References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 2003Liquidity Risk and Expected Stock Returns5,362 cited
• 2020Integración de los mercados financieros Latinoamericanos por medio de MILA3,764 cited
• 1992The weighing of evidence and the determinants of confidence1,842 cited
• 2011The short of it: Investor sentiment and anomalies1,781 cited
• 2010Investor sentiment and the mean–variance relation☆694 cited
• 2011Is momentum really momentum?470 cited
• 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
• 2000Exploring the Strength of Association between the Components of Emotion Syndromes: The Case of Surprise229 cited
• 2011Stock Returns after Major Price Shocks: The Impact of Information208 cited
• 2003Surprises: low probabilities or high contrasts?140 cited
• 2012A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations65 cited
• 2014The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market50 cited

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