| Short sellers and financial misconduct JM Karpoff, X Lou The Journal of Finance 65 (5), 1879-1913, 2010 | 740 | 2010 |
| The divergence of liquidity commonality in the cross-section of stocks A Kamara, X Lou, R Sadka Journal of Financial Economics 89 (3), 444-466, 2008 | 380 | 2008 |
| Price impact or trading volume: Why is the Amihud (2002) measure priced? X Lou, T Shu The Review of Financial Studies 30 (12), 4481-4520, 2017 | 135 | 2017 |
| Liquidity level or liquidity risk? Evidence from the financial crisis X Lou, R Sadka Financial Analysts Journal 67 (3), 51-62, 2011 | 120 | 2011 |
| Horizon pricing A Kamara, RA Korajczyk, X Lou, R Sadka Journal of Financial and Quantitative Analysis 51 (6), 1769-1793, 2016 | 96 | 2016 |
| Flow-induced trading pressure and corporate investment X Lou, AY Wang Journal of Financial and Quantitative Analysis 53 (1), 171-201, 2018 | 55 | 2018 |
| Price impact or trading volume: Why is the Amihud (2002) illiquidity measure priced X Lou, T Shu Available at SSRN 2291942, 2014 | 33 | 2014 |
| Can liquidity events explain the low-short-interest puzzle? Implications from the options market J Duarte, X Lou, R Sadka 8th Annual Texas Finance Festival, 2006 | 24 | 2006 |
| Has the US stock market become more vulnerable over time? A Kamara, X Lou, R Sadka Financial Analysts Journal 66 (1), 41-52, 2010 | 20 | 2010 |
| Enforcement waves and spillovers HM Choi, JM Karpoff, X Lou, GS Martin Management Science 70 (2), 834-859, 2024 | 16 | 2024 |
| Flow-induced mispricing and corporate investment X Lou, A Wang Working paper, 2014 | 11 | 2014 |
| Media reinforcement in international financial markets K Froot, X Lou, G Ozik, R Sadka, S Shen Working paper, 2017 | 9 | 2017 |
| Why is the Amihud (2002) illiquidity measure priced X Lou, T Shu Unpublished Working Paper, 2014 | 9 | 2014 |
| Do short sellers detect overpriced firms? Evidence from SEC enforcement actions JM Karpoff, X Lou Working paper, University of Washington, 2008 | 8 | 2008 |
| Short-horizon beta or long-horizon alpha? A Kamara, R Korajczyk, X Lou, R Sadka Journal of Portfolio Management 45 (1), 96-105, 2018 | 7 | 2018 |
| Underreaction or risk? Expected earnings and the post-earnings-announcement drift Y Konchitchki, X Lou, G Sadka, R Sadka Unpublished working paper. University of California at Berkeley, 2011 | 7 | 2011 |
| Option-based hedging of liquidity costs in short selling J Duarte, X Lou, R Sadka Work ing Paper, University of Washington, 2005 | 7 | 2005 |
| Quantifying narratives and their impact on financial markets R Bhargava, X Lou, G Ozik, R Sadka, T Whitmore The Journal of Portfolio Management 49 (5), 82-95, 2023 | 5 | 2023 |
| Expected earnings and the post-earnings-announcement drift Y Konchitchki, X Lou, G Sadka, R Sadka Working paper (1 February), 2013 | 4 | 2013 |
| Investing with Media Indicators K Froot, X Lou, G Ozik, R Sadka | 1 | 2016 |
