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 26
Customer Order Flow, Intermediaries, and Discovery of the Equilibrium Risk-Free Rate
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- Published online by Cambridge University Press:
- 20 April 2012, pp. 821-849
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- Cited by 26
Measuring True Stock Index Value in the Presence of Infrequent Trading
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 455-464
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- Cited by 26
Timing Decisions and the Behavior of Mutual Fund Systematic Risk
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 579-602
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- Cited by 26
Optimal Consumption and Investment under Time-Varying Liquidity Constraints
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- Published online by Cambridge University Press:
- 14 September 2018, pp. 1643-1681
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- Cited by 26
Abstract: An Exploration of Nondissipative Dividend-Signaling Structures
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 667-668
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- Cited by 26
Busy Directors and Shareholder Satisfaction
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- Published online by Cambridge University Press:
- 13 August 2019, pp. 2181-2210
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- Cited by 25
Benchmark Discrepancies and Mutual Fund Performance Evaluation
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- Published online by Cambridge University Press:
- 05 February 2021, pp. 543-571
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- Cited by 25
Thinness in Capital Markets: The Case of the Tel Aviv Stock Exchange
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- Published online by Cambridge University Press:
- 19 October 2009, pp. 129-142
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- Cited by 25
Ambiguity Aversion and Underdiversification
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- Published online by Cambridge University Press:
- 01 November 2016, pp. 1297-1323
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- Cited by 25
RQ Innovative Efficiency and Firm Value
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- Published online by Cambridge University Press:
- 13 July 2021, pp. 1649-1694
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- Cited by 25
Using Samples of Unequal Length in Generalized Method of Moments Estimation
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- Published online by Cambridge University Press:
- 08 February 2013, pp. 277-307
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- Cited by 25
Portfolio Analysis
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- Published online by Cambridge University Press:
- 19 October 2009, pp. 76-84
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- Cited by 25
Non-Informative Tests of the Unbiased Forward Exchange Rate
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 265-291
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- Cited by 25
Seasonal Fluctuations in Industrial Production and Stock Market Seasonals
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 59-74
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- Cited by 25
Risk, Return, Security-Valuation and the Stochastic Behavior of Accounting Numbers
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 317-336
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- Cited by 25
Investing with Ben Graham: An Ex Ante Test of the Efficient Markets Hypothesis
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- 06 April 2009, pp. 341-360
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- Cited by 25
Bayesian Analysis of Linear Factor Models with Latent Factors, Multivariate Stochastic Volatility, and APT Pricing Restrictions
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 857-891
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- Cited by 25
Futures Prices on Yields, Forward Prices, and Implied Forward Prices from Term Structure
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 409-424
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- Cited by 25
Warrant Pricing: Jump-Diffusion vs. Black-Scholes
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- Published online by Cambridge University Press:
- 06 April 2009, pp. 255-272
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- Cited by 25
Portfolio Diversification and International Corporate Bonds
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- Published online by Cambridge University Press:
- 29 July 2016, pp. 959-983
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