Journal of Empirical Finance · 2015 · 15 citations · 42 references
Social SciencesEconomicsFinanceBehavioral EconomicsBehavioral FinanceFinancial EconomicsAdverse SelectionAsymmetric InformationInformation AsymmetryInformation Asymmetry In MarketsInformation EconomicsRisk AversionInvestor Trading Behavior
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12