Return reversals in the bond market: Evidence and causes

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

Economics, Financial Economics, Asset Pricing +7

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.3K citations

Empirical Finance, Asset Pricing, Management +20

Investor Psychology and Security Market Under‐ and Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text

Empirical Finance, Well‐known Psychological Biases, Securities Market +20

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

Richard Roll · The Journal of Finance · 1984 · 2.8K citations

Empirical Finance, Simple Implicit Measure, Efficient Market +19

Evidence of Predictable Behavior of Security Returns

Narasimhan Jegadeesh · The Journal of Finance · 1990 · 2.7K citations

Engineering, Extreme Decile Portfolios, Time Series Econometrics +18