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

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

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

1977 • 2,379 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Persuasive evidence of market inefficiency

1985 • 2,037 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

Fundamentals and Stock Returns in Japan

1991 • 1,389 citations

Data-Snooping Biases in Tests of Financial Asset Pricing Models

1990 • 1,155 citations

Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

Biases in computed returns

1983 • 846 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 629 citations

On the Contrarian Investment Strategy

1988 • 584 citations

Nonstationary expected returns

1989 • 512 citations

Earnings Yields, Market Values, and Stock Returns

1989 • 494 citations

Sample‐Dependent Results Using Accounting and Market Data: Some Evidence

1986 • 265 citations

Are the Reports of Beta's Death Premature?

1993 • 213 citations

Portfolio Rebalancing and the Turn‐of‐the‐Year Effect

1989 • 182 citations

Does Market Risk Really Explain the Size Effect?

1992 • 124 citations

PRICE, BETA, AND EXCHANGE LISTING

1973 • 113 citations