| Dividend variability and variance bounds tests for the rationality of stock market prices TA Marsh, RC Merton The American Economic Review 76 (3), 483-498, 1986 | 718 | 1986 |
| New evidence on the nature of size-related anomalies in stock prices P Brown, AW Kleidon, TA Marsh Journal of Financial Economics 12 (1), 33-56, 1983 | 626 | 1983 |
| Stock return seasonalities and the tax-loss selling hypothesis: Analysis of the arguments and Australian evidence P Brown, DB Keim, AW Kleidon, TA Marsh Journal of financial economics 12 (1), 105-127, 1983 | 621 | 1983 |
| Dividend behavior for the aggregate stock market TA Marsh, RC Merton Journal of business, 1-40, 1987 | 485 | 1987 |
| Stochastic processes for interest rates and equilibrium bond prices TA Marsh, ER Rosenfeld The Journal of Finance 38 (2), 635-646, 1983 | 286 | 1983 |
| Variations in economic uncertainty and risk premiums on capital assets G Gennotte, TA Marsh European Economic Review 37 (5), 1021-1041, 1993 | 179 | 1993 |
| Exchange listing and liquidity: A comparison of the American Stock Exchange with the NASDAQ National Market System TA Marsh, K Rock American Stock Exchange, 1986 | 113 | 1986 |
| Non-trading, market making, and estimates of stock price volatility TA Marsh, ER Rosenfeld Journal of Financial Economics 15 (3), 359-372, 1986 | 91 | 1986 |
| Return-volume dependence and extremes in international equity markets T Marsh, N Wagner Available at SSRN 424926, 2004 | 84 | 2004 |
| Measuring tail thickness under GARCH and an application to extreme exchange rate changes N Wagner, TA Marsh Journal of Empirical Finance 12 (1), 165-185, 2005 | 81 | 2005 |
| Trading activity and price behavior in the stock and stock index futures markets in October 1987 JF Gammill Jr, TA Marsh Journal of Economic Perspectives 2 (3), 25-44, 1988 | 79 | 1988 |
| Risk-return tradeoffs for strategic management TA Marsh, DS Swanson Sloan Management Review (pre-1986) 25 (3), 35, 1984 | 76 | 1984 |
| Stock and bond return relations and stock market uncertainty: Evidence from wavelet analysis FL Lin, SY Yang, T Marsh, YF Chen International Review of Economics & Finance 55, 285-294, 2018 | 72 | 2018 |
| Surprise volume and heteroskedasticity in equity market returns N Wagner*, TA Marsh § Quantitative Finance 5 (2), 153-168, 2005 | 72 | 2005 |
| The pricing of Japanese equity warrants H Kuwahara, TA Marsh Management science 38 (11), 1610-1641, 1992 | 62 | 1992 |
| The role of country and industry effects in explaining global stock returns T Marsh, P Pfleiderer, D Tien Unpublished working paper, UC Berkeley and Stanford University, 1997 | 38 | 1997 |
| Asset prices, midterm elections, and political uncertainty KF Chan, T Marsh Journal of Financial Economics 141 (1), 276-296, 2021 | 35 | 2021 |
| Equilibrium term structure models: Test methodology T Marsh The Journal of Finance 35 (2), 421-435, 1980 | 30 | 1980 |
| Flight to quality and asset allocation in a financial crisis T Marsh, P Pfleiderer Financial Analysts Journal 69 (4), 43-57, 2013 | 29 | 2013 |
| Aggregate dividend behavior and its implications for tests of stock market rationality TA Marsh, RC Merton Cambridge, Mass.: Massachusetts Institute of Technology, 1983 | 27 | 1983 |
