The Faculty Digital Archive (New York University)

Benchmarks as Limits to Arbitrage: Understanding the Low Volatility Anomaly

Jeffrey Wurgler, Brendan Bradley, Malcolm Baker · 2010 · 821 citations · Full text

Business, Economics, Finance +16

Theoretical and Empirical properties of Dynamic Conditional Correlation Multivariate GARCH

Robert F. Engle, Kevin Sheppard · 2001 · 766 citations

Business, Business Economics, Economics +17

Information, Blockbusters and Stars? A Study of the Film Industry

S. Abraham Ravid · 1997 · 571 citations · Full text

Humanities, Economics, Film Studies +12

Network-Based Marketing: Identifying Likely Adopters Via Consumer Networks

2006 · 462 citations

Business, Marketing, Marketing Management +8

Demographics of Mechanical Turk

Panagiotis G. Ipeirotis · 2010 · 457 citations · Full text

Social Sciences, Economics, Sociology +10