this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
- 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
- 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
- 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1990Noise Trader Risk in Financial Markets6,259 cited
- 2006Investor Sentiment and the Cross‐Section of Stock Returns6,042 cited
- 1980Financial Ratios and the Probabilistic Prediction of Bankruptcy6,005 cited
- 2003Liquidity Risk and Expected Stock Returns5,362 cited
- 1995The Limits of Arbitrage5,282 cited
- 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work