References

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• 1995The Limits of Arbitrage5,282 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2003Overconfidence and Speculative Bubbles2,227 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 1987Constraints on short-selling and asset price adjustment to private information1,796 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1978Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations1,559 cited
• 2002Equilibrium and welfare in markets with financially constrained arbitrageurs1,196 cited
• 2009Macro Factors in Bond Risk Premia1,043 cited
• 2004An Empirical Analysis of Stock and Bond Market Liquidity900 cited
• 2012Banking Globalization and Monetary Transmission