EARNINGS REPORTS AND MARKET EFFICIENCIES: AN ANALYSIS OF THE CONTRARY EVIDENCE

EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*

1970 • 15,798 citations

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The Information Content of Annual Earnings Announcements

1968 • 2,768 citations

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

1977 • 2,379 citations

Anomalies in relationships between securities' yields and yield-surrogates

1978 • 779 citations

Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis

1977 • 585 citations

Investor Evaluation of Accounting Information: Some Empirical Evidence

1972 • 214 citations

The Time-Series Behavior of Quarterly Earnings: Preliminary Evidence

1977 • 213 citations

Risk-Return Classes of New York Stock Exchange Common Stocks, 1931–1967

1972 • 178 citations

QUARTERLY EARNINGS REPORTS AND INTERMEDIATE STOCK PRICE TRENDS

1970 • 167 citations

The Adjustment of Stock Prices to Announcements of Unanticipated Changes in Quarterly Earnings

1977 • 158 citations

A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS

1977 • 101 citations

Random Walks: Reality or Myth

1967 • 96 citations

The Information Content of Price-Earnings Ratios

1975 • 96 citations

EARNINGS CHANGES, STOCK PRICES, AND MARKET EFFICIENCY

1978 • 89 citations

ERROR RATES IN CRSP AND COMPUSTAT DATA BASES AND THEIR IMPLICATIONS

1974 • 85 citations

Properties of Accounting Numbers: Models and Tests

1973 • 82 citations

Price Ratios in Relation to Investment Results

1968 • 81 citations

STANDARDIZED UNEXPECTED EARNINGS—A PROGRESS REPORT

1977 • 79 citations

Random Walks: Reality or Myth—Comment

1967 • 62 citations

A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK

1977 • 61 citations

Prices, Earnings and P-E Ratios

1966 • 60 citations

Standardized Unexpected Earnings--A Progress Report

1977 • 48 citations

Low Price-Earnings Ratios and Industry Relatives

1968 • 45 citations

Quarterly Data, Sort-Rank Routines, and Security Evaluation

1970 • 38 citations

Quarterly earnings reports and subsequent holding period returns

1974 • 27 citations

Ordinal Predictions and the Selection of Common Stocks

1971 • 24 citations

PORTFOLIO DISTRIBUTIONS AND TESTS OF SECURITY SELECTION MODELS*

1968 • 24 citations

Investor Evaluation of Accounting Information: Some Additional Empirical Evidence

1976 • 16 citations