Long-Run Seasoned Equity Offering Returns: Data Snooping, Model Misspecification, Or Mispricing? A Costly Arbitrage Approach

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

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Risk, Return, and Equilibrium: Empirical Tests

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The General Theory of Employment, Interest and Money.

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The General Theory of Employment, Interest and Money, by John Maynard Keynes

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Estimation of Relationships for Limited Dependent Variables

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The relationship between return and market value of common stocks

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Noise Trader Risk in Financial Markets

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The Limits of Arbitrage

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The Long‐Run Performance of initial Public Offerings

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The New Issues Puzzle

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Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

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Size-related anomalies and stock return seasonality

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Managerial Decisions and Long‐Term Stock Price Performance

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Market microstructure and asset pricing: On the compensation for illiquidity in stock returns

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Myth or Reality? The Long‐Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital‐Backed Companies

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A New Estimate of Transaction Costs

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The Case for Flexible Exchange Rates

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Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

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Foundations of Finance: Portfolio Decisions and Securities Prices

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The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias

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Arbitrage With Holding Costs: A Utility‐Based Approach

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Foundations of Finance: Portfolio Decisions and Security Prices.

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Trading Costs and the Trading Systems for Nasdaq Stocks

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The Value Line Enigma: The Sum of Known Parts?

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On Back‐Testing “Zero‐Investment” Strategies

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