The cyclical behavior of the risk of value strategy: Evidence from Taiwan

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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

Multifactor Explanations of Asset Pricing Anomalies

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Empirical Finance, Multifactor Explanations, Asset Pricing +18

The Cross-Section of Expected Stock Returns

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Economic Forces and the Stock Market

Nai‐Fu Chen, Richard Roll, Stephen A. Ross · The Journal of Business · 1986 · 5.3K citations

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