The reaction of bank stock prices to the international debt crisis

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen et al. · International Economic Review · 1969 · 3.6K citations

Business, Business Economics, Economics +10

The Adjustment of Stock Prices to New Information

Eugene F. Fama, Lawrence Fisher, Michael C. Jensen et al. · SSRN Electronic Journal · 2003 · 3.1K citations · Full text

Business, Business Economics, Economics +10

Risk measurement when shares are subject to infrequent trading

Elroy Dimson · Journal of Financial Economics · 1979 · 2.9K citations

Management, Finance, Financial Economics +12

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

Oldrich A Vasicek · The Journal of Finance · 1973 · 495 citations

Business, Business Economics, Finance +10

Evidence on the capitalized value of merger activity for acquiring firms

Katherine Schipper, Rex Thompson · Journal of Financial Economics · 1983 · 404 citations

Business, Business Economics, Finance +14