The size effect in the Mexican stock market

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15K citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +14

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

Empirical Finance, Investment Strategy, Economics +12

The relationship between return and market value of common stocks

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Market Microstructure, Financial Economics, Asset Pricing +7

The Cross-Section of Expected Stock Returns

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

Empirical Finance, Financial Economics, Asset Pricing +4

Risk measurement when shares are subject to infrequent trading

Elroy Dimson · Journal of Financial Economics · 1979 · 2.8K citations

Financial Economics, Financial Risk Management, Risk Management +6