Earnings Yields, Market Values, and Stock Returns

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

The relationship between earnings' yield, market value and return for NYSE common stocks

1983 • 1,692 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Biases in computed returns

1983 • 846 citations

Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis

1977 • 585 citations

Transaction costs and the small firm effect

1983 • 461 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

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

1986 • 265 citations

Stock Returns and Dividend Yields: Some More Evidence

1980 • 227 citations

Dividend yields and stock returns: Implications of abnormal January returns

1985 • 217 citations

Size and Earnings/Price Ratio Anomalies: One Effect or Two?

1984 • 167 citations

Price-Earnings Ratios

1960 • 120 citations

PRICE, BETA, AND EXCHANGE LISTING

1973 • 113 citations