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 28
Stock Market Seasonals and Prespecified Multifactor Pricing Relations
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 517-533
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- Cited by 28
Liquidity and Information in Limit Order Markets
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- 02 October 2019, pp. 1792-1839
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- Cited by 28
Corporate Liquidity, Acquisitions, and Macroeconomic Conditions
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- 04 November 2019, pp. 443-474
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- Cited by 28
Industrial Electricity Usage and Stock Returns
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- 08 February 2017, pp. 37-69
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- Cited by 28
Asymmetric Information, Financial Reporting, and Open-Market Share Repurchases
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- 01 November 2016, pp. 1165-1192
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- Cited by 28
Information Quality, Learning, and Stock Market Returns
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- 06 April 2009, pp. 595-620
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A Shifting Regimes Approach to the Stationarity of the Market Model Parameters of Individual Securities
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- 06 April 2009, pp. 307-321
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Leverage Constraints and the Optimal Hedging of Stock and Bond Options
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- 06 April 2009, pp. 199-222
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- Cited by 28
On the Asymmetry of Market Returns
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- 06 April 2009, pp. 653-660
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- Cited by 28
Venture Capitalists and COVID-19
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- 24 August 2021, pp. 2474-2499
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- Cited by 28
Comparative Performance of the Black-Scholes and Roll-Geske-Whaley Option Pricing Models
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- 06 April 2009, pp. 345-354
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- Cited by 28
The Intertemporal Behavior of Corporate Debt Policy
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- 19 October 2009, pp. 555-566
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- Cited by 28
The Effects of Large Bank Failures upon Investors' Risk Cognizance in the Commercial Banking Industry
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- 19 October 2009, pp. 465-477
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Changing the Nexus: The Evolution and Renegotiation of Venture Capital Contracts
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- 06 August 2015, pp. 349-375
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- Cited by 28
Investment–Cash Flow Sensitivity: Fact or Fiction?
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- 24 May 2017, pp. 1111-1141
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- Cited by 27
Stock Returns as Predictors of Interest Rates and Inflation
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- 06 April 2009, pp. 47-58
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- Cited by 27
Forecasting Currency Excess Returns: Can the Forward Bias Be Exploited?
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- 06 April 2009, pp. 963-990
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Forecasting Systematic Risk: Estimates of “Raw” Beta that Take Account of the Tendency of Beta to Change and the Heteroskedasticity of Residual Returns
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- 06 April 2009, pp. 127-149
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- Cited by 27
A Model for Bond Portfolio Improvement
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- 19 October 2009, pp. 243-260
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- Cited by 27
Insiders' Tax Preferences and Firms' Choices between Dividends and Share Repurchases
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- 06 April 2009, pp. 213-244
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