Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds-Reference-Cited by-同舟云学术

Does mutual fund ownership reduce stock price clustering? Evidence from active and index funds

Published:2021-07-12 Issue:2 Volume:58 Page:615-647
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Baig Ahmed S.,Blau Benjamin M.,DeLisle R. Jared^ORCID

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

https://link.springer.com/content/pdf/10.1007/s11156-021-01004-0.pdf

Reference94 articles.

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3. Ali A, Durtschi C, Lev B, Trombley M (2004) Changes in Institutional ownership and subsequent earnings announcement abnormal returns. J Acc Audit Financ 19(3):221–248

4. Amihud Y (2002) Illiquidity and stock returns: cross-section and time-series effects. J Financ Mark 5(1):31–56

5. Ang J, Lamb R (1997) A study of large institutional investor trading behavior around leveraged buyouts. Rev Quant Financ Acc 8(3):271–289

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