| Should securities markets be transparent? A Madhavan, D Porter, D Weaver Journal of Financial Markets 8 (3), 265-287, 2005 | 441 | 2005 |
| Tick size and market quality DC Porter, DG Weaver Financial Management, 5-26, 1997 | 126 | 1997 |
| The probability of a trade at the ask: An examination of interday and intraday behavior DC Porter Journal of Financial and Quantitative Analysis 27 (2), 209-227, 1992 | 98 | 1992 |
| Post-trade transparency on Nasdaq's national market system DC Porter, DG Weaver Journal of Financial Economics 50 (2), 231-252, 1998 | 94 | 1998 |
| Indirect tests of the Haugen‐Lakonishok small‐firm/January effect hypotheses: Window dressing versus performance hedging C Lee, DC Porter, DG Weaver Financial Review 33 (2), 177-194, 1998 | 40 | 1998 |
| Decimalization and market quality D Porter, D Weaver Financial Management 26 (5), 26, 1997 | 35 | 1997 |
| Estimating bid-ask spread components: Specialist versus multiple market maker systems DC Porter, DG Weaver Review of Quantitative Finance and Accounting 6, 167-180, 1996 | 25 | 1996 |
| Portfolio rebalancing, institutional ownership, and the small firm-January effect DC Porter, GE Powell, DG Weaver Review of Financial Economics 5 (1), 19-29, 1996 | 24 | 1996 |
| Fragmentation, competition, and limit orders: new evidence from interday spreads DC Porter, JG Thatcher The Quarterly Review of Economics and Finance 38 (1), 111-128, 1998 | 21 | 1998 |
| Intraday spreads, returns and variances: Tests of the informed trader hypothesis S Foerster, D Keim, D Porter Unpublished Working Paper, University of Western Ontario, 1990 | 19 | 1990 |
| Transparency and liquidity: should US markets be more transparent D Porter, D Weaver meeting of the Midwest Finance Association, 1998 | 14 | 1998 |
| Dual class shares: are there returns differences? SR Foerster, DC Porter Journal of Business Finance & Accounting 20 (6), 893-903, 1993 | 12 | 1993 |
| Do NASDAQ Market Makers Paint the Tape? DC Porter, DG Weaver Available at SSRN 5847, 1994 | 11 | 1994 |
| Automating Markowitz Optimizations Using VBA DC Porter, R Stretcher Journal of Instructional Techniques in Finance 4 (1), 9-13, 2012 | 8 | 2012 |
| Bid-ask spreads: An examination of systematic behavior using intraday data on Canadian and US exchanges DC Porter | 7 | 1988 |
| THE PROPOSED INTRODUCTION OF FUTURES‐STYLE MARGINING IN THE UNITED STATES: AN AUSTRALIAN COMPARISON GW Kutner, DC Porter, JG Thatcher Journal of Financial Research 24 (2), 239-259, 2001 | 6 | 2001 |
| Calendar and Size-Based Anomalies in Canadian Stock Returns S Foerster, D Porter Canadian Capital Markets, London: Western Business School, 133-140, 1993 | 6 | 1993 |
| Dispersed trading and the prevention of market failure: the case of the Copenhagen Stock Exchange DC Porter, C Tanggaard, DG Weaver, W Yu European Financial Management 14 (2), 243-267, 2008 | 4 | 2008 |
| The disappearing size effect: evidence from dual class shares SR Foerster, DC Porter Quarterly Journal of Business and Economics, 80-91, 1992 | 4 | 1992 |
| Pre-trade transparency A Madhavan, D Porter, D Weaver Istanbul Stock Exchange Review 5 (17), 23-46, 2001 | 3 | 2001 |
