References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1952PORTFOLIO SELECTION*13,480 cited
• 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
• 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
• 1958Liquidity Preference as Behavior Towards Risk3,916 cited
• 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
• 1998Value versus Growth: The International Evidence2,233 cited
• 1991Fundamentals and Stock Returns in Japan1,380 cited
• 1981On Market Timing and Investment Performance. II. Statistical Procedures for Evaluating Forecasting Skills1,321 cited
• 2015On Market Timing and Investment Performance Part II: Statistical Procedures for Evaluating Forecasting Skills1,206 cited
• 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
• 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
• 2000Can book-to-market, size and momentum be risk factors that predict economic growth?1,012 cited
• 2004Market States and Momentum