Finance research letters · 2020 · 16 citations · 30 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconomicsFinancial MarketsCapital MarketsInvestmentInvestor EngagementInvestor SentimentMarket EfficiencySocial MediaInvestor Information EnvironmentInvestor MessagingInvestor ProfilingMarket Efficiency EffectsMarket Efficiency TestingMarket Efficiency TestsMarket Reaction To Information
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Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
Media Coverage and the Cross‐section of Stock Returns
Lily H. Fang, Joël Peress · The Journal of Finance · 2009 · 1.9K citations