|
All
Papers with 5 or More Citations per Year through 2005
|
|||||||
|
Title
|
V
|
N
|
Date
|
PB
|
PE
|
Authors
|
Cites/Year
|
|
Risk
and return:
|
1
|
4
|
Dec-74
|
303
|
336
|
Gershon
Mandelker
|
8.1
|
|
The
case of merging firms
|
|||||||
|
The
effects of dividend yield and dividend policy
|
1
|
1
|
May-74
|
1
|
22
|
Fischer
Black
|
6.7
|
|
on common
stock prices and returns
|
Myron
S. Scholes
|
||||||
|
Price
performance of
|
2
|
3
|
Sep-75
|
235
|
272
|
Roger
G. Ibbotson
|
5.6
|
|
common
stock new issues
|
|||||||
|
Theory
of the firm:
|
3
|
4
|
Oct-76
|
305
|
360
|
Michael
C. Jensen
|
116.5
|
|
Managerial
behavior, agency costs
|
William
H. Meckling
|
||||||
|
and
ownership structure
|
|||||||
|
The
valuation of options for
|
3
|
1
|
Jan-76
|
145
|
166
|
John
C. Cox
|
15.1
|
|
alternative
stochastic processes
|
Stephen
A. Ross
|
||||||
|
The
pricing of commodity contracts
|
3
|
1
|
Jan-76
|
167
|
179
|
Fischer
Black
|
13.4
|
|
Option
pricing when underlying
|
3
|
1
|
Jan-76
|
125
|
144
|
Robert
C. Merton
|
11.2
|
|
stock
returns are discontinuous
|
|||||||
|
The
option pricing model
|
3
|
1
|
Jan-76
|
53
|
82
|
Dan
Galai
|
8.7
|
|
and
the risk factor of stock
|
Ronald
W. Masulis
|
||||||
|
Option
pricing: A review
|
3
|
1
|
Jan-76
|
3
|
52
|
Clifford
W. Smith
|
5.3
|
|
A critique
of the asset pricing theory's tests:
|
4
|
2
|
Mar-77
|
129
|
176
|
Richard
Roll
|
19.5
|
|
On past
and potential testability of the theory
|
|||||||
|
Determinants
of corporate borrowing
|
5
|
2
|
Nov-77
|
147
|
176
|
Stewart
C. Myers
|
25.6
|
|
Estimating
betas from nonsynchronous data
|
5
|
3
|
Dec-77
|
309
|
328
|
Myron
S. Scholes
|
19.4
|
|
Joseph
Williams
|
|||||||
|
An equilibrium
characterization
|
5
|
2
|
Nov-77
|
177
|
188
|
Oldrich
Vasicek
|
16.9
|
|
of the
term structure
|
|||||||
|
Asset
returns and inflation
|
5
|
2
|
Nov-77
|
115
|
146
|
Eugene
F. Fama
|
12.8
|
|
G. William
Schwert
|
|||||||
|
Option
pricing:
|
7
|
3
|
Sep-79
|
229
|
264
|
John
C. Cox
|
17.9
|
|
A simplified
approach
|
Stephen
A. Ross
|
||||||
|
Mark
Rubinstein
|
|||||||
|
An intertemporal
asset pricing model
|
7
|
3
|
Sep-79
|
265
|
296
|
Douglas
T. Breeden
|
17.8
|
|
with
stochastic consumption
|
|||||||
|
and
investment opportunities
|
|||||||
|
On financial
contracting:
|
7
|
2
|
Jun-79
|
117
|
162
|
Clifford
W. Smith
|
17.7
|
|
An analysis
of bond covenants
|
Jerold
B. Warner
|
||||||
|
Risk
measurement when shares
|
7
|
2
|
Jun-79
|
197
|
226
|
Elroy
Dimson
|
9.2
|
|
are
subject to infrequent trading
|
|||||||
|
The
valuation of compound options
|
7
|
1
|
Mar-79
|
53
|
82
|
Robert
Geske
|
5.0
|
|
Measuring
security price performance
|
8
|
3
|
Sep-80
|
205
|
258
|
Stephen
J. Brown
|
17.8
|
|
Jerold
B. Warner
|
|||||||
|
Optimal
capital structure under
|
8
|
1
|
Mar-80
|
3
|
30
|
Harry
DeAngelo
|
11.5
|
|
corporate
and personal taxation
|
Ronald
W. Masulis
|
||||||
|
On estimating
the expected
|
8
|
4
|
Dec-80
|
323
|
362
|
Robert
C. Merton
|
10.2
|
|
return
on the market:
|
|||||||
|
An exploratory
investigation
|
|||||||
|
Stock
returns and the weekend effect
|
8
|
1
|
Mar-80
|
55
|
70
|
Kenneth
R. French
|
7.0
|
|
Merger
proposals, management discretion,
|
8
|
2
|
Jun-80
|
105
|
138
|
Peter
Dodd
|
6.5
|
|
and
stockholder wealth
|
|||||||
|
The
effects of capital structure
|
8
|
2
|
Jun-80
|
139
|
178
|
Ronald
W. Masulis
|
6.4
|
|
change
on security prices:
|
|||||||
|
A study
of exchange offers
|
|||||||
|
Dealership
market:
|
8
|
1
|
Mar-80
|
31
|
54
|
Yakov
Amihud
|
5.6
|
|
Market-making
with inventory
|
Haim
Mendelson
|
||||||
|
The
relationship between return
|
9
|
1
|
Mar-81
|
3
|
18
|
Rolf
W. Banz
|
16.9
|
|
and
market value of common stocks
|
|||||||
|
Misspecification
of capital asset pricing:
|
9
|
1
|
Mar-81
|
19
|
46
|
Marc
R. Reinganum
|
10.4
|
|
Empirical
anomalies based on
|
|||||||
|
earnings'
yields and market values
|
|||||||
|
The
relation between
|
9
|
4
|
Dec-81
|
321
|
346
|
John
C. Cox
|
7.1
|
|
forward
prices and futures prices
|
Jonathan
E. Ingersoll
|
||||||
|
Stephen
A. Ross
|
|||||||
|
Optimal
dealer pricing under
|
9
|
1
|
Mar-81
|
47
|
74
|
Thomas
Ho
|
6.4
|
|
transactions
and return uncertainty
|
Hans
R. Stoll
|
||||||
|
A model
of international asset pricing
|
9
|
4
|
Dec-81
|
383
|
406
|
René
M. Stulz
|
6.4
|
|
Common
stock repurchases
|
9
|
2
|
Jun-81
|
139
|
184
|
Theo
Vermaelen
|
6.5
|
|
and
market signaling:
|
|||||||
|
An empirical
study
|
|||||||
|
Common
stock repurchases:
|
9
|
2
|
Jun-81
|
113
|
138
|
Larry
Y. Dann
|
6.2
|
|
An analysis
of returns to
|
|||||||
|
bondholders
and stockholders
|
|||||||
|
Information
aggregation in a
|
9
|
3
|
Sep-81
|
221
|
236
|
Douglas
W. Diamond
|
5.0
|
|
noisy
rational expectations economy
|
Robert
E. Verrecchia
|
||||||
|
The
stochastic behavior of
|
10
|
4
|
Dec-82
|
407
|
432
|
Andrew
A. Christie
|
7.8
|
|
common
stock variances:
|
|||||||
|
Value,
leverage and interest rate effects
|
|||||||
|
Multivariate
tests of financial models:
|
10
|
1
|
Mar-82
|
3
|
28
|
Michael
R. Gibbons
|
5.6
|
|
A new
approach
|
|||||||
|
On the
exclusion of assets from
|
10
|
3
|
Nov-82
|
237
|
268
|
Robert
F. Stambaugh
|
27.9
|
|
tests
of the two-parameter model:
|
|||||||
|
A sensitivity
analysis
|
|||||||
|
The
market for corporate control:
|
11
|
1
|
Mar-83
|
5
|
50
|
Michael
C. Jensen
|
10.5
|
|
The
scientific evidence
|
Richard
S. Ruback
|
||||||
|
On corporate
governance:
|
11
|
1
|
Mar-83
|
401
|
438
|
Peter
Dodd
|
7.0
|
|
A study
of proxy contests
|
Jerold
B. Warner
|
||||||
|
Merger
bids, uncertainty,
|
11
|
1
|
Mar-83
|
51
|
84
|
Paul
Asquith
|
6.0
|
|
and
stockholder returns
|
|||||||
|
The
rationale behind interfirm tender offers:
|
11
|
1
|
Mar-83
|
183
|
206
|
Michael
Bradley
|
5.7
|
|
Information
or synergy?
|
Anand
Desai
|
||||||
|
E. Han
Kim
|
|||||||
|
Antitakeover
charter amendments and stockholder wealth
|
11
|
1
|
Mar-83
|
329
|
360
|
Harry
DeAngelo
|
5.3
|
|
Edward
M. Rice
|
|||||||
|
Horizontal
mergers, collusion, and stockholder wealth
|
11
|
1
|
Mar-83
|
241
|
274
|
B. Espen
Eckbo
|
13.6
|
|
The
gains to bidding firms from merger
|
11
|
1
|
Mar-83
|
121
|
140
|
Paul
Asquith
|
5.3
|
|
Robert
F. Bruner
|
|||||||
|
David
W. Mullins
|
|||||||
|
Size-related
anomalies and
|
12
|
1
|
Jun-83
|
13
|
32
|
Donald
B. Keim
|
6.6
|
|
stock
return seasonality:
|
|||||||
|
Further
empirical evidence
|
|||||||
|
Biases
in computed returns:
|
12
|
3
|
Oct-83
|
387
|
404
|
Marshall
E. Blume
|
6.1
|
|
An application
to the size effect
|
Robert
F. Stambaugh
|
||||||
|
The
anomalous stock market
|
12
|
1
|
Jun-83
|
89
|
104
|
Marc
R. Reinganum
|
5.4
|
|
behavior
of small firms in January:
|
|||||||
|
Empirical
tests for tax-loss selling effects
|
|||||||
|
The
relationship between earnings' yield,
|
12
|
1
|
Jun-83
|
129
|
156
|
Sanjoy
Basu
|
5.4
|
|
market
value and return for NYSE
|
|||||||
|
common
stocks: Further evidence
|
|||||||
|
Transaction
costs and the small firm effect
|
12
|
1
|
Jun-83
|
57
|
80
|
Hans
R. Stoll
|
45.0
|
|
Robert
E. Whaley
|
|||||||
|
Corporate
financing and investment
|
13
|
2
|
Jun-84
|
187
|
222
|
Stewart
C. Myers
|
#REF!
|
|
decisions
when firms have information
|
Nicholas
S. Majluf
|
||||||
|
that
investors do not have
|
|||||||
|
The
information in the term structure
|
13
|
4
|
Dec-84
|
509
|
528
|
Eugene
F. Fama
|
7.6
|
|
The
effect of capital structure
|
13
|
1
|
Mar-84
|
137
|
152
|
Sheridan
Titman
|
5.2
|
|
on a
firm's liquidation decision
|
|||||||
|
Using
daily stock returns:
|
14
|
1
|
Mar-85
|
3
|
32
|
Stephen
J. Brown
|
27.3
|
|
The
case of event studies
|
Jerold
B. Warner
|
||||||
|
Bid,
ask and transaction prices
|
14
|
1
|
Mar-85
|
71
|
100
|
Lawrence
R. Glosten
|
23.0
|
|
in a
specialist market with
|
Paul
R. Milgrom
|
||||||
|
heterogeneously
informed traders
|
|||||||
|
Corporate
capital expenditure decisions
|
14
|
3
|
Sep-85
|
399
|
422
|
John
J. McConnell
|
5.3
|
|
and
the market value of the firm
|
Chris
J. Muscarella
|
||||||
|
Investment
banking and
|
15
|
1
|
Jan-86
|
3
|
30
|
Clifford
W. Smith
|
13.3
|
|
the
capital acquisition process
|
|||||||
|
Equity
issues and offering dilution
|
15
|
1
|
Jan-86
|
61
|
90
|
Paul
Asquith
|
13.1
|
|
David
W. Mullins
|
|||||||
|
Why
new issues are underpriced
|
15
|
1
|
Jan-86
|
187
|
212
|
Kevin
Rock
|
12.9
|
|
Valuation
effects of security offerings
|
15
|
1
|
Jan-86
|
31
|
60
|
Wayne
H. Mikkelson
|
11.9
|
|
and
the issuance process
|
M. Megan
Partch
|
||||||
|
Investment
banking, reputation,
|
15
|
1
|
Jan-86
|
213
|
232
|
Randolph
P. Beatty
|
10.9
|
|
and
the underpricing of
|
Jay
R. Ritter
|
||||||
|
initial
public offerings
|
|||||||
|
Seasoned
equity offerings:
|
15
|
1
|
Jan-86
|
91
|
118
|
Ronald
W. Masulis
|
9.5
|
|
An empirical
investigation
|
Ashok
N. Korwar
|
||||||
|
Capital
raising, underwriting and
|
15
|
1
|
Jan-86
|
261
|
281
|
James
R. Booth
|
6.1
|
|
the
certification hypothesis
|
Richard
L. Smith
|
||||||
|
Valuation
effects of
|
15
|
1
|
Jan-86
|
119
|
152
|
B. Espen
Eckbo
|
5.6
|
|
corporate
debt offerings
|
|||||||
|
A transaction
data study of weekly and
|
16
|
1
|
May-86
|
99
|
118
|
Lawrence
E. Harris
|
7.4
|
|
intradaily
patterns in stock returns
|
|||||||
|
Insiders'
profits, costs of trading,
|
16
|
2
|
Jun-86
|
189
|
212
|
H. Nejat
Seyhun
|
5.3
|
|
and
market efficiency
|
|||||||
|
Stock
return variances:
|
17
|
1
|
Sep-86
|
5
|
26
|
Kenneth
R. French
|
14.2
|
|
The
arrival of information and
|
Richard
Roll
|
||||||
|
the
reaction of traders
|
|||||||
|
Asset
pricing and the bid-ask spread
|
17
|
2
|
Dec-86
|
223
|
250
|
Yakov
Amihud
|
13.9
|
|
Haim
Mendelson
|
|||||||
|
Predicting
returns in the
|
17
|
2
|
Dec-86
|
357
|
390
|
Donald
B. Keim
|
12.0
|
|
stock
and bond markets
|
Robert
F. Stambaugh
|
||||||
|
Modeling
the term structure of
|
17
|
1
|
Sep-86
|
27
|
56
|
Kenneth
B. Dunn
|
5.3
|
|
interest
rates under non-separable
|
Kenneth
J. Singleton
|
||||||
|
utility
and durability of goods
|
|||||||
|
Stock
returns and the term structure
|
18
|
2
|
Jun-87
|
373
|
400
|
John
Y. Campbell
|
12.7
|
|
The
choice of organizational form:
|
18
|
2
|
Jun-87
|
401
|
420
|
James
A. Brickley
|
9.8
|
|
The
case of franchising
|
Frederick
H. Dark
|
||||||
|
Time
to build, option value,
|
18
|
1
|
Mar-87
|
7
|
28
|
Saman
Majd
|
6.8
|
|
and
investment decisions
|
Robert
S. Pindyck
|
||||||
|
Expected
stock returns and volatility
|
19
|
1
|
Sep-87
|
3
|
30
|
Kenneth
R. French
|
18.5
|
|
G. William
Schwert
|
|||||||
|
Robert
F. Stambaugh
|
|||||||
|
Some
evidence on the
|
19
|
2
|
Dec-87
|
217
|
236
|
Christopher
M. James
|
12.2
|
|
uniqueness
of bank loans
|
|||||||
|
Price,
trade size, and
|
19
|
1
|
Sep-87
|
69
|
90
|
David
Easley
|
10.8
|
|
information
in securities markets
|
Maureen
O'Hara
|
||||||
|
Option
values under stochastic volatility:
|
19
|
2
|
Dec-87
|
351
|
372
|
James
B. Wiggins
|
8.4
|
|
Theory
and empirical estimates
|
|||||||
|
The
costs of going public
|
19
|
2
|
Dec-87
|
269
|
282
|
Jay
R. Ritter
|
5.8
|
|
Shark
repellents and stock prices:
|
19
|
1
|
Sep-87
|
127
|
168
|
Gregg
A. Jarrell
|
5.5
|
|
The
effects of antitakeover
|
Annette
B. Poulsen
|
||||||
|
amendments
since 1980
|
|||||||
|
Management
ownership
|
20
|
1
|
Mar-88
|
293
|
316
|
Randall
Morck
|
24.3
|
|
and
market valuation:
|
Andrei
Shleifer
|
||||||
|
An empirical
analysis
|
Robert
W. Vishny
|
||||||
|
Outside
directors and CEO turnover
|
20
|
1
|
Mar-88
|
431
|
460
|
Michael
S. Weisbach
|
20.8
|
|
Managerial
control of voting rights:
|
20
|
1
|
Mar-88
|
25
|
54
|
René
M. Stulz
|
14.2
|
|
Financing
policies and the
|
|||||||
|
market
for corporate control
|
|||||||
|
Stock
prices and top management changes
|
20
|
1
|
Mar-88
|
461
|
492
|
Jerold
B. Warner
|
13.1
|
|
Ross
L. Watts
|
|||||||
|
Karen
H. Wruck
|
|||||||
|
Ownership
structure and voting
|
20
|
1
|
Mar-88
|
267
|
292
|
James
A. Brickley
|
8.2
|
|
on antitakeover
amendments
|
Ronald
C. Lease
|
||||||
|
Clifford
W. Smith
|
|||||||
|
One
share-one vote and
|
20
|
1
|
Mar-88
|
175
|
202
|
Sanford
J. Grossman
|
7.2
|
|
the
market for corporate control
|
Oliver
D. Hart
|
||||||
|
Corporate
control contests
|
20
|
1
|
Mar-88
|
55
|
86
|
Milton
Harris
|
5.9
|
|
and
capital structure
|
Artur
Raviv
|
||||||
|
The
role of majority shareholders
|
20
|
1
|
Mar-88
|
317
|
346
|
Clifford
G. Holderness
|
6.0
|
|
in publicly
held corporations:
|
Dennis
P. Sheehan
|
||||||
|
An exploratory
analysis
|
|||||||
|
Poison
pill securities:
|
20
|
1
|
Mar-88
|
347
|
376
|
Paul
H. Malatesta
|
5.4
|
|
Stockholder
wealth, profitability,
|
Ralph
A. Walkling
|
||||||
|
and
ownership structure
|
|||||||
|
The
effect of poison pill securities
|
20
|
1
|
Mar-88
|
377
|
418
|
Michael
D. Ryngaert
|
5.1
|
|
on shareholder
wealth
|
|||||||
|
Synergistic
gains from corporate acquisitions
|
21
|
1
|
May-88
|
3
|
40
|
Michael
Bradley
|
11.6
|
|
and
their division between the
|
Anand
Desai
|
||||||
|
stockholders
of target and acquiring firms
|
E. Han
Kim
|
||||||
|
Estimating
the components of
|
21
|
1
|
May-88
|
123
|
142
|
Lawrence
R. Glosten
|
8.4
|
|
the
bid/ask spread
|
Lawrence
E. Harris
|
||||||
|
Mean
reversion in stock prices:
|
22
|
1
|
Oct-88
|
27
|
60
|
James
M. Poterba
|
18.9
|
|
Evidence
and implications
|
Lawrence
H. Summers
|
||||||
|
Dividend
yields and expected stock returns
|
22
|
1
|
Oct-88
|
3
|
26
|
Eugene
F. Fama
|
15.2
|
|
Kenneth
R. French
|
|||||||
|
Trades,
quotes,
|
22
|
2
|
Dec-88
|
229
|
252
|
Joel
Hasbrouck
|
5.1
|
|
inventories,
and information
|
|||||||
|
Signaling
by underpricing
|
23
|
2
|
Aug-89
|
303
|
324
|
Franklin
Allen
|
7.9
|
|
in the
IPO market
|
Gerald
R. Faulhaber
|
||||||
|
Equity
ownership concentration
|
23
|
1
|
Jun-89
|
3
|
28
|
Karen
H. Wruck
|
6.1
|
|
and
firm value: Evidence
|
|||||||
|
from
private equity financings
|
|||||||
|
The
effects of management buyouts on
|
24
|
2
|
Oct-89
|
217
|
254
|
Steven
N. Kaplan
|
9.5
|
|
operating
performance and value
|
|||||||
|
How
investment bankers determine
|
24
|
2
|
Oct-89
|
343
|
362
|
Lawrence
M. Benveniste
|
7.6
|
|
the
offer price and allocation of new issues
|
Paul
A. Spindt
|
||||||
|
Managerial
performance, Tobin's q, and
|
24
|
1
|
Sep-89
|
137
|
154
|
Larry
H. P. Lang
|
6.2
|
|
the
gains from successful tender offers
|
René
M. Stulz
|
||||||
|
Ralph
A. Walkling
|
|||||||
|
Time-varying
conditional covariances
|
24
|
2
|
Oct-89
|
289
|
318
|
Campbell
R. Harvey
|
5.7
|
|
in tests
of asset pricing models
|
|||||||
|
Business
conditions and
|
25
|
1
|
Nov-89
|
23
|
50
|
Eugene
F. Fama
|
17.4
|
|
expected
returns on stocks and bonds
|
Kenneth
R. French
|
||||||
|
Management
turnover
|
25
|
2
|
Dec-89
|
241
|
262
|
Stuart
C. Gilson
|
9.4
|
|
and
financial distress
|
|||||||
|
Further
evidence on the bank
|
25
|
1
|
Nov-89
|
99
|
122
|
Scott
L. Lummer
|
7.2
|
|
lending
process and the capital-market
|
John
J. McConnell
|
||||||
|
response
to bank loan agreements
|
|||||||
|
Management
entrenchment:
|
25
|
1
|
Nov-89
|
123
|
140
|
Andrei
Shleifer
|
7.0
|
|
The
case of manager-specific investments
|
Robert
W. Vishny
|
||||||
|
Managerial
discretion and
|
26
|
1
|
Jul-90
|
3
|
27
|
René
M. Stulz
|
11.9
|
|
optimal
financing policies
|
|||||||
|
Outside
directors, board independence,
|
26
|
2
|
Aug-90
|
175
|
191
|
Stuart
Rosenstein
|
7.3
|
|
and
shareholder wealth
|
Jeffrey
G. Wyatt
|
||||||
|
Additional
evidence on equity
|
27
|
2
|
Oct-90
|
595
|
612
|
John
J. McConnell
|
13.8
|
|
ownership
and corporate value
|
Henri
Servaes
|
||||||
|
Bankruptcy
resolution:
|
27
|
2
|
Oct-90
|
285
|
314
|
Lawrence
A. Weiss
|
9.8
|
|
Direct
costs and violation of priority of claims
|
|||||||
|
Troubled
debt restructurings:
|
27
|
2
|
Oct-90
|
315
|
353
|
Stuart
C. Gilson
|
9.6
|
|
An empirical
study of private
|
Kose
John
|
||||||
|
reorganization
of firms in default
|
Larry
H. P. Lang
|
||||||
|
The
role of banks in reducing
|
27
|
1
|
Sep-90
|
67
|
88
|
Takeo
Hoshi
|
9.8
|
|
the
costs of financial distress in Japan
|
Anil
Kashyap
|
||||||
|
David
Scharfstein
|
|||||||
|
Bankruptcy,
boards, banks, and
|
27
|
2
|
Oct-90
|
355
|
387
|
Stuart
C. Gilson
|
9.6
|
|
blockholders:
Evidence on changes
|
|||||||
|
in corporate
ownership and control
|
|||||||
|
when
firms default
|
|||||||
|
The
structure and governance
|
27
|
2
|
Oct-90
|
473
|
521
|
William
A. Sahlman
|
9.4
|
|
of venture-capital
organizations
|
|||||||
|
The
role of venture capital in
|
27
|
2
|
Oct-90
|
447
|
471
|
Christopher
B. Barry
|
5.4
|
|
the
creation of public companies:
|
Chris
J. Muscarella
|
||||||
|
Evidence
from the going-public process
|
John
W. Peavy
|
||||||
|
|
Michael.R.
Vetsuypens
|
||||||
|
Institutional
investment patterns and
|
27
|
1
|
Sep-90
|
43
|
66
|
Stephen
D. Prowse
|
5.0
|
|
corporate
financial behavior in
|
|||||||
|
the
United States and Japan
|
|||||||
|
Habit
persistence and durability in
|
29
|
2
|
Oct-91
|
199
|
240
|
Wayne
E. Ferson
|
6.8
|
|
aggregate
consumption empirical tests
|
George
M. Constantinides
|
||||||
|
A test
of the free cash flow hypothesis:
|
29
|
2
|
Oct-91
|
315
|
335
|
Larry
H. P. Lang
|
6.6
|
|
The
case of bidder returns
|
René
M. Stulz
|
||||||
|
Ralph
A. Walkling
|
|||||||
|
The
consumption of stockholders
|
29
|
1
|
Mar-91
|
97
|
112
|
N. Gregory
Mankiw
|
7.0
|
|
and
nonstockholders
|
Stephen
P. Zeldes
|
||||||
|
Measuring
abnormal performance:
|
31
|
2
|
Apr-92
|
235
|
268
|
Navin
Chopra
|
6.5
|
|
Do stocks
overreact?
|
Josef
Lakonishok
|
||||||
|
Jay
R. Ritter
|
|||||||
|
Does
corporate performance
|
31
|
2
|
Apr-92
|
135
|
175
|
Paul
M. Healy
|
6.3
|
|
improve
after mergers?
|
Krishna
G. Palepu
|
||||||
|
Richard
S. Ruback
|
|||||||
|
No news
is good news:
|
31
|
3
|
Jun-92
|
281
|
318
|
John
Y. Campbell
|
6.2
|
|
An asymmetric
model of
|
Ludger
Hentschel
|
||||||
|
changing
volatility in stock returns
|
|
||||||
|
An ordered
probit analysis of
|
31
|
3
|
Jun-92
|
319
|
379
|
Jerry
A. Hausman
|
5.8
|
|
transaction
stock prices
|
Andrew
W. Lo
|
||||||
|
|
A.Craig
MacKinlay
|
||||||
|
The
investment opportunity set and
|
32
|
3
|
Dec-92
|
263
|
292
|
Clifford
W. Smith
|
19.8
|
|
corporate
financing, dividend,
|
Ross
L. Watts
|
||||||
|
and
compensation policies
|
|
||||||
|
Do outside
directors monitor managers?
|
32
|
2
|
Oct-92
|
195
|
221
|
John
W. Byrd
|
7.7
|
|
Evidence
from tender offer bids
|
Kent
A. Hickman
|
||||||
|
The
impact of institutional trading
|
32
|
1
|
Aug-92
|
23
|
43
|
Josef
Lakonishok
|
5.3
|
|
on stock
prices
|
Andrei
Shleifer
|
||||||
|
|
Robert
W. Vishny
|
||||||
|
Common
risk factors in the
|
33
|
1
|
Feb-93
|
3
|
56
|
Eugene
F. Fama
|
37.3
|
|
returns
on stocks and bonds
|
Kenneth
R. French
|
||||||
|
Institutional
trades and
|
33
|
2
|
Apr-93
|
173
|
199
|
Louis
K.C. Chan
Josef Lakonishok |
5.5
|
|
intraday
stock price behavior
|
|||||||
|
Seniority
and maturity
|
33
|
3
|
Jun-93
|
341
|
368
|
Douglas
W. Diamond
|
5.1
|
|
of debt
contracts
|
|||||||
|
Outside
directors and the
|
35
|
3
|
Jun-94
|
371
|
390
|
James
A. Brickley
|
8.3
|
|
adoption
of poison pills
|
Jeffrey
L. Coles
|
||||||
|
Rory
L. Terry
|
|||||||
|
Venture
capitalists and
|
35
|
3
|
Jun-94
|
293
|
316
|
Joshua
Lerner
|
6.3
|
|
the
decision to go public
|
|||||||
|
Appointments
of outsiders to
|
36
|
2
|
Oct-94
|
225
|
258
|
Steven
N. Kaplan
|
6.2
|
|
Japanese
boards: Determinants
|
Bernadette
A. Minton
|
||||||
|
and
implications for managers
|
|||||||
|
Diversification's
effect on firm value
|
37
|
1
|
Jan-95
|
39
|
65
|
Philip
G. Berger
|
17.1
|
|
Eli
Ofek
|
|||||||
|
Corporate
focus and stock returns
|
37
|
1
|
Jan-95
|
67
|
87
|
Robert
Comment
|
10.7
|
|
Gregg
A. Jarrell
|
|||||||
|
Asset
sales and increase in focus
|
37
|
1
|
Jan-95
|
105
|
126
|
Kose
John
|
7.6
|
|
Eli
Ofek
|
|||||||
|
Underperformance
in long-run stock returns
|
38
|
3
|
Jul-95
|
243
|
267
|
D. Katherine
Spiess
|
7.0
|
|
following
seasoned equity offerings
|
John
Affleck-Graves
|
||||||
|
Executive
compensation structure,
|
38
|
2
|
Jun-95
|
163
|
184
|
Hamid
Mehran
|
7.3
|
|
ownership
and firm performance
|
|||||||
|
Market
underreaction to
|
39
|
2
|
Oct-95
|
181
|
208
|
David
Ikenberry
|
11.4
|
|
open
market repurchases
|
Josef
Lakonishok
|
||||||
|
Theo
Vermaelen
|
|||||||
|
Poison
or placebo?
|
39
|
1
|
Sep-95
|
3
|
43
|
Robert
Comment
|
8.0
|
|
Evidence
on the deterrence and wealth
|
G. William
Schwert
|
||||||
|
effects
of modern antitakeover measures
|
|||||||
|
Do corporations
award CEO
|
39
|
2
|
Oct-95
|
237
|
269
|
David
Yermack
|
7.5
|
|
stock
options effectively?
|
|||||||
|
Tests
of microstructure hypotheses
|
39
|
2
|
Oct-95
|
321
|
351
|
Richard
K. Lyons
|
6.4
|
|
in the
foreign exchange market
|
|||||||
|
Higher
market valuation of companies
|
40
|
2
|
Feb-96
|
185
|
211
|
David
Yermack
|
13.7
|
|
with
a small board of directors
|
|||||||
|
Dealer
versus auction markets:
|
41
|
3
|
Jul-96
|
313
|
357
|
Roger
D. Huang
|
12.9
|
|
A paired
comparison of execution costs
|
Hans
R. Stoll
|
||||||
|
on NASDAQ
and the NYSE
|
|||||||
|
Detecting
abnormal operating performance:
|
41
|
3
|
Jul-96
|
359
|
399
|
Brad
M. Barber
|
9.7
|
|
The
empirical power and
|
John
D. Lyon
|
||||||
|
specification
of test statistics
|
|||||||
|
Debt
and the marginal tax rate
|
41
|
1
|
May-96
|
41
|
73
|
John
R. Graham
|
6.5
|
|
Market
microstructure and asset pricing:
On the compensation for illiquidity in stock returns |
41
|
3
|
Jul-96
|
441
|
464
|
Michael
J. Brennan
Avanidhar Subrahmanyam |
6.0
|
|
The
impact of industry shocks on
|
41
|
2
|
Jun-96
|
193
|
229
|
Mark
L. Mitchell
|
5.2
|
|
takeover
and restructuring activity
|
J. Harold
Mulherin
|
||||||
|
Modeling
the conditional distribution of
|
42
|
1
|
Sep-96
|
27
|
62
|
Stephen
F. Gray
|
8.9
|
|
interest
rates as a regime-switching process
|
|||||||
|
Timing,
investment opportunities,
|
42
|
2
|
Oct-96
|
159
|
185
|
Kooyul
Jung
|
5.7
|
|
managerial
discretion,
|
Yong-Cheol
Kim
|
||||||
|
and
the security issue decision
|
René
M. Stulz
|
||||||
|
Proxies
for the corporate marginal tax rate
|
42
|
2
|
Oct-96
|
187
|
221
|
John
R. Graham
|
5.6
|
|
Detecting
long-run abnormal stock returns:
The empirical power and specification of test statistics |
43
|
3
|
Mar-97
|
341
|
372
|
Brad
M. Barber
John D. Lyon |
17.9
|
|
Measuring
long-horizon
security price performance |
43
|
3
|
Mar-97
|
301
|
339
|
S. P.
Kothari
Jerold B. Warner |
10.6
|
|
Industry
costs of equity
|
43
|
2
|
Feb-97
|
153
|
193
|
Eugene
F. Fama
Kenneth R. French |
12.6
|
|
Emerging
equity market volatility
|
43
|
1
|
Jan-97
|
29
|
77
|
Geert
Bekaert
Campbell R. Harvey |
8.2
|
|
Do independent
directors enhance target
shareholder wealth during tender offers? |
43
|
2
|
Feb-97
|
195
|
218
|
James
F. Cotter
Anil Shivdasani Marc Zenner |
5.4
|
|
Ownership
and operating performance
of companies that go public |
44
|
3
|
Jun-97
|
281
|
307
|
Wayne
H. Mikkelson
M. Megan Partch Kshitij Shah |
6.4
|
|
Why
is there a home bias?
An analysis of foreign portfolio equity ownership in Japan |
46
|
1
|
Oct-97
|
3
|
28
|
Jun-Koo
Kang
René M. Stulz |
6.7
|
|
Transactions
costs and investment style:
An inter-exchange analysis of institutional equity trades |
46
|
3
|
Dec-97
|
265
|
292
|
Donald
B. Keim
Ananth Madhavan |
5.9
|
|
Venture
capital and the
structure of capital markets: Banks versus stock markets |
47
|
3
|
Mar-98
|
243
|
277
|
Bernard
S. Black
Ronald J. Gilson |
8.1
|
|
Ownership structure,
investment,
|
47
|
1
|
Jan-98
|
103
|
121
|
Myeong-Hyeon
Cho
|
5.6
|
|
Market
efficiency, long-term returns,
and behavioral finance |
49
|
3
|
Sep-98
|
283
|
306
|
Eugene
F. Fama
|
21.8
|
|
A model
of investor sentiment
|
49
|
3
|
Sep-98
|
307
|
343
|
Nicholas
Barberis
Andrei Shleifer Robert W. Vishny |
17.1
|
|
Alternative
factor specifications,
security characteristics, and the cross-section of expected stock returns |
49
|
3
|
Sep-98
|
345
|
373
|
Michael
J. Brennan
Tarun Chordia Avanidhar Subramanian |
5.9
|
|
Earnings
management and
the underperformance of seasoned equity offerings |
50
|
1
|
Oct-98
|
63
|
99
|
Siew
Hong Teoh
Ivo Welch T.J. Wong |
7.6
|
|
The
effects of bank mergers and
acquisitions on small business lending |
50
|
2
|
Nov-98
|
187
|
229
|
Allen
N. Berger
Anthony Saunders Joseph M. Scalise Gregory F. Udell |
7.4
|
|
The
relation between implied
and realized volatility |
50
|
2
|
Nov-98
|
125
|
150
|
B.J.
Christensen
N.R. Prabhala |
6.0
|
|
Corporate
governance, chief executive
officer compensation, and firm performance |
51
|
3
|
Mar-99
|
371
|
406
|
John
E. Core
Robert W. Holthausen David F. Larcker |
9.1
|
|
The
market reaction to
international cross-listings: Evidence from Depositary Receipts |
51
|
1
|
Jan-99
|
103
|
123
|
Darius
P. Miller
|
7.0
|
|
Understanding
the determinants of
managerial ownership and the link between ownership and performance |
53
|
3
|
Sep-99
|
353
|
384
|
Charles
P. Himmelberg
R.Glenn Hubbard Darius Palia |
10.4
|
|
Predictive
regressions
|
54
|
3
|
Dec-99
|
375
|
421
|
Robert
F. Stambaugh
|
5.9
|
|
Do foreign
investors
destabilize stock markets? The Korean experience in 1997 |
54
|
2
|
Nov-99
|
227
|
264
|
Hyuk
Choe
Bong-Chan Kho René M. Stulz |
5.0
|
|
Uniformly
least powerful
tests of market efficiency |
55
|
3
|
Mar-00
|
361
|
389
|
Tim
Loughran
Jay R. Ritter |
7.7
|
|
The
investment behavior and performance
of various investor types: A study of Finland's unique data set |
55
|
1
|
Jan-00
|
43
|
67
|
Mark
S. Grinblatt
Matti Keloharju |
5.0
|
|
Is the
abnormal return following
equity issuances anomalous? |
56
|
2
|
May-00
|
209
|
249
|
Alon
Brav
Christopher Geczy Paul A. Gompers |
6.2
|
|
Seasoned
public offerings:
Resolution of the 'new issues puzzle' |
56
|
2
|
May-00
|
251
|
291
|
B.Espen
Eckbo
Ronald A. Masulis Řyvind Norli |
6.0
|
|
A study
towards a unified approach
to the joint estimation of objective and risk neutral measures for the purpose of options valuation |
56
|
3
|
Jun-00
|
407
|
458
|
Mikhail
Chernov
Eric Ghysels |
6.0
|
|
Eighths,
sixteenths and market depth:
Changes in tick size and liquidity provision on the NYSE |
56
|
1
|
Apr-00
|
125
|
149
|
Michael
A. Goldstein
Kenneth A. Kavajecz |
5.8
|
|
Investor
protection and
corporate governance |
58
|
1
|
Oct-00
|
3
|
27
|
Rafael
LaPorta
Florencio Lopez-de-Silanes Andrei Shleifer Robert Vishny |
19.7
|
|
The
separation of ownership and control
in East Asian Corporations |
58
|
1
|
Oct-00
|
81
|
112
|
Stijn
Claessens
Simeon Djankov Larry H.P. Lang |
14.3
|
|
Finance
and the sources of growth
|
58
|
1
|
Oct-00
|
261
|
300
|
Thorsten
Beck
Ross Levine Norman Loayza |
12.8
|
|
Corporate
governance in
the Asian financial crisis |
58
|
1
|
Oct-00
|
141
|
186
|
Simon
Johnson
Peter Boone Alasdair Breach Eric Friedman |
11.5
|
|
Financial
markets and
the allocation of capital |
58
|
1
|
Oct-00
|
187
|
214
|
Jeffrey
Wurgler
|
9.3
|
|
The
information content of stock markets:
Why do emerging markets have synchronous stock price movements? |
58
|
1
|
Oct-00
|
215
|
260
|
Randall
Morck
Bernard Yeung Wayne Yu |
6.5
|
|
The
portfolio flows of
international investors |
59
|
2
|
Feb-01
|
151
|
193
|
Kenneth
A. Froot
Paul G.J. O'Connell Mark S. Seasholes |
5.8
|
|
The
theory and practice of
corporate finance: Evidence from the field |
60
|
2
|
May-01
|
187
|
243
|
John
R. Graham
Campbell R. Harvey |
12.4
|
|
Disappearing
dividends:
Changing firm characteristics or lower propensity to pay? |
60
|
1
|
Apr-01
|
3
|
43
|
Eugene
F. Fama
Kenneth R. French |
8.8
|
|
The
distribution of stock return volatility
|
61
|
1
|
Jul-01
|
43
|
76
|
Torben
G. Andersen
Tim Bollerslev Francis X. Diebold Heiko Evans |
10.8
|
|
Stock
option plans for
non-executive employees |
61
|
2
|
Aug-01
|
253
|
287
|
John
E. Core
Wayne R. Guay |
5.6
|
|
Does
Delaware law improve firm value?
|
62
|
3
|
Dec-01
|
525
|
558
|
Robert
Daines
|
7.2
|
|
The
jump-risk premia implicit in options:
Evidence from an integrated time-series study |
63
|
1
|
Jan-02
|
3
|
50
|
Jun
Pan
|
11.3
|
|
Expectation
puzzles,
time-varying risk premia, and affine models of the term structure |
63
|
3
|
Mar-02
|
415
|
441
|
Qiang
Dai
Kenneth J. Singleton |
5.0
|
|
Industry
growth and capital allocation:
Does having a market- or bank-based system matter? |
64
|
2
|
May-02
|
147
|
180
|
Thorsten
Beck
Ross Levine |
5.8
|
|
The
ultimate ownership of
Western European corporations |
65
|
3
|
Sep-02
|
365
|
395
|
Marra
Faccio
Larry H. P. Lang |
8.0
|
|
The
market for borrowing stock
|
66
|
2
|
Nov-02
|
271
|
306
|
Gene
D'Avolio
|
7.5
|
|
Protection
of minority shareholder interests,
cross-listings in the United States, and subsequent equity offerings |
66
|
1
|
Oct-02
|
65
|
104
|
William
A. Reese
Michael S. Weisbach |
5.5
|
|
Breadth
of ownership and stock returns
|
66
|
2
|
Nov-02
|
171
|
205
|
Joseph
Chen
Harrison Hong Jeremy C. Stein |
5.3
|
|
Short-sale
constraints and stock returns
|
66
|
2
|
Nov-02
|
207
|
239
|
Charles
M. Jones
Owen A. Lamont |
5.3
|
|
Investor
protection and equity markets
|
66
|
1
|
Oct-02
|
3
|
27
|
Andrei
Shleifer
Daniel Wolfenzon |
5.0
|
|
The
value of corporate voting rights
and control: A cross-country analysis |
68
|
3
|
Jun-03
|
325
|
351
|
Tatiana
Nenova
|
6.0
|
|
Style
investing
|
68
|
2
|
May-03
|
161
|
199
|
Nicholas
Barberis
Andrei Shleifer |
5.3
|
|
The
great reversals: The politics of
financial development in the 20th Century |
69
|
1
|
Jul-03
|
5
|
50
|
Raghuram
G. Rajan
Luigi Zingales |
9.7
|
|
Earnings
management and investor
protection: An international comparison |
69
|
3
|
Sep-03
|
505
|
527
|
Christian
Leuz
Dhananjay Nanda Peter D. Wysocki |
6.0
|
|
Stock
market driven acquisitions
|
70
|
3
|
Dec-03
|
295
|
311
|
Andrei
Shleifer
Robert W. Vishny |
7.0
|