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

Using daily stock returns

1985 • 6,463 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

The Cost of Transacting

1968 • 1,909 citations

Information Effects on the Bid‐Ask Spread

1983 • 1,852 citations

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

1978 • 1,374 citations

On corporate governance

1983 • 993 citations

Security price reactions around corporate spin-off announcements

1983 • 481 citations

Friction in the trading process and the estimation of systematic risk

1983 • 362 citations

Liquidity, exchange listing, and common stock performance

1985 • 213 citations

BID‐ASKED SPREADS ON THE AMEX AND THE BIG BOARD

1977 • 172 citations

Estimating and Adjusting for the Intervalling-Effect Bias in Beta

1983 • 154 citations

Stock Exchange Listings and Securities Returns

1977 • 102 citations

Does Listing on the AMEX Increase the Value of Equity?

1981 • 43 citations

THE INFORMATIONAL VALUE OF LISTING ON THE NEW YORK STOCK EXCHANGE

1986 • 42 citations

Price Changes, Managerial Actions and Insider Trading at the Time of Listing

1974 • 31 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

Competition and the cost of liquidity to investors

1985 • 20 citations