Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns

Common risk factors in the returns on stocks and bonds

1993 • 26,177 citations

On Persistence in Mutual Fund Performance

1997 • 16,085 citations

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

1993 • 10,751 citations

The Limits of Arbitrage

1997 • 4,594 citations

Contrarian Investment, Extrapolation, and Risk

1994 • 4,396 citations

Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors

2000 • 3,389 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

Improved Methods for Tests of Long‐Run Abnormal Stock Returns

1999 • 1,913 citations

Do Brokerage Analysts' Recommendations Have Investment Value?

1996 • 1,810 citations

Self-Selection and Analyst Coverage

1997 • 948 citations

Biases in computed returns

1983 • 846 citations

Costly Arbitrage: Evidence from Closed-End Funds

1996 • 826 citations

The Anatomy of the Performance of Buy and Sell Recommendations

1995 • 789 citations

Beta and Return

1993 • 634 citations

Stocks, bonds, bills, and inflation yearbook

1993 • 385 citations

The "Dartboard" Column: Second-Hand Information and Price Pressure

1993 • 306 citations

The Cost of Institutional Equity Trades

1998 • 275 citations

The value line enigma (1965–1978)

1982 • 243 citations

Giraffes, Institutions and Neglected Firms

1983 • 236 citations

Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns

1998 • 149 citations

Pay attention to neglected firms!*

1983 • 140 citations

An Analysis of Brokers' and Analysts' Unpublished Forecasts of UK Stock Returns

1984 • 140 citations

An Analysis of the Recommendations of the “Superstar” Money Managers at Barron's Annual Roundtable

1995 • 108 citations

An Analysis of Brokerage House Securities Recommendations

1979 • 98 citations

How Good is Institutional Brokerage Research?

1972 • 80 citations

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

1998 • 57 citations

How Good is Institutional Brokerage Research?

1977 • 51 citations

The Common Stock Investment Performance of Individual Investors

1998 • 19 citations

Deleted Work

1955 • 0 citations