Size and value risk in financial firms

Common risk factors in the returns on stocks and bonds

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

Economics, Financial Economics, Asset Pricing +7

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

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

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

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

The Cost of Capital, Corporation Finance and the Theory of Investment

Merton H. Miller · American Economic Review · 1958 · 15K citations

General Equilibrium Model, Cost Of Capital, Financial Mathematics +16