Pacific-Basin Finance Journal · 2002 · 22 citations · 26 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsCurrency Risk ManagementExchange Rate DeterminationFinancial RiskForeign Exchange MarketsForeign Exchange RiskMarket RiskExchange Rate Risk ManagementExchange Rate Risk PricingForeign Currency Risk AssessmentForeign Exchange Risk AnalysisForeign Exchange Risk Modeling
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Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text
Capital Market Equilibrium with Restricted Borrowing
Fischer Black · The Journal of Business · 1972 · 3.2K citations
Risk measurement when shares are subject to infrequent trading
Elroy Dimson · Journal of Financial Economics · 1979 · 2.9K citations
Let's Take the Con Out of Econometrics
Edward E. Leamer · American Economic Review · 1982 · 2.3K citations