The effect of value line investment survey rank changes on common stock prices

Using daily stock returns

1985 • 6,463 citations

Nonparametrics: Statistical Methods Based on Ranks

1979 • 3,437 citations

Measuring security price performance

1980 • 3,397 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Nonparametrics: Statistical Methods Based on Ranks.

1976 • 2,118 citations

Stock returns and the weekend effect

1980 • 1,965 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

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

Foundations of Finance.

1977 • 1,197 citations

Biases in computed returns

1983 • 846 citations

PRICE IMPACTS OF BLOCK TRADING ON THE NEW YORK STOCK EXCHANGE

1972 • 683 citations

A MODEL OF ASSET TRADING UNDER THE ASSUMPTION OF SEQUENTIAL INFORMATION ARRIVAL*

1976 • 635 citations

A Model of Asset Trading Under the Assumption of Sequential Information Arrival

1976 • 530 citations

Transaction costs and the small firm effect

1983 • 461 citations

On computing mean returns and the small firm premium

1983 • 319 citations

Empirical anomalies based on unexpected earnings and the importance of risk adjustments

1982 • 301 citations

Stock Prices and the Publication of Second-Hand Information

1978 • 292 citations

Systematic ‘abnormal’ returns after quarterly earnings announcements

1978 • 249 citations

The value line enigma (1965–1978)

1982 • 243 citations

Market Implications of Differential Amounts of Interim Information

1980 • 227 citations

Trading rules, large blocks and the speed of price adjustment

1977 • 203 citations

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

1983 • 122 citations

Price Impacts of Block Trading on the New York Stock Exchange

1972 • 121 citations

The market speed of adjustment to new information

1979 • 78 citations

Information Characteristics of Earnings Announcements and Stock Market Behavior

1983 • 76 citations

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

1981 • 65 citations

On financial disclosure and the behavior of security prices

1979 • 47 citations

Cross-sectional association between abnormal returns and firm specific variables

1982 • 40 citations

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

1981 • 10 citations