Book-to-market ratios as predictors of market returns

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models

1991 • 11,052 citations

Efficient Capital Markets: II

1991 • 5,145 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Asset returns and inflation

1977 • 2,770 citations

Accounting earnings and cash flows as measures of firm performance

1994 • 2,712 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Stock Returns, Expected Returns, and Real Activity

1990 • 1,453 citations

A Critique of Size-Related Anomalies

1995 • 787 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

Book-to-market, dividend yield, and expected market returns: A time-series analysis

1997 • 775 citations

Predictable Stock Returns: The Role of Small Sample Bias

1993 • 639 citations

NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

1954 • 542 citations

Arbitrage pricing with information

1983 • 73 citations