| Risk reduction in large portfolios: Why imposing the wrong constraints helps R Jagannathan, T Ma The journal of finance 58 (4), 1651-1683, 2003 | 1975 | 2003 |
| The 52-week high momentum strategy in international stock markets M Liu, Q Liu, T Ma Journal of International Money and Finance 30 (1), 180-204, 2011 | 159 | 2011 |
| Tick size, NYSE rule 118, and ex-dividend day stock price behavior K Jakob, T Ma Journal of Financial Economics 72 (3), 605-625, 2004 | 116 | 2004 |
| The economic growth of Central and Eastern Europe in comparative perspective, 1870–1989 DF Good, T Ma European Review of Economic History 3 (2), 103-137, 1999 | 92 | 1999 |
| Risk reduction in large portfolios: A role for portfolio weight constraints R Jagannathan, T Ma Journal of Finance 58, 1651-1684, 2003 | 56 | 2003 |
| Does the value of cash holdings deteriorate or improve with material weaknesses in internal control over financial reporting? P Huang, J Guo, T Ma, Y Zhang Journal of Banking & Finance 54, 30-45, 2015 | 50 | 2015 |
| Jackknife estimator for tracking error variance of optimal portfolios GK Basak, R Jagannathan, T Ma Management Science 55 (6), 990-1002, 2009 | 49 | 2009 |
| Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation. RO Michaud, T Ma The Review of Financial Studies 14 (3), 901-904, 2001 | 44 | 2001 |
| New estimates of income levels in Central and Eastern Europe, 1870–1910 DF Good, T Ma Von der Theorie zur Wirtschaftspolitik–ein österreichischer Weg: Festschrift …, 1998 | 34 | 1998 |
| Are ex‐day dividend clientele effects dead? Dividend yield versus dividend size KJ Jakob, T Ma Journal of Empirical Finance 14 (5), 718-735, 2007 | 32 | 2007 |
| Order imbalance on ex‐dividend days K Jakob, T Ma Journal of Financial Research 26 (1), 65-75, 2003 | 32 | 2003 |
| Prospect theory and the long-run performance of IPO stocks T Ma, Y Shen Available at SSRN 488146, 2003 | 29 | 2003 |
| Estimating the risk in sample efficient portfolios GK Basak, R Jagannathan, R Ma PhD thesis, Citeseer, 2005 | 26 | 2005 |
| Limit order adjustment mechanisms and ex‐dividend day stock price behavior K Jakob, T Ma Financial Management 34 (3), 89-101, 2005 | 19 | 2005 |
| Are short sellers informed? Evidence from the 2007–2008 subprime mortgage crisis M Liu, T Ma, Y Zhang Financial Review 47 (1), 199-218, 2012 | 17 | 2012 |
| Short sales and the weekend effect—Evidence from a natural experiment P Gao, J Hao, I Kalcheva, T Ma Journal of Financial Markets 26, 85-102, 2015 | 15 | 2015 |
| Assessing the risk in sample minimum risk portfolios G Basak, T Ma, R Jagannathan Available at SSRN 528322, 2004 | 11 | 2004 |
| Ex‐Dividend Day Price Behavior Of Exchange‐Traded Funds J Ruan, T Ma Journal of Financial Research 35 (1), 29-53, 2012 | 10 | 2012 |
| Does removing the short-sale constraint improve liquidity? Evidence from Hong Kong P Gao, J Hao, T Ma Journal of Women s Health, 2006 | 9 | 2006 |
| Are short sellers informed? New evidence from short sales on financial firms during the recent subprime mortgage crisis M Liu, T Ma, Y Zhang New Evidence from Short Sales on Financial Firms During the Recent Subprime …, 2009 | 7 | 2009 |
