When an event is not an event: the curious case of an emerging market

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.6K citations

Business, Finance, Financial Econometrics +11

An Empirical Evaluation of Accounting Income Numbers

Ray Ball, Philip Brown · Journal of Accounting Research · 1968 · 6.6K citations

Business, Accountancy, Accounting +11

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

Social Sciences, Economics, Auction Theory +7

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen et al. · SSRN Electronic Journal · 2003 · 3.1K citations · Full text

Business, Business Economics, Economics +10