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Size matters, if you control your junk
16 references·15 citing·20 second hop
Size matters, if you control your junk (2018)Size matters, if you control your junkA five-factor asset pricing model (2014)A five-factor asset pricing m…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Corporate Governance and Equity Prices (2003)Corporate Governance and Equi…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…Industry costs of equity (1997)Industry costs of equityMultifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…The Limits of Arbitrage (1995)The Limits of ArbitrageReturns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The relationship between return and market value of common stocks (1981)The relationship between retu…Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Financial Ratios and the Prob…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)FINANCIAL RATIOS, DISCRIMINAN…Higher expected returns for investors in the energy sector in Europe using an ESG strategy (2022)Higher expected returns for i…Regulator supervisory power and bank loan contracting (2021)Regulator supervisory power a…Ratings-Driven Demand and Systematic Price Fluctuations (2021)Ratings-Driven Demand and Sys…Information uncertainty, investor sentiment, and analyst reports (2021)Information uncertainty, inve…Asset Pricing and Sports Betting (2021)Asset Pricing and Sports Bett…Anomalies in the China A-share market (2021)Anomalies in the China A-shar…The Fundamental-to-Market Ratio and the Value Premium Decline (2020)The Fundamental-to-Market Rat…Ratings-Driven Demand and Systematic Price Fluctuations (2020)Ratings-Driven Demand and Sys…Grow the Pie (2020)Grow the PieCommon Risk Factors in Cryptocurrency (2019)Common Risk Factors in Crypto…A Transaction-Cost Perspective on the Multitude of Firm Characteristics (2019)A Transaction-Cost Perspectiv…The Characteristics of Factor Investing (2018)The Characteristics of Factor…Monetary Momentum (2018)Monetary MomentumFact, Fiction, and the Size Effect (2018)Fact, Fiction, and the Size E…Dissecting Characteristics Nonparametrically (2017)Dissecting Characteristics No…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Financial Ratios As Predictors of Failure (1966)Conditional logit analysis of qualitative choice behavior (1972)Methodological Issues Related to the Estimation of Financial Distress Prediction Models (1984)The Effect of Audit Quality on Earnings Management* (1998)Forecasting Bankruptcy More Accurately: A Simple Hazard Model (2001)On Persistence in Mutual Fund Performance (1997)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Managerial incentives and risk-taking☆ (2005)How does financial reporting quality relate to investment efficiency? (2009)Editor's Choice Digesting Anomalies: An Investment ApproachAsset pricing with liquidity risk (2005)How do family ownership, control and management affect firm value? (2005)The Impact of Corporate Sustainability on Organizational Processes and Performance (2014)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
this work references cited by second hop

References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1968FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY14,869 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 2003Corporate Governance and Equity Prices6,115 cited
  • 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1997Industry costs of equity5,793 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1995The Limits of Arbitrage5,282 cited
  • 1986Asset pricing and the bid-ask spread

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  • 2018Monetary Momentum26 cited
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