Equity risk premia and the pricing of foreign exchange risk

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

Business, Economics, Finance +14

Dividend yields and expected stock returns

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations

Business, Economics, Finance +14

Linear Statistical Inference and Its Applications.

Craig Robertson, C. Mallikarjuna Rao · Biometrics · 1975 · 3.6K citations

Natural Sciences, Biostatistics, Mathematics +11