Predicting anomaly performance with politics, the weather, global warming, sunspots, and the stars

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

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

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Investor Sentiment and the Cross‐Section of Stock Returns

Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text

Business, Economics, Finance +14

The relationship between return and market value of common stocks

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

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Financial Ratios and the Probabilistic Prediction of Bankruptcy

James A. Ohlson · Journal of Accounting Research · 1980 · 6K citations

Business, Economics, Finance +16