Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

The Cost of Capital, Corporation Finance and the Theory of Investment

1958 • 15,488 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

The Cross-Section of Expected Stock Returns

1992 • 5,405 citations

Economic Forces and the Stock Market

1986 • 5,321 citations

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Persuasive evidence of market inefficiency

1985 • 2,037 citations

The relationship between earnings' yield, market value and return for NYSE common stocks

1983 • 1,692 citations

Size and Book-to-Market Factors in Earnings and Returns

1995 • 1,045 citations

The Structure and Performance of the Money Management Industry

1992 • 535 citations

An exploratory investigation of the firm size effect

1985 • 531 citations

The empirical foundations of the arbitrage pricing theory

1988 • 388 citations

Structural and Return Characteristics of Small and Large Firms

1991 • 141 citations

Does Market Risk Really Explain the Size Effect?

1992 • 124 citations

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

1994 • 105 citations

Risk and Return in an Equilibrium Apt: Application of a New Test Methodology

1988 • 98 citations