SSRN Electronic Journal · 2008 · 20 citations · 11 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsPortfolio ManagementFinancial RiskInvestmentInvestment FundsMutual Fund ManagementMutual FundsRisk-return AnalysisEconomic ConditionsFinancial Market VolatilityFund Performance RiskGranger Causality AnalysisMacroeconomic ConditionsMacroeconomic ImpactsOil PricesStock Market Returns
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
Economic Forces and the Stock Market
Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.4K citations
Eugene F. Fama · The Journal of Finance · 1991 · 1.3K citations · Full text