The Market Reaction to Stock Splits

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Asset pricing and the bid-ask spread

1986 • 5,250 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

Estimating betas from nonsynchronous data

1977 • 2,887 citations

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

Robust Tests for the Equality of Variances

1974 • 2,665 citations

The Price Variability-Volume Relationship on Speculative Markets

1983 • 1,501 citations

Do Demand Curves for Stocks Slope Down?

1986 • 1,451 citations

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

1986 • 1,047 citations

The valuation effects of stock splits and stock dividends

1984 • 605 citations

Determinants of bid-asked spreads in the over-the-counter market

1974 • 590 citations

Liquidity Changes Following Stock Splits

1979 • 304 citations

Optimal stock trading with personal taxes

1984 • 301 citations

Optimal bond trading with personal taxes

1984 • 284 citations

Volatility increases subsequent to stock splits: An empirical aberration

1985 • 267 citations

Reverse Splits and Shareholder Wealth

1983 • 80 citations

MARKET EFFECTS OF CHANGES IN THE STANDARD & POOR'S 500 INDEX

1987 • 53 citations