The informational content of unsolicited ratings

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

Business, Business Economics, Cybersecurity +10

Risk measurement when shares are subject to infrequent trading

Elroy Dimson · Journal of Financial Economics · 1979 · 2.9K citations

Management, Finance, Financial Economics +12

The Information Content of Annual Earnings Announcements

William H. Beaver · Journal of Accounting Research · 1968 · 2.8K citations

Business, Accountancy, Accounting +14

Rating Banks: Risk and Uncertainty in an Opaque Industry

Donald P. Morgan · American Economic Review · 2002 · 1.2K citations

Business, Finance, Insurance +13