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The Anatomy of a Stock Market Winner
4 references·7 citing·42 second hop
The Anatomy of a Stock Market Winner (1988)The Anatomy of a Stock Market WinnerSize-related anomalies and stock return seasonality (1983)Size-related anomalies and st…The relationship between return and market value of common stocks (1981)The relationship between retu…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Special Information and Insider Trading (1974)Special Information and Insid…Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating (2021)Feature Learning for Stock Pr…Stock screening with use of multiple criteria decision making and optimization☆ (2008)Stock screening with use of m…Insider trading behavior prior to Chapter 11 bankruptcy announcements (2001)Insider trading behavior prio…A Free Cash Flow Investment Anomaly (2000)A Free Cash Flow Investment A…World wide security market regularities (1994)World wide security market re…DKAS: A Distributed Knowledge Acquisition System in a DSS (1993)DKAS: A Distributed Knowledge…The over-reaction effect—Some UK evidence (1991)The over-reaction effect—Some…Risk, Return, and Equilibrium: Empirical Tests (1973)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)The Cross-Section of Expected Stock Returns (1992)Data Truncation Bias, Loss Firms, and Accounting Anomalies (2011)Impact of Free Cash Flow on Profitability of Firms Listed in Karachi Stock Exchange (2016)Free Cash Flow Impact on Firm’s Profitability: An Empirical Indication of Firms listed in KSE, Pakistan (2017)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Liquidity and the turn-of-the-month effect: evidence from Finland (2001)Applying Operations Research Techniques to Financial Markets (2003)A New Family of Equity Style Indices and Mutual Fund Performance: Do Liquidity and Idiosyncratic Risk Matter? (2011)The Behavior of Stock-Market Prices (1965)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)PICKING WINNERS? A SURVEY OF THE MEAN REVERSION AND OVERREACTION OF STOCK PRICES LITERATURE (1996)Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction (1997)Price and earnings momentum in Australian stock returns (2011)Insider Trading and the Exploitation of Inside Information: Some Empirical Evidence (1985)An Empirical Investigation of U.S. Firms in Reorganization (1989)An Empirical Analysis of Illegal Insider Trading (1992)A scaling method for priorities in hierarchical structures (1977)The magical number seven, plus or minus two: Some limits on our capacity for processing information. (1994)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)Multiple criteria decision analysis of treatment and land-filling technologies for waste incineration residues☆ (2006)Efficiency appraisal and ranking of decision-making units using data envelopment analysis in fuzzy environment: a case study of Tehran stock exchange (2012)An uncertain possibility-probability information fusion method under interval type-2 fuzzy environment and its application in stock selection (2019)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Can Investors Profit from the Prophets? Security Analyst Recommendations and Stock Returns (2001)Forecasting relative returns for S&P 500 stocks using machine learning (2024)Efficient Capital Markets: II (1991)Market Efficiency, Long-Term Returns, and Behavioral Finance (1997)Are Insider Trades Informative? (2001)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A Test of the Efficiency of a Given Portfolio (1989)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • 1983Size-related anomalies and stock return seasonality1,800 cited
  • 1974Special Information and Insider Trading1,236 cited

Cited by

  • 1994World wide security market regularities49 cited
  • 2008Stock screening with use of multiple criteria decision making and optimization☆46 cited
  • 2021Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating45 cited
  • 1991The over-reaction effect—Some UK evidence32 cited
  • 2000A Free Cash Flow Investment Anomaly30 cited
  • 2001Insider trading behavior prior to Chapter 11 bankruptcy announcements23 cited
  • 1993DKAS: A Distributed Knowledge Acquisition System in a DSS21 cited

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