References

• 1973The Pricing of Options and Corporate Liabilities29,064 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
• 2014A five-factor asset pricing model7,841 cited
• 2003Liquidity Risk and Expected Stock Returns5,362 cited
• 2008Market Liquidity and Funding Liquidity5,007 cited
• 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
• 2001The Determinants of Credit Spread Changes2,253 cited
• 2004Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market2,087 cited
• 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
• 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
• 1988Liquidity and Market Structure1,532 cited
• 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
• 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
• 2004Over-the-Counter Markets1,199 cited
• 2002