this work references cited by second hopReferences
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1985Does the Stock Market Overreact?7,569 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
- 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
- 1994Contrarian Investment, Extrapolation, and Risk1,354 cited
- 1990Alternative models for conditional stock volatility1,272 cited
- 1992Measuring abnormal performance840 cited
- 1988On the Contrarian Investment Strategy540 cited
- 1992The Specification and Power of the Sign Test in Event Study Hypothesis Tests Using Daily Stock Returns470 cited
- 1991A Data-Analytic Look at Skewness and Elongation in Common-Stock-Return Distributions67 cited
- 1994On the computation of returns in tests of the stock market overreaction hypothesis59 cited
- 1990The overreaction hypothesis, firm size, and stock market seasonality47 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work