The Long‐Run Negative Drift of Post‐Listing Stock Returns

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

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

1993 • 10,751 citations

Using daily stock returns

1985 • 6,463 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

Measuring security price performance

1980 • 3,397 citations

Market underreaction to open market share repurchases

1995 • 1,824 citations

INITIAL PUBLIC OFFERINGS

1988 • 1,285 citations

Seasoned Offerings, Imitation Costs, and the Underpricing of Initial Public Offerings

1989 • 1,239 citations

The Post‐Merger Performance of Acquiring Firms: A Re‐examination of an Anomaly

1992 • 1,140 citations

Underperformance in long-run stock returns following seasoned equity offerings

1995 • 1,079 citations

Measuring abnormal performance

1992 • 864 citations

Long‐Term Market Overreaction or Biases in Computed Returns?

1993 • 465 citations

The Effect of Market Segmentation and Illiquidity on Asset Prices: Evidence from Exchange Listings

1994 • 432 citations

The Information Content of Annual Earnings Releases: A Trading Volume Approach

1986 • 381 citations

Unexpected Earnings, Firm Size, and Trading Volume around Quarterly Earnings Announcements

2016 • 324 citations

Event study methodologies and the size effect

1986 • 310 citations

Sample‐Dependent Results Using Accounting and Market Data: Some Evidence

1986 • 265 citations

Market Structures and Liquidity: A Transactions Data Study of Exchange Listings

1994 • 220 citations

Stock Exchange Listings, Firm Value, and Security Market Efficiency: The Impact of NASDAQ

1986 • 186 citations

Market microstructure and asset pricing

1990 • 174 citations

Robust Measurement of Beta Risk

1992 • 152 citations

NYSE vs NASDAQ returns

1993 • 149 citations

Accounting Earnings Announcements, Institutional Investor Concentration, and Common Stock Returns

1992 • 144 citations

The Puzzle in Post‐Listing Common Stock Returns

1987 • 107 citations

Stock Exchange Listings and Securities Returns

1977 • 102 citations

NEW LISTINGS AND THEIR PRICE BEHAVIOR

1970 • 90 citations

EXCHANGE LISTING AND STOCK LIQUIDITY

1984 • 50 citations

A Trading Strategy for New Listings on the NYSE

1984 • 38 citations

Price Movements of Newly Listed Common Stocks

1937 • 37 citations

Price Changes, Managerial Actions and Insider Trading at the Time of Listing

1974 • 31 citations

The post-listing puzzle: evidence from Tokyo Stock Exchange listing

1993 • 20 citations

Deleted Work

1955 • 0 citations