this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,320 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
- 2003Liquidity Risk and Expected Stock Returns5,362 cited
- 2005Asset pricing with liquidity risk2,892 cited
- 1996Market microstructure and asset pricing: On the compensation for illiquidity in stock returns1,555 cited
- 1998Liquidity and stock returns: An alternative test1,318 cited
- 2007Liquidity and Expected Returns: Lessons from Emerging Markets1,229 cited
- 2012A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices1,134 cited
- 1990Data-Snooping Biases in Tests of Financial Asset Pricing Models1,121 cited
- 1986Capital Market Equilibrium with Transaction Costs1,096 cited
- 1996Commonality in the determinants of expected stock returns1,072 cited
- 2004Why Stock Markets Crash: Critical Events in Complex Financial Systems941 cited
- 2001Trading activity and expected stock returns909 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work