SSRN Electronic Journal · 2004 · 253 citations · 31 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconomicsFinancial MarketsAsymmetric InformationCognitive Biases In InvestingInformation AsymmetryInformation EconomicsInvestor PsychologyStock MarketsAsset Price AnomaliesAsset Pricing Under Information AsymmetryInformation UncertaintyMarket Reaction To InformationStock Market AnomaliesStock Market ReturnsUnderreaction Effect
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On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text