On Back‐Testing “Zero‐Investment” Strategies

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

1993 • 10,751 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 6,381 citations

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945-1964

1968 • 4,463 citations

Modern Portfolio Theory and Investment Analysis.

1982 • 3,214 citations

Evidence of Predictable Behavior of Security Returns

1990 • 2,552 citations

The Sharpe Ratio

1994 • 2,403 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

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

1993 • 1,843 citations

The Performance of Mutual Funds in the Period 1945-1964

1968 • 1,763 citations

When Are Contrarian Profits Due to Stock Market Overreaction?

1990 • 1,732 citations

Fads, Martingales, and Market Efficiency

1990 • 1,579 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 1,530 citations

Insiders' profits, costs of trading, and market efficiency

1986 • 1,263 citations

Mean-Variance Analysis in Portfolio Choice and Capital Markets.

1989 • 1,225 citations

Does the Stock Market Overreact?

1985 • 1,093 citations

Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior

1992 • 1,022 citations

Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios

1969 • 980 citations

Measuring abnormal performance

1992 • 864 citations

Good News for Value Stocks: Further Evidence on Market Efficiency

1997 • 851 citations

On the Contrarian Investment Strategy

1988 • 584 citations

Nonstationary expected returns

1989 • 512 citations

Long‐Term Market Overreaction or Biases in Computed Returns?

1993 • 465 citations

Problems in measuring portfolio performance An application to contrarian investment strategies

1995 • 402 citations

Further Evidence on Investor Overreaction and Stock Market Seasonality

1987 • 384 citations

Evidence of Predictable Behavior of Security Returns

1990 • 378 citations

The Price Effect of Option Introduction

1989 • 337 citations

Good News for Value Stocks: Further Evidence on Market Efficiency

1997 • 239 citations

Long-Term Market Overreaction or Biases in Computed Returns?

1993 • 189 citations

Tests of Analysts' Overreaction/Underreaction to Earnings Information as an Explanation for Anomalous Stock Price Behavior

1992 • 173 citations

The stock market

1963 • 165 citations

Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks

1996 • 133 citations

Swaps: Plain and Fanciful

1992 • 125 citations

Comparisons and Combinations of Long and Long/Short Strategies

1997 • 77 citations

Can We Implement Research on Stock Trading Rules?

1995 • 76 citations

The Price Effect of Option Introduction

1989 • 75 citations

Long/Short Equity Investing

1993 • 75 citations

On the computation of returns in tests of the stock market overreaction hypothesis

1994 • 61 citations

Swaps: Plain and Fanciful

1992 • 35 citations

The Long and Short on Long-Short

1997 • 31 citations

Long-Term Market Overreaction: The Effect of Low-Priced Stocks

1996 • 25 citations

More on Long–Short Strategies

1995 • 24 citations

The security markets : findings and recommendations of a special staff of the Twentieth Century Fund

1935 • 18 citations

Nonnegative or Not Nonnegative: A Question about CAPMs

1983 • 15 citations

The Security Markets, by Alfred L. Bernheim

1936 • 10 citations

Statement by Alan Greenspan, Chairman, Board of Governors of the Federal Reserve System

1996 • 10 citations

Nonnegative or Not Nonnegative: A Question about CAPMs

1983 • 5 citations

The Generality of Long-Short Equitized Strategies

1992 • 5 citations

Susan M. Phillips resigned as a member of the Board of Governors of the Federal Reserve System, effective June 30, 1998

1998 • 2 citations