Citation Impact
Citing Papers
On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
1993 Standout
22 Modeling market microstructure time series
1996
Liquidity risk, leverage and long-run IPO returns
2004
Reputation and Financial Intermediation: An Empirical Investigation of the Impact of IPO Mispricing on Underwriter Market Value
1997
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
The choice of equity-selling mechanisms
2004
Insiders' profits, costs of trading, and market efficiency
1986
Continuous Auctions and Insider Trading
1985 Standout
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
1995 StandoutNobel
Efficient Capital Markets: II
1991 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research
1987
Divergence of Opinion, Uncertainty, and the Quality of Initial Public Offerings
2001
Advances in Behavioral Finance.
1995 StandoutNobel
Common risk factors in the returns on stocks and bonds
1993 StandoutNobel
Industry costs of equity
1997 StandoutNobel
Stabilization Activities by Underwriters after Initial Public Offerings
2000
Do Demand Curves for Stocks Slope Down?
1986
Partial Adjustment to Public Information and IPO Underpricing
2002
Commonality in the determinants of expected stock returns
1996
Are Momentum Profits Robust to Trading Costs?
2004
Size, value, and momentum in international stock returns
2012 StandoutNobel
Profitability, investment and average returns
2006 StandoutNobel
On Persistence in Mutual Fund Performance
1997 Standout
Venture capitalists and the decision to go public
1994
An exploratory investigation of the firm size effect
1985
Overcoming Adverse Selection: How Public Intervention Can Restore Market Functioning
2012 StandoutNobel
Disclosure, Liquidity, and the Cost of Capital
1991 StandoutNobel
Liquidity and Market Structure
1988 StandoutNobel
The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks
2002
The Pricing of Japanese Equity Warrants
1992
Can Tax‐Loss Selling Explain the January Seasonal in Stock Returns?
1986
LAPM: A Liquidity‐Based Asset Pricing Model
2001 StandoutNobel
Optimal bond trading with personal taxes
1984
Share Issuance and Cross‐sectional Returns
2008
Optimal Versus Naive Diversification: How Inefficient is the 1/NPortfolio Strategy?
2007 Standout
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
1998 StandoutNobel
Bookbuilding vs. Fixed Price: An Analysis of Competing Strategies for Marketing IPOs
1997
Structural and Return Characteristics of Small and Large Firms
1991
Yes, The APT Is Testable
1985 StandoutNobel
Measuring and Testing the Impact of News on Volatility
1993 StandoutNobel
A Capital Asset Pricing Model with Time-Varying Covariances
1988 StandoutNobel
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing
2006 StandoutNobel
Efficient Capital Markets: II
1991 StandoutNobel
Are Seasonal Anomalies Real? A Ninety-Year Perspective
1988
Scaling the Hierarchy: How and Why Investment Banks Compete for Syndicate Co-Management Appointments
2007
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
2010 StandoutNobel
Multifactor Explanations of Asset Pricing Anomalies
1996 StandoutNobel
Who benefits from secondary market price stabilization of IOPs?
1998
Market Liquidity and Performance Monitoring
1993 StandoutNobel
Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns
1998 StandoutNobel
Trading patterns, bid-ask spreads, and estimated security returns
1989
How Stock Flippers Affect IPO Pricing and Stabilization
2002
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
2000
Further Evidence On Investor Overreaction and Stock Market Seasonality
1987 StandoutNobel
The Cross‐Section of Expected Stock Returns
1992 StandoutNobel
Corporate payout policy
1988
Size-related anomalies and stock return seasonality
1983
Disappearing dividends: changing firm characteristics or lower propensity to pay?
2001 StandoutNobel
Size and stock returns, and other empirical regularities
1983
Ownership and operating performance of companies that go public
1997
Stock Valuation and Learning about Profitability
2003
Allocations, Adverse Selection and Cascades in IPOs: Evidence from the Tel Aviv Stock Exchange
2001
Whom You Know Matters: Venture Capital Networks and Investment Performance
2007 Standout
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
1985 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Strategic IPO Underpricing, Information Momentum, and Lockup Expiration Selling
2001
Earnings Yields, Market Values, and Stock Returns
1989
Does the Stock Market Overreact?
1985 StandoutNobel
Debt/Equity Ratio and Expected Common Stock Returns: Empirical Evidence
1988
Decentralized investment banking
1989 StandoutNobel
Liquidity Provision with Limit Orders and a Strategic Specialist
1997
Biases in computed returns
1983
Dissecting Anomalies
2008 StandoutNobel
A Review of IPO Activity, Pricing, and Allocations
2002 Standout
The Really Long‐Run Performance of Initial Public Offerings: The Pre‐Nasdaq Evidence
2003
The Limits of Noise Trading: An Experimental Analysis
2005
Systematic risk, total risk and size as determinants of stock market returns
1986
When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket
2000
Price Discovery in Initial Public Offerings and the Role of the Lead Underwriter
2000
Efficiency with Costly Information: A Reinterpretation of Evidence from Managed Portfolios
1993
Abnormal Returns to a Fundamental Analysis Strategy
1996
Average Returns, B/M, and Share Issues
2008 StandoutNobel
Tax Clienteles and Asset Pricing
1986 StandoutNobel
The Determinants of Credit Spread Changes
2001 Standout
Stabilization, Syndication, and Pricing of IPOs
1996
The anomalous stock market behavior of small firms in January
1983
Asset pricing and the bid-ask spread
1986 Standout
Ownership dispersion, costly information, and IPO underpricing
1996
Competing Mechanisms in a Common Value Environment
2000
Share price and mortality: An empirical evaluation of newly listed Nasdaq stocks
1997
Constraints on short-selling and asset price adjustment to private information
1987 StandoutNobel
Optimal stock trading with personal taxes
1984
The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest Rates
1986 StandoutNobel
Time and the Price Impact of a Trade
2000 StandoutNobel
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
2002
Leverage, Liquidity, and Long-Run IPO Returns
2000
New lists: Fundamentals and survival rates
2004 StandoutNobel
The effect of value line investment survey rank changes on common stock prices
1985
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
1993 Standout
Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans
2007 Standout
Stocks as Lotteries: The Implications of Probability Weighting for Security Prices
2008
Works of Paul Schultz being referenced
The Trading Profits of Soes Bandits
1998
Corporate Bond Trading Costs and Practices: A Peek Behind the Curtain
1998
Do the Individuals Closest to Internet Firms Believe They Are Overvalued?
2000
Unit initial public offerings
1993
Regulatory and Legal Pressures and the Costs of Nasdaq Trading
2000
Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?
1994
Corporate Bond Trading Costs: A Peek Behind the Curtain
2001
Why Did NASDAQ Market Makers Stop Avoiding Odd‐Eighth Quotes?
1994
Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks
1999
Pricing Warrants: An Empirical Study of the Black‐Scholes Model and Its Alternatives
1990
The Market for Market-Making
2000
Pseudo Market Timing and the Long‐Run Underperformance of IPOs
2003
The trading profits of SOES bandits
1998
Transaction costs and the small firm effect
1983
Aftermarket support and underpricing of initial public offerings
1994
Liquidity: Urban versus rural firms
2005
The Role of IPO Underwriting Syndicates: Pricing, Information Production, and Underwriter Competition
2005
Personal Income Taxes and the January Effect: Small Firm Stock Returns Before the War Revenue Act of 1917: A Note
1985
Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?
1994
Pseudo Market Timing and the Long-Run Performance of IPOs
2001