FURTHER EVIDENCE ON THE LIQUIDITY EFFECTS OF STOCK SPLITS AND STOCK DIVIDENDS

Tests of Equality Between Sets of Coefficients in Two Linear Regressions

1960 • 6,273 citations

The Cost of Transacting

1968 • 1,909 citations

THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS

1978 • 1,374 citations

THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS

1978 • 648 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

Liquidity Changes Following Stock Splits

1979 • 304 citations

Management's View of Stock Splits

1980 • 229 citations

Asymmetrical Information in Securities Markets and Trading Volume

1980 • 175 citations

A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS

1977 • 101 citations

Split information, stock returns and market efficiency-I

1978 • 89 citations

On the Relationship Between Volume Reaction and Consensus of Investors: Implications for Interpreting Tests of Information Content

1981 • 76 citations

A Probability Model of Asset Trading

1977 • 69 citations