The Econometrics of Event Studies

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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On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Does the Stock Market Overreact?

Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations

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Performance matched discretionary accrual measures

S.P. Kothari, Andrew J. Leone, Charles E. Wasley · Journal of Accounting and Economics · 2005 · 7K citations

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Using daily stock returns

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1985 · 6.6K citations

Business, Finance, Financial Econometrics +11