Does XBRL adoption reduce information asymmetry?

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

On the generalized distance in statistics

P. C. Mahalanobis · DOAJ (DOAJ: Directory of Open Access Journals) · 1936 · 6K citations

Natural Sciences, Mathematics, Probability Theory +11

A Simple Test for Heteroscedasticity and Random Coefficient Variation

Trevor Breusch, A. R. Pagan · Econometrica · 1979 · 5.4K citations

Social Sciences, Economics, Econometrics +14

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

Business, Economics, Finance +17

Classical and Modern Regression With Applications.

R. Kirk Steinhorst, Raymond H. Myers · Journal of the American Statistical Association · 1988 · 3.7K citations

Business, Biostatistics, Econometrics +16