Smart money, dumb money, and capital market anomalies F Akbas, WJ Armstrong, S Sorescu, A Subrahmanyam Journal of Financial Economics 118 (2), 355-382, 2015 | 275 | 2015 |
Capital market efficiency and arbitrage efficacy F Akbas, WJ Armstrong, S Sorescu, A Subrahmanyam Journal of Financial and Quantitative Analysis 51 (2), 387-413, 2016 | 89* | 2016 |
Going for gold: An analysis of Morningstar analyst ratings WJ Armstrong, E Genc, M Verbeek Management Science 65 (5), 2310-2327, 2019 | 55 | 2019 |
The volatility of liquidity and expected stock returns R Petkova, F Akbas, WJ Armstrong Available at SSRN 1786991, 2011 | 42* | 2011 |
Exchange risk and universal returns: A test of international arbitrage pricing theory WJ Armstrong, J Knif, JW Kolari, S Pynnönen Pacific-Basin Finance Journal 20 (1), 24-40, 2012 | 29 | 2012 |
Two centuries of innovations and stock market bubbles A Sorescu, SM Sorescu, WJ Armstrong, B Devoldere Marketing Science 37 (4), 507-529, 2018 | 19 | 2018 |
Information shocks, disagreement, and drift WJ Armstrong, L Cardella, N Sabah Journal of Financial Economics 140 (3), 916-940, 2021 | 13* | 2021 |
Systematic volume spikes and intraday liquidity patterns: Fingerprints of HFT activity? WJ Armstrong, L Cardella, N Sabah | | 2018 |
Momentum Trading and Limits to Arbitrage WJ Armstrong Available at SSRN 1925205, 2013 | | 2013 |
Universal Returns, Exchange Risk, and Capital Asset Prices W Armstrong, J Knif, J Kolari, S Pynnönen International Review of Applied Financial Issues and Economics 3 (2), 2011 | | 2011 |