References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 1985Continuous Auctions and Insider Trading9,626 cited
• 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
• 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
• 1991Disclosure, Liquidity, and the Cost of Capital3,828 cited
• 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
• 2004Information and the Cost of Capital3,057 cited
• 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
• 2000Agency Costs and Ownership Structure2,517 cited
• 2000The Economic Consequences of Increased Disclosure2,369 cited
• 1995The information content of losses2,315 cited
• 2008Mandatory IFRS Reporting around the World: Early Evidence on the Economic Consequences2,174 cited
• 1999The Economic Consequences of Increased Disclosure2,101 cited
• 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited