Journal of Financial Economics · 2009 · 140 citations · 58 references
BusinessEconomicsFinanceCost Of CapitalFinancial EconomicsFinancial MarketsCapital MarketsCapital Structure DeterminantsCost Of EquityEquity MarketsInvestmentStock MarketsCapital Raising By Equity IssuanceContinuity Of Trading OperationsEquity SplitsIntertemporal TradingStock Splits
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Common risk factors in the returns on stocks and bonds
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Illiquidity and stock returns: cross-section and time-series effects
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Continuous Auctions and Insider Trading
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Business, Economics, Auction Theory +12
Multifactor Explanations of Asset Pricing Anomalies
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A Simple Model of Capital Market Equilibrium with Incomplete Information
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