Predictable events and excess returns: The case of dividend announcements

Time Series Analysis: Forecasting and Control

Michael D. Geurts, George E. P. Box, Gwilym M. Jenkins · Journal of Marketing Research · 1977 · 19.3K citations

Forecasting Methodology, Predictive Analytics, Process Control +4

Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.5K citations

Asset Pricing, Market Trend, Business +4

An Empirical Evaluation of Accounting Income Numbers

Ray Ball, Philip Brown · Journal of Accounting Research · 1968 · 6.5K citations

Accounting Income Numbers, Accounting, Accounting Practice +3

The relationship between return and market value of common stocks

Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations

Market Microstructure, Financial Economics, Asset Pricing +7

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

Engineering, Information Security, Security Analysis +8