| Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk R Sadka Journal of Financial Economics 80 (2), 309-349, 2006 | 1252 | 2006 |
| Are momentum profits robust to trading costs? RA Korajczyk, R Sadka The Journal of Finance 59 (3), 1039-1082, 2004 | 885 | 2004 |
| Pricing the commonality across alternative measures of liquidity RA Korajczyk, R Sadka Journal of Financial Economics 87 (1), 45-72, 2008 | 756 | 2008 |
| Liquidity risk and the cross-section of hedge-fund returns R Sadka Journal of Financial Economics 98 (1), 54-71, 2010 | 459 | 2010 |
| Analyst disagreement, mispricing, and liquidity R Sadka, A Scherbina The Journal of Finance 62 (5), 2367-2403, 2007 | 446 | 2007 |
| Seasonality in the cross-section of stock returns SL Heston, R Sadka Journal of Financial Economics 87 (2), 418-445, 2008 | 404 | 2008 |
| 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 |
| Liquidity and the post-earnings-announcement drift T Chordia, A Goyal, G Sadka, R Sadka, L Shivakumar Financial Analysts Journal 65 (4), 18-32, 2009 | 301 | 2009 |
| Liquidity and the post-earnings-announcement drift T Chordia, A Goyal, G Sadka, R Sadka, L Shivakumar Financial Analysts Journal 65 (4), 18-32, 2009 | 301 | 2009 |
| Intraday patterns in the cross‐section of stock returns SL Heston, RA Korajczyk, R Sadka The Journal of Finance 65 (4), 1369-1407, 2010 | 229 | 2010 |
| Aggregate earnings and asset prices R Ball, G Sadka, R Sadka Journal of Accounting Research 47 (5), 1097-1133, 2009 | 228 | 2009 |
| Predictability and the earnings–returns relation G Sadka, R Sadka Journal of financial economics 94 (1), 87-106, 2009 | 202 | 2009 |
| Liquidity level or liquidity risk? Evidence from the financial crisis X Lou, R Sadka Financial Analysts Journal 67 (3), 51-62, 2011 | 169* | 2011 |
| Flattening the illiquidity curve: Retail trading during the COVID-19 lockdown G Ozik, R Sadka, S Shen Journal of Financial and Quantitative Analysis 56 (7), 2356-2388, 2021 | 166 | 2021 |
| Liquidity risk and accounting information R Sadka Journal of Accounting and Economics 52 (2-3), 144-152, 2011 | 98 | 2011 |
| Horizon pricing A Kamara, RA Korajczyk, X Lou, R Sadka Journal of Financial and Quantitative Analysis 51 (6), 1769-1793, 2016 | 96 | 2016 |
| Liquidity risk and asset pricing R Sadka Unpublished working paper. Northwestern University, 2003 | 90 | 2003 |
| Seasonality in the cross section of stock returns: the international evidence SL Heston, R Sadka Journal of Financial and Quantitative Analysis 45 (5), 1133-1160, 2010 | 87 | 2010 |
| Liquidity risk and mutual fund performance X Dong, S Feng, R Sadka Management Science 65 (3), 1020-1041, 2019 | 76 | 2019 |
| What do measures of real-time corporate sales say about earnings surprises and post-announcement returns? K Froot, N Kang, G Ozik, R Sadka Journal of Financial Economics 125 (1), 143-162, 2017 | 75 | 2017 |
