this work references cited by second hopReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1997On Persistence in Mutual Fund Performance17,267 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
- 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
- 1991Inferring Trade Direction from Intraday Data3,150 cited
- 2005R2 around the world: New theory and new tests☆2,833 cited
- 2009Opaque financial reports, R2, and crash risk☆2,796 cited
- 2011Corporate tax avoidance and stock price crash risk: Firm-level analysis2,154 cited
- 2001Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices1,918 cited
- 2009Who Gambles in the Stock Market?1,808 cited
- 2008Stocks as Lotteries: The Implications of Probability Weighting for Security Prices1,548 cited
- 2006Retail Investor Sentiment and Return Comovements1,490 cited
- 2014Corporate social responsibility and stock price crash risk1,466 cited
- 2003Differences of Opinion, Short-Sales Constraints, and Market Crashes1,356 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work