this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1985Does the Stock Market Overreact?7,569 cited
- 1990Noise Trader Risk in Financial Markets6,259 cited
- 1981The relationship between return and market value of common stocks5,928 cited
- 1991Efficient Capital Markets: II5,346 cited
- 1987Expected stock returns and volatility4,147 cited
- 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances3,220 cited
- 1988Permanent and Temporary Components of Stock Prices3,036 cited
- 1990Evidence of Predictable Behavior of Security Returns2,702 cited
- 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
- 1992No news is good news1,929 cited
- 1988Mean reversion in stock prices1,888 cited
- 1987Mean Reversion in Stock Prices: Evidence and Implications1,875 cited
- 1983Size-related anomalies and stock return seasonality
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