Note on the behavior of residual security returns for winner and loser portfolios

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

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

1977 • 2,379 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

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

1977 • 585 citations

The Association between Unsystematic Security Returns and the Magnitude of Earnings Forecast Errors

1979 • 480 citations

Systematic ‘abnormal’ returns after quarterly earnings announcements

1978 • 249 citations

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

1972 • 164 citations

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

1977 • 158 citations

Econometric Properties of Alternative Security Return Methods

1981 • 67 citations

Assimilating earnings and split information

1981 • 13 citations