The Quarterly Review of Economics and Finance · 2005 · 55 citations · 35 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsAsset Pricing TheoryEquity RiskFinancial RiskLiquidity RiskMarket RiskAsset Pricing DynamicsAsset Pricing MomentsFactor Pricing ModelsIlliquid Asset ValuationIlliquidity PricingLiquidity Risk Pricing
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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
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
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text