Matches in SemOpenAlex for { <https://semopenalex.org/work/W2892325532> ?p ?o ?g. }
Showing items 1 to 66 of
66
with 100 items per page.
- W2892325532 abstract "Over-the-counter (OTC) stocks are far less liquid, disclose less information, and exhibit lower institutional holdings than listed stocks. We exploit these different market conditions to test theories of cross-sectional return premiums. Compared to premiums in listed markets, the OTC illiquidity premium is several times higher, the size, value, and volatility premiums are similar, and the momentum premium is three times lower. The OTC illiquidity, size, value, and volatility premiums are largest among stocks held predominantly by retail investors and those not disclosing financial information. Theories of differences in investors' opinions and limits on short sales help explain these return premiums." @default.
- W2892325532 created "2018-09-27" @default.
- W2892325532 creator A5009397469 @default.
- W2892325532 creator A5052688801 @default.
- W2892325532 creator A5078960449 @default.
- W2892325532 date "2011-01-01" @default.
- W2892325532 modified "2023-09-30" @default.
- W2892325532 title "Asset Pricing in the Dark: The Cross Section of OTC Stocks" @default.
- W2892325532 doi "https://doi.org/10.2139/ssrn.1817542" @default.
- W2892325532 hasPublicationYear "2011" @default.
- W2892325532 type Work @default.
- W2892325532 sameAs 2892325532 @default.
- W2892325532 citedByCount "2" @default.
- W2892325532 countsByYear W28923255322013 @default.
- W2892325532 countsByYear W28923255322015 @default.
- W2892325532 crossrefType "journal-article" @default.
- W2892325532 hasAuthorship W2892325532A5009397469 @default.
- W2892325532 hasAuthorship W2892325532A5052688801 @default.
- W2892325532 hasAuthorship W2892325532A5078960449 @default.
- W2892325532 hasConcept C106159729 @default.
- W2892325532 hasConcept C144133560 @default.
- W2892325532 hasConcept C160623529 @default.
- W2892325532 hasConcept C162324750 @default.
- W2892325532 hasConcept C181236170 @default.
- W2892325532 hasConcept C2775933567 @default.
- W2892325532 hasConcept C2779150987 @default.
- W2892325532 hasConcept C556758197 @default.
- W2892325532 hasConcept C60718061 @default.
- W2892325532 hasConcept C91602232 @default.
- W2892325532 hasConceptScore W2892325532C106159729 @default.
- W2892325532 hasConceptScore W2892325532C144133560 @default.
- W2892325532 hasConceptScore W2892325532C160623529 @default.
- W2892325532 hasConceptScore W2892325532C162324750 @default.
- W2892325532 hasConceptScore W2892325532C181236170 @default.
- W2892325532 hasConceptScore W2892325532C2775933567 @default.
- W2892325532 hasConceptScore W2892325532C2779150987 @default.
- W2892325532 hasConceptScore W2892325532C556758197 @default.
- W2892325532 hasConceptScore W2892325532C60718061 @default.
- W2892325532 hasConceptScore W2892325532C91602232 @default.
- W2892325532 hasLocation W28923255321 @default.
- W2892325532 hasOpenAccess W2892325532 @default.
- W2892325532 hasPrimaryLocation W28923255321 @default.
- W2892325532 hasRelatedWork W1484187871 @default.
- W2892325532 hasRelatedWork W1697890668 @default.
- W2892325532 hasRelatedWork W1786410513 @default.
- W2892325532 hasRelatedWork W1817768542 @default.
- W2892325532 hasRelatedWork W188902488 @default.
- W2892325532 hasRelatedWork W2026771722 @default.
- W2892325532 hasRelatedWork W2127928850 @default.
- W2892325532 hasRelatedWork W23488600 @default.
- W2892325532 hasRelatedWork W2378863822 @default.
- W2892325532 hasRelatedWork W2801763713 @default.
- W2892325532 hasRelatedWork W2940163201 @default.
- W2892325532 hasRelatedWork W3081100529 @default.
- W2892325532 hasRelatedWork W3122749435 @default.
- W2892325532 hasRelatedWork W3124640994 @default.
- W2892325532 hasRelatedWork W3124729949 @default.
- W2892325532 hasRelatedWork W3125667176 @default.
- W2892325532 hasRelatedWork W3125673121 @default.
- W2892325532 hasRelatedWork W3161040127 @default.
- W2892325532 hasRelatedWork W3179973573 @default.
- W2892325532 hasRelatedWork W3124509279 @default.
- W2892325532 isParatext "false" @default.
- W2892325532 isRetracted "false" @default.
- W2892325532 magId "2892325532" @default.
- W2892325532 workType "article" @default.