The capital gain lock-in effect and equilibrium returns

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16

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

Mean reversion in stock prices

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

Business, Economics, Finance +14

Contrarian Investment, Extrapolation, and Risk

Josef Lakonishok, Andrei Shleifer, Robert W. Vishny · The Journal of Finance · 1994 · 1.4K citations · Full text

Business, Economics, Finance +14