Beta, size, book-to-market equity and returns: A study based on UK data

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.3K citations

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15K citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +14

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

Empirical Finance, Investment Strategy, Economics +12

Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk

William F. Sharpe · The Journal of Finance · 1964 · 7.5K citations

Economics, Financial Economics, Asset Pricing +7

The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

The Review of Economics and Statistics · 1965 · 6.8K citations