Common Stock Returns and Rating Changes: A Methodological Comparison

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

Measuring security price performance

1980 • 3,397 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

Capital Market Equilibrium with Restricted Borrowing

1972 • 3,158 citations

Foundations of Finance.

1977 • 1,197 citations

Risk and return: The case of merging firms

1974 • 927 citations

Statistical Models of Bond Ratings: A Methodological Inquiry

1979 • 665 citations

An application of a three-factor performance index to measure stockholder gains from merger

1978 • 340 citations

The effect of a rating change announcement on bond price

1977 • 301 citations

THE ADJUSTMENT OF STOCK PRICES TO BOND RATING CHANGES

1978 • 299 citations

The Effect of Regulation Changes on Insider Trading

1974 • 231 citations

What's in a Bond Rating

1969 • 223 citations

THE PRICE ADJUSTMENT PROCESS OF BONDS TO RATING RECLASSIFICATIONS: A TEST OF BOND MARKET EFFICIENCY

1974 • 188 citations

The Differential Effects of Bond Rating Changes Among Industrial and Public Utility Bonds by Maturity

1976 • 162 citations

Bond Ratings, Bond Yields and Financial Regulation: Some Findings

1973 • 147 citations

The Sensitivity of the Efficient Market Hypothesis to Alternative Specifications of the Market Model

1979 • 104 citations

The information content of SEC accounting series release no. 190

1980 • 85 citations

Pooling vs. Purchase: The Effects of Accounting for Mergers on Stock Prices

1978 • 82 citations

Risk, Information, and the Effects of Special Accounting Items on Capital Market Equilibrium

1975 • 63 citations

Different Market Reactions to Discretionary and Nondiscretionary Accounting Changes

1977 • 57 citations

Financial reporting and business liquidity

1978 • 12 citations