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
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 1986Asset pricing and the bid-ask spread5,087 cited
- 2000Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors3,953 cited
- 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
- 2005Asset pricing with liquidity risk2,816 cited
- 1999A New Estimate of Transaction Costs1,340 cited
- 1998Liquidity and stock returns: An alternative test1,318 cited
- 1986Capital Market Equilibrium with Transaction Costs1,096 cited
- 2004An econometric model of serial correlation and illiquidity in hedge fund returns1,000 cited
- 2007Institutional Investors and Equity Returns: Are Short-term Institutions Better Informed?920 cited
- 2006Liquidity and Asset Prices821 cited
- 2007Pricing the commonality across alternative measures of liquidity585 cited
- 1979
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work