Home/Author

Marc R. Reinganum

21 works· latest 2004· 4 institutionscluster: provisional

h-index21

i1021

Citations4,462

Works here21

Most cited in this library

Misspecification of capital asset pricing1981 · 1,286 citations
The anomalous stock market behavior of small firms in January1983 · 848 citations
The seasonal behavior of the liquidity premium in asset pricing1993 · 312 citations
The Effect of Executive Succession on Stockholder Wealth1985 · 266 citations
A New Empirical Perspective on the CAPM1981 · 266 citations

Works

21 shown

The Predictability of Aggregate Stock Market Returns: Evidence Based on Glamour Stocks

The Journal of Business·2004·2 authors

41citations

The Significance of Market Capitalization in Portfolio Management over Time

The Journal of Portfolio Management·1999·1 author

40citations

The seasonal behavior of the liquidity premium in asset pricing

Journal of Financial Economics·1993·2 authors

312citations

A Revival of the Small-Firm Effect

The Journal of Portfolio Management·1992·1 author

52citations

Market microstructure and asset pricing

Journal of Financial Economics·1990·1 author

162citations

Stock Market Anomalies.

The Journal of Finance·1989·2 authors

139citations

The Anatomy of a Stock Market Winner

Financial Analysts Journal·1988

Stable Factors in Security Returns: Identification Using Cross-Validation

Journal of Business and Economic Statistics·1988·2 authors

64citations

Taxes and Stock Return Seasonality: Evidence from the London Stock Exchange

The Journal of Business·1987·2 authors

101citations

Is Time Travel Impossible? A Financial Proof

The Journal of Portfolio Management·1986·1 author

46citations

The puzzling price behavior of treasury bills that mature at the turn of calendar months

Journal of Financial Economics·1986·2 authors

68citations

The Effect of Executive Succession on Stockholder Wealth

Administrative Science Quarterly·1985·1 author

266citations

Investor Preference for Large Firms: New Evidence on Economies of Size

Journal of Industrial Economics·1983·2 authors

40citations

The anomalous stock market behavior of small firms in January

Journal of Financial Economics·1983·1 author

848citations

Portfolio strategies based on market capitalization

The Journal of Portfolio Management·1983·1 author

40citations

A Direct Test of Roll's Conjecture on the Firm Size Effect

The Journal of Finance·1982·1 author

187citations

Forward and Futures Prices: Evidence from the Foreign Exchange Markets

The Journal of Finance·1981·2 authors

183citations

A New Empirical Perspective on the CAPM

Journal of Financial and Quantitative Analysis·1981·1 author

266citations

The Arbitrage Pricing Theory: Some Empirical Results

The Journal of Finance·1981·1 author

178citations

Misspecification of capital asset pricing

Journal of Financial Economics·1981·1 author

1,286citations

Abnormal Returns in Small Firm Portfolios

Financial Analysts Journal·1981·1 author

90citations