Explaining the NYSE Listing Choices of NASDAQ Firms

The Relation Between Price Changes and Trading Volume: A Survey

1987 • 2,469 citations

Price, trade size, and information in securities markets

1987 • 2,249 citations

Trading Volume and Price Reactions to Public Announcements

1991 • 1,132 citations

Biases in computed returns

1983 • 846 citations

Applied nonparametric statistical methods

1989 • 522 citations

Liquidity and Asset Prices: Financial Management Implications

1988 • 361 citations

Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ

1986 • 186 citations

Market microstructure and asset pricing

1990 • 174 citations

Empirical Estimates of Beta When Investors Face Estimation Risk

1990 • 131 citations

NEW LISTINGS AND THEIR PRICE BEHAVIOR

1970 • 90 citations

THE RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND THE EFFECT OF THINNESS IN SECURITIES MARKETS

1978 • 80 citations

MARKET REACTION TO NYSE LISTINGS: TESTS OF THE MARKETABILITY GAINS HYPOTHESIS

1986 • 79 citations

Price Movements of Newly Listed Common Stocks

1937 • 37 citations

The Impact of Changes in Trading Location on a Security's Systematic Risk

1975 • 31 citations

Informational Differences Between Limit and Market Orders for a Market Maker

1981 • 24 citations

RISK AND RETURN ON NEWLY LISTED STOCKS: THE POST‐LISTING EXPERIENCE

1989 • 21 citations

Exchange-listing effects on a firm's cost of equity capital

1983 • 17 citations

The Listing, Size, and Value of Equity Warrants

1989 • 2 citations