SSRN Electronic Journal · 2021 · 17 citations · 40 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsArbitrage PricingCapital MarketsExchange-traded FundsFinancial RiskInvestment FundsMarket RiskActive Exchange-traded FundsAuthorized ParticipantsBond Exchange-traded FundsCurrency Exchange-traded FundsExchange-traded Fund ArbitrageFinancial Market VolatilityMarket Volatility EffectsValuation Of Fund Assets
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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
Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations
The Influence of Institutional Investors on Myopic R&D Investment Behavior
Brian J. Bushee · SSRN Electronic Journal · 1998 · 3.2K citations · Full text
Business, Finance, Agency Theory +11
Investor Inattention and Friday Earnings Announcements
Stefano DellaVigna, Joshua Matthew Pollet · The Journal of Finance · 2009 · 1.8K citations