Sayad Baronyan

Informa Financial Intelligence, EPFR

Director of Quantitative Research

5 Howick Place

Westminster

London, SW1P 1WG

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

667

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Mispricing by Underreaction of Information: Evidence from Institutional Holdings

Number of pages: 46 Posted: 11 Dec 2022 Last Revised: 23 May 2024
Yinghua Fan, Guanhao Feng and Sayad Baronyan
City University of Hong Kong (CityU), City University of Hong Kong (CityU) and Informa Financial Intelligence, EPFR
Downloads 422 (130,184)

Abstract:

Loading...

Information, institutions, mispricing, price impact, and price momentum.

2.

A Rising Tide Lifts Some (Japanese) Boats: The Bank of Japan's ETF Purchases and Their Impact on Market Signals for Individual Stocks

Number of pages: 29 Posted: 15 Mar 2021
Informa Financial Intelligence, EPFR, Informa Financial Intelligence, EPFR, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 126 (413,777)

Abstract:

Loading...

Central Banks,Quantitative Easing, Stock Selection, ETF

3.

Finding Volatile Stocks using Herfindahl-Hirschman Concentration

Number of pages: 5 Posted: 01 Apr 2021
Informa Financial Intelligence, EPFR, Informa Financial Intelligence, EPFR, Informa Financial Intelligence, EPFR and Informa Financial Intelligence, EPFR
Downloads 119 (431,825)

Abstract:

Loading...

Ownership, Stock Allocation