Liquidity and the 1987 stock market crash

Asset pricing and the bid-ask spread

1986 • 5,250 citations

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

1989 • 483 citations

The International Crash of October 1987

1988 • 401 citations

Black Monday and the future of financial markets

1989 • 255 citations

Liquidity and stock returns

2011 • 175 citations

Market Making and the Changing Structure of the Securities Industry

1985 • 140 citations

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

1989 • 128 citations

Comments on the Market Crash: Six Months After

1988 • 98 citations

The changing character of stock market liquidity

1989 • 72 citations

Causes of changing financial market volatility

1988 • 19 citations

The Brady Commission report

1988 • 11 citations

What to do, or not do, about the markets

1988 • 5 citations

Portfolio Insurance and Market Volatility

1988 • 3 citations

Stabilizing forwards

1988 • 3 citations