| Familiarity breeds investment G Huberman The Review of Financial Studies 14 (3), 659-680, 2001 | 2656 | 2001 |
| Contagious speculation and a cure for cancer: A nonevent that made stock prices soar G Huberman, T Regev The Journal of Finance 56 (1), 387-396, 2001 | 1249 | 2001 |
| Systematic liquidity G Huberman, D Halka Journal of Financial Research 24 (2), 161-178, 2001 | 965 | 2001 |
| How much choice is too much? Contributions to 401 (k) retirement plans S Sethi-Iyengar, G Huberman, W Jiang Pension design and structure: New lessons from behavioral finance 83, 84-87, 2004 | 948 | 2004 |
| Mean‐variance spanning G Huberman, S Kandel The Journal of Finance 42 (4), 873-888, 1987 | 873 | 1987 |
| Do stock price bubbles influence corporate investment? S Gilchrist, CP Himmelberg, G Huberman Journal of Monetary Economics 52 (4), 805-827, 2005 | 529 | 2005 |
| Monopoly without a monopolist: An economic analysis of the bitcoin payment system G Huberman, JD Leshno, C Moallemi The Review of Economic Studies 88 (6), 3011-3040, 2021 | 524 | 2021 |
| Talk and action: What individual investors say and what they do D Dorn, G Huberman Review of Finance 9 (4), 437-481, 2005 | 504 | 2005 |
| A simple approach to arbitrage pricing theory G Huberman Journal of Economic Theory 28 (1), 183-191, 1982 | 454 | 1982 |
| Offering versus choice in 401 (k) plans: Equity exposure and number of funds G Huberman, W Jiang The Journal of Finance 61 (2), 763-801, 2006 | 451 | 2006 |
| Two-sided uncertainty and" up-or-out" contracts C Kahn, G Huberman Journal of Labor Economics 6 (4), 423-444, 1988 | 437 | 1988 |
| Price manipulation and quasi‐arbitrage G Huberman, W Stanzl Econometrica 72 (4), 1247-1275, 2004 | 394 | 2004 |
| Minimum cost spanning tree games D Granot, G Huberman Mathematical programming 21, 1-18, 1981 | 352 | 1981 |
| Defined contribution pension plans: determinants of participation and contributions rates G Huberman, SS Iyengar, W Jiang Journal of Financial Services Research 31, 1-32, 2007 | 298 | 2007 |
| Correlated trading and returns D Dorn, G Huberman, P Sengmueller The Journal of Finance 63 (2), 885-920, 2008 | 290 | 2008 |
| Mimicking portfolios and exact arbitrage pricing G Huberman, S Kandel, RF Stambaugh The Journal of Finance 42 (1), 1-9, 1987 | 290 | 1987 |
| Optimal liquidity trading G Huberman, W Stanzl Review of finance 9 (2), 165-200, 2005 | 281 | 2005 |
| Optimal insurance policy indemnity schedules G Huberman, D Mayers, CW Smith Jr The Bell Journal of Economics, 415-426, 1983 | 263 | 1983 |
| Limited contract enforcement and strategic renegotiation G Huberman, C Kahn The American Economic Review, 471-484, 1988 | 208 | 1988 |
| On the core and nucleolus of minimum cost spanning tree games D Granot, G Huberman Mathematical programming 29, 323-347, 1984 | 205 | 1984 |
