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Continuous Auctions and Insider Trading
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Citations
Cited by
Barber, B. M., & Odean, T. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm079 · Cited by 4,556
Disclosure, Liquidity, and the Cost of Capital
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… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
LEUZ, C., & WYSOCKI, P. D. (2016) · Journal of Accounting Research · doi:10.1111/1475-679x.12115 · Cited by 1,760
The information content of mandatory risk factor disclosures in corporate filings
Campbell, J. L., Chen, H., Dhaliwal, D. S., Lu, H.-M., & Steele, L. B. (2014) · Review of Accounting Studies · doi:10.1007/s11142-013-9258-3 · Cited by 923
Transparency, Liquidity, and Valuation: International Evidence on When Transparency Matters Most
LANG, M., LINS, K. V., & MAFFETT, M. (2012) · Journal of Accounting Research · doi:10.1111/j.1475-679x.2012.00442.x · Cited by 821
The Flash Crash: High‐Frequency Trading in an Electronic Market
KIRILENKO, A., KYLE, A. S., SAMADI, M., & TUZUN, T. (2017) · The Journal of Finance · doi:10.1111/jofi.12498 · Cited by 795
Self-citationThe Behavior of Individual Investors
Barber, B. M., & Odean, T. (2013) · Handbook of the Economics of Finance · doi:10.1016/b978-0-44-459406-8.00022-6 · Cited by 750
All the News That's Fit to Reprint: Do Investors React to Stale Information?
Tetlock, P. C. (2011) · Review of Financial Studies · doi:10.1093/rfs/hhq141 · Cited by 677
Corporate social responsibility performance and information asymmetry
Cho, S. Y., Lee, C., & Pfeiffer, R. J. (2013) · Journal of Accounting and Public Policy · doi:10.1016/j.jaccpubpol.2012.10.005 · Cited by 645
Arbitrage risk and the book-to-market anomaly
Ali, A., Hwang, L.-S., & Trombley, M. A. (2003) · Journal of Financial Economics · doi:10.1016/s0304-405x(03)00116-8 · Cited by 518
IQ, trading behavior, and performance
Grinblatt, M., Keloharju, M., & Linnainmaa, J. T. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.05.016 · Cited by 428
Can ChatGPT forecast stock price movements? Return predictability and large language models
Lopez-Lira, A., & Tang, Y. (2026) · Journal of Financial Economics · doi:10.1016/j.jfineco.2026.104335 · Cited by 425
Commitment to social good and insider trading
Gao, F., Lisic, L. L., & Zhang, I. X. (2014) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2014.03.001 · Cited by 375
How to talk when a machine is listening: Corporate disclosure in the age of AI
Cao, S., Jiang, W., Yang, B., & Zhang, A. L. (2023) · The Review of Financial Studies · doi:10.1093/rfs/hhad021 · Cited by 222
Prices of State Contingent Claims with Insider Traders, and the Favourite-Longshot Bias
Shin, H. S. (1992) · The Economic Journal · doi:10.2307/2234526 · Cited by 182
Determinants of trading profits: the liquidity provision decision
Chae, J., & Wang, A. (2009) · Emerging Markets Finance and Trade · doi:10.2753/ree1540-496x450603 · Cited by 6
Agentic Trading: When LLM Agents Meet Financial Markets
Xia, Y., You, P., Wang, T., Liu, F., Qi, H., Wu, X., & Zhang, S. (2026) · arXiv · doi:10.48550/arxiv.2605.19337 · Cited by 4
Metadata
- Authors
- Kyle, A. S.
- Venue
- Econometrica
- Publisher
- JSTOR
- Published
- 1985-11
- Volume
- 53
- Issue
- 6
- Pages
- 1315
- ISSN
- 0012-9682 (ISSN-L)
- OpenAlex
- W2050031929
- Cited by
- 9,580
- References
- 0
- FWCI
- 7.71
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.