Journal of Financial Stability · 2020 · 23 citations · 52 references
Social SciencesBusiness EconomicsEconomicsEconometricsFinancial EconomicsMacroeconomicsAsymmetric InformationInformation AsymmetryInformation Asymmetry In MarketsInformation EconomicsMarket MicrostructureMarket Microstructure ModelsMarket Reaction To InformationNon-synchronous Trading
52
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
Law, finance, and economic growth in China
Fred H. Allen, Jun Qian, Meijun Qian · Journal of Financial Economics · 2005 · 4.4K citations
Social Sciences, Economics, Finance +12
Inferring Trade Direction from Intraday Data
Charles M.C. Lee, Mark J. Ready · The Journal of Finance · 1991 · 3K citations
Business, Data Science, Data Mining +11
Uncertainty about Government Policy and Stock Prices
Ľuboš Pástor, Pietro Veronesi · The Journal of Finance · 2012 · 2.3K citations · Full text
Business, Economics, Public Policy +14