The effect of the information environment on the relationship between financial disclosure and security price variability

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

1964 • 15,720 citations

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

1964 • 7,201 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Measuring security price performance

1980 • 3,397 citations

Principles of Econometrics

1973 • 3,349 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

Principles of Econometrics.

1972 • 2,215 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Corporate Forecasts of Earnings Per Share and Stock Price Behavior: Empirical Test

1976 • 1,761 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Statistics; probability, inference, and decision

1975 • 556 citations

The effects of capital structure change on security prices

1980 • 541 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

The Ex Ante and Ex Post Price Effects of Quarterly Earnings Announcements Reflected in Option and Stock Prices

1981 • 270 citations

Systematic ‘abnormal’ returns after quarterly earnings announcements

1978 • 249 citations

Market Implications of Differential Amounts of Interim Information

1980 • 227 citations

The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence

1977 • 213 citations

The effect of limited information and estimation risk on optimal portfolio diversification

1977 • 181 citations

The Influence of Quarterly Earnings Announcements on Investor Decisions as Reflected in Common Stock Price Changes

1971 • 148 citations

A Possible Explanation of the Small Firm Effect

1981 • 92 citations

Information Characteristics of Earnings Announcements and Stock Market Behavior

1983 • 76 citations

Predisclosure informational asymmetries, firm capitalization, financial reports, and security price behavior

1980 • 58 citations

On financial disclosure and the behavior of security prices

1979 • 47 citations

The API and the Design of Experiments

1979 • 37 citations

Statistics: Probability, Inference and Decisions.

1973 • 5 citations