Stock splits and implied stock price volatility

The relationship between return and market value of common stocks

1981 • 6,052 citations

Differential information and the small firm effect

1984 • 543 citations

The information content of option prices and a test of market efficiency

1978 • 500 citations

Vas Ist Das?

1983 • 433 citations

An Empirical Examination of the Black‐Scholes Call Option Pricing Model

1979 • 405 citations

Trading costs for listed options

1980 • 218 citations

Split information, stock returns and market efficiency-I

1978 • 89 citations

A Simple Formula for the Expected Rate of Return of an Option over a Finite Holding Period

1984 • 60 citations

The Risk-Return Relationship and Stock Prices

1979 • 49 citations

Performance of Super-Low-Price Stocks

1980 • 21 citations

Anomalies in Security Returns and the Specification of the Market Model

1984 • 20 citations

Short-Run Profits from Stock Splits

1981 • 15 citations

Do share price and stock splits matter?

1983 • 12 citations