Algorithmic trading and firm value

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers

Michael C. Jensen · American Economic Review · 1986 · 17.6K citations

Management, Business Economics, Finance +17

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

Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text

Business, Economics, Finance +14

Industry costs of equity

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations

Business, Business Economics, Economics +17

A Simple Model of Capital Market Equilibrium with Incomplete Information

Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text

Business, Economics, Finance +8