References

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• 1986Asset pricing and the bid-ask spread5,087 cited
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• 1986Do Demand Curves for Stocks Slope Down?1,524 cited
• 1999A New Estimate of Transaction Costs1,340 cited
• 1989A nonparametric test for abnormal security-price performance in event studies1,077 cited
• 1986Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures1,023 cited
• 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
• 2000Uniformly least powerful tests of market efficiency839 cited
• 1992Nonparametric event study tests669 cited
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• 2000Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment