SSRN Electronic Journal · 2020 · 14 citations · 29 references
BusinessEconomicsFinanceFinancial EconomicsInvestment ManagementPortfolio ManagementActive Portfolio ManagementAsset AllocationCapital MarketsInvestmentInvestment FundsPassive Portfolio ManagementActive Fund ManagementBenchmark InvestabilityFund BenchmarkingPassive Fund Management
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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
Does the Stock Market Overreact?
Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16
The Long‐Run Performance of initial Public Offerings
Jay R. Ritter · The Journal of Finance · 1991 · 3.4K citations · Full text