| A new estimate of transaction costs DA Lesmond, JP Ogden, CA Trzcinka The review of financial studies 12 (5), 1113-1141, 1999 | 2031 | 1999 |
| Corporate yield spreads and bond liquidity L Chen, DA Lesmond, J Wei The journal of finance 62 (1), 119-149, 2007 | 1661 | 2007 |
| Liquidity of emerging markets DA Lesmond Journal of financial economics 77 (2), 411-452, 2005 | 1175 | 2005 |
| The illusory nature of momentum profits DA Lesmond, MJ Schill, C Zhou Journal of financial economics 71 (2), 349-380, 2004 | 984 | 2004 |
| Liquidity biases and the pricing of cross-sectional idiosyncratic volatility Y Han, D Lesmond The Review of Financial Studies 24 (5), 1590-1629, 2011 | 282 | 2011 |
| Capital structure and equity liquidity DA Lesmond, PF O'Connor, LW Senbet Robert H. Smith School Research Paper No. RHS, 06-067, 2008 | 67 | 2008 |
| Liquidity and credit risk in emerging debt markets J Hund, DA Lesmond Available at SSRN 1107586, 2008 | 48 | 2008 |
| Leverage recapitalizations and liquidity D Lesmond, P O’Connor, L Senbet Unpublished working paper. Tulane University, 2005 | 22 | 2005 |
| Bond liquidity estimation and the liquidity effect in yield spreads L Chen, DA Lesmond, J Wei Wall Street Journal, 2002 | 21 | 2002 |
| Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world Y Han, T Hu, DA Lesmond Journal of Financial and Quantitative Analysis 50 (6), 1269-1292, 2015 | 20 | 2015 |
| A New Measure of Transaction Costs D Lesmond, C Trzcinka, J Ogden | 17 | 1996 |
| Corporate bond liquidity and its effect on bond yield spreads L Chen, DA Lesmond, J Wei J. Finance, forthcoming, 2003 | 13 | 2003 |
| The micro and macro of accrual based trading strategies DA Lesmond AFA 2008 New Orleans Meetings Paper, EFA 2008 Athens Meetings Paper, 2007 | 10 | 2007 |
| What drives the trend and behavior in aggregate (idiosyncratic) variance? Follow the bid-ask bounce DA Lesmond, XN Pan, Y Zhao Follow the Bid-Ask Bounce (June 5, 2017). Paris December 2017 Finance …, 2017 | 7 | 2017 |
| Idiosyncratic Volatility and Liquidity cost Y Han, DA Lesmond Journal of Finance 5 (5), 1-44, 2009 | 7 | 2009 |
| The (Mutual Fund) Imitation Game: On the Performance of Smart Copycat Funds DA Lesmond, R Stein The (Mutual Fund) Imitation Game: On the Performance of'Smart'Copycat Funds …, 2020 | 5 | 2020 |
| Closed-end funds DA Lesmond, G Nishiotis SSRN Electronic Journal, 2015 | 5 | 2015 |
| Transaction costs and security return behavior: the effect on systematic risk estimation and firm size DA Lesmond State University of New York at Buffalo, 1995 | 5 | 1995 |
| Liquidity and Credit Risk in Emerging Bond Markets J Hund, DA Lesmond EFA 2007 Ljubljana Meetings Paper, 2006 | 4 | 2006 |
| Capital Structure and Liquidity DA Lesmond, PF O'Connor, LW Senbet Available at SSRN 1102469, 2008 | 3 | 2008 |
