References

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• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• 1998Volume, Volatility, Price, and Profit When All Traders Are Above Average1,980 cited
• 1992The weighing of evidence and the determinants of confidence1,842 cited
• 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
• 1990Fads, Martingales, and Market Efficiency1,596 cited
• 1998Optimal Investment, Growth Options, and Security Returns1,477 cited
• 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
• 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
• 1980Dealership market965 cited
• 1989Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests949 cited
• 1998An Anatomy of Trading Strategies858 cited