Momentum, Business Cycle and Time Varying Expected Returns

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

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

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

1993 • 10,751 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 6,381 citations

Investor Psychology and Security Market Under‐ and Overreactions

1998 • 5,459 citations

Efficient Capital Markets: II

1991 • 5,145 citations

Business conditions and expected returns on stocks and bonds

1989 • 4,137 citations

Dividend yields and expected stock returns

1988 • 3,736 citations

Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies

2000 • 2,607 citations

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

2001 • 2,559 citations

Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms

1994 • 2,494 citations

Investor Psychology and Asset Pricing

2001 • 2,326 citations

Predicting returns in the stock and bond markets

1986 • 1,825 citations

The Variation of Economic Risk Premiums

1991 • 1,745 citations

When Are Contrarian Profits Due to Stock Market Overreaction?

1990 • 1,732 citations

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

1997 • 1,718 citations

Optimal Investment, Growth Options, and Security Returns

1999 • 1,525 citations

Price Momentum and Trading Volume

2000 • 1,512 citations

Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing

2001 • 1,005 citations

Overconfidence, Arbitrage, and Equilibrium Asset Pricing

2001 • 982 citations

An Anatomy of Trading Strategies

1998 • 886 citations

Firm Size and Cyclical Variations in Stock Returns

2000 • 664 citations

A Model of Investor Sentiment

1997 • 606 citations

Book-to-market ratios as predictors of market returns

1998 • 573 citations

Overreaction, Delayed Reaction, and Contrarian Profits

1995 • 436 citations

Optimal Investment, Growth Options, and Security Returns

1998 • 426 citations

Asset Pricing and Expected Inflation

1986 • 186 citations

Tests of the Relations Among Marketwide Factors, Firm‐Specific Variables, and Stock Returns Using a Conditional Asset Pricing Model

1996 • 64 citations

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

1999 • 44 citations

The Cross Section Of Expected Returns And Its Relation To Past Returns: New Evidence

1999 • 39 citations