Back to search

Total Citations Per Year

Abstract

References (97)

Continuous Auctions and Insider Trading

1985 • 9,651 citations

Ordinary Differential Equations

2017 • 7,682 citations

The Bargaining Problem

1950 • 7,674 citations

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

Perfect Equilibrium in a Bargaining Model

1982 • 5,336 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Stochastic Integration and Differential Equations

2005 • 4,762 citations

Asset pricing with liquidity risk

2005 • 2,795 citations

The Nash Bargaining Solution in Economic Modelling

1986 • 2,310 citations

Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market

2005 • 1,903 citations

Aggregate Demand Management in Search Equilibrium

1982 • 1,899 citations

A Course in Microeconomic Theory

2020 • 1,728 citations

Liquidity and Market Structure

1988 • 1,528 citations

Ordinary Differential Equations.

1963 • 1,464 citations

Asset fire sales (and purchases) in equity markets

2007 • 1,462 citations

Do Demand Curves for Stocks Slope Down?

1986 • 1,451 citations

Asset Pricing with Heterogeneous Consumers

1996 • 1,248 citations

The market for borrowing stock

2002 • 1,207 citations

Capital Market Equilibrium with Transaction Costs

1986 • 1,172 citations

Over-the-Counter Markets

2005 • 1,128 citations

Corporate Yield Spreads and Bond Liquidity

2007 • 1,081 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

A Model of Competitive Stock Trading Volume

1994 • 969 citations

Short-sale constraints and stock returns

2002 • 903 citations

A Model of Intertemporal Asset Prices Under Asymmetric Information

1993 • 758 citations

Can the Market Add and Subtract? Mispricing in Tech Stock Carve‐outs

2003 • 718 citations

Securities lending, shorting, and pricing

2002 • 679 citations

Search, Bargaining, Money, and Prices

1995 • 628 citations

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

1974 • 590 citations

Stocks are special too: an analysis of the equity lending market

2002 • 589 citations

The Price Response to S&P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

2004 • 572 citations

Liquidity and Asset Prices

2005 • 567 citations

Liquidity and Asset Prices

2005 • 542 citations

The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices

2004 • 539 citations

Equilibrium in a Market with Sequential Bargaining

1985 • 527 citations

The Effects of Beta, Bid‐Ask Spread, Residual Risk, and Size on Stock Returns

1989 • 483 citations

Transaction Costs and Asset Prices: A Dynamic Equilibrium model

1998 • 472 citations

The bond/old-bond spread

2002 • 465 citations

Special Repo Rates

1996 • 459 citations

The Limits of Arbitrage

1997 • 444 citations

Slow Moving Capital

2007 • 444 citations

Limited Arbitrage in Equity Markets

2002 • 391 citations

Demand Curves for Stocks Do Slope Down: New Evidence from an Index Weights Adjustment

2000 • 385 citations

Beyond Arbitrage: Good‐Deal Asset Price Bounds in Incomplete Markets

2000 • 366 citations

Middlemen

1987 • 359 citations

Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage

2004 • 323 citations

Discounts on Restricted Stock: The Impact of Illiquidity on Stock Prices

1991 • 319 citations

Contractual Arrangements for Intertemporal Trade

1987 • 317 citations

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

1986 • 303 citations

Do Demand Curves for Stocks Slope Down?

1986 • 299 citations

Stock price effects and costs of secondary distributions

1985 • 296 citations

Search and endogenous concentration of liquidity in asset markets

2006 • 269 citations

The Financing of Catastrophe Risk

1999 • 264 citations

Leaning Against the Wind

2007 • 256 citations

Corporate Yield Spreads and Bond Liquidity

2005 • 255 citations

Securities Lending, Shorting, and Pricing

2002 • 240 citations

I<scp>ntermediation in</scp> S<scp>earch</scp> M<scp>arkets</scp>

1993 • 218 citations

Liquidity shocks and equilibrium liquidity premia

2003 • 212 citations

Over-the-Counter Markets

2004 • 205 citations

Special Repo Rates: An Empirical Analysis

1997 • 200 citations

Liquidity and Market Structure

1988 • 193 citations

Systemic Illiquidity in the Federal Funds Market

2007 • 190 citations

Liquidity and Risk Management

2007 • 172 citations

Information Revelation in a Market with Pairwise Meetings

1990 • 146 citations

Existence of independent random matching

2007 • 139 citations

The Effects of Beta, Bid-Ask Spread, Residual Risk, and Size on Stock Returns

1989 • 128 citations

Discounts On Illiquid Stocks: Evidence From China

2001 • 125 citations

Adverse Selection and the Required Return

2003 • 123 citations

Corporate Bond Market Transparency and Transaction Costs

2004 • 121 citations

The Price Response to S&amp;P 500 Index Additions and Deletions: Evidence of Asymmetry and a New Explanation

2003 • 105 citations

Market Liquidity and Funding Liquidity*

2012 • 94 citations

A Search-Based Theory of the On-the-Run Phenomenon

2006 • 94 citations

Special Repo Rates

1996 • 79 citations

Special Repo Rates: An Empirical Analysis

1997 • 76 citations

Illiquidity Spillovers: Theory and Evidence from European Telecom Bond Issuance

2004 • 74 citations

Equilibrium valuation of illiquid assets

2002 • 65 citations

A search model of centralized and decentralized trade

2005 • 58 citations

Asset Prices and Liquidity in an Exchange Economy

2006 • 57 citations

S<scp>earch and</scp> T<scp>rading in</scp> I<scp>ntermediated</scp> M<scp>arkets</scp>

1996 • 49 citations

Liquidity Premia in Dynamic Bargaining Markets

2002 • 47 citations

Asset Pricing in Markets with Illiquid Assets

2005 • 42 citations

Portfolio Choice and Pricing in Illiquid Markets

2006 • 41 citations

High-Yield Default Losses and the Return Performance of Bankrupt Debt

1989 • 41 citations

The Pricing of US Catastrophe Reinsurance

1999 • 30 citations

Information revelation in a market with pairwise meetings: the one sided information case

1993 • 27 citations

Search and endogenous concentration of liquidity in asset markets

2004 • 26 citations

A Search-Based Theory of the On-the-Run Phenomenon

2006 • 25 citations

Who Makes On-The-Run Treasuries Special?

2005 • 21 citations

Dealerships, Trading Externalities, and General Equilibrium.

1984 • 21 citations

Discounts On Illiquid Stocks: Evidence From China

2002 • 15 citations

Welfare analysis of a market with pairwise meetings and asymmetric information

1996 • 13 citations

Adverse Selection and Re-Trade

2002 • 11 citations

Three essays in economic theory

1994 • 9 citations

Consumption and Conditionally Heteroskedastic Income

2003 • 5 citations

Over-the-Counter Marketmaking

2003 • 4 citations

The Specials Market for U.S. Treasury Securities and the Federal Reserve's Securities Lending Program

2003 • 3 citations

How do Buyers and Sellers Divide the Surplus? Evidence from Tax Arbitrage

2003 • 1 citations

Cited By (0)

Loading...