References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1981The relationship between return and market value of common stocks5,928 cited
• 1988Dividend yields and expected stock returns3,574 cited
• 1983Size-related anomalies and stock return seasonality1,800 cited
• 1981Misspecification of capital asset pricing1,286 cited
• 1995Another Look at the Cross-Section of Expected Stock Returns1,007 cited
• 1983The anomalous stock market behavior of small firms in January848 cited
• 1995A Critique of Size-Related Anomalies763 cited
• 1983Transaction costs and the small firm effect529 cited
• 1984Differential information and the small firm effect527 cited
• 1983Transaction costs and the small firm effect431 cited
• 1983New evidence on the nature of size-related anomalies in stock prices337 cited
• 1989Trading patterns, bid-ask spreads, and estimated security returns288 cited
• 1999Murphy's Law and Market Anomalies