this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,320 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
- 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION3,714 cited
- 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
- 2005Asset pricing with liquidity risk2,892 cited
- 1979Risk measurement when shares are subject to infrequent trading2,767 cited
- 1977Estimating betas from nonsynchronous data2,751 cited
- 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,229 cited
- 1995Predictable Risk and Returns in Emerging Markets1,152 cited
- 1994Predictable Risk and Returns in Emerging Markets1,042 cited
- 2005Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk1,008 cited
- 2016Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio542 cited
- 2016Increasing Downside Risk480 cited
- 2005
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