Size and Earnings/Price Ratio Anomalies: One Effect or Two?

Risk, Return, and Equilibrium: Empirical Tests

1973 • 14,580 citations

The relationship between return and market value of common stocks

1981 • 6,052 citations

The Analysis of Variance

1960 • 5,685 citations

Estimating betas from nonsynchronous data

1977 • 2,887 citations

Risk measurement when shares are subject to infrequent trading

1979 • 2,767 citations

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

1977 • 2,379 citations

Size-related anomalies and stock return seasonality

1983 • 1,852 citations

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

1983 • 1,692 citations

Misspecification of capital asset pricing

1981 • 1,344 citations

Capital market seasonality: The case of stock returns

1976 • 1,226 citations

The anomalous stock market behavior of small firms in January

1983 • 885 citations

Biases in computed returns

1983 • 846 citations

Transaction costs and the small firm effect

1983 • 461 citations

Vas Ist Das?

1983 • 433 citations

A Possible Explanation of the Small Firm Effect

1981 • 422 citations

New evidence on the nature of size-related anomalies in stock prices

1983 • 362 citations

Stock return seasonalities and the tax-loss selling hypothesis: analysis of the arguments and Australian evidence

2011 • 347 citations

On computing mean returns and the small firm premium

1983 • 319 citations

Dividend yields and stock returns: Implications of abnormal January returns

1985 • 217 citations

The Turn‐of‐the‐Year in Canada

1984 • 166 citations

Price-Earnings Ratios

1960 • 120 citations

Financial Ratios and Investment Results.

1976 • 5 citations