References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1992The Cross-Section of Expected Stock Returns17,320 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
• 1973An Intertemporal Capital Asset Pricing Model6,557 cited
• 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
• 1998Investor Psychology and Security Market Under‐ and Overreactions5,841 cited
• 1997A model of investor sentiment /4,073 cited
• 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.13,097 cited
• 2000Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies2,639 cited
• 2001