References

• 1985Continuous Auctions and Insider Trading9,626 cited
• 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
• 2007Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence3,354 cited
• 1991Inferring Trade Direction from Intraday Data3,150 cited
• 2006Political Connections and Corporate Bailouts2,576 cited
• 1968The Cost of Transacting1,909 cited
• 1983Information Effects on the Bid-Ask Spread1,875 cited
• 2011Does Algorithmic Trading Improve Liquidity?1,680 cited
• 1997The Components of the Bid-Ask Spread: A General Approach1,145 cited
• 2002Corporate Governance in Asia: A Survey965 cited
• 2012Transparency, Liquidity, and Valuation: International Evidence on When Transparency Matters Most820 cited
• 1999Ownership structure and corporate governance in Chinese stock companies787 cited
• 1998Blocks, Liquidity, and Corporate Control764 cited
• 2000Presidential Address: Friction681 cited
• 2008Does the type of ownership control matter? Evidence from China’s listed companies640 cited
• 2005