Book-To-Market across Firm Size, Exchange, and Seasonality: Is There an Effect?

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 4,396 citations

The Long‐Run Performance of initial Public Offerings

1991 • 3,447 citations

The New Issues Puzzle

1995 • 3,411 citations

Size and Book‐to‐Market Factors in Earnings and Returns

1995 • 3,145 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Returns from Investing in Equity Mutual Funds 1971 to 1991

1995 • 1,493 citations

Fundamentals and Stock Returns in Japan

1991 • 1,389 citations

Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

Biases in computed returns

1983 • 846 citations

THE MARKET'S PROBLEMS WITH THE PRICING OF INITIAL PUBLIC OFFERINGS

1994 • 518 citations

Earnings Yields, Market Values, and Stock Returns

1989 • 494 citations

The Cross‐Section of Realized Stock Returns: The Pre‐COMPUSTAT Evidence

1994 • 384 citations

The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid‐Ask Bias

1992 • 324 citations

Trading patterns, bid-ask spreads, and estimated security returns

1989 • 309 citations

Evaluating the performance of value versus glamour stocks The impact of selection bias

1995 • 242 citations

MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE

1997 • 237 citations

Portfolio Rebalancing and the Turn‐of‐the‐Year Effect

1989 • 182 citations

NYSE vs NASDAQ returns

1993 • 149 citations

Stock Market Anomalies.

1989 • 127 citations

Chapter 17 On the predictability of common stock returns: World-wide evidence

1995 • 56 citations

The Nifty-Fifty Revisited

1995 • 32 citations