Journal of Accounting and Economics · 2011 · 57 citations · 59 references
BusinessBusiness EconomicsEconomicsCorporate FinanceFinancial EconomicsForecastingAsset Return ModelingEarnings ManagementExpected EarningsPerformance PredictabilityPortfolio Choice TheoryPortfolio Selection TheoryStock Market ReturnsTechnological Uncertainty
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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
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations