The Passive-Ownership Share Is Double What You Think It Is

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

On the Impossibility of Informationally Efficient Markets

Sanford J. Grossman · RePEc: Research Papers in Economics · 1980 · 5.3K citations

Social Sciences, Economics, Information Theory +9

Optimal execution of portfolio transactions

Robert Almgren, Neil Chriss · The Journal of Risk · 2001 · 1.6K citations

Business, Finance, Financial Management +17

Optimal control of execution costs

Dimitris Bertsimas, Andrew W. Lo · Journal of Financial Markets · 1998 · 1.1K citations

Natural Sciences, Operations Management, Optimization +8

Passive investors, not passive owners

Ian Appel, Todd A. Gormley, Donald B. Keim · Journal of Financial Economics · 2016 · 936 citations

Management, Corporate Governance, Finance +17