The DOI matches its Crossref record; 52 of the 52 references it cites were found in a registry or an index.
Geographic dispersion and stock returns
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Citations
Cites
A heteroskedasticity-consistent covariance matrix estimator and a direct test for heteroskedasticity
White, H. (1980) · Econometrica · doi:10.2307/1912934 · Cited by 25,861
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Risk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
Illiquidity and stock returns: cross-section and time-series effects
Amihud, Y. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,963
A Simple Model of Capital Market Equilibrium with Incomplete Information
MERTON, R. C. (1987) · The Journal of Finance · doi:10.1111/j.1540-6261.1987.tb04565.x · Cited by 5,811
Liquidity Risk and Expected Stock Returns
Pástor, Ľ., & Stambaugh, R. F. (2003) · Journal of Political Economy · doi:10.1086/374184 · Cited by 5,339
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
The Cross‐Section of Volatility and Expected Returns
ANG, A., HODRICK, R. J., XING, Y., & ZHANG, X. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00836.x · Cited by 4,508
Home Bias at Home: Local Equity Preference in Domestic Portfolios
Coval, J. D., & Moskowitz, T. J. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00181 · Cited by 2,870
Investor Diversification and International Equity Markets
French, K., & Poterba, J. (1991) · National Bureau of Economic Research · doi:10.3386/w3609 · Cited by 2,512
Cited by
… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
Political Uncertainty and IPO Activity: Evidence from U.S. Gubernatorial Elections
Çolak, G., Durnev, A., & Qian, Y. (2017) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109017000862 · Cited by 486
US political corruption and firm financial policies
Smith, J. D. (2016) · Journal of Financial Economics · doi:10.1016/j.jfineco.2015.08.021 · Cited by 398
Climate risk: The price of drought
Huynh, T. D., Nguyen, T. H., & Truong, C. (2020) · Journal of Corporate Finance · doi:10.1016/j.jcorpfin.2020.101750 · Cited by 328
Climate Sensitivity and Predictable Returns
Kumar, A., Xin, W., & Zhang, C. (2019) · SSRN Electronic Journal · doi:10.2139/ssrn.3331872 · Cited by 55
Metadata
- Authors
- García, D., & Norli, Ø.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2012-12
- Volume
- 106
- Issue
- 3
- Pages
- 547-565
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W3124846795
- Cited by
- 543
- References
- 52
- FWCI
- 31.84
- Type
- journal article
- Language
- en
- Open access
- green
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- García, D., & Norli, Ø. (2012). Geographic dispersion and stock returns. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2012.06.007
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.