Journal of Financial Economics · 1985 · 6.4K citations · 20 references
Social SciencesEconomicsAuction TheoryMicroeconomicsPricing TheoryDynamic AuctionsMarket MicrostructureBid-ask Spread AnalysisBid-ask Spread ReactionNegotiated Prices
20
The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations
Size-related anomalies and stock return seasonality
Donald B. Keim · Journal of Financial Economics · 1983 · 1.8K citations
Information Effects on the Bid‐Ask Spread
Thomas E. Copeland, Dan Galai · The Journal of Finance · 1983 · 1.8K citations
Social Sciences, Economics, Finance +17