Information distribution within firms: evidence from stock option exercises

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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A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 1.9K citations

Business, Economics, Finance +17

Are Insider Trades Informative?

Josef Lakonishok, Inmoo Lee · Review of Financial Studies · 2001 · 1.3K citations

Business, Business Economics, Finance +13