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

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

1987 • 15,268 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

Judgment under uncertainty: Causality and attribution

1982 • 4,682 citations

Judgment under uncertainty: List of contributors

1982 • 4,682 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Evidence of Predictable Behavior of Security Returns

1990 • 2,552 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

1990 • 2,212 citations

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

1990 • 2,121 citations

When Are Contrarian Profits Due to Stock Market Overreaction?

1990 • 1,732 citations

Fads, Martingales, and Market Efficiency

1990 • 1,579 citations

Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings

1989 • 1,430 citations

Intuitive prediction: Biases and corrective procedures

1982 • 1,113 citations

Measuring abnormal performance

1992 • 864 citations

Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns

1993 • 858 citations

On the Contrarian Investment Strategy

1988 • 584 citations

Nonstationary expected returns

1989 • 512 citations

Vas Ist Das?

1983 • 433 citations

Size, Seasonality, and Stock Market Overreaction

1990 • 404 citations

RANDOM WALKS AND TECHNICAL THEORIES: SOME ADDITIONAL EVIDENCE

1970 • 353 citations

Trading patterns, bid-ask spreads, and estimated security returns

1989 • 309 citations

The Total Cost of Transactions on the NYSE

1988 • 283 citations

The value line enigma (1965–1978)

1982 • 243 citations

RELATIVE STRENGTH AS A CRITERION FOR INVESTMENT SELECTION

1967 • 198 citations

The effect of value line investment survey rank changes on common stock prices

1985 • 148 citations

Does Market Risk Really Explain the Size Effect?

1992 • 124 citations

Predictable behavior of security returns and tests of asset pricing models

1987 • 7 citations

Deleted Work

1955 • 0 citations