this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
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- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 2004Information and the Cost of Capital3,057 cited
- 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
- 1992On the Estimation of Beta-Pricing Models1,615 cited
- 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
- 1991Fundamentals and Stock Returns in Japan1,380 cited
- 1980On the aggregation of information in competitive markets1,247 cited
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- 2003Presidential Address: Liquidity and Price Discovery652 cited
- 1985An exploratory investigation of the firm size effect516 cited
- 2005Equilibrium in a Dynamic Limit Order Market439 cited
- 2006Stock price reaction to public and private information439 cited
- 2001Explaining the Cross‐Section of Stock Returns in Japan: Factors or Characteristics?335 cited
- 1998Risk and Return of Value Stocks
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