Survival

An Empirical Evaluation of Accounting Income Numbers

1968 • 6,381 citations

The equity premium: A puzzle

1985 • 5,686 citations

A First Course in Stochastic Processes

1975 • 4,107 citations

Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

1988 • 3,715 citations

Measuring security price performance

1980 • 3,397 citations

Permanent and Temporary Components of Stock Prices

1988 • 3,149 citations

A second course in stochastic processes

1981 • 2,967 citations

Evidence that stock prices do not fully reflect the implications of current earnings for future earnings

1990 • 2,121 citations

Theory of Financial Decision Making.

1988 • 2,039 citations

Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?

1989 • 1,791 citations

Long-Term Memory in Stock Market Prices

1991 • 1,590 citations

The equity risk premium a solution

1988 • 1,322 citations

Data-Snooping Biases in Tests of Financial Asset Pricing Models

1990 • 1,155 citations

Some long‐run properties of geophysical records

1969 • 972 citations

Risk and return: The case of merging firms

1974 • 927 citations

NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION

1954 • 542 citations

Problems in measuring portfolio performance An application to contrarian investment strategies

1995 • 402 citations

Statistical Methodology for Nonperiodic Cycles: From the Covariance To R/S Analysis

1972 • 251 citations

The earnings-price anomaly

1992 • 227 citations

A Longer Look at Dividend Yields

1995 • 143 citations

The equity risk premium: A solution?

1988 • 129 citations

Mergers and Acquisitions.

1983 • 33 citations

The GT guide to world equity markets 1990

1990 • 11 citations