Ex-dividend returns: The Mexican puzzle

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

Halbert White · Econometrica · 1980 · 25.8K citations

Empirical Finance, Econometric Model, Volatility Modeling +13

Marginal Stockholder Tax Rates and the Clientele Effect

Edwin J. Elton, Martin J. Gruber · The Review of Economics and Statistics · 1970 · 930 citations

Optimal Taxation, Corporate Tax, Law +16

International Cross‐Listing and Order Flow Migration: Evidence from an Emerging Market

Ian Domowitz, Jack Glen, Ananth Madhavan · The Journal of Finance · 1998 · 454 citations

International Economics, Financial Integration, Cross-border Management +23

When an event is not an event: the curious case of an emerging market

Utpal Bhattacharya · Journal of Financial Economics · 2000 · 374 citations

Global Markets, Curious Case, Economics +10

Market Segmentation and Stock Prices: Evidence from an Emerging Market

Ian Domowitz, Jack Glen, Ananth Madhavan · The Journal of Finance · 1997 · 319 citations

Empirical Finance, Ownership Restrictions, Market Microstructure +17