New Evidence on the Financialization of Commodity Markets

Market Liquidity and Funding Liquidity

Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.8K citations

Do Demand Curves for Stocks Slope Down?

Andrei Shleifer · The Journal of Finance · 1986 · 1.5K citations

Empirical Finance, Economics, Bond Ratings +12

Intermediary Asset Pricing

Zhiguo He, Arvind Krishnamurthy · American Economic Review · 2013 · 1.3K citations

Empirical Finance, Financial Risk Management, Intermediary Asset Pricing +16

Index Investment and the Financialization of Commodities

Ke Tang, Wei Xiong · Financial Analysts Journal · 2012 · 1.3K citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

Lawrence Harris, Eitan Gurel · The Journal of Finance · 1986 · 1.1K citations

Empirical Finance, Liquidity, Price Pressures +19