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Returns to Buying Earnings and Book Value: Accounting for Growth and Risk
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Returns to Buying Earnings and Book Value: Accounting for Growth and Risk (2010)Returns to Buying Earnings and Book Value…Expected EPS and EPS Growth as Determinantsof Value (2005)Expected EPS and EPS Growth a…Toward an Implied Cost of Capital (2001)Toward an Implied Cost of Cap…Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets (2001)Equity Premia as Low as Three…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Optimal Investment, Growth Options, and Security Returns (1998)Optimal Investment, Growth Op…Multifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Stock Prices, Earnings and Expected Dividends (1988)Stock Prices, Earnings and Ex…Dividend yields and expected stock returns (1988)Dividend yields and expected …The relationship between earnings' yield, market value and return for NYSE common stocks (1983)The relationship between earn…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…The Valuation of Uncertain Income Streams and the Pricing of Options (1976)The Valuation of Uncertain In…The Information Content of Annual Earnings Announcements (1968)The Information Content of An…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Sentiment and the Cross‐Section of Stock Returns (2006)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Implied Binomial Trees (1994)Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying (2001)Theory of rational option pricing (2005)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Does the Stock Market Overreact? (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient Capital Markets: II (1991)The Cross‐Section of Volatility and Expected Returns (2006)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Noise Trader Risk in Financial Markets (1990)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Using daily stock returns (1985)Capital markets research in accounting (2001)The relationship between return and market value of common stocks (1981)
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References

  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,515 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
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  • 1988Dividend yields and expected stock returns3,574 cited
  • 1968The Information Content of Annual Earnings Announcements2,827 cited
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  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 2001Toward an Implied Cost of Capital2,004 cited
  • 1983The relationship between earnings' yield, market value and return for NYSE common stocks1,640 cited
  • 1976The Valuation of Uncertain Income Streams and the Pricing of Options1,620 cited
  • 2001Equity Premia as Low as Three Percent? Evidence from Analysts' Earnings Forecasts for Domestic and International Stock Markets1,516 cited
  • 1998Optimal Investment, Growth Options, and Security Returns

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  • 2005Expected EPS and EPS Growth as Determinantsof Value1,414 cited
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