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The Value of Research
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The Value of Research (2008)The Value of ResearchIlliquidity and Stock Returns II: Cross-Section and Time-Series Effects (2018)Illiquidity and Stock Returns…Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation (2004)Value‐Enhancing Capital Budge…Analyzing the Analysts: When Do Recommendations Add Value? (2004)Analyzing the Analysts: When …Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing? (2003)Does Greater Firm‐Specific Re…Rationality and Analysts' Forecast Bias (2001)Rationality and Analysts' For…Conflict of Interest and the Credibility of Underwriter Analyst Recommendations (1999)Conflict of Interest and the …Underwriting relationships, analysts' earnings forecasts and investment recommendations (1998)Underwriting relationships, a…Self-Selection and Analyst Coverage (1997)Self-Selection and Analyst Co…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks (1997)Measuring Mutual Fund Perform…Liquidity, Information, and Infrequently Traded Stocks (1996)Liquidity, Information, and I…Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Do Brokerage Analysts' Recomm…Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Stock Market Prices Do Not Fo…Using the Longitudinal Structure of Earnings to Estimate the Effect of Training Programs (1985)Using the Longitudinal Struct…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Conditional logit analysis of qualitative choice behavior (1972)Conditional logit analysis of…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)The Components of the Bid-Ask Spread: A General Approach (1997)Liquidity and stock returns: An alternative test (1998)Market microstructure: A survey (2000)The Long‐Run Performance of initial Public Offerings (1991)Timid Choices and Bold Forecasts: A Cognitive Perspective on Risk Taking (1993)Earnings Management and the Long‐Run Market Performance of Initial Public Offerings (1998)Herd Behavior in Financial Markets (2000)Stock price reaction to news and no-news: drift and reversal after headlines (2003)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The Categorical Imperative: Securities Analysts and the Illegitimacy Discount (1999)Investor Psychology and Asset Pricing (2001)… and the Cross-Section of Expected Returns (2015)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Specification Tests in Econometrics (1978)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Financial Ratios and the Probabilistic Prediction of Bankruptcy (1980)Macroeconomics and Reality (1980)Discrete Choice Methods with Simulation (2001)Capital markets research in accounting (2001)Corporate Governance and Firm Value: The Impact of Corporate Social Responsibility (2011)The Cross‐Section of Volatility and Expected Returns (2006)In Search of Attention (2011)The Effects of Public R&D Subsidies on Firms' Innovation Activities (2003)Panel Models in Sociological Research: Theory into Practice (2004)What Works? A Meta Analysis of Recent Active Labor Market Program Evaluations (2017)
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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1972Conditional logit analysis of qualitative choice behavior14,281 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test3,745 cited
  • 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
  • 1996Do Brokerage Analysts' Recommendations Have Investment Value?1,916 cited
  • 1996Liquidity, Information, and Infrequently Traded Stocks1,591 cited
  • 1999Conflict of Interest and the Credibility of Underwriter Analyst Recommendations1,549 cited
  • 1998Underwriting relationships, analysts' earnings forecasts and investment recommendations1,248 cited
  • 1985Using the Longitudinal Structure of Earnings to Estimate the Effect of Training Programs1,023 cited
  • 2001Rationality and Analysts' Forecast Bias1,012 cited
  • 2004Analyzing the Analysts: When Do Recommendations Add Value?982 cited
  • 1997Self-Selection and Analyst Coverage968 cited
  • 2003Does Greater Firm‐Specific Return Variation Mean More or Less Informed Stock Pricing?951 cited
  • 2018Illiquidity and Stock Returns II: Cross-Section and Time-Series Effects

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  • 2004Value‐Enhancing Capital Budgeting and Firm‐specific Stock Return Variation890 cited
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