Global Evidence on the Equity Risk Premium

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2001 · 3.1K citations

Social Sciences, Business Economics, Economics +7

The Equity Premium

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 2002 · 1.4K citations

Management, Economics, Finance +11

Global Stock Markets in the Twentieth Century

Philippe Jorion, William N. Goetzmann · The Journal of Finance · 1999 · 534 citations

Social Sciences, Economics, Finance +12

Long-Run Stock Returns: Participating in the Real Economy

Roger G. Ibbotson, Peng Chen · Financial Analysts Journal · 2003 · 243 citations

Business, Economics, Finance +17

An Analysis of the S&P 500 Index and Cowles’s Extensions: Price Indexes and Stock Returns, 1870–1999

Jack W. Wilson, Charles P. Jones · The Journal of Business · 2002 · 92 citations

Business, Economics, Finance +8