Journal of Financial Economics · 2014 · 678 citations · 48 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsQuantitative FinanceAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingCapital Asset PricingCapital Asset Pricing ModelCapital MarketsCapital Market TheoryConditional Capital Asset Pricing ModelEquilibrium Asset Pricing
48
Noise Trader Risk in Financial Markets
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text
Optimum consumption and portfolio rules in a continuous-time model
Robert C. Merton · Journal of Economic Theory · 1971 · 6.2K citations
Social Sciences, Economics, Finance +16
Rajnish Mehra, Edward C. Prescott · Journal of Monetary Economics · 1985 · 5.8K citations
Dividend yields and expected stock returns
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1988 · 3.7K citations