Anomalies or illusions? Evidence from stock markets in eighteen countries

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Eugene F. Fama · The Journal of Business · 1965 · 8.7K citations

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Efficient Capital Markets: II

Eugene F. Fama · The Journal of Finance · 1991 · 5.2K citations · Full text

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Stock returns and the weekend effect

Kenneth R. French · Journal of Financial Economics · 1980 · 2K citations

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Stock return variances

Kenneth R. French, Richard Roll · Journal of Financial Economics · 1986 · 1.9K citations