This paper examines how the investment horizons of a firm's institutional investors affect its
corporate social responsibility (CSR) activities. Using data on US firms' CSR ratings over the …

This paper combines daily buy and sell institutional trading volume with all news
announcements from Reuters. Using institutional order flow (buy volume minus sell volume) …

This paper studies herding behavior of institutional investors in international markets. First,
we document the existence of wide-spread herding in 41 countries (referred to as “target …

We survey the growing academic literature using Abel Noser data, including 55 publications
thus far. We analyze publication patterns to explore how the availability of a specialized …

The problem of stock market prediction is a challenging task owing to its complex nature and
the numerous indirect factors at play. The sentiments regarding socio-political issues such …

Almost 20 years after its publication, Piotroski's (J Account Res 38: 1–41, 2000) FSCORE,
the composite measure of the firm's fundamental strength remains a strong predictor of …

This paper argues fundamental information help resolve information uncertainty that leads to
high idiosyncratic volatility premium. The IVOL-return relation is negative for stocks with poor …

Research Question: Can the F-Score predict the stock market returns in the cross section of
international stock markets? Motivation: The majority of the literature, in the area of the F …

The extant literature shows that institutional investors engage in corporate governance to
enhance a firm's long‐term value. Measuring firm performance using the F‐Score, we …

The literature on stock price momentum documents that past price performance predicts
future price performance (over the next 3–12 months). We argue that past price performance …