International Momentum Strategies

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

1993 • 10,751 citations

Does the Stock Market Overreact?

1985 • 7,120 citations

Multifactor Explanations of Asset Pricing Anomalies

1996 • 6,381 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 4,396 citations

Further Evidence On Investor Overreaction and Stock Market Seasonality

1987 • 2,330 citations

Positive Feedback Investment Strategies and Destabilizing Rational Speculation

1990 • 2,212 citations

Fundamentals and Stock Returns in Japan

1991 • 1,389 citations

Momentum Strategies

1996 • 1,172 citations

Biases in computed returns

1983 • 846 citations

Does industrial structure explain the benefits of international diversification?

1994 • 792 citations

On the Contrarian Investment Strategy

1988 • 584 citations

Nonstationary expected returns

1989 • 512 citations

Long‐Term Market Overreaction or Biases in Computed Returns?

1993 • 465 citations

Problems in measuring portfolio performance An application to contrarian investment strategies

1995 • 402 citations

Winner‐Loser Reversals in National Stock Market Indices: Can They be Explained?

1997 • 257 citations

Parallels Between the Cross-Sectional Predictability of Stock and Country Returns

1997 • 220 citations

An Anatomy of Trading Strategies

1998 • 110 citations

The Power of Past Stock Returns to Explain Future Stock Returns

1995 • 78 citations

Can We Implement Research on Stock Trading Rules?

1995 • 76 citations

The Cross-Sectional Determinants of Emerging Equity Market Returns

1996 • 23 citations