The Value and Performance of U.S. Corporations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

The equity premium: A puzzle

1985 • 5,686 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Efficient Capital Markets, Inefficient Firms: A Model of Myopic Corporate Behavior

1989 • 2,486 citations

A Theory of the Consumption Function

1960 • 2,411 citations

Stock Prices, Earnings, and Expected Dividends

1988 • 2,383 citations

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

1977 • 2,379 citations

Fundamentals and Stock Returns in Japan

1991 • 1,389 citations

Mean Reversion in Stock Prices

1996 • 1,111 citations

Corporate capital expenditure decisions and the market value of the firm

1985 • 874 citations

Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence

1991 • 488 citations

The nonlinear two-stage least-squares estimator

1974 • 361 citations

SHAREHOLDER TRADING PRACTICES AND CORPORATE INVESTMENT HORIZONS

1992 • 210 citations

Employment Fluctuations and Wage Rigidity

1980 • 201 citations

Volatility Tests and Efficient Markets: A Review Essay

1991 • 164 citations

Do forecast errors or term premia really make the difference between long and short rates?

1982 • 69 citations

The Present Value Model of Stock Prices: Regression Tests and Monte Carlo Results

1985 • 46 citations