EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Adjustment of Stock Prices to New Information

1969 • 3,289 citations

The Adjustment of Stock Prices to New Information

2003 • 3,268 citations

Elements of econometrics

1971 • 3,087 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

Elements of Econometrics.

1972 • 1,419 citations

Application of Least Squares Regression to Relationships Containing Auto-Correlated Error Terms

1949 • 1,372 citations

DIVIDEND ANNOUNCEMENTS, SECURITY PERFORMANCE, AND CAPITAL MARKET EFFICIENCY

1972 • 624 citations

Application of Least Squares Regression to Relationships Containing Auto- Correlated Error Terms

1949 • 526 citations

SOME TIME SERIES PROPERTIES OF ACCOUNTING INCOME

1972 • 431 citations

The Time Series Behavior of Earnings

1970 • 216 citations

Investor Evaluation of Accounting Information: Some Empirical Evidence

1972 • 214 citations

QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS

1970 • 167 citations

Dividend Announcements, Security Performance, and Capital Market Efficiency

1972 • 166 citations

The Informational Content of Quarterly Earnings: An Extension and Some Further Evidence

1972 • 164 citations

The Impact of Earnings Announcements on the Share Price Behaviour of Similar Type Firms

1976 • 126 citations

An Introduction to Risk and Return from Common Stocks.

1970 • 98 citations

Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns

1974 • 42 citations

An Empirical Investigation of the Adjustment of Stock Prices to New Quarterly Earnings Information

1973 • 16 citations

Risk, Return and Disequilibrium: An Application to Changes in Accounting Techniques

1972 • 8 citations

The Filter Approach and Earnings Forecasts

1969 • 3 citations