Systematic liquidity and the funding liquidity hypothesis

Corporate financing and investment decisions when firms have information that investors do not have

Stewart C. Myers, Nicholas S. Majluf · Journal of Financial Economics · 1984 · 18.8K citations

Investment Decisions, Corporate Risk Management, Financial Management +7

The Cost of Capital, Corporation Finance and the Theory of Investment

Merton H. Miller · American Economic Review · 1958 · 15K citations

General Equilibrium Model, Cost Of Capital, Financial Mathematics +16

Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Econometrica · 1981 · 14.4K citations

Autoregressive Time Series, Financial Time Series Analysis, Unit Root +4

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.1K citations

Empirical Finance, Financial Economics, Asset Pricing +3

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 9.8K citations

Market Microstructure, Electronic Auction, Financial Economics +6