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 42
Liquidity Dynamics and Cross-Autocorrelations
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- Published online by Cambridge University Press:
- 15 February 2011, pp. 709-736
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- Cited by 42
The Rationality of Asset Allocation Recommendations
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- 06 April 2009, pp. 27-41
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- Cited by 42
General Factor Models and the Structure of Security Returns
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- 06 April 2009, pp. 31-52
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- Cited by 41
Analyst Disagreement and Aggregate Volatility Risk
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- 20 February 2014, pp. 1877-1900
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- Cited by 41
New Evidence on Conditional Factor Models
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- 20 December 2018, pp. 1975-2016
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- Cited by 41
Corporate Governance and Risk Taking in Pension Plans: Evidence from Defined Benefit Asset Allocations
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- 03 May 2013, pp. 919-946
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- Cited by 41
The Dividend Initiation Decision of Newly Public Firms: Some Evidence on Signaling with Dividends
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- 20 January 2012, pp. 365-396
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- Cited by 41
Market Manipulation, Price Bubbles, and a Model of the U.S. Treasury Securities Auction Market
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- 06 April 2009, pp. 255-289
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- Cited by 41
The Value of Trading Consolidation: Evidence from the Exercise of Warrants
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- 06 April 2009, pp. 829-846
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- Cited by 41
On the Computation of Continuous Time Option Prices Using Discrete Approximations
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- 06 April 2009, pp. 477-495
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- Cited by 41
An Analytical Model of Interest Rate Differentials and Different Default Recoveries
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- 19 October 2009, pp. 481-490
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- Cited by 41
The Cross Section of Recovery Rates and Default Probabilities Implied by Credit Default Swap Spreads
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- 11 February 2014, pp. 193-220
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- Cited by 41
Competition, Scale Economies, and Transaction Cost in the Stock Market
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- 19 October 2009, pp. 779-802
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- Cited by 41
Earnings Management Surrounding Seasoned Bond Offerings: Do Managers Mislead Ratings Agencies and the Bond Market?
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- 01 July 2011, pp. 687-708
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- Cited by 40
Is There Shareholder Expropriation in the United States? An Analysis of Publicly Traded Subsidiaries
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- 11 January 2010, pp. 1-26
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- Cited by 40
The Valuation of PBGC Insurance Premiums Using an Option Pricing Model
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- 06 April 2009, pp. 89-99
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- Cited by 40
Tick Size and Institutional Trading Costs: Evidence from Mutual Funds
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- 06 April 2009, pp. 915-937
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- Cited by 40
Once Burned, Twice Shy: Money Market Fund Responses to a Systemic Liquidity Shock
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- 08 June 2015, pp. 119-144
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- Cited by 40
Asymmetry in Stock Comovements: An Entropy Approach
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- 06 August 2018, pp. 1479-1507
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- Cited by 40
Interaction of Debt Agency Problems and Optimal Capital Structure: Theory and Evidence
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- 06 April 2009, pp. 399-423
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