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Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

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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

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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

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Investor Psychology and Security Market Under‐ and Overreactions

Kent Daniel, David Hirshleifer, Avanidhar Subrahmanyam · The Journal of Finance · 1998 · 5.7K citations · Full text

Empirical Finance, Well‐known Psychological Biases, Securities Market +20