On the public citation graph

How Market Illiquidity Conditions Valuation-Residual Persistence and Return Predictability

https://doi.org/10.2139/ssrn.7314730
0 signed · 21 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/0304-405x(86)90065-6openalex-snapshot
Asset pricing and the bid-ask spread
inferredcites →https://doi.org/10.1016/0304-405x(93)90023-5openalex-snapshot
Common risk factors in the returns on stocks and bonds
inferredcites →https://doi.org/10.1016/j.jacceco.2006.04.002openalex-snapshot
Costly arbitrage and the myth of idiosyncratic risk
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.007openalex-snapshot
Asset pricing with liquidity risk
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.015openalex-snapshot
Valuation waves and merger activity: The empirical evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2007.03.005openalex-snapshot
Liquidity and Market Efficiency
inferredcites →https://doi.org/10.1016/s0304-405x(02)00228-3openalex-snapshot
Equilibrium and welfare in markets with financially constrained arbitrageurs
inferredcites →https://doi.org/10.1016/s1386-4181(01)00024-6openalex-snapshot
Illiquidity and stock returns: cross-section and time-series effects
inferredcites →https://doi.org/10.1017/s0022109010000293openalex-snapshot
Arbitrage Risk and Stock Mispricing
inferredcites →https://doi.org/10.1017/s002210901000030xopenalex-snapshot
Behavioral and Rational Explanations of Stock Price Performance around SEOs: Evidence from a Decomposition of Market-to-Book Ratios
inferredcites →https://doi.org/10.1086/374184openalex-snapshot
Liquidity Risk and Expected Stock Returns
inferredcites →https://doi.org/10.1093/rfs/hhn030openalex-snapshot
The Stock Market and Corporate Investment: A Test of Catering Theory
inferredcites →https://doi.org/10.1093/rfs/hhn098openalex-snapshot
Market Liquidity and Funding Liquidity
inferredcites →https://doi.org/10.1093/rfs/hhx072openalex-snapshot
Price Impact or Trading Volume: Why Is the Amihud (2002) Measure Priced?
inferredcites →https://doi.org/10.1111/eufm.12462openalex-snapshot
Arbitrage asymmetry, mispricing and the illiquidity premium
inferredcites →https://doi.org/10.1111/fire.12301openalex-snapshot
Persistence of investor sentiment and market mispricing
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03807.xopenalex-snapshot
The Limits of Arbitrage
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/j.1540-6261.2006.00853.xopenalex-snapshot
Does Investor Misvaluation Drive the Takeover Market?
inferredcites →https://doi.org/10.1111/jofi.12836openalex-snapshot
Where Is the Risk in Value? Evidence from a Market‐to‐Book Decomposition
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.