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Do fire sales create externalities?

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References

2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
2003Liquidity Risk and Expected Stock Returns5,362 cited
1995The Limits of Arbitrage5,282 cited
1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach2,901 cited
2005Asset pricing with liquidity risk2,816 cited
1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
2009How Active Is Your Fund Manager? A New Measure That Predicts Performance1,660 cited
2001Market Liquidity and Trading Activity1,555 cited
2011The Illiquidity of Corporate Bonds989 cited
2012Monetary Policy as Financial Stability Regulation856 cited
2011Corporate bond liquidity before and after the onset of the subprime crisis787 cited
2012A Flow-Based Explanation for Return Predictability769 cited
2010Mutual Fund Incubation709 cited
2010Payoff complementarities and financial fragility: Evidence from mutual fund outflows702 cited
2010The Leverage Cycle

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