References

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• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 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
• 1995The Limits of Arbitrage5,282 cited
• 1980On the Impossibility of Informationally Efficient Markets5,122 cited
• 2005Asset pricing with liquidity risk2,816 cited
• 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
• 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
• 2013Betting against beta2,027 cited
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• 2009Expected Stock Returns and Variance Risk Premia1,776 cited
• 1988Liquidity and Market Structure1,532 cited
• 1992Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement