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Common risk factors in the returns on stocks and bonds

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The Cross‐Section of Expected Stock Returns

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Risk, Return, and Equilibrium: Empirical Tests

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An Analysis of Transformations

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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

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Does the Stock Market Overreact?

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The Cross-Section of Expected Stock Returns

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Asset pricing and the bid-ask spread

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Contrarian Investment, Extrapolation, and Risk

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Expected stock returns and volatility

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Evidence of Predictable Behavior of Security Returns

1990 • 2,552 citations

Evidence that stock prices do not fully reflect the implications of current earnings for future earnings

1990 • 2,121 citations

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

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Data-Snooping Biases in Tests of Financial Asset Pricing Models

1990 • 1,155 citations

Does the Stock Market Overreact?

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Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

Financial Investment Opportunities and the Macroeconomy

1991 • 875 citations

Measuring abnormal performance

1992 • 864 citations

Structural and Return Characteristics of Small and Large Firms

1991 • 800 citations

Beta and Return

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Contrarian Investment, Extrapolation, and Risk

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Transaction costs and the small firm effect

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Problems in measuring portfolio performance An application to contrarian investment strategies

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The Cross‐Section of Realized Stock Returns: The Pre‐COMPUSTAT Evidence

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Evidence of Predictable Behavior of Security Returns

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Some Empirical Tests of the Theory of Arbitrage Pricing

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Performance Persistence

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Another Look at the Cross-Section of Expected Stock Returns

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The New Finance: The Case Against Efficient Markets

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The New Finance: The Case Against Efficient Markets.

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Financial Investment Opportunities and the Macroeconomy

1991 • 233 citations

The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns

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Structural and Return Characteristics of Small and Large Firms

1991 • 141 citations

On the current state of the stock market rationality hypothesis

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Macroeconomics and Finance: Essays in Honor of Franco Modigliani.

1987 • 106 citations

The Cross-Section of Realized Stock Returns: The Pre-COMPUSTAT Evidence

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Macroeconomics and Finance: Essays in Honor of Franco Modigliani

1988 • 99 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

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Can We Implement Research on Stock Trading Rules?

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Survival

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The Effect of Volatility Changes on the Level of Stock Prices and Subsequent Expected Returns

1991 • 44 citations