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
- 2008Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches10,793 cited
- 2011When Is a Liability Not a Liability? Textual Analysis, Dictionaries, and 10‐Ks6,003 cited
- 2008Annual report readability, current earnings, and earnings persistence2,850 cited
- 1997Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks2,844 cited
- 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.12,572 cited
- 1989Post-Earnings-Announcement Drift: Delayed Price Response or Risk Premium?2,314 cited
- 2008More Than Words: Quantifying Language to Measure Firms' Fundamentals2,310 cited
- 2008Do Managers Withhold Bad News?2,191 cited
- 2016Text-Based Network Industries and Endogenous Product Differentiation2,114 cited
- 1999Improved Methods for Tests of Long‐Run Abnormal Stock Returns1,826 cited
- 2009Investor Inattention and Friday Earnings Announcements1,740 cited
- 2000Managerial Decisions and Long‐Term Stock Price Performance
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work