Journal of Multinational Financial Management · 2006 · 53 citations · 39 references
BusinessEconomicsFinanceAsset PricingEconometricsFinancial EconomicsAsset Pricing EmpiricsAsset Pricing TheoryFinancial RiskMarket RiskRisk MeasurementRisk-return AnalysisAsset Pricing TestsBeta PricingMarket BetaMarket Risk AssessmentMarket Risk Estimation
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Sample Selection Bias as a Specification Error
James J. Heckman · Econometrica · 1979 · 28.9K citations
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
Conditional Heteroskedasticity in Asset Returns: A New Approach
Daniel B. Nelson · Econometrica · 1991 · 10.4K citations