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Resurrecting the Value Premium
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Resurrecting the Value Premium (2020)Resurrecting the Value PremiumComparing Asset Pricing Models (2018)Comparing Asset Pricing ModelsA five-factor asset pricing model (2014)A five-factor asset pricing m…Size, value, and momentum in international stock returns (2012)Size, value, and momentum in …On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing (2007)On the Importance of Measurin…The Value Premium (2005)The Value PremiumMarket Timing and Managerial Portfolio Decisions (2005)Market Timing and Managerial …The Value Spread (2003)The Value SpreadMultifactor Explanations of Asset Pricing Anomalies (1996)Multifactor Explanations of A…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Contrarian Investment, Extrapolation, and Risk (1994)Contrarian Investment, Extrap…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Earnings Yields, Market Values, and Stock Returns (1989)Earnings Yields, Market Value…Persuasive evidence of market inefficiency (1985)Persuasive evidence of market…INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS (1977)INVESTMENT PERFORMANCE OF COM…Editor's Choice Digesting Anomalies: An Investment ApproachEditor's Choice Digesting Ano…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Illiquidity and stock returns: cross-section and time-series effects (2002)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Size-related anomalies and stock return seasonality (1983)The Capital Asset Pricing Model: Theory and Evidence (2004)… and the Cross-Section of Expected Returns (2015)Industry costs of equity (1997)On Persistence in Mutual Fund Performance (1997)Investor Psychology and Security Market Under‐ and Overreactions (1998)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Inefficient Markets (2000)Are Insider Trades Informative? (2001)Value and Momentum Everywhere (2013)Choosing factors (2018)Climate risks and market efficiency (2018)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Investor Psychology and Asset Pricing (2001)Hedging Climate Change News (2019)Dissecting green returns (2022)Do Shareholders Benefit from Green Bonds? (2018)Empirical Asset Pricing via Machine Learning (2020)
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References

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2014A five-factor asset pricing model7,841 cited
  • 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
  • 1994Contrarian Investment, Extrapolation, and Risk4,198 cited
  • 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
  • n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
  • 1985Persuasive evidence of market inefficiency1,951 cited
  • 2012Size, value, and momentum in international stock returns1,822 cited
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  • 2005The Value Premium1,334 cited
  • 2007On the Importance of Measuring Payout Yield: Implications for Empirical Asset Pricing604 cited
  • 1989Earnings Yields, Market Values, and Stock Returns497 cited
  • 2005Market Timing and Managerial Portfolio Decisions480 cited
  • 2003The Value Spread463 cited
  • 2018Comparing Asset Pricing Models

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