1 "When are Contrarian Profits due to Stock Market Overreaction? Review of Financial Studies 3" 175-205, 1990
2 "What Drives Firm, Level Stock Returns?" 57 : 233-264, 2002
3 "The Size and Power of the Variance Ratio Test in Finite Samples Journal of Econometrics 40" 203-238, 1989
4 "The Role of Small Sample Bias Journal of Finance 48" 641-661, 1993
5 "The Econometrics of Financial Markets" Princeton University Press Princeton 1997
6 "Returns to Buying Winners and Selling Losers Implications for Stock Market Efficiency Journal of Finance 48" 65-91, 1993
7 "Quarterly Journal of Economics 105" 1-28, 1990
8 "Profitability of Momentum Strategies An Evaluation of Alternative Explanations" 56 : 699-720, 2001
9 "Permanent and Temporary Components of Stock Prices Journal of Political Economy 96" 246-273, 1988
10 "One Simple Test of Samuelson’s Dictum for the Stock Market" (9348) : 2002
1 "When are Contrarian Profits due to Stock Market Overreaction? Review of Financial Studies 3" 175-205, 1990
2 "What Drives Firm, Level Stock Returns?" 57 : 233-264, 2002
3 "The Size and Power of the Variance Ratio Test in Finite Samples Journal of Econometrics 40" 203-238, 1989
4 "The Role of Small Sample Bias Journal of Finance 48" 641-661, 1993
5 "The Econometrics of Financial Markets" Princeton University Press Princeton 1997
6 "Returns to Buying Winners and Selling Losers Implications for Stock Market Efficiency Journal of Finance 48" 65-91, 1993
7 "Quarterly Journal of Economics 105" 1-28, 1990
8 "Profitability of Momentum Strategies An Evaluation of Alternative Explanations" 56 : 699-720, 2001
9 "Permanent and Temporary Components of Stock Prices Journal of Political Economy 96" 246-273, 1988
10 "One Simple Test of Samuelson’s Dictum for the Stock Market" (9348) : 2002
11 "Multivariate Estimates of the Permanent Components of GNP and Stock Prices Journal of Economic Dynamics and Control 12" 255-296, 1988
12 "Mean Reversion in Stock Prices? A Reappraisal of the Empirical Evidence Review of Economic Studies 58" 515-528, 1991
13 "Mean Reversion in Stock Prices Journal of Financial Economics 22" 27-59, 1988
14 "Learning to Be Overconfident" 14 : 1-27, 2001
15 "Journal of Finance 40" 793-808, 1985
16 "Journal of Business 39" 1966191-225
17 "Investor Psychology and Security Market Under-and Overreactions" 53 : 1839-1885, 1998
18 "Implications for Tests of Market Efficiency and Serial Correlation in Returns Journal of Financial Economics 25" (nstationary expected returns) : 51-74, 1989
19 "Further Evidence on Investor Overreaction and Stock Market Seasonality Journal of Finance 42" 557-581, 1987
20 "Evidence of Predictive Behavior of Security Returns Journal of Finance 45" 881-898, 1990
21 "Evidence from a Simple Specification test Review of Financial Studies 1" 41-66, 1988
22 "Drawing Inferences from Statistics Based on Multiyear Asset Returns Journal of Financial Economics 25" 323-348, 1989
23 "Do Industries Explain Momentum?" 54 : 1249-1290, 1999
24 "Credit Rationing with Moral Hazard and Mean Reversion" Yale University 1991
25 "An Anatomy of Trading Strategies" 11 : 489-519, 1998
26 "A Unified Theory of Underreaction and Overreaction in Asset Markets" 54 : 2143-2184, 1999
27 "A Model of Investor Sentiment" 49 : 307-343, 1998