References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 2002Dynamic Conditional Correlation7,126 cited
• 2003Liquidity Risk and Expected Stock Returns5,362 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 1987Expected stock returns and volatility4,147 cited
• 1985The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence3,550 cited
• 2000The information content of stock markets: why do emerging markets have synchronous stock price movements?3,332 cited
• 1991Inferring Trade Direction from Intraday Data3,150 cited
• 2005Asset pricing with liquidity risk2,816 cited
• 1982The stochastic behavior of common stock variances Value, leverage and interest rate effects2,382 cited
• 1968The Cost of Transacting1,909 cited
• 2000Commonality in liquidity1,748 cited
• 2001Learning to Be Overconfident1,664 cited
• 1993Trading Volume and Serial Correlation in Stock Returns1,560 cited
• 2001Market Liquidity and Trading Activity