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Anomalies and Financial Distress
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Anomalies and Financial Distress (2010)Anomalies and Financial DistressIn Search of Distress Risk (2008)In Search of Distress RiskAsset Growth and the Cross‐Section of Stock Returns (2008)Asset Growth and the Cross‐Se…Dissecting Anomalies (2007)Dissecting AnomaliesThe Cross‐Section of Volatility and Expected Returns (2006)The Cross‐Section of Volatili…Capital Investments and Stock Returns (2004)Capital Investments and Stock…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Differences of Opinion and the Cross Section of Stock Returns (2002)Differences of Opinion and th…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…Is the Risk of Bankruptcy a Systematic Risk? (1998)Is the Risk of Bankruptcy a S…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings? (1997)Do Stock Prices Fully Reflect…Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings? (1996)Do Stock Prices Fully Reflect…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Effect of Bond Rating Agency Announcements on Bond and Stock Prices (1992)The Effect of Bond Rating Age…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…An Empirical Evaluation of Accounting Income Numbers (1968)An Empirical Evaluation of Ac…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Pricing of Options and Corporate Liabilities (1973)On Persistence in Mutual Fund Performance (1997)Liquidity and leverage (2008)… and the Cross-Section of Expected Returns (2015)Does the Stock Market Overreact? (1985)Multifactor Explanations of Asset Pricing Anomalies (1996)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)Advances in prospect theory: Cumulative representation of uncertainty (1992)Forecasting Default with the Merton Distance to Default Model (2008)The economic implications of corporate financial reporting (2005)The market pricing of accruals quality (2005)Understanding earnings quality: A review of the proxies, their determinants and their consequences (2010)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Using daily stock returns (1985)Efficient Capital Markets: II (1991)Investor Psychology and Asset Pricing (2001)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1968An Empirical Evaluation of Accounting Income Numbers6,384 cited
  • 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
  • 1996Do Stock Prices Fully Reflect Information in Accruals and Cash Flows About Future Earnings?2,636 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2008In Search of Distress Risk2,232 cited
  • 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,181 cited
  • 2002Differences of Opinion and the Cross Section of Stock Returns2,145 cited
  • 2008Asset Growth and the Cross‐Section of Stock Returns1,595 cited
  • 2007Dissecting Anomalies1,573 cited
  • 2004Capital Investments and Stock Returns1,411 cited
  • 1998Is the Risk of Bankruptcy a Systematic Risk?1,002 cited

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  • 1992The Effect of Bond Rating Agency Announcements on Bond and Stock Prices1,002 cited
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