The colors of investors’ money: The role of institutional investors around the world
Open accessIntegrity signals
Registry
Cites
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Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
Independent institutions have fewer potential business relationships with portfolio firms.
“have fewer potential business relationships with portfolio firms”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Ferreira and Matos (2008)
Independent institutions are more likely to collect information.
“independent institutions are more likely to collect information”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Ferreira and Matos (2008)
Independent institutions are anticipated to be more involved in monitoring management.
“are therefore anticipated to be more involved in monitoring management”
From The Importance of Climate Risks for Institutional Investors (2020) · cites this paper as Ferreira and Matos (2008)
Cites
La Porta, R., Lopez‐de‐Silanes, F., Shleifer, A., & Vishny, R. W. (1998) · Journal of Political Economy · doi:10.1086/250042 · Cited by 18,025 · see citing works
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 · see citing works
Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings
FALKENSTEIN, E. G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05204.x · Cited by 1,058 · see citing works
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Cited by
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How does financial reporting quality relate to investment efficiency?
Biddle, G. C., Hilary, G., & Verdi, R. S. (2009) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2009.09.001 · Cited by 3,214 · see citing works
The Importance of Climate Risks for Institutional Investors
Krueger, P., Sautner, Z., & Starks, L. T. (2020) · The Review of Financial Studies · doi:10.1093/rfs/hhz137 · Cited by 3,034 · see citing works
- Authors
- Ferreira, M. A., & Matos, P.
- Affiliations
- ISCTE Business School (PT)
- University of Southern California (US)
- Corresponding author
- Matos, Pedro
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2008-06
- Volume
- 88
- Issue
- 3
- Pages
- 499-533
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124478565
- Cited by
- 1,975
- References
- 3
- Citations by year
- 2026: 151 · 2025: 164 · 2024: 159 · 2023: 166 · 2022: 133 · 2021: 149 · 2020: 138 · 2019: 123 · 2018: 138 · 2017: 103 · 2016: 92 · 2015: 87 · 2014: 66 · 2013: 70 · 2012: 80
- FWCI
- 102.42
- Type
- journal article
- Language
- en
- Open access
- green
- doi.org
- Locations
- Journal of Financial Economics (publishedVersion)
- SSRN Electronic Journal (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Business, Management and Accounting › Accounting › Corporate Finance and Governance
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Business, Management and Accounting › Accounting › Financial Analysis and Corporate Governance
- Keywords
- institutional investors, foreign institutional ownership, equity holdings, firm size, corporate governance, cross-listing, business valuation, operational performance, capital expenditure, corporate monitoring, cross-national comparison
About these checks
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.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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