References

• 1997On Persistence in Mutual Fund Performance17,267 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 1991Earnings Management During Import Relief Investigations8,369 cited
• 1997Industry costs of equity5,793 cited
• 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 2005The market pricing of accruals quality3,101 cited
• 2004Information and the Cost of Capital3,057 cited
• 1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
• 2001Investor Psychology and Asset Pricing2,429 cited
• 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
• 2006Information Uncertainty and Stock Returns1,810 cited
• 1991The Variation of Economic Risk Premiums