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Forced Portfolio Liquidation
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Forced Portfolio Liquidation (2007)Forced Portfolio LiquidationThe Pricing Behaviour of Firms in the Euro Area: New Survey Evidence (2010)The Pricing Behaviour of Firm…Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data (2010)Price Setting in the Euro Are…Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area (2010)Financial Systems and the Rol…Sticky Prices in the Euro Area: A Summary of New Micro-Evidence (2006)Sticky Prices in the Euro Are…Predatory Trading (2005)Predatory TradingAsset pricing with liquidity risk (2005)Asset pricing with liquidity …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Asset Pricing with Liquidity Risk (2003)Asset Pricing with Liquidity …Liquidity Risk and Expected Stock Returns (2001)Liquidity Risk and Expected S…Convergence trading with wealth effects: an amplification mechanism in financial markets (2001)Convergence trading with weal…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectTransaction Costs and Asset Prices: A Dynamic Equilibrium model (1998)Transaction Costs and Asset P…The Limits of Arbitrage (1995)The Limits of ArbitrageTrading Volume and Serial Correlation in Stock Returns (1993)Trading Volume and Serial Cor…Disclosure, Liquidity, and the Cost of Capital (1991)Disclosure, Liquidity, and th…On the aggregation of information in competitive markets (1980)On the aggregation of informa…Risk Aversion in the Small and in the Large (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Herd Behavior and Investment (1988)Differences of Opinion Make a Horse Race (1993)Volume, Volatility, Price, and Profit When All Traders Are Above Average (1998)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)A New Approach to Measuring Financial Contagion (2003)Style investing (2003)Dynamic correlation analysis of financial contagion: Evidence from Asian markets (2007)A model of investor sentiment /CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)The Cross-Section of Expected Stock Returns (1992)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Market Liquidity and Funding Liquidity (2008)The Relation Between Price Changes and Trading Volume: A Survey (1987)Why Does Stock Market Volatility Change Over Time? (1989)Noise Trader Risk in Financial Markets (1990)Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation (1994)Price Momentum and Trading Volume (2000)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Aggregate Dynamics and Staggered Contracts (1980)Prices Rise Faster than They Fall (2000)Some Evidence on the Importance of Sticky Prices (2004)Price Changes in the Euro Area and the United States: Some Facts from Individual Consumer Price Data (2006)Housing Finance and Monetary Policy (2009)Monetary Non-neutrality in a Multisector Menu Cost Model (2010)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)When Does Information Asymmetry Affect the Cost of Capital? (2010)Understanding commonality in liquidity around the world (2011)Don't Believe the Hype: Local Media Slant, Local Advertising, and Firm Value (2012)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Essays in Positive Economics (1954)Continuous Auctions and Insider Trading (1985)Optimal execution strategies in limit order books with general shape functions (2009)Dynamic Trading with Predictable Returns and Transaction Costs (2013)Systemic Risk and Stability in Financial Networks (2013)Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)The economic implications of corporate financial reporting (2005)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)Liquidity and leverage (2008)
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References

  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
  • 1980On the aggregation of information in competitive markets1,247 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 2001Liquidity Risk and Expected Stock Returns738 cited
  • 2005Predatory Trading588 cited
  • 2006Sticky Prices in the Euro Area: A Summary of New Micro-Evidence476 cited
  • 2010Financial Systems and the Role of Banks in Monetary Policy Transmission in the Euro Area457 cited
  • 1998Transaction Costs and Asset Prices: A Dynamic Equilibrium model440 cited
  • 2010The Pricing Behaviour of Firms in the Euro Area: New Survey Evidence311 cited
  • 2010Price Setting in the Euro Area: Some Stylized Facts from Individual Consumer Price Data310 cited
  • 2003Asset Pricing with Liquidity Risk305 cited
  • 2001Convergence trading with wealth effects: an amplification mechanism in financial markets

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