SSRN Electronic Journal · 2009 · 74 citations · 53 references
BusinessFinanceFinancial EconomicsFinancial MarketsInvestment ManagementCapital MarketsCross-border InvestmentInvestmentInvestor PsychologyAttentionCross-border Equity FlowsCross-border Equity InvestmentsInternational Portfolio ChoiceInvestors’ Limited AttentionMandatory AdoptionTrading Volume Reaction
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Sample Selection Bias as a Specification Error
James J. Heckman · Econometrica · 1979 · 28.9K citations
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text