The value line enigma (1965–1978)

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Mutual Fund Performance

1966 • 3,489 citations

Measuring security price performance

1980 • 3,397 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

The effect of personal taxes and dividends on capital asset prices

1979 • 1,248 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

Foundations of Finance.

1977 • 1,197 citations

Common stock repurchases and market signalling

1981 • 1,054 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

Market and Industry Factors in Stock Price Behavior

1966 • 866 citations

Common stock repurchases

1981 • 737 citations

Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis

1977 • 585 citations

The effects of capital structure change on security prices

1980 • 541 citations

THE SUPERIORITY OF ANALYST FORECASTS AS MEASURES OF EXPECTATIONS: EVIDENCE FROM EARNINGS

1978 • 462 citations

Interfirm Tender Offers and the Market for Corporate Control

1980 • 448 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

AMBIGUITY WHEN PERFORMANCE IS MEASURED BY THE SECURITIES MARKET LINE

1978 • 408 citations

RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE

1970 • 353 citations

Stock Prices and the Publication of Second-Hand Information

1978 • 292 citations

Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes

1980 • 273 citations

Trading costs for listed options

1980 • 218 citations

The market valuation of cash dividends

1978 • 163 citations

Measuring portfolio performance and the empirical content of asset pricing models

1979 • 125 citations

The Superiority of Analyst Forecasts as Measures of Expectations: Evidence from Earnings

1978 • 124 citations

Ambiguity when Performance is Measured by the Securities Market Line

1978 • 102 citations

Asymmetric information and portfolio performance measurement

1979 • 97 citations

Random Walks: Reality or Myth

1967 • 96 citations

A Possible Explanation of the Small Firm Effect

1981 • 92 citations

Random Walks and Technical Theories: Some Additional Evidence

1970 • 68 citations

A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks

1981 • 65 citations

Stock Repurchase by Tender Offer: An Analysis of the Causes of Common Stock Price Changes

1980 • 63 citations

The effect of common stock repurchase on securityholder returns

1980 • 41 citations

The Value Line Contest: A Test of Predictability of Stock-Price Changes

1967 • 29 citations

Risk and the Value Line Contest

1973 • 19 citations

A Note on "The Value Line Contest: A Test of the Predictability of Stock- Price Changes"

1969 • 14 citations

A Note on Testing an Aggressive Investment Strategy Using Value Line Ranks

1981 • 10 citations

An analysis of common stock repurchases

1980 • 2 citations