Systematic ‘abnormal’ returns after quarterly earnings announcements

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Applied Nonparametric Statistics

1991 • 5,126 citations

A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory

1977 • 3,099 citations

Nonparametric Statistics

1957 • 2,933 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Nonparametric Statistical Methods.

1974 • 2,779 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 2,117 citations

Time Series Analysis Forecasting and Control

1971 • 2,014 citations

Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models

1970 • 1,730 citations

Foundations of Finance.

1977 • 1,197 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

The Timeliness of the Australian Annual Report

1975 • 290 citations

Univariate Time-Series Models of Quarterly Accounting Earnings per Share: A Proposed Model

1979 • 275 citations

Some Preliminary Findings on the Association between the Earnings of a Firm, Its Industry, and the Economy

1967 • 229 citations

Changes in Accounting Techniques and Stock Prices

1972 • 222 citations

Investor Evaluation of Accounting Information: Some Empirical Evidence

1972 • 214 citations

The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence

1977 • 213 citations

QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS

1970 • 167 citations

The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings

1977 • 158 citations

EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

1978 • 89 citations

Comments on "The Impact of Dividend and Earnings Announcements: A Reconciliation"

1976 • 32 citations

Ordinal Predictions and the Selection of Common Stocks

1971 • 24 citations