The reversal of large stock price declines: The case of large firms

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

Using daily stock returns

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

Business, Finance, Financial Econometrics +11

Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1

Eugene F. Fama · Journal of Financial Economics · 1998 · 2.5K citations

Business, Economics, Finance +15

Further Evidence On Investor Overreaction and Stock Market Seasonality

Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1987 · 2.3K citations

Business, Economics, Finance +14

Fads, Martingales, and Market Efficiency

Bruce N. Lehmann · The Quarterly Journal of Economics · 1990 · 1.6K citations

Social Sciences, Business Economics, Economics +11