| Retail trader sophistication and stock market quality: Evidence from brokerage outages GW Eaton, TC Green, BS Roseman, Y Wu Journal of Financial Economics 146 (2), 502-528, 2022 | 166* | 2022 |
| Micro (structure) before macro? The predictive power of aggregate illiquidity for stock returns and economic activity Y Chen, GW Eaton, BS Paye Journal of Financial Economics 130 (1), 48-73, 2018 | 70 | 2018 |
| Peer selection and valuation in mergers and acquisitions GW Eaton, F Guo, T Liu, MS Officer Journal of Financial Economics 146 (1), 230-255, 2022 | 54 | 2022 |
| Rethinking measures of mergers & acquisitions deal premiums GW Eaton, T Liu, MS Officer Journal of Financial and Quantitative Analysis 56 (3), 1097-1126, 2021 | 36 | 2021 |
| Measuring institutional trading costs and the implications for finance research: The case of tick size reductions GW Eaton, PJ Irvine, T Liu Journal of Financial Economics 139 (3), 832-851, 2021 | 32 | 2021 |
| Payout Yields and Stock Return Predictability: How Important Is the Measure of Cash Flow? GW Eaton, BS Paye Journal of Financial and Quantitative Analysis 52 (4), 1639-1666, 2017 | 10* | 2017 |
| Retail option traders and the implied volatility surface GW Eaton, TC Green, B Roseman, Y Wu Available at SSRN 4104788, 2023 | 7 | 2023 |
| The Cost of Equity: Evidence from Investment Banking Valuations GW Eaton, F Guo, T Liu, D Tu Available at SSRN 4266522, 2023 | | 2023 |
