Emerging market transaction costs: Evidence from Indonesia

International Portfolio Investment Flows

Michael J. Brennan, H. Henry Cao · The Journal of Finance · 1997 · 1.3K citations

Business, Finance, Financial Economics +11

Momentum Investment Strategies, Portfolio Performance, and Herding: A Study of Mutual Fund Behavior

Mark Grinblatt, Sheridan Titman, Russ Wermers · American Economic Review · 1994 · 1.2K citations

Business, Economics, Finance +16

The Behavior of Stock Prices Around Institutional Trades

Louis K.C. Chan, Josef Lakonishok · The Journal of Finance · 1995 · 795 citations

Business, Economics, Finance +16

Transactions costs and investment style: an inter-exchange analysis of institutional equity trades

Donald B. Keim, Ananth Madhavan · Journal of Financial Economics · 1997 · 652 citations · Full text

Business, Economics, Finance +15

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

Donald B. Keim, Ananth Madhavan · Review of Financial Studies · 1996 · 637 citations

Social Sciences, Business Economics, Economics +16