Residual momentum

Industry costs of equity

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations

Business, Business Economics, Economics +17

Investor Psychology and Security Market Under‐ and Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text

Business, Finance, Financial Management +17

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations

Business, Economics, Finance +17

A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

Nicholas Barberis, Andrei Shleifer, Robert W. Vishny · Journal of Financial Economics · 1998 · 2.8K citations

Business, Economics, Finance +13

Profitability of Momentum Strategies: An Evaluation of Alternative Explanations

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 2001 · 2.6K citations

Business, Business Economics, Economics +12