Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

An Approximate Distribution of Estimates of Variance Components

1946 • 4,173 citations

Principles of Corporate Finance.

1981 • 3,686 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

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

1972 • 944 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

Stock price effects and costs of secondary distributions

1985 • 296 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

Tests for Price Effects of New Issues of Seasoned Securities

1982 • 95 citations