Financial Markets and Investment Strategies

Field	Economics, Econometrics and Finance
Subfield	Finance
Domain	Social Sciences
OpenAlex	T10047

Smeal faculty

• Stephen Lenkey - score 19.0
• Charles Cao - score 15.0
• Giang Nguyen - score 13.0
• Mihail Velikov - score 13.0
• Steven J. Huddart - score 12.0
• Timothy T. Simin - score 10.0
• Joel M. Vanden - score 7.0
• Orie E. Barron - score 6.0
• Phong Truong - score 5.0
• Jingzhi Huang - score 5.0
• William Kracaw - score 5.0
• Dan Givoly - score 3.0
• David Haushalter - score 3.0
• Chris J. Muscarella - score 3.0
• Dennis P. Sheehan - score 3.0
• Liang Peng - score 3.0
• John C. Liechty - score 2.0
• Samuel Burton Bonsall - score 2.0
• Karl A. Muller - score 2.0
• Jing Pan - score 2.0
• Jess Cornaggia - score 2.0
• Peter G. Iliev - score 2.0
• Eva Maria Steiner - score 2.0
• Wael Jabr - score 2.0
• Meg G. Meloy - score 1.0
• Henock Louis - score 1.0
• James McKeown - score 1.0
• Mehmet Ihsan Canayaz - score 1.0
• Matthew Gustafson - score 1.0
• James A. Miles - score 1.0

Papers

• A Taxonomy of Anomalies and Their Trading Costs (2015) - cites 661
• Psychological Factors and Stock Option Exercise (1999) - cites 557
• Information Production, Market Signalling, and the Theory of Financial Intermediation (1980) - cites 528
• Informational content of option volume prior to takeovers (2005) - cites 430
• Portfolio selection with higher moments (2010) - cites 423
• Can Growth Options Explain the Trend in Idiosyncratic Risk? (2006) - cites 368
• Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence (1985) - cites 322
• Can hedge funds time market liquidity? (2013) - cites 315
• Public Disclosure and Dissimulation of Insider Trades (2001) - cites 284
• The information content of an open limit‐order book (2008) - cites 268
• Calculators, Lemmings or Frame-Makers? The Intermediary Role of Securities Analysts (2007) - cites 268
• Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000) - cites 243
• Differential Interpretations and Trading Volume (1999) - cites 233
• Disclosure requirements and stock exchange listing choice in an international context (1999) - cites 230
• Portfolio Selection with Higher Moments (2004) - cites 194
• Stock splits: Signaling or liquidity? The case of ADR ‘solo-splits’ (1996) - cites 193
• Volume and Price Patterns Around a Stock's 52-Week Highs and Lows: Theory and Evidence (2008) - cites 192
• What Insiders Know About Future Earnings and How They Use It: Evidence From Insider Trades (2001) - cites 190
• Tick Size, Spread, and Volume (1996) - cites 172
• Informational Content of Option Volume Prior to Takeovers (2005) - cites 170
• Information distribution within firms: evidence from stock option exercises (2002) - cites 170
• Market uncertainty and the importance of media coverage at earnings announcements (2019) - cites 149
• A new historical database for the NYSE 1815 to 1925: Performance and predictability (2001) - cites 143
• Year‐End Tax‐Induced Sales and Stock Market Seasonality (1983) - cites 137
• Investor Inattention and the Market Reaction to Merger Announcements (2010) - cites 136
• The pricing of equity offerings (1991) - cites 135
• The alpha factor asset pricing model: A parable (1999) - cites 131
• Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities (1998) - cites 129
• The Alpha Factor Asset Pricing Model: A Parable (1998) - cites 127
• Hedge Fund Holdings and Stock Market Efficiency (2015) - cites 126