Tradability of output, business cycles and asset prices

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

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

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16

Evidence on the Characteristics of Cross Sectional Variation in Stock Returns

Kent Daniel, Sheridan Titman · The Journal of Finance · 1997 · 1.7K citations

Social Sciences, Economics, Finance +17

International Real Business Cycles

David Backus, Patrick J. Kehoe, Finn E. Kydland · Journal of Political Economy · 1992 · 1.7K citations

Social Sciences, Business Economics, Economics +13