Stock price reactions to recommendations in the Wall Street Journal “Small Stock Focus” column

Using daily stock returns

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The Relation Between Price Changes and Trading Volume: A Survey

Jonathan M. Karpoff · Journal of Financial and Quantitative Analysis · 1987 · 2.5K citations

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Brad M. Barber, Douglas Loeffler · Journal of Financial and Quantitative Analysis · 1993 · 308 citations

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Don R. Cox, David R. Peterson · The Journal of Finance · 1994 · 303 citations

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Peter Lloyd Davies, Michael E. Canes · The Journal of Business · 1978 · 283 citations

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