SSRN Electronic Journal · 2001 · 15 citations · 45 references
BusinessEconomicsFinanceBehavioral EconomicsBehavioral FinanceFinancial EconomicsBehavioral Asset PricingCapital MarketsCognitive Biases In InvestingInvestor PsychologyInvestor SentimentNews MediaAttentionBiasesBook-to-market FactorBusiness News CoverageEstimation RiskInvestor OverconfidenceMacroeconomic Conditions
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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
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations