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Accounting Information Free of Selection Bias: A New UK Database 1953-1999
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Accounting Information Free of Selection Bias: A New UK Database 1953-1999 (2001)Accounting Information Free of Selection …Managerial Decisions and Long‐Term Stock Price Performance (2000)Managerial Decisions and Long…Characteristics, Covariances, and Average Returns: 1929 to 1997 (2000)Characteristics, Covariances,…Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Bad News Travels Slowly: Size…Value versus Growth: The International Evidence (1998)Value versus Growth: The Inte…Managerial Decisions and Long-Term Stock Price Performance (1998)Managerial Decisions and Long…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…International Momentum Strategies (1998)International Momentum Strate…Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies (1998)Bad News Travels Slowly: Size…The Delisting Bias in CRSP Data (1997)The Delisting Bias in CRSP Da…Measuring long-horizon security price performance (1997)Measuring long-horizon securi…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1997)Evidence on the Characteristi…Detecting long-run abnormal stock returns: The empirical power and specification of test statistics (1997)Detecting long-run abnormal s…Evidence on the Characteristics of Cross Sectional Variation in Stock Returns (1996)Evidence on the Characteristi…Another Look at the Cross-Section of Expected Stock Returns (1995)Another Look at the Cross-Sec…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…A model of investor sentiment /A model of investor sentiment…Does the Stock Market Overreact? (1985)The Long‐Run Performance of initial Public Offerings (1991)The Cross-Section of Expected Stock Returns (1992)Understanding the Nature of the Risks and the Source of the Rewards to Momentum Investing (2001)What Drives Firm‐Level Stock Returns? (2002)Replicating Anomalies (2018)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Using daily stock returns (1985)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)Capital markets research in accounting (2001)Introductory Econometrics for Finance (2008)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Equity Share in New Issues and Aggregate Stock Returns (2000)Chapter 18 A survey of behavioral finance (2003)Market liquidity as a sentiment indicator (2004)Multifactor Explanations of Asset Pricing Anomalies (1996)The Cross‐Section of Volatility and Expected Returns (2006)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Bad Beta, Good Beta (2004)Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)Value and Momentum Everywhere (2013)
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  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1997Detecting long-run abnormal stock returns: The empirical power and specification of test statistics2,690 cited
  • 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
  • 1998Value versus Growth: The International Evidence2,233 cited
  • 1998International Momentum Strategies1,813 cited
  • 2000Managerial Decisions and Long‐Term Stock Price Performance1,573 cited
  • 2000Characteristics, Covariances, and Average Returns: 1929 to 19971,100 cited
  • 1997The Delisting Bias in CRSP Data1,057 cited
  • 1995Another Look at the Cross-Section of Expected Stock Returns1,007 cited
  • 1997Measuring long-horizon security price performance991 cited
  • 1997Evidence on the Characteristics of Cross Sectional Variation in Stock Returns773 cited
  • 1998Bad News Travels Slowly: Size, Analyst Coverage and the Profitability of Momentum Strategies679 cited
  • 1998Managerial Decisions and Long-Term Stock Price Performance

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460 cited
  • 1996Evidence on the Characteristics of Cross Sectional Variation in Stock Returns377 cited
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