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Price gap anomaly in the US stock market: The whole story
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Price gap anomaly in the US stock market: The whole story (2020)Price gap anomaly in the US stock market:…Does Academic Research Destroy Stock Return Predictability? (2015)Does Academic Research Destro…Animal spirits: how human psychology drives the economy, and why it matters for global capitalism (2009)Animal spirits: how human psy…Irrational Exuberance (2000)Irrational ExuberanceThe variation of certain speculative prices (1997)The variation of certain spec…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Long-Term Memory in Stock Market Prices (1991)Long-Term Memory in Stock Mar…Long-term Memory in Stock Market Prices (1989)Long-term Memory in Stock Mar…Are Seasonal Anomalies Real? A Ninety-Year Perspective (1988)Are Seasonal Anomalies Real? …Stock returns and the weekend effect (1980)Stock returns and the weekend…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Infor…Some anomalous evidence regarding market efficiency (1978)Some anomalous evidence regar…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …The Variation of Certain Speculative Prices (1963)The Variation of Certain Spec…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Using daily stock returns (1985)Introductory Econometrics for Finance (2008)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)Does the Stock Market Overreact? (1985)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Capital markets research in accounting (2001)Corporate Social Responsibility and Shareholder Reaction: The Environmental Awareness of Investors (2012)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)Investor Psychology and Security Market Under‐ and Overreactions (1998)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)Modeling and pricing long memory in stock market volatility (1996)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Option pricing when underlying stock returns are discontinuous (1976)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)
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References

  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*24,470 cited
  • 1965The Behavior of Stock-Market Prices8,772 cited
  • 1980On the Impossibility of Informationally Efficient Markets5,122 cited
  • 1963The Variation of Certain Speculative Prices4,890 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 1997The variation of certain speculative prices4,513 cited
  • 1980On the Impossibility of Informationally Efficient Markets3,717 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
  • 1980Stock returns and the weekend effect2,015 cited
  • 1991Long-Term Memory in Stock Market Prices1,756 cited
  • 2000Irrational Exuberance1,620 cited
  • 2015Does Academic Research Destroy Stock Return Predictability?1,563 cited
  • 1978Some anomalous evidence regarding market efficiency1,555 cited
  • 1989Long-term Memory in Stock Market Prices1,448 cited
  • 2009Animal spirits: how human psychology drives the economy, and why it matters for global capitalism1,446 cited
  • 1988

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Are Seasonal Anomalies Real? A Ninety-Year Perspective
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