DISCUSSION: WHAT THE ANOMALIES MEAN

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Stock returns and the weekend effect

1980 • 1,965 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Day of the Week Effects and Asset Returns

1981 • 1,198 citations

A Further Investigation of the Weekend Effect in Stock Returns

1984 • 788 citations

Transaction costs and the small firm effect

1983 • 461 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

Some Empirical Tests of the Theory of Arbitrage Pricing

1983 • 369 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

A Direct Test of Roll's Conjecture on the Firm Size Effect

1982 • 194 citations

The Arbitrage Pricing Theory: Some Empirical Results

1981 • 167 citations

New Findings Regarding Day-of-the-Week Returns over Trading and Non-Trading Periods: A Note

1984 • 132 citations

The Relation Between Common Stock Returns Trading Activity and Market Value

1983 • 76 citations