Standout Papers
Citation Impact
Citing Papers
The Stability of Moving Average Technical Trading Rules on the Dow Jones Index
1999
Equilibrium in an Imperfect Market: A Constraint on the Number of Securities in the Portfolio
2016
Early-warning signals for critical transitions
2009 StandoutNature
Random matrix approach to cross correlations in financial data
2002
Predicting returns in the stock and bond markets
1986
The Effect of Intervaling on Estimating Parameters of the Capital Asset Pricing Model
1978
Cross-correlations of American baby names
2015 StandoutNobel
Naive Diversification Strategies in Defined Contribution Saving Plans
2001 StandoutNobel
The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure
1979 StandoutNobel
Price Reactions to Dividend Initiations and Omissions: Overreaction or Drift?
1995 StandoutNobel
An Intertemporal Capital Asset Pricing Model
1973 StandoutNobel
Efficient Capital Markets: II
1991 StandoutNobel
Agency Problems and the Theory of the Firm
1980 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
Risk, The Pricing of Capital Assets, and The Evaluation of Investment Portfolios
1969
Trading costs for listed options
1980
Common risk factors in the returns on stocks and bonds
1993 StandoutNobel
Capital Markets: Theory and Evidence
2003
Industry costs of equity
1997 StandoutNobel
RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
1977 Standout
A transaction data study of weekly and intradaily patterns in stock returns
1986
Dividend yield and expected returns
1990
Inferring Trade Direction from Intraday Data
1991 Standout
Detecting long-run abnormal stock returns: The empirical power and specification of test statistics
1997 Standout
Taxes, Financing Decisions, and Firm Value
1998 StandoutNobel
Market Timing and Mutual Fund Investment Performance
1984
Risk, Return, and Portfolio Analysis: Reply
1973 StandoutNobel
EVIDENCE ON THE “GROWTH‐OPTIMUM” MODEL
1973
The Foundations and Current State of Capital Market Theory
2003
Measuring long-horizon security price performance
1997
The effect of limited information and estimation risk on optimal portfolio diversification
1977
Nonstationary expected returns
1989
Taxes, transactions costs and the clientele effect of dividends
1977
Evaluating the performance of value versus glamour stocks The impact of selection bias
1995
The Cross‐Section of Realized Stock Returns: The Pre‐COMPUSTAT Evidence
1994
Volume and turn-of-the-year behavior
1984
All their eggs in one basket: Portfolio diversification of US households
1995
The Predictability of British Stock Market Prices
1973
Session Topic: Risk, Information and Capital Budgeting
1974 StandoutNobel
High Stock Returns before Holidays: Existence and Evidence on Possible Causes
1990
Arithmetic versus geometric mean estimators: Setting discount rates for capital budgeting
1996
THE COMMON‐STOCK‐PORTFOLIO PERFORMANCE RECORD OF INDIVIDUAL INVESTORS: 1964–70
1978
A New Empirical Perspective on the CAPM
1981
COMPONENTS OF INVESTMENT PERFORMANCE*
1972 StandoutNobel
INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS
1977
The Volatility of Stock Market Prices
1987 StandoutScienceNobel
Dividends and taxes
1978 StandoutNobel
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
1974 StandoutNobel
Structural and Return Characteristics of Small and Large Firms
1991
Stock Prices and the Publication of Second-Hand Information
1978
Risk measurement when shares are subject to infrequent trading
1979 Standout
Bondholder Losses in Leveraged Buyouts
1993
Multifactor models do not explain deviations from the CAPM
1995
A REEXAMINATION OF STOCK SPLITS USING MOVING BETAS
1977
Trading Mechanisms and Stock Returns: An Empirical Investigation
1987
Time-Variation in Expected Returns
1988
Efficient Capital Markets: II
1991 StandoutNobel
When Are Contrarian Profits Due to Stock Market Overreaction?
1990
A SIMPLE MODEL OF NON‐STATIONARITY OF SYSTEMATIC RISK
1977
The market valuation of cash dividends
1986
Behavioral Rationality in Finance: The Case of Dividends
1986 StandoutNobel
Multifactor Explanations of Asset Pricing Anomalies
1996 StandoutNobel
On estimating the expected return on the market
1980 StandoutNobel
AUSTRALIAN SHARE PRICES AND THE RANDOM WALK HYPOTHESIS
1969
Dividends, Short Selling Restrictions, Tax‐Induced Investor Clienteles and Market Equilibrium
1980
Caveat Compounder: A Warning about Using the Daily CRSP Equal‐Weighted Index to Compute Long‐Run Excess Returns
1998 StandoutNobel
Trading patterns, bid-ask spreads, and estimated security returns
1989
Transaction costs and the small firm effect
1983
On computing mean returns and the small firm premium
1983
The Cross‐Section of Expected Stock Returns
1992 StandoutNobel
Risk, Return, and Equilibrium: Empirical Tests
1973 StandoutNobel
The option pricing model and the risk factor of stock
1976
Using the Capital Asset Pricing Model and the Market Model to Predict Security Returns
1974
An Unconditional Asset‐Pricing Test and the Role of Firm Size as an Instrumental Variable for Risk
1988
Value Line Rank and Firm Size
1987
Size and stock returns, and other empirical regularities
1983
Theory of the firm: Managerial behavior, agency costs and ownership structure
1976 Standout
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
1985 StandoutNobel
A Simple Model of Capital Market Equilibrium with Incomplete Information
1987 StandoutNobel
The Analytics of Performance Measurement Using a Security Market Line
1985 StandoutNobel
The arbitrage theory of capital asset pricing
1976 Standout
Long‐Term Market Overreaction or Biases in Computed Returns?
1993
Earnings Yields, Market Values, and Stock Returns
1989
Does the Stock Market Overreact?
1985 StandoutNobel
Fallacy of the log-normal approximation to optimal portfolio decision-making over many periods
1974 StandoutNobel
Market Timing and Mutual Fund Performance: An Empirical Investigation
1984
COMPARATIVE ANALYSIS OF RISK MEASURES: FRANCE AND THE UNITED STATES*
1974
Event study methodologies and the size effect
1986
On the exclusion of assets from tests of the two-parameter model
1982
Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
1990
MONEY AND STOCK PRICES: THE CHANNELS OF INFLUENCE
1972
Components of Investment Performance
1972 StandoutNobel
Wealth and portfolio composition: Theory and evidence
1998
LONG‐TERM GROWTH IN A SHORT‐TERM MARKET
1974 StandoutNobel
A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory
1977 Standout
The Capital Asset Pricing Model and the Investment Horizon
1977
The Market Model Applied to European Common Stocks: Some Empirical Results
1974
Transaction costs and the small firm effect
1983
The Equity Premium
2002 StandoutNobel
The Investment Performance of Low‐grade Bond Funds
1991
The Determinants of Credit Spread Changes
2001 Standout
Investor Sentiment and the Cross‐Section of Stock Returns
2006 Standout
Asset pricing and the bid-ask spread
1986 Standout
Household Portfolio Diversification: A Case for Rank-Dependent Preferences
2005
Evidence on the Information Content of Accounting Numbers: Accounting-Based and Market-Based Estimates of Systematic Risk
1973
An Empirical Evaluation of Accounting Income Numbers
1968 Standout
Time and the Price Impact of a Trade
2000 StandoutNobel
The Informational Efficiency of the Corporate Bond Market: An Intraday Analysis
2002
The effect of value line investment survey rank changes on common stock prices
1985
Price Formation in the Norwegian and Swedish Stock Markets: Some Random Walk Tests
1974
The Term Structure of Discount Rates
1997
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns
1992
The Disposition to Sell Winners Too Early and Ride Losers Too Long: Theory and Evidence
1985 Standout
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
1970 StandoutNobel
The effect of personal taxes and dividends on capital asset prices
1979
Long‐Term Market Overreaction: The Effect of Low‐Priced Stocks
1996
The Corporate Cost of Capital and the Return on Corporate Investment
1999 StandoutNobel
Differential Information and Performance Measurement Using a Security Market Line
1985 StandoutNobel
The empirical foundations of the arbitrage pricing theory
1988
Household Finance
2006 Standout
The Capital Asset Pricing Model: Theory and Evidence
2004 StandoutNobel
The Buying and Selling Behavior of Individual Investors at the Turn of the Year
1988
Works of Marshall E. Blume being referenced
Measurement of Portfolio Performance Under Uncertainty
1970
Returns and Volatility of Low‐Grade Bonds 1977–1989
1991
Two Tiers - But How Many Decisions?
1976
A NEW LOOK AT THE CAPITAL ASSET PRICING MODEL
1973
A New Look at the Capital Asset Pricing Model
1973
Order Imbalances and Stock Price Movements on October 19 and 20, 1987
1989
Soft Dollars and the Brokerage Industry
1993
Betas and Their Regression Tendencies
1975
PRICE, BETA, AND EXCHANGE LISTING
1973
Price, Beta, and Exchange Listing
1973
The Asset Structure of Individual Portfolios and Some Implications for Utility Functions
1975
Lower-Grade Bonds: Their Risks and Returns
1987
THE ASSET STRUCTURE OF INDIVIDUAL PORTFOLIOS AND SOME IMPLICATIONS FOR UTILITY FUNCTIONS
1975
Risk, Investment Strategy and the Long-Run Rates of Return
1974
Quotes, Order Flow, and Price Discovery
1997
Unbiased Estimators of Long-Run Expected Rates of Return
1974
Biases in computed returns
1983
BETAS AND THEIR REGRESSION TENDENCIES
1975
ON THE ASSESSMENT OF RISK
1971
Unbiased Estimators of Long-Run Expected Rates of Return
1974
On the Assessment of Risk
1971
Filter Rules and Stock-Market Trading
1966 StandoutNobel
Returns and Volatility of Low-Grade Bonds 1977-1989
1991
Portfolio Theory: A Step Toward Its Practical Application
1970
The Changing Role of the Individual Investor
1979
Stock Returns and Dividend Yields: Some More Evidence
1980