Tests for Price Effects of New Issues of Seasoned Securities

Corporate financing and investment decisions when firms have information that investors do not have

1984 • 18,167 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

The variation of certain speculative prices

1997 • 4,766 citations

The Variation of Certain Speculative Prices

1963 • 4,461 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Price performance of common stock new issues

1975 • 1,377 citations

Foundations of Finance.

1977 • 1,197 citations

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

1972 • 944 citations

A Comparison of the Stable and Student Distributions as Statistical Models for Stock Prices

1974 • 921 citations

Dividend Policy: An Empirical Analysis

1968 • 891 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

A Compound Events Model for Security Prices

1967 • 463 citations

The Distribution of Common Stock Price Changes: An Application of Transactions Time and Subordinated Stochastic Models

1977 • 154 citations

Exchange and Production: Competition, Coordination, and Control

1977 • 117 citations

The Efficient Capital Market Hypothesis, Economic Theory and the Regulation of the Securities Industry

1977 • 13 citations