Tests of conditional asset pricing models in the Brazilian stock market

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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Computing, Economics, Econometrics +15

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

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Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

The Cross-Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 5.5K citations

Business, Economics, Finance +12