International Review of Financial Analysis · 2015 · 118 citations · 39 references
BusinessEconomicsFinanceFinancial EconomicsFinancial InstitutionsFinancial MarketsCapital MarketsFinancial CrisesFinancial RiskLiquidity RiskResponsible InvestmentEuropean Social FundMoney Market CrisesResponsible FinanceSocial FundsSocially Responsible Mutual Funds
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text
Measuring Mutual Fund Performance with Characteristic‐Based Benchmarks
Kent Daniel, Mark Grinblatt, Sheridan Titman et al. · The Journal of Finance · 1997 · 3.1K citations