this work references cited by second hopReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
- 2003Liquidity Risk and Expected Stock Returns5,362 cited
- 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
- 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
- 1953A New Status Index Derived from Sociometric Analysis3,877 cited
- 2003Implications of rational inattention3,869 cited
- 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?2,916 cited
- 2013Betting against beta2,027 cited
- 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
- 1999Do Industries Explain Momentum?1,770 cited
- 1991The Variation of Economic Risk Premiums1,740 cited
- 2003Inferential Theory for Factor Models of Large Dimensions1,688 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work