Finance research letters · 2011 · 75 citations · 16 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconomicsFinancial MarketsAsset Return ModelingFinancial CrisesFinancial RiskInvestor PsychologyInvestor SentimentMarket SentimentInstitutional Investor SentimentInvestor Sentiment EffectsMarket MoodReturns ForecastingSentiment-based MispricingSentiment-based Trading SignalsStock Market Returns
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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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 3.1K citations