On the Contrarian Investment Strategy

Does the Stock Market Overreact?

1985 • 7,120 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

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

1977 • 3,099 citations

The Capital Asset Pricing Model: Some Empirical Tests

1972 • 2,784 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Intuitive prediction: Biases and corrective procedures

1982 • 1,113 citations

Studies in the Theory of Capital Markets.

1973 • 1,060 citations

On the current state of the stock market rationality hypothesis

1985 • 136 citations

Common Factors in the Serial Correlation of Stock Returns

1986 • 36 citations

An Unconditional Test of Asset Pricing and the Role of Firm Size as an Instrumental Variable for Risk

1988 • 6 citations