Stock Prices Publications

Publications in Stock Prices

Explore the most influential research papers and scholarly works that have shaped Stock Prices. Use the concept filter below to focus on a specific sub-area of research.

Stock Prices

4.9K

Publications

529K

Citations

Showing yearly statistics from 2000-2026.

Page 1

	Year	Citations
The Cross‐Section of Expected Stock Returns Eugene F. Fama, Kenneth R. French The Journal of Finance Empirical FinanceFinancial EconomicsAsset PricingStock PricesMarket β	1992	15K
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency Narasimhan Jegadeesh, Sheridan Titman The Journal of Finance Empirical FinanceAsset PricingManagementEconomic AnalysisStock Market Efficiency	1993	11.3K
The Behavior of Stock-Market Prices Eugene F. Fama The Journal of Business Market MicrostructureEconomicsFinancial EconomicsAsset PricingStock Prices	1965	8.6K
Multifactor Explanations of Asset Pricing Anomalies Eugene F. Fama, Kenneth R. French The Journal of Finance Empirical FinanceMultifactor ExplanationsAsset PricingBehavioral FinanceRational Icapm	1996	6.4K
Investor Psychology and Security Market Under‐ and Overreactions Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam The Journal of Finance Empirical FinanceWell‐known Psychological BiasesSecurities MarketInvestor PsychologySecurities Law	1998	5.7K
Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test Andrew W. Lo, A. Craig MacKinlay Review of Financial Studies Empirical FinanceFollow Random WalksSimple Specification TestAsset PricingManagement	1988	3.7K
Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors Brad M. Barber, Terrance Odean The Journal of Finance Empirical FinanceMarket MicrostructureAsset PricingTremendous Performance PenaltyBehavioral Finance	2000	3.6K
The Adjustment of Stock Prices to New Information Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, International Economic Review Market MicrostructureFinancial EconomicsStock PricesAsset PricingMarket Trend	1969	3.5K
The New Issues Puzzle Tim Loughran, Jay R. Ritter The Journal of Finance Empirical FinancePublic PolicyEquity PortfoliosFinancial EconomicsStock Prices	1995	3.4K
Size and Book‐to‐Market Factors in Earnings and Returns Eugene F. Fama, Kenneth R. French The Journal of Finance Empirical FinanceEarnings GrowthFinancial DataBe/me FactorsSize Factors	1995	3.2K
The Adjustment of Stock Prices to New Information Eugene F. Fama, Lawrence Fisher, Michael C. Jensen, SSRN Electronic Journal Market MicrostructureFinancial EconomicsStock PricesAsset PricingMarket Trend	2003	3.1K
A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market Richard Roll The Journal of Finance Empirical FinanceSimple Implicit MeasureEfficient MarketMarket DesignBid‐ask Spread	1984	2.8K

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