SSRN Electronic Journal · 2013 · 27 citations · 38 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial MarketsAsset Pricing EmpiricsCapital Asset PricingCapital MarketsFinancial RiskMarket RiskRisk-return AnalysisAsset Pricing TestsExtreme Price EventsExtreme Value EstimationExtreme-return ReactionsFat-tailed Return DistributionsStock Market AnomaliesStock Market Liquidity
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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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations