References

• 1985Continuous Auctions and Insider Trading9,626 cited
• 1996Financial Dependence and Growth8,055 cited
• 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 1980On the Impossibility of Informationally Efficient Markets3,640 cited
• 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
• 1996Corporate Disclosure Policy and Analyst Behavior.2,743 cited
• 2001Capital markets research in accounting2,575 cited
• 2001Essays on disclosure2,478 cited
• 2002Is Information Risk a Determinant of Asset Returns?1,862 cited
• 1988Liquidity and Market Structure1,532 cited
• 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
• 1997The Components of the Bid-Ask Spread: A General Approach1,145 cited
• 1989On the Usefulness of Earnings and Earnings Research: Lessons and Directions from Two Decades of Empirical Research1,120 cited
• 1985Predisclosure Information, Firm Capitalization, and Security Price Behavior Around Earnings Announcements1,005 cited