Day of the Week Effects and Asset Returns

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

The Behavior of Stock-Market Prices

1965 • 8,575 citations

An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

1962 • 7,696 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

Asset returns and inflation

1977 • 2,770 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Foundations of Finance.

1977 • 1,197 citations

Merger proposals, management discretion and stockholder wealth

1980 • 677 citations

Dividend information, stock returns and market efficiency-II

1978 • 435 citations

THE “FISHER EFFECT” FOR RISKY ASSETS: AN EMPIRICAL INVESTIGATION

1976 • 370 citations

THE RANDOM‐WALK HYPOTHESIS OF STOCK MARKET BEHAVIORa

1964 • 178 citations