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The negative news threshold—An explanation for negative skewness in stock returns
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The negative news threshold—An explanation for negative skewness in stock returns (2005)The negative news threshold—An explanatio…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Executive compensation (2008)Executive compensationInformation asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature (2001)Information asymmetry, corpor…The variation of certain speculative prices (1997)The variation of certain spec…The Econometrics of Financial Markets (1997)The Econometrics of Financial…Why Firms Voluntarily Disclose Bad News (1994)Why Firms Voluntarily Disclos…On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Measuring and Testing the Impact of News on Volatility (1993)Measuring and Testing the Imp…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Expected stock returns and volatility (1987)Expected stock returns and vo…Dividend Policy under Asymmetric Information (1985)Dividend Policy under Asymmet…Good News and Bad News: Representation Theorems and Applications (1981)Good News and Bad News: Repre…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Illiquidity and stock returns: cross-section and time-series effects (2002)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The economic implications of corporate financial reporting (2005)Revisiting the relation between environmental performance and environmental disclosure: An empirical analysis (2007)Voluntary Nonfinancial Disclosure and the Cost of Equity Capital: The Initiation of Corporate Social Responsibility Reporting (2010)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)The Cross‐Section of Volatility and Expected Returns (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
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References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 2001Information asymmetry, corporate disclosure, and the capital markets: A review of the empirical disclosure literature7,391 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1987Expected stock returns and volatility4,147 cited
  • 1993Measuring and Testing the Impact of News on Volatility3,692 cited
  • 1985Dividend Policy under Asymmetric Information3,459 cited
  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 1981Good News and Bad News: Representation Theorems and Applications3,198 cited
  • 1994Why Firms Voluntarily Disclose Bad News2,435 cited

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2008
Executive compensation
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