Managerial Decisions and Long‐Term Stock Price Performance

An Introduction to the Bootstrap

1994 • 39,661 citations

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

An Introduction to the Bootstrap

1993 • 19,341 citations

The Cross‐Section of Expected Stock Returns

1992 • 15,031 citations

Efficient Capital Markets: A Review of Theory and Empirical Work

1970 • 10,493 citations

Industry costs of equity

1997 • 5,967 citations

The Cross-Section of Expected Stock Returns

1992 • 5,405 citations

The market for corporate control

1983 • 4,278 citations

The Long‐Run Performance of initial Public Offerings

1991 • 3,447 citations

The New Issues Puzzle

1995 • 3,411 citations

A Course in Probability Theory

1974 • 2,847 citations

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

1997 • 2,839 citations

Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1

1998 • 2,437 citations

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

1992 • 2,176 citations

Improved Methods for Tests of Long‐Run Abnormal Stock Returns

1999 • 1,913 citations

The impact of industry shocks on takeover and restructuring activity

1996 • 1,575 citations

Myth or Reality? The Long‐Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital‐Backed Companies

1997 • 1,451 citations

Special Information and Insider Trading

1974 • 1,307 citations

The Post‐Merger Performance of Acquiring Firms: A Re‐examination of an Anomaly

1992 • 1,140 citations

Glamour, value and the post-acquisition performance of acquiring firms

1998 • 1,121 citations

Underperformance in long-run stock returns following seasoned equity offerings

1995 • 1,079 citations

Measuring long-horizon security price performance

1997 • 1,071 citations

Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

Do Long-Term Shareholders Benefit From Corporate Acquisitions?

1997 • 947 citations

Risk and return: The case of merging firms

1974 • 927 citations

Uniformly least powerful tests of market efficiency

2000 • 865 citations

Poison or placebo? Evidence on the deterrence and wealth effects of modern antitakeover measures

1995 • 820 citations

The Delisting Bias in CRSP Data

1997 • 699 citations

Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

1992 • 442 citations

Cross-Sectional Dependence and Problems in Inference in Market-Based Accounting Research

1987 • 431 citations

Characteristics, Covariances, and Average Returns: 1929-1997

1998 • 422 citations

Anomalous Price Behavior Around Repurchase Tender Offers

1990 • 404 citations

Myth or Reality? The Long-Run Underperformance of Initial Public Offerings: Evidence from Venture and Nonventure Capital-Backed Companies

1997 • 346 citations

Multifactor Portfolio Efficiency and Multifactor Asset Pricing

1996 • 290 citations

An Approach to Statistical Inference in Cross-Sectional Models with Security Abnormal Returns As Dependent Variable

1986 • 273 citations

Evaluating the performance of value versus glamour stocks The impact of selection bias

1995 • 242 citations

A Comparison of Alternative Testing Methodologies Used in Capital Market Research

1984 • 234 citations

Uniformly Least Powerful Tests of Market Efficiency

2001 • 199 citations

Bootstrap Methods in Econometrics: Theory and Numerical Performance

1996 • 190 citations

Investigating the Economic Role of Mergers

1998 • 89 citations

Inference in Long Horizon Event Studies: A Bayesian Approach with Application to Initial Public Offerings

1998 • 57 citations

Deleted Work

1955 • 0 citations