New Belgian Stock Market Returns: 1832–1914

The equity premium: A puzzle

Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.7K citations

Empirical Finance, Financial Economics, Asset Pricing +4

The Equity Premium

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 2002 · 1.4K citations

Empirical Finance, Capital Gain, Economics +15

The Delisting Bias in CRSP Data

Tyler Shumway · The Journal of Finance · 1997 · 1.1K citations

Empirical Finance, Engineering, Securities Law +19

The Delisting Bias in CRSP Data

Tyler Shumway · The Journal of Finance · 1997 · 684 citations

Empirical Finance, Engineering, Asset Pricing +18

Triumph of the optimists: 101 years of global investment returns

Choice Reviews Online · 2003 · 619 citations

Empirical Finance, Economics, Recent Experience +13