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Total Citations Per Year

Abstract

References (18)

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

The market for corporate control

1983 • 4,278 citations

A Theory of Intraday Patterns: Volume and Price Variability

1988 • 3,251 citations

Price, trade size, and information in securities markets

1987 • 2,249 citations

Stock return variances

1986 • 1,878 citations

Special Information and Insider Trading

1974 • 1,307 citations

The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices

1972 • 944 citations

An Empirical Analysis of Illegal Insider Trading

1992 • 813 citations

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

1996 • 645 citations

Earnings news and small traders

1992 • 522 citations

The effect of large block transactions on security prices: A cross-sectional analysis

1987 • 501 citations

Private Information, Trading Volume, and Stock-Return Variances

1990 • 363 citations

The Reaction of Investors and Stock Prices to Insider Trading

1992 • 351 citations

Stock Trading Before the Announcement of Tender Offers: Insider Trading or Market Anticipation?

1989 • 325 citations

Announcement effects of new equity issues and the use of intraday price data

1988 • 310 citations

Stock price effects and costs of secondary distributions

1985 • 296 citations

The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects

1994 • 60 citations

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Stealth trading and volatility (1993) – Journal of Financial Economics | Metascience Observatory Explorer