Citation Impact
Citing Papers
A Gene-Coexpression Network for Global Discovery of Conserved Genetic Modules
2003 StandoutScience
The Disposition Effect and Momentum
2002
Individual differences in reasoning: Implications for the rationality debate?
2000 Standout
A theory of power-law distributions in financial market fluctuations
2003 Nature
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
Transaction Costs and Asset Prices: A Dynamic Equilibrium model
1998
Illiquidity and stock returns: cross-section and time-series effects
2002 Standout
Microeconomic Origins of Macroeconomic Tail Risks
2016 StandoutNobel
Deciphering the Liquidity and Credit Crunch 2007–2008
2009 Standout
Conference calls and information asymmetry
2004
Corporate Bond Market Transaction Costs and Transparency
2007
Corporate policies restricting trading by insiders
2000
The market pricing of accruals quality
2005 Standout
Common Factors in Prices, Order Flows and Liquidity
1999
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
2007 Standout
Private Benefits, Block Transaction Premiums and Ownership Structure
2000
New Evidence and Perspectives on Mergers
2001 Standout
MIDAS Regressions: Further Results and New Directions
2007
Algorithms at Work: The New Contested Terrain of Control
2019 Standout
Is Information Risk a Determinant of Asset Returns?
2000
Advertising, Breadth of Ownership, and Liquidity
2003
Privatization and stock market liquidity
2006
Tests of microstructural hypotheses in the foreign exchange market
1995
Market Maker Inventories and Liquidity
2007
Asset pricing with liquidity risk
2005 Standout
Foreign institutional ownership and stock market liquidity: Evidence from Indonesia
2009 Standout
Corporate Social Responsibility: Is it Rewarded by the Corporate Bond Market? A Critical Note
2010
Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model
1998 StandoutNobel
Capital Structure Decisions: Which Factors Are Reliably Important?
2009 Standout
Liquidity Risk and Expected Stock Returns
2003 Standout
Is Sound Just Noise?
2001
Costs of Equity and Earnings Attributes
2004 Standout
The Courage of Misguided Convictions
1999
Investor Psychology and Asset Pricing
2001 Standout
The on-the-run liquidity phenomenon
2009
Do Behavioral Biases Affect Prices?
2005
Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
1998 StandoutNobel
The Economic Importance of Financial Literacy: Theory and Evidence
2014 Standout
In Search of Attention
2011 Standout
Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches
2008 Standout
Good Day Sunshine: Stock Returns and the Weather
2003
Accounting Information, Disclosure, and the Cost of Capital
2007 Standout
The World Price of Insider Trading
2002 Standout
Market microstructure: A survey
2000
On the use of instrumental variables in accounting research
2009 Standout
The Role of Theory in Field Experiments
2011 StandoutNobel
High frequency data in financial markets: Issues and applications
1997
An Introduction to Econophysics: Correlations and Complexity in Finance
2000 Standout
R2 around the world: New theory and new tests☆
2005 Standout
Corporate Social Responsibility and Credit Ratings
2013 Standout
On the Fintech Revolution: Interpreting the Forces of Innovation, Disruption, and Transformation in Financial Services
2018 Standout
Textual Analysis in Accounting and Finance: A Survey
2016 Standout
Twitter mood predicts the stock market
2011 Standout
Automating Finance
2019
Good Day Sunshine: Stock Returns and the Weather
2001
Operations in Financial Services—An Overview
2010
Liquidity, Information, and Infrequently Traded Stocks
1996
The effect of pro-environmental preferences on bond prices: Evidence from green bonds
2018 Standout
Catching Up with the Joneses: Heterogeneous Preferences and the Dynamics of Asset Prices
2000
Who Lost the Most? Financial Literacy, Cognitive Abilities, and the Financial Crisis
2011
Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts
1998 Standout
Is Information Risk a Determinant of Asset Returns?
2002
Do Behavioral Biases Affect Prices?
2001
From Efficient Markets Theory to Behavioral Finance
2003 StandoutNobel
Bid-Ask Spreads, Trading Networks, and the Pricing of Securitizations
2017 Standout
All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors
2007 Standout
Market Liquidity and Funding Liquidity
2008 Standout
The Courage of Misguided Convictions: The Trading Behavior of Individual Investors
2000
Emotion and Decision Making
2014 Standout
Does Market Experience Eliminate Market Anomalies?
2003
What Happened to the Quants in August 2007?
2007
Private Benefits of Control: An International Comparison
2004 Standout
Prebid Run‐Ups Ahead of Canadian Takeovers: How Big Is the Problem?
2009
Adverse Selection and Intermediation Chains
2014
Disposition Effect and Firm Size: New Evidence on Individual Investor Trading Activity
2001
Presidential Address: Liquidity and Price Discovery
2003
The economic consequences of increased disclosure: Evidence from international cross-listings☆
2006
A Langevin approach to stock market fluctuations and crashes
1998
Time and the Price Impact of a Trade
2000 StandoutNobel
The financial reporting environment: Review of the recent literature
2010 Standout
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
1997 StandoutNobel
Information and the Cost of Capital
2004 Standout
Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards
2004 Standout
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Heuristics and Biases: The Psychology of Intuitive Judgment
2004 StandoutNobel
Order Flow and Exchange Rate Dynamics
2002 Standout
The economic implications of corporate financial reporting
2005 Standout
The Economics of High-Frequency Trading: Taking Stock
2016
The Cross‐Section of Volatility and Expected Returns
2006 Standout
Works of Steven C. Mann being referenced
Life in the Pits: Competitive Market Making and Inventory Control
1998
Corporate Debt Issuance and the Historical Level of Interest Rates
2008
Market Microstructure Theory.
1996
Professional trader discipline and trade disposition
2005
Life in the Pits: Competitive Market Making and Inventory Control
1996
Do Professional Traders Exhibit Loss Realization Aversion
2001