)00071-4 · Cited by 3,335
The effect of international institutional factors on properties of accounting earnings
Ball, R., Kothari, S. P., & Robin, A. (2000) · Journal of Accounting and Economics · doi:10.1016/s0165-4101(00)00012-4 · Cited by 3,187
Financial markets and the allocation of capital
Wurgler, J. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(00)00070-2 · Cited by 1,974
When Are Contrarian Profits Due to Stock Market Overreaction?
Lo, A. W., & MacKinlay, A. C. (1990) · Review of Financial Studies · doi:10.1093/rfs/3.2.175 · Cited by 1,704
Cited by
Gul, F. A., Kim, J.-B., & Qiu, A. A. (2010) · Journal of Financial Economics · doi:10.1016/j.jfineco.2009.11.005 · Cited by 1,238
Griffin, J. M., Kelly, P. J., & Nardari, F. (2010) · Review of Financial Studies · doi:10.1093/rfs/hhq044 · Cited by 556
Insider Trading Laws and Stock Price Informativeness
Fernandes, N., & Ferreira, M. A. (2009) · Review of Financial Studies · doi:10.1093/rfs/hhn066 · Cited by 435
Large controlling shareholders and stock price synchronicity
Boubaker, S., Mansali, H., & Rjiba, H. (2014) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2013.11.022 · Cited by 260
Metadata
- Authors
- Chan, K., & Hameed, A.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2006-04
- Volume
- 80
- Issue
- 1
- Pages
- 115-147
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3121235414
- Cited by
- 830
- References
- 43
- FWCI
- 16.47
- 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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How to cite
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- CoChat. (2026). Citation check: Stock price synchronicity and analyst coverage in emerging markets. https://app.cochat.ai/papers/10.1016/j.jfineco.2005.03.010
- The paper
- Chan, K., & Hameed, A. (2006). Stock price synchronicity and analyst coverage in emerging markets. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2005.03.010
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.
