Conditional Market Timing with Benchmark Investors

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text

Business, Economics, Finance +17

INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS

Sudipta Basu · The Journal of Finance · 1977 · 2.5K citations

Business, Economics, Finance +12

Measuring Fund Strategy and Performance in Changing Economic Conditions

Wayne E. Ferson, Rudi Schadt · The Journal of Finance · 1996 · 1.7K citations

Business, Economics, Finance +14