References

• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
• 1995The Limits of Arbitrage5,282 cited
• 1968The Information Content of Annual Earnings Announcements2,739 cited
• 1994Why Firms Voluntarily Disclose Bad News2,435 cited
• 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
• 2002What Drives Firm‐Level Stock Returns?1,003 cited
• 1997Earnings disclosures and stockholder lawsuits927 cited
• 1995To Warn or Not to Warn: Management Disclosures in the Face of an Earnings Surprise.896 cited
• 1972The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices886 cited
• 2002Does Arbitrage Flatten Demand Curves for Stocks?861 cited
• 1996Costly Arbitrage: Evidence from Closed-End Funds801 cited
• 1999Use of R2 in accounting research: measuring changes in value relevance over the last four decades734 cited
• 1984Timeliness of Reporting and the Stock Price Reaction to Earnings Announcements698 cited