this work references cited by second hopReferences
- 1973The Pricing of Options and Corporate Liabilities29,064 cited
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 1974ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*10,779 cited
- 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
- 1985Continuous Auctions and Insider Trading9,626 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
- 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
- 2003Liquidity Risk and Expected Stock Returns5,362 cited
- 1995The Limits of Arbitrage5,282 cited
- 1986Asset pricing and the bid-ask spread5,087 cited
- n.d.A model of investor sentiment /4,073 cited
- 1999
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work