The ABCs of Mutual Funds: On the Introduction of Multiple Share Classes

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

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What To Do (and Not to Do) with Time-Series Cross-Section Data

Nathaniel Beck, Jonathan N. Katz · American Political Science Review · 1995 · 6.7K citations

Social Sciences, Political Science, Econometrics +11

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

Business, Economics, Finance +17