The DOI matches its Crossref record; 40 of the 40 references it cites were found in a registry or an index.
Changes in Institutional Ownership and Stock Returns: Assessment and Methodology*
Abstract
Richard W. Sias, Laura T. Starks, Sheridan Titman, Changes in Institutional Ownership and Stock Returns: Assessment and Methodology, The Journal of Business, Vol. 79, No. 6 (November 2006), pp. 2869-2910
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Cites
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
Continuous Auctions and Insider Trading
Kyle, A. S. (1985) · Econometrica · doi:10.2307/1913210 · Cited by 9,580
A Simple Model of Herd Behavior
Banerjee, A. V. (1992) · The Quarterly Journal of Economics · doi:10.2307/2118364 · Cited by 6,556
A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
Hong, H., & Stein, J. C. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00184 · Cited by 4,001
Are Investors Reluctant to Realize Their Losses?
Odean, T. (1998) · The Journal of Finance · doi:10.1111/0022-1082.00072 · Cited by 3,657
Scharfstein, D. S., & Stein, J. C. (1988) · American Economic Review · Cited by 2,783
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
DANIEL, K., GRINBLATT, M., TITMAN, S., & WERMERS, R. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb02724.x · Cited by 2,778
Self-citationPositive Feedback Investment Strategies and Destabilizing Rational Speculation
DE LONG, J. B., SHLEIFER, A., SUMMERS, L. H., & WALDMANN, R. J. (1990) · The Journal of Finance · doi:10.1111/j.1540-6261.1990.tb03695.x · Cited by 2,192
Price, trade size, and information in securities markets
Easley, D., & O'Hara, M. (1987) · Journal of Financial Economics · doi:10.1016/0304-405x(87)90029-8 · Cited by 2,168
Wermers, R. (2000) · The Journal of Finance · doi:10.1111/0022-1082.00263 · Cited by 1,853
Cited by
Blockholder Trading, Market Efficiency, and Managerial Myopia
EDMANS, A. (2009) · The Journal of Finance · doi:10.1111/j.1540-6261.2009.01508.x · Cited by 1,258
Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?
Yan, X. (., & Zhang, Z. (2009) · Review of Financial Studies · doi:10.1093/revfin/hhl046 · Cited by 916
Hedge Fund Stock Trading in the Financial Crisis of 2007–2009
Ben-David, I., Franzoni, F., & Moussawi, R. (2012) · Review of Financial Studies · doi:10.1093/rfs/hhr114 · Cited by 444
Institutional industry herding
Choi, N., & Sias, R. W. (2009) · Journal of Financial Economics · doi:10.1016/j.jfineco.2008.12.009 · Cited by 382
Self-citationESG Preference, Institutional Trading, and Stock Return Patterns
Cao, J., Titman, S., Zhan, X., & Zhang, W. (2023) · Journal of Financial and Quantitative Analysis · doi:10.1017/s0022109022000916 · Cited by 178
Self-citation
Metadata
- Authors
- Sias, R. W., Starks, L. T., & Titman, S.
- Venue
- The Journal of Business
- Publisher
- University of Chicago Press
- Published
- 2006-11
- Volume
- 79
- Issue
- 6
- Pages
- 2869-2910
- ISSN
- 0021-9398 (ISSN-L)
- 1537-5374
- OpenAlex
- W2078390365
- Cited by
- 386
- References
- 40
- FWCI
- 25.54
- Type
- journal article
- Language
- en
- Open access
- closed
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- Sias, R. W., Starks, L. T., & Titman, S. (2006). Changes in Institutional Ownership and Stock Returns: Assessment and Methodology*. The Journal of Business. https://doi.org/10.1086/508002
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.