Measuring the speed of convergence of stock prices: A nonparametric and nonlinear approach

Does the Stock Market Overreact?

Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations

Business, Economics, Finance +11

Permanent and Temporary Components of Stock Prices

Eugene F. Fama, Kenneth R. French · Journal of Political Economy · 1988 · 3.1K citations

Business, Economics, Finance +17

Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks

Junsoo Lee, Mark C. Strazicich · The Review of Economics and Statistics · 2003 · 2.3K citations · Full text

Social Sciences, Economics, Econometrics +12

Mean reversion in stock prices

James M. Poterba, Lawrence H. Summers · Journal of Financial Economics · 1988 · 1.9K citations

Business, Economics, Finance +14

Dynamic Panel Estimation and Homogenity Testing Under Cross Section Dependence

Peter C.B. Phillips, Donggyu Sul · RePEc: Research Papers in Economics · 2002 · 1.3K citations

Social Sciences, Economics, Causal Inference +16