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3. Price leadership and asynchronous movements of multi-market listed stocks. (2022). Yuan, Yuan ; Tao, Ran ; Dzhambova, Krastina.
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4. COVID-19 pandemic effect on trading and returns: Evidence from the Chinese stock market. (2021). Ma, Hongkun ; Bing, Tao.
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5. Noise trading, institutional trading, and opinion divergence: Evidence on intraday data in the Chinese stock market. (2020). Zhang, Lin ; Zhao, Tiao ; Hu, Yingyi.
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6. The value premium puzzle, behavior versus risk: New evidence from China. (2020). Clark, Ephraim ; Qiao, Zhuo.
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7. Who trades in competing firms around earnings announcements. (2020). Gupta, Kartick ; Kalev, Petko S ; Duong, Huu Nhan ; Mudalige, Priyantha.
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8. Lottery mindset, mispricing and idiosyncratic volatility puzzle: Evidence from the Chinese stock market. (2020). Eom, Cheoljun ; Tsai, Ping-Chen ; Park, Jongwon ; Van Hai, Hoang .
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9. Short-horizon market efficiency, order imbalance, and speculative trading: evidence from the Chinese stock market. (2019). HU, Yingyi.
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10. A microstructure study of circuit breakers in the Chinese stock markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye.
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11. A Microstructure Study of Circuit Breakers in the Chinese Stock Markets. (2019). Xu, Kuan ; Zhang, Hao ; Wang, Steven Shuye.
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12. Pension funds, large capital inflows and stock returns in a thin market. (2019). Serwa, Dobromi ; Bohl, Martin T ; Brzeszczyski, Janusz.
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13. Do Chinese mutual funds time the market?. (2018). Yi, LI ; Gan, Shunli ; Qin, Zilong ; He, Lei ; Liu, Zilan.
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14. Who exacerbates the extreme swings in the Chinese stock market?. (2018). Wu, Eliza ; Tian, Shu.
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15. Attention-based vs information-based trading around announcements. Evidence from an emerging market. (2017). Agudelo, Diego ; Munera, Julian ; Hincapie, Juliana ; Amaya, Diego.
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16. Buy-sell imbalance and the mean-variance relation. (2016). Jia, Yun ; Yang, Chunpeng.
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17. Non-Tradable Share Reform, Liquidity, and Stock Returns in China. (2015). Hung, Chi-Hsiou ; Fang, Victor ; Chen, Qiuliang .
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18. Institutional Investor Sentiment and Market Returns: Evidence from the Taiwan Futures Market. (2014). Lee, Hsiu-Chuan ; Lu, Ralph Yang-Cheng ; Chiu, Peter .
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19. Who mimics whom in the equity fund market? Evidence from the Korean equity fund market. (2014). Lee, Bong-Soo ; Kim, Young-Min.
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20. Institutional trading and attention bias. (2014). Hung, Weifeng.
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21. The effect of the subprime crisis on the credit risk in global scale. (2013). Ban, Joon Hwa ; Lee, Sunyoung ; Kim, Soo Yong.
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22. On the predictability of Chinese stock returns. (2010). Kim, Kenneth ; Chen, Xuanjuan ; Yu, Tong ; Yao, Tong .
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1. Asset Pricing in the Dark: The Cross Section of OTC Stocks. (2013). Ang, Andrew ; Tetlock, Paul C. ; Shtauber, Assaf A..
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2. Deconstructing Herding: Evidence from Pension Fund Investment Behavior. (2013). Schmukler, Sergio ; Raddatz, Claudio.
   In: Journal of Financial Services Research.
   RePEc:kap:jfsres:v:43:y:2013:i:1:p:99-126.

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3. Momentum strategies of German mutual funds. (2013). Witt, Johannes ; Walter, Andreas ; Franck, Alexander .
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   RePEc:kap:fmktpm:v:27:y:2013:i:3:p:307-332.

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4. Are mutual funds sitting ducks?. (2013). Yun, Hayong ; Shive, Sophie.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:107:y:2013:i:1:p:220-237.

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5. Identifying the interaction between stock market returns and trading flows of investor types: Looking into the day using daily data. (2013). Weber, Enzo ; Ülkü, Numan ; Ulku, Numan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:37:y:2013:i:8:p:2733-2749.

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6. International herding: Does it differ across sectors?. (2013). Wohar, Mark ; Gebka, Bartosz ; Gbka, Bartosz .
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   RePEc:eee:intfin:v:23:y:2013:i:c:p:55-84.

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7. Government intervention and institutional trading strategy: Evidence from a transition country. (2013). HASAN, IFTEKHAR ; Liu, Zhiyuan ; Yao, YI ; Yang, Rong.
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8. Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market. (2013). Chou, Ray ; Chiu, Banghan ; Liao, Li-Chuan .
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   RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91.

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9. The Impact of Institutional Ownership: A Study of the Australian Equity Market. (2012). Yeung, Danny .
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   RePEc:uts:finphd:11.

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10. Large Capital Inflows and Stock Returnsin a Thin Market. (2012). Serwa, Dobromił ; Brzeszczyski, Janusz ; Bohl, Martin T..
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11. Asymmetric dynamics of stock price continuation. (2012). Huang, Alex Yihou .
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    RePEc:eee:jbfina:v:36:y:2012:i:6:p:1839-1855.

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12. The Choice of Trading Venue and Relative Price Impact of Institutional Trading: ADRs versus the Underlying Securities in their Local Markets. (2012). Chakravarty, Sugato ; Chiyachantana, Chiraphol N. ; Jiang, Christine.
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13. Why Do Institutional Investors Chase Return Trends?. (2012). Kaniel, Ron ; Alt, Aydogan ; Yoeli, Uzi .
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14. Deconstructing herding : evidence from pension fund investment behavior. (2011). Schmukler, Sergio ; Raddatz, Claudio.
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    RePEc:wbk:wbrwps:5700.

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15. Positive feedback trading, institutional investors and securities price fluctuation. (2011). Hong, Yin .
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16. The information content of stock splits. (2011). Nguyen, Hoang Huy ; Singal, Vijay ; Chen, Honghui.
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17. Momentum or contrarian investment strategies: Evidence from Dutch institutional investors. (2011). Kakes, Jan ; de Haan, Leo.
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    RePEc:eee:jbfina:v:35:y:2011:i:9:p:2245-2251.

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18. Institutional trading and share returns. (2011). Gallagher, David ; Foster, Frederick ; Looi, Adrian .
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19. Learning to Identify Students’ Relevant and IrrelevantQuestions in a Micro-blogging Supported Classroom. (2011). Chakravarty, Sugato ; Chiyachantana, Chiraphol N. ; Jiang, Christine.
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20. Market efficiency and international diversification: Evidence from India. (2010). Yao, Lee ; Dicle, Mehmet ; Beyhan, Aydin .
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21. The dynamics of individual and institutional trading on the Shanghai Stock Exchange. (2010). Lee, BongSoo ; Li, Wei ; Wang, Steven Shuye.
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22. Asymmetric investor behavior between buyside and sellside: Evidence from investor classes in the Sri Lankan stock market. (2010). Samarakoon, Lalith P..
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23. Probability of information-based trading and the January effect. (2010). Kang, Moonsoo.
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24. Daily institutional trades and stock price volatility in a retail investor dominated emerging market. (2010). Wang, Steven Shuye ; Li, Wei.
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25. Put your money where your mouth is: Do financial firms follow their own recommendations?. (2009). chang, charles.
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26. Institutional industry herding. (2009). Choi, Nicole ; Sias, Richard W..
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27. Caught on tape: Institutional trading, stock returns, and earnings announcements. (2009). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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28. Institutional investors and stock returns volatility: Empirical evidence from a natural experiment. (2009). Wilfling, Bernd ; Brzeszczynski, Janusz ; Bohl, Martin T..
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29. Market Bubbles and Chrashes. (2008). Kaizoji, Taisei ; Sornette, Didier.
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30. Benchmarking the performance of recommended allocations to equities, bonds, and cash by international investment houses. (2008). Khang, Kenneth ; Miller, Thomas W. ; Bange, Mary M..
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31. When Does a Mutual Funds Trade Reveal its Skill?. (2007). Jagannathan, Ravi ; Gao, Pengjie ; Da, Zhi.
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32. Institutional and individual sentiment: Smart money and noise trader risk?. (2007). Schmeling, Maik.
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33. Caught On Tape: Institutional Trading, Stock Returns, and Earnings Announcements. (2007). Ramadorai, Tarun ; Campbell, John ; Schwartz, Allie .
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34. Institutional investors and stock market efficiency: The case of the January anomaly. (2006). Henke, Harald ; Pal, Rozalia ; Bohl, Martin T. ; Gottschalk, Katrin .
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35. Institutional investors and stock market efficiency: The case of the January anomaly. (2006). Gottschalk, Katrin ; Bohl, Martin T. ; Pal, Rozalia .
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36. The Performance of International Equity Portfolios. (2006). Wongswan, Jon ; Warnock, Francis ; Thomas, Charles ; CharlesP. Thomas, .
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37. The Performance of International Equity Portfolios. (2006). Thomas, Charles ; CharlesP. Thomas, .
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38. Institutional and Individual Sentiment: Smart Money and Noise Trader Risk. (2006). Schmeling, Maik.
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39. Do institutional investors destabilize stock prices? evidence from an emerging market. (2006). Brzeszczynski, Janusz ; Bohl, Martin T..
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40. Futures trading volume as a determinant of prices in different momentum phases. (2006). Masih, Abul ; Hodgson, Allan ; Masih, A. Mansur M., .
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41. Caught On Tape: Institutional Order Flow and Stock Returns. (2005). Ramadorai, Tarun ; Campbell, John ; Vuolteenaho, Tuomo O..
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42. Financial Sector Reform in China. (2005). Thorpe, Michael.
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43. Do Institutional Investors Destabilize Stock Prices? Evidence from an Emerging Market. (2005). Brzeszczynski, Janusz ; Bohl, Martin T..
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44. Momentum and contrarian strategies in international stock markets: Further evidence. (2005). Sharma, Subhash ; Szakmary, Andrew C. ; Shen, Qian .
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45. Determinants and implications of arbitrage holdings in acquisitions. (2005). Hsieh, Jim ; Walkling, Ralph A..
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46. The Use of Derivatives by Investment Managers and Implications for Portfolio Performance and Risk-super-. (2005). Gallagher, David ; NG, AARON ; Fong, Kingsley.
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47. Institutional trading and the turn-of-the-year effect. (2004). Ng, Lilian ; Wang, Qinghai.
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48. Return momentum and global portfolio allocations. (2004). Bange, Mary M. ; Miller, Thomas Jr., .
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49. Credibility and cheap talk of securities analysts: theory and evidence. (2003). Jordi Blanes i Vidal, .
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50. Brand Perceptions and the Market for Common Stock, forthcoming, Journal of Financial and Quantitative. (2001). Subrahmanyam, Avanidhar ; Frieder, Laura .
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