Most cited
This page lists all time most cited articles for this title. Please use the publication date filters on the left if you would like to restrict this list to recently published content, for example to articles published in the last three years. The number of times each article was cited is displayed to the right of its title and can be clicked to access a list of all titles this article has been cited by.
- Cited by 74
Is Foreign Exchange Risk Priced in the Japanese Stock Market?
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 361-382
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- Cited by 73
Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks
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- Published online by Cambridge University Press:
- 01 August 2009, pp. 953-986
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- Cited by 73
Lending Relationships and the Effect of Bank Distress: Evidence from the 2007–2009 Financial Crisis
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- Published online by Cambridge University Press:
- 24 February 2016, pp. 1165-1197
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- Cited by 73
A Comparative Analysis of Stock Price Behavior on the Bombay, London, and New York Stock Exchanges
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- 19 October 2009, pp. 391-413
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- Cited by 73
Target Firm Abnormal Returns and Trading Volume around the Initiation of Change in Control Transactions
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- 06 April 2009, pp. 109-129
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- Cited by 73
Are CFOs’ Trades More Informative Than CEOs’ Trades?
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- 19 April 2012, pp. 743-762
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- Cited by 73
Have World, Country, and Industry Risks Changed over Time? An Investigation of the Volatility of Developed Stock Markets
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- 06 April 2009, pp. 195-222
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- Cited by 73
Risk Premia and the VIX Term Structure
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- 27 December 2017, pp. 2461-2490
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- Cited by 73
The Desire to Acquire and IPO Long-Run Underperformance
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- 20 April 2012, pp. 493-510
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- Cited by 73
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks
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- 06 April 2009, pp. 93-121
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- Cited by 73
The Value of Information: Inferences from the Profitability of Insider Trading
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- 06 April 2009, pp. 553-571
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- Cited by 73
Trading Volume and Information Revelation in Stock Market
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- 06 April 2009, pp. 545-565
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- Cited by 72
Positively Weighted Minimum-Variance Portfolios and the Structure of Asset Expected Returns
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- 06 April 2009, pp. 513-537
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- Cited by 72
The Response of Stock Prices to Permanent and Temporary Shocks to Dividends
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- 06 April 2009, pp. 1-22
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- Cited by 72
Ownership Studies: The Data Source Does Matter
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- 06 April 2009, pp. 311-329
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- Cited by 72
Stock Exchange Listings and Securities Returns
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- 19 October 2009, pp. 415-432
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- Cited by 72
A Methodology for Assessing Model Risk and its Application to the Implied Volatility Function Model
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- 06 April 2009, pp. 297-318
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- Cited by 72
Does Market Risk Really Explain the Size Effect?
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- 06 April 2009, pp. 337-351
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- Cited by 72
Media Coverage and IPO Pricing around the World
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- 26 July 2019, pp. 1515-1553
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- Cited by 71
Investment Efficiency and Product Market Competition
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- 27 December 2017, pp. 2611-2642
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