this work references cited by second hopReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1985Does the Stock Market Overreact?7,569 cited
- 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
- 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
- 2008Market Liquidity and Funding Liquidity5,007 cited
- 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets4,018 cited
- 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction3,984 cited
- 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
- 2015Measuring Uncertainty2,908 cited
- 2008Liquidity and leverage2,557 cited
- 2002Macroeconomic Forecasting Using Diffusion Indexes2,550 cited
- 1998Value versus Growth: The International Evidence2,233 cited
- 2013
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work