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 303
Do Persistent Large Cash Reserves Hinder Performance?
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 275-294
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- Cited by 301
Profitability of Momentum Stragegies in the International Equity Markets
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 153-172
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- Cited by 301
Returns to Acquirers of Listed and Unlisted Targets
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- 06 April 2009, pp. 197-220
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- Cited by 301
Characterizing World Market Integration through Time
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- 06 April 2009, pp. 915-940
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- Cited by 300
Forward Contracts and Firm Value: Investment Incentive and Contracting Effects
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- 06 April 2009, pp. 519-532
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- Cited by 300
A Quick Algorithm for Pricing European Average Options
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- 06 April 2009, pp. 377-389
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- Cited by 300
Asset Pricing in a Generalized Mean-Lower Partial Moment Framework: Theory and Evidence
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- 06 April 2009, pp. 285-311
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- Cited by 300
CEO Personal Risk-Taking and Corporate Policies
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- Published online by Cambridge University Press:
- 09 March 2016, pp. 139-164
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- Cited by 300
One-Factor Interest-Rate Models and the Valuation of Interest-Rate Derivative Securities
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- 06 April 2009, pp. 235-254
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- Cited by 299
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
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- 05 April 2013, pp. 343-375
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- Cited by 299
Risk-Neutral Skewness: Evidence from Stock Options
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- 06 April 2009, pp. 471-493
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- Cited by 290
Cognitive Dissonance, Sentiment, and Momentum
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- 29 November 2012, pp. 245-275
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- Cited by 287
Speculative Retail Trading and Asset Prices
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- 01 March 2013, pp. 377-404
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- Cited by 287
The Nature of Option Interactions and the Valuation of Investments with Multiple Real Options
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- 06 April 2009, pp. 1-20
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- Cited by 285
An Empirical Bayes Approach to Efficient Portfolio Selection
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- 06 April 2009, pp. 293-305
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- Cited by 283
An Examination of the Robustness of the Weekend Effect
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- 06 April 2009, pp. 133-169
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- Cited by 283
Financial Innovation: The Last Twenty Years and the Next
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- 06 April 2009, pp. 459-471
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- Cited by 282
The Influence of Affect on Beliefs, Preferences, and Financial Decisions
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- 18 February 2011, pp. 605-626
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- Cited by 281
A Lattice Framework for Option Pricing with Two State Variables
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- 06 April 2009, pp. 1-12
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- Cited by 281
A Note on the Comparison of Logit and Discriminant Models of Consumer Credit Behavior
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- 06 April 2009, pp. 757-770
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