Concepedia
Journal of Banking & Finance · 2013 · 311 citations · 23 references
Open access
Market MicrostructureEconomicsFinancial EconomicsAsset PricingHigh-frequency TradingBusinessEconomic AnalysisTrading ModelFinancePrice EfficiencySecurity Market
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RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
Edward M. Miller · The Journal of Finance · 1977 · 3.6K citations
High Uncertainty, Behavioral Decision Making, Deep Uncertainty +9
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
William Brock, Josef Lakonishok, Blake LeBaron · The Journal of Finance · 1992 · 2.2K citations
Market Microstructure, Economics, Financial Economics +15
Constraints on short-selling and asset price adjustment to private information
Douglas W. Diamond, Robert E. Verrecchia · Journal of Financial Economics · 1987 · 1.9K citations
Market Microstructure, Empirical Finance, Economics +8
Simple formulas for standard errors that cluster by both firm and time
Samuel B. Thompson · Journal of Financial Economics · 2010 · 1.4K citations
Reliability, Simple Formulas, Engineering +5
Differences of Opinion, Short-Sales Constraints, and Market Crashes
Harrison Hong, Jeremy C. Stein · Review of Financial Studies · 2003 · 1.4K citations