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
• 1985Does the Stock Market Overreact?7,569 cited
• 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
• 1981The relationship between return and market value of common stocks5,928 cited
• 1995Earnings, Book Values, and Dividends in Equity Valuation*5,061 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 2002Nonlinear Pricing Kernels, Kurtosis Preference, and Evidence from the Cross Section of Equity Returns840 cited
• 2002Equity Valuation Using Multiples738 cited
• 2001Ratio Analysis and Equity Valuation: From Research to Practice679 cited
• 2001Dividend Changes and Future Profitability548 cited
• 2004Taxable Income, Future Earnings, and Equity Values507 cited
• 1992Optimistic reporting in the property- casualty insurance industry403 cited