Order | Field | Literature Title and Publish Date | Author | Citation Frequency/ Centrality |
1 | Asset pricing | Common risk factors in the returns on stocks and bonds (1993) | Fama and French | 434 |
On persistence in mutual fund performance (1997) | Carhart | 290 | ||
Estimating standard errors in finance panel data sets: Comparing approaches (2009) | Petersen | 275 | ||
Illiquidity and stock returns: Cross-section and time-series effects (2002) | Amihud | 194 | ||
The pricing of options and corporate liabilities (1973) | Black and Scholes | 163 | ||
Returns to buying winners and selling losers: Implications for stock market efficiency (1993) | Jegadeesh and Titman | 163 | ||
Growth or glamour? Fundamentals and systematic risk in stock returns (2010) | Campbell et al. | 0.66 | ||
A simple way to estimate bid-ask spreads from daily high and low prices (2012) | Corwin and Schultz | 0.58 | ||
2 | Corporation finance | Theory of the firm: managerial behavior, agency costs and ownership structure (1976) | Jensen and Meckling | 305 |
Law and finance (1998) | Lopez-de-Silanes et al. | 236 | ||
Corporate governance and equity prices (2003) | Gompers et al. | 202 | ||
Corporate financing and investment decisions when firms have information that investors do not have (1984) | Myers and Majluf | 191 | ||
A survey of corporate governance (1997) | Shleifer and Vishny, | 103 | ||
What matters in corporate governance? (2009) | Bebchuk et al. | 98 | ||
Local underwriter oligopolies and IPO underpricing (2011) | Liu and Ritter | 0.65 | ||
Corporate governance and value creation: Evidence from private equity (2013) | Acharya et al. | 0.43 | ||
3 | Finance intermediation | Financial intermediation and delegated monitoring (1984) | Diamond | 104 |
Measuring mutual fund performance with characteristic-based benchmarks (1997) | Daniel et al. | 78 | ||
Does function follow organizational form? Evidence from the lending practices of large and small banks (2005) | Berger et al. | 73 | ||
This time is the same: using bank performance in 1998 to explain bank performance during the recent financial crisis (2012) | Fahlenbrach et al. | 0.5 | ||
A model of shadow banking (2013) | Gennaioli et al. | 0.35 | ||
4 | Investor’s behave-ours | Prospect theory: an analysis of decisions under risk (1979) | Kahneman and Tversky | 57 |
A model of investor sentiment (1998) | Barberis et al. | 52 | ||
All that glitters: the effect of attention and news on the buying behavior of individual and institutional investors (2008). | Barber and Odean | 47 | ||
Nature or nurture: what determines investor behavior? (2010) | Barnea et al. | 0.45 | ||
Global, local, and contagious investor sentiment (2012) | Baker et al. | 0.42 |