Research graph
References from The salience effect revisited: New examination from a daily perspective. Local targets link to admitted publications; unresolved targets remain external evidence.
Do fund managers misestimate climatic disaster risk?
10.1093/rfs/hhz143 · 2020 · External reference
Illiquidity and stock returns: Cross-section and time-series effects
10.1016/s1386-4181(01)00024-6 · 2002 · External reference
The cross-section of volatility and expected returns
10.1111/j.1540-6261.2006.00836.x · 2006 · External reference
Examining high-frequency patterns in Robinhood users’ trading behavior
10.1016/j.irfa.2025.104369 · 2025 · External reference
A monthly effect in stock returns
10.1016/0304-405x(87)90066-3 · 1987 · External reference
Machine learning vs. economic restrictions: Evidence from stock return predictability
10.1287/mnsc.2022.4449 · 2023 · External reference
Market liquidity as a sentiment indicator
10.1016/j.finmar.2003.11.005 · 2004 · External reference
Maxing out: Stocks as lotteries and the cross-section of expected returns
10.1016/j.jfineco.2010.08.014 · 2011 · External reference
The earnings announcement premium around the globe
10.1016/j.jfineco.2012.10.006 · 2013 · External reference
All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors
10.1093/rfs/hhm079 · 2008 · External reference
Do retail trades move markets?
10.1093/rfs/hhn035 · 2008 · External reference
Stocks as lotteries: The implications of probability weighting for security prices
10.1257/aer.98.5.2066 · 2008 · External reference
Prospect theory and stock market anomalies
10.1111/jofi.13061 · 2021 · External reference
The saliency of the CEO pay ratio
10.1093/rof/rfad039 · 2024 · External reference
Salience theory of choice under risk
10.1093/qje/qjs018 · 2012 · External reference
Salience and asset prices
10.1257/aer.103.3.623 · 2013 · External reference
Salience theory of judicial decisions
10.1086/676007 · 2015 · External reference
Decision weights for experimental asset prices based on visual salience
10.1093/rfs/hhac027 · 2022 · External reference
Expected idiosyncratic skewness
10.1093/rfs/hhp041 · 2010 · External reference
Salience theory and the cross-section of stock returns: International and further evidence
10.1016/j.jfineco.2021.10.010 · 2022 · External reference
On persistence in mutual fund performance
10.1111/j.1540-6261.1997.tb03808.x · 1997 · External reference
Overnight returns, daytime reversals, and future stock returns: Is China different?
10.1016/j.pacfin.2022.101809 · 2022 · External reference
Salience and taxation: Theory and evidence
10.1257/aer.99.4.1145 · 2009 · External reference
Salience and mutual fund investor demand for idiosyncratic volatility
10.1287/mnsc.2020.3716 · 2021 · External reference
Mobile devices and investment news apps: The effects of information release, push notification, and the fear of missing out
10.2308/accr-52625 · 2020 · External reference
Earnings announcement premia and the limits to arbitrage
10.1016/j.jacceco.2007.01.008 · 2007 · External reference
An examination of the robustness of the weekend effect
10.2307/2330769 · 1989 · External reference
Salience theory and stock prices: Empirical evidence
10.1016/j.jfineco.2020.12.012 · 2021 · External reference
Do managers overreact to salient risks? Evidence from hurricane strikes
10.1016/j.jfineco.2017.07.002 · 2017 · External reference
Common risk factors in the returns on stocks and bonds
10.1016/0304-405x(93)90023-5 · 1993 · External reference
Size, value, and momentum in international stock returns
10.1016/j.jfineco.2012.05.011 · 2012 · External reference
A five-factor asset pricing model
10.1016/j.jfineco.2014.10.010 · 2015 · External reference
Risk, return, and equilibrium: Empirical tests
10.1086/260061 · 1973 · External reference
The impact of salience on investor behavior: Evidence from a natural experiment
10.1111/jofi.12851 · 2020 · External reference
Overnight momentum, informational shocks, and late informed trading in China
10.1016/j.irfa.2019.101394 · 2019 · External reference
Market intraday momentum
10.1016/j.jfineco.2018.05.009 · 2018 · External reference
Call auction transparency and market liquidity: Evidence from China
10.1111/irfi.12047 · 2015 · External reference
Salience theory and stock returns: The role of reference-dependent preferences
10.1016/j.ribaf.2025.103165 · 2026 · External reference
A unique ”T + 1 trading rule” in China: Theory and evidence
10.1016/j.jbankfin.2011.09.002 · 2012 · External reference
Have we solved the idiosyncratic volatility puzzle?
10.1016/j.jfineco.2016.02.013 · 2016 · External reference
Replicating anomalies
10.1093/rfs/hhy131 · 2020 · External reference
The role of shorting, firm size, and time on market anomalies
10.1016/j.jfineco.2012.11.005 · 2013 · External reference
Anomalies in the China A-share market
10.1016/j.pacfin.2021.101607 · 2021 · External reference
Returns to buying winners and selling losers: Implications for stock market efficiency
10.1111/j.1540-6261.1993.tb04702.x · 1993 · External reference
Retail trading and return predictability in China
10.1017/s0022109024000085 · 2025 · External reference
Unresolved reference
1973 · External reference
Individual investor trading and stock returns
10.1111/j.1540-6261.2008.01316.x · 2008 · External reference
Salience and taxation with imperfect competition
10.1093/restud/rdad028 · 2024 · External reference
Are seasonal anomalies real? A ninety-year perspective
10.1093/rfs/1.4.403 · 1988 · External reference
Salience, fundamentals, and mispricing
10.1080/15427560.2024.2353598 · 2025 · External reference
Size and value in China
10.1016/j.jfineco.2019.03.008 · 2019 · External reference
Lottery preference, short-sale constraint, and the salience effect: Evidence from China
10.1016/j.econmod.2023.106341 · 2023 · External reference
A tug of war: Overnight versus intraday expected returns
10.1016/j.jfineco.2019.03.011 · 2019 · External reference
Trading mechanisms in securities markets
10.1111/j.1540-6261.1992.tb04403.x · 1992 · External reference
Experience effects in finance: Foundations, applications, and future directions
10.1093/rof/rfab020 · 2021 · External reference
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · 1987 · External reference
Liquidity risk and expected stock returns
10.1086/374184 · 2003 · External reference
The overnight return puzzle and the ”T + 1” trading rule in Chinese stock markets
10.1016/j.finmar.2020.100534 · 2020 · External reference
Limited attention and M&A announcements
10.1016/j.jempfin.2018.10.001 · 2018 · External reference
Capital market seasonality: The case of stock returns
10.1016/0304-405x(76)90028-3 · 1976 · External reference
Salience theory in price and trading volume: Evidence from China
10.1016/j.jempfin.2022.11.005 · 2023 · External reference
Retail and institutional investor trading behaviors: Evidence from China
10.1146/annurev-financial-082123-110132 · 2024 · External reference
Judgment under uncertainty: Heuristics and biases
10.1126/science.185.4157.1124 · 1974 · External reference
Advances in prospect theory: Cumulative representation of uncertainty
10.1007/bf00122574 · 1992 · External reference
Certain observations on seasonal movements in stock prices
1942 · External reference
The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares
10.1016/j.pacfin.2024.102319 · 2024 · External reference
Advances in prospect theory: Cumulative representation of uncertainty
10.1007/bf00122574 · ExternalCitation · doi-reference
Capital market seasonality: The case of stock returns
10.1016/0304-405x(76)90028-3 · ExternalCitation · doi-reference
A monthly effect in stock returns
10.1016/0304-405x(87)90066-3 · ExternalCitation · doi-reference
Common risk factors in the returns on stocks and bonds
10.1016/0304-405x(93)90023-5 · ExternalCitation · doi-reference
Lottery preference, short-sale constraint, and the salience effect: Evidence from China
10.1016/j.econmod.2023.106341 · ExternalCitation · doi-reference
Market liquidity as a sentiment indicator
10.1016/j.finmar.2003.11.005 · ExternalCitation · doi-reference
The overnight return puzzle and the ”T + 1” trading rule in Chinese stock markets
10.1016/j.finmar.2020.100534 · ExternalCitation · doi-reference
Overnight momentum, informational shocks, and late informed trading in China
10.1016/j.irfa.2019.101394 · ExternalCitation · doi-reference
Examining high-frequency patterns in Robinhood users’ trading behavior
10.1016/j.irfa.2025.104369 · ExternalCitation · doi-reference
Earnings announcement premia and the limits to arbitrage
10.1016/j.jacceco.2007.01.008 · ExternalCitation · doi-reference
A unique ”T + 1 trading rule” in China: Theory and evidence
10.1016/j.jbankfin.2011.09.002 · ExternalCitation · doi-reference
Limited attention and M&A announcements
10.1016/j.jempfin.2018.10.001 · ExternalCitation · doi-reference
Salience theory in price and trading volume: Evidence from China
10.1016/j.jempfin.2022.11.005 · ExternalCitation · doi-reference
Maxing out: Stocks as lotteries and the cross-section of expected returns
10.1016/j.jfineco.2010.08.014 · ExternalCitation · doi-reference
Size, value, and momentum in international stock returns
10.1016/j.jfineco.2012.05.011 · ExternalCitation · doi-reference
The earnings announcement premium around the globe
10.1016/j.jfineco.2012.10.006 · ExternalCitation · doi-reference
The role of shorting, firm size, and time on market anomalies
10.1016/j.jfineco.2012.11.005 · ExternalCitation · doi-reference
A five-factor asset pricing model
10.1016/j.jfineco.2014.10.010 · ExternalCitation · doi-reference
Have we solved the idiosyncratic volatility puzzle?
10.1016/j.jfineco.2016.02.013 · ExternalCitation · doi-reference
Do managers overreact to salient risks? Evidence from hurricane strikes
10.1016/j.jfineco.2017.07.002 · ExternalCitation · doi-reference
Market intraday momentum
10.1016/j.jfineco.2018.05.009 · ExternalCitation · doi-reference
Size and value in China
10.1016/j.jfineco.2019.03.008 · ExternalCitation · doi-reference
A tug of war: Overnight versus intraday expected returns
10.1016/j.jfineco.2019.03.011 · ExternalCitation · doi-reference
Salience theory and stock prices: Empirical evidence
10.1016/j.jfineco.2020.12.012 · ExternalCitation · doi-reference
Salience theory and the cross-section of stock returns: International and further evidence
10.1016/j.jfineco.2021.10.010 · ExternalCitation · doi-reference
Anomalies in the China A-share market
10.1016/j.pacfin.2021.101607 · ExternalCitation · doi-reference
Overnight returns, daytime reversals, and future stock returns: Is China different?
10.1016/j.pacfin.2022.101809 · ExternalCitation · doi-reference
The change in salience and the cross-section of stock returns: Empirical evidence from China A-shares
10.1016/j.pacfin.2024.102319 · ExternalCitation · doi-reference
Salience theory and stock returns: The role of reference-dependent preferences
10.1016/j.ribaf.2025.103165 · ExternalCitation · doi-reference
Illiquidity and stock returns: Cross-section and time-series effects
10.1016/s1386-4181(01)00024-6 · ExternalCitation · doi-reference
Retail trading and return predictability in China
10.1017/s0022109024000085 · ExternalCitation · doi-reference
Salience, fundamentals, and mispricing
10.1080/15427560.2024.2353598 · ExternalCitation · doi-reference
Risk, return, and equilibrium: Empirical tests
10.1086/260061 · ExternalCitation · doi-reference
Liquidity risk and expected stock returns
10.1086/374184 · ExternalCitation · doi-reference
Salience theory of judicial decisions
10.1086/676007 · ExternalCitation · doi-reference
Salience theory of choice under risk
10.1093/qje/qjs018 · ExternalCitation · doi-reference
Salience and taxation with imperfect competition
10.1093/restud/rdad028 · ExternalCitation · doi-reference
Are seasonal anomalies real? A ninety-year perspective
10.1093/rfs/1.4.403 · ExternalCitation · doi-reference
Decision weights for experimental asset prices based on visual salience
10.1093/rfs/hhac027 · ExternalCitation · doi-reference
All that glitters: The effect of attention and news on the buying behavior of individual and institutional investors
10.1093/rfs/hhm079 · ExternalCitation · doi-reference
Do retail trades move markets?
10.1093/rfs/hhn035 · ExternalCitation · doi-reference
Expected idiosyncratic skewness
10.1093/rfs/hhp041 · ExternalCitation · doi-reference
Replicating anomalies
10.1093/rfs/hhy131 · ExternalCitation · doi-reference
Do fund managers misestimate climatic disaster risk?
10.1093/rfs/hhz143 · ExternalCitation · doi-reference
Experience effects in finance: Foundations, applications, and future directions
10.1093/rof/rfab020 · ExternalCitation · doi-reference
The saliency of the CEO pay ratio
10.1093/rof/rfad039 · ExternalCitation · doi-reference
Call auction transparency and market liquidity: Evidence from China
10.1111/irfi.12047 · ExternalCitation · doi-reference
Trading mechanisms in securities markets
10.1111/j.1540-6261.1992.tb04403.x · ExternalCitation · doi-reference
Returns to buying winners and selling losers: Implications for stock market efficiency
10.1111/j.1540-6261.1993.tb04702.x · ExternalCitation · doi-reference
On persistence in mutual fund performance
10.1111/j.1540-6261.1997.tb03808.x · ExternalCitation · doi-reference
The cross-section of volatility and expected returns
10.1111/j.1540-6261.2006.00836.x · ExternalCitation · doi-reference
Individual investor trading and stock returns
10.1111/j.1540-6261.2008.01316.x · ExternalCitation · doi-reference
The impact of salience on investor behavior: Evidence from a natural experiment
10.1111/jofi.12851 · ExternalCitation · doi-reference
Prospect theory and stock market anomalies
10.1111/jofi.13061 · ExternalCitation · doi-reference
Judgment under uncertainty: Heuristics and biases
10.1126/science.185.4157.1124 · ExternalCitation · doi-reference
Retail and institutional investor trading behaviors: Evidence from China
10.1146/annurev-financial-082123-110132 · ExternalCitation · doi-reference
Salience and asset prices
10.1257/aer.103.3.623 · ExternalCitation · doi-reference
Stocks as lotteries: The implications of probability weighting for security prices
10.1257/aer.98.5.2066 · ExternalCitation · doi-reference
Salience and taxation: Theory and evidence
10.1257/aer.99.4.1145 · ExternalCitation · doi-reference
Salience and mutual fund investor demand for idiosyncratic volatility
10.1287/mnsc.2020.3716 · ExternalCitation · doi-reference
Machine learning vs. economic restrictions: Evidence from stock return predictability
10.1287/mnsc.2022.4449 · ExternalCitation · doi-reference
A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix
10.2307/1913610 · ExternalCitation · doi-reference
An examination of the robustness of the weekend effect
10.2307/2330769 · ExternalCitation · doi-reference
Mobile devices and investment news apps: The effects of information release, push notification, and the fear of missing out
10.2308/accr-52625 · ExternalCitation · doi-reference
