The Mispricing of U.S. Treasury Bonds: A Case Study

The General Theory of Employment, Interest and Money.

1936 • 14,151 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The General Theory of Employment, Interest and Money, by John Maynard Keynes

1936 • 6,848 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

A Simple Model of Capital Market Equilibrium with Incomplete Information

1987 • 5,293 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Noise

1986 • 1,665 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

A Simple Model of Capital Market Equilibrium with Incomplete Information

1987 • 1,247 citations

Mean Reversion in Stock Prices

1996 • 1,111 citations

Does the Stock Market Overreact?

1985 • 1,093 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 1,071 citations

Asset Bubbles and Overlapping Generations

1985 • 834 citations

The Theory of Investment Value, by John Burr Williams

1939 • 667 citations

RISK PERCEPTION IN PSYCHOLOGY AND ECONOMICS

1982 • 528 citations

A Specification Test for Speculative Bubbles

1987 • 475 citations

Further Evidence on Investor Overreaction and Stock Market Seasonality

1987 • 384 citations

Does the Stock Market Rationally Reflect Fundamental Values?

1986 • 336 citations

Optimal bond trading with personal taxes

1984 • 284 citations

Arbitrage pricing, transaction costs and taxation of capital gains

1984 • 63 citations