References

• 1993Common risk factors in the returns on stocks and bonds26,615 cited
• 1992The Cross-Section of Expected Stock Returns17,320 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 1985Does the Stock Market Overreact?7,756 cited
• 1981The relationship between return and market value of common stocks5,999 cited
• 1986Asset pricing and the bid-ask spread5,087 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 1994Contrarian Investment, Extrapolation, and Risk4,515 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 2020Empirical Asset Pricing via Machine Learning2,832 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,600 cited
• 1997Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?2,318 cited