Publications

Fast Answer

Bloomberg: stock and bond holders

How can I find holders of stocks and bonds in Bloomberg? The full shortcut for viewing holders includes the specific security ticker, then HDS, e.g; GM US [EQUITY] HDS [GO] for holders of GM stock GM8.375... View Details

2005
Working Paper

Investor Sentiment and the Cross-Section of Stock Returns

By: Malcolm Baker and Jeffrey Wurgler

We examine how investor sentiment affects the cross-section of stock returns. Theory predicts that a broad wave of sentiment will disproportionately affect stocks whose valuations are highly subjective and are difficult to arbitrage. We test this prediction by studying... View Details

Keywords: Investment Return; Behavioral Finance; Stocks; Theory; Forecasting and Prediction

November 1984
Article

Corporate Investments in Common Stock

By: W. Mikkelson and R. S. Ruback

Keywords: Investment; Stocks; Business Ventures

September – October 2007
Article

Trading Patterns and Excess Comovement of Stock Returns

By: Robin Greenwood and Nathan Sosner

n April 2000, 30 stocks were replaced in the Nikkei 225 Index. The unusually broad index redefinition allowed for a study of the effects of index-linked trading on the excess comovement of stock returns. A large increase occurred in the correlation of trading volume of... View Details

Keywords: Stocks; Investment Return; Market Transactions; Mathematical Methods

04 Aug 2022
News

Restoring Shareholder Confidence When Your Stock Is Down

2005
Working Paper

Money Illusion in the Stock Market: The Modigliani-Cohn Hypothesis

By: Randolph B. Cohen, Christopher Polk and Tuomo Vuolteenaho

Modigliani and Cohn [1979] hypothesize that the stock market suffers from money illusion, discounting real cash flows at nominal discount rates. While previous research has focused on the pricing of the aggregate stock market relative to Treasury bills, the... View Details

Keywords: Stocks; Price; Cash Flow

February 1985 (Revised August 1994)
Case

MMP: Money Market Preferred Stock

September 2000 (Revised March 2001)
Teaching Note

Korea Stock Exchange 1998 TN

By: Tarun Khanna and Krishna G. Palepu

Teaching Note for (9-199-033). View Details

Keywords: Accounting Industry; Financial Services Industry; South Korea

2005
Working Paper

Float Manipulation and Stock Prices

By: Robin Greenwood

01 Sep 2011
News

Rolling Stock in Baker Exhibit

Railroads and the Transformation of Capitalism, an exhibit in the Baker Library | Bloomberg Center, confirms there is still much to learn about railroads, whose scale and complexity spawned modern business’s management model. Recent scholarship compares the rise of... View Details

Keywords: Museums, Historical Sites, and Similar Institutions; Arts, Entertainment; Colleges, Universities, and Professional Schools; Educational Services; Rail Transportation; Transportation

September 2006
Teaching Note

Corning: Convertible Preferred Stock (TN)

By: Malcolm P. Baker

Keywords: Stocks

February 2002
Article

Stock Options for Undiversified Executives

By: Brian J. Hall and Kevin J. Murphy

Keywords: Management; Stock Options

2023
Working Paper

Avoiding Idiosyncratic Volatility: Flow Sensitivity to Individual Stock Returns

By: Marco Di Maggio, Francesco Franzoni, Shimon Kogan and Ran Xing

Despite positive and significant earnings announcement premia, we find that institutional investors reduce their exposure to stocks before earnings announcements. A novel result on the sensitivity of flows to individual stock returns provides a potential explanation.... View Details

Keywords: New Trading; Mutual Funds; Fund Flows; Limits To Arbitrage; Financial Constraints; Earnings Announcements; Institutional Investing; Stocks

SSRN