Double or Nothing: Patterns of Equity Fund Holdings and Transactions

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

The Framing of Decisions and the Psychology of Choice

Amos Tversky, Daniel Kahneman · Science · 1981 · 17.3K citations

Management, Behavioral Sciences, Psychology +13

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text

Business, Economics, Finance +17

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

Business, Finance, Financial Management +17