SMEAL WIKI
Home
Network graph
Departments
Topics
Papers
Financial Markets and Investment Strategies
OpenAlex topic - T10047
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