| Inferring trade direction from intraday data CMC Lee, MJ Ready The Journal of Finance 46 (2), 733-746, 1991 | 4167 | 1991 |
| Spreads, depths, and the impact of earnings information: An intraday analysis CMC Lee, B Mucklow, MJ Ready The Review of Financial Studies 6 (2), 345-374, 1993 | 1495 | 1993 |
| On the robustness of size and book‐to‐market in cross‐sectional regressions PJ Knez, MJ Ready The Journal of Finance 52 (4), 1355-1382, 1997 | 453 | 1997 |
| Volume, volatility, and New York stock exchange trading halts CMC Lee, MJ Ready, PJ Seguin The Journal of Finance 49 (1), 183-214, 1994 | 434 | 1994 |
| Credit ratings and stock liquidity ER Odders-White, MJ Ready The Review of Financial Studies 19 (1), 119-157, 2006 | 274 | 2006 |
| Profits from technical trading rules MJ Ready Financial Management, 43-61, 2002 | 273 | 2002 |
| Profits from technical trading rules MJ Ready Financial Management, 43-61, 2002 | 273 | 2002 |
| Estimating the profits from trading strategies PJ Knez, MJ Ready The Review of Financial Studies 9 (4), 1121-1163, 1996 | 202 | 1996 |
| Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks B Eraker, M Ready Journal of Financial Economics 115 (3), 486-504, 2015 | 199 | 2015 |
| The specialist's discretion: stopped orders and price improvement MJ Ready The Review of Financial Studies 12 (5), 1075-1112, 1999 | 140 | 1999 |
| The deterrent effect of the Securities and Exchange Commission’s enforcement intensity on illegal insider trading: Evidence from run-up before news events D Del Guercio, ER Odders-White, MJ Ready The Journal of Law and Economics 60 (2), 269-307, 2017 | 107* | 2017 |
| Profitable predictability in the cross section of stock returns JD Hanna, MJ Ready Journal of Financial Economics 78 (3), 463-505, 2005 | 106 | 2005 |
| Optimal pricing of depletable, replaceable resources: the case of landfill tipping fees MJ Ready, RC Ready Journal of Environmental Economics and Management 28 (3), 307-323, 1995 | 81 | 1995 |
| Determinants of volume in dark pool crossing networks MJ Ready | 53 | 2014 |
| Determinants of volume in dark pool crossing networks MJ Ready | 53 | 2014 |
| Determinants of volume in dark pools MJ Ready Preprint, 2010 | 50 | 2010 |
| The probability and magnitude of information events ER Odders-White, MJ Ready Journal of Financial Economics 87 (1), 227-248, 2008 | 43 | 2008 |
| Ready, 1991 CMC Lee, J Mark Inferring trade direction from intraday data, 733-746, 0 | 38 | |
| The impact of preferencing on execution quality C He, E Odders-White, MJ Ready Journal of Financial Markets 9 (3), 246-273, 2006 | 23 | 2006 |
| Order flows and financial investor impacts in commodity futures markets MJ Ready, RC Ready The Review of Financial Studies 35 (10), 4712-4755, 2022 | 17 | 2022 |
Diane Del GuercioGerry and Marilyn Cameron Professor of Finance, University of OregonVerified email at uoregon.edu
