Journal of Financial Economics · 2020 · 36 citations · 52 references
BusinessFinanceFinancial ManagementAsset PricingFinancial EconomicsFinancial MarketsCapital MarketsInvestor PsychologyInvestor SentimentMarket RiskSeasoned Equity OfferingsVolatility ModelingAsymmetric BeliefsEquity Return VolatilityHeterogeneous BeliefsInvestor HeterogeneitySeasoned Equity Issuance TimingSeasoned Equity Offering ReactionsVolatility
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Earnings Management During Import Relief Investigations
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