SSRN Electronic Journal · 1998 · 577 citations · 18 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconomicsFinancial MarketsAsset Return ModelingEquity RiskFactor ModelsFactor-based InvestingFinancial RiskRisk-return AnalysisBook-to-market FactorOverreaction EffectSize PremiumStock Market Returns
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Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations