SSRN Electronic Journal · 2010 · 43 citations · 29 references
BusinessEconomicsFinanceAsset PricingCorporate FinanceFinancial EconomicsBond MarketsInvestment FundsLiquidity RiskMarket LiquidityMutual Fund ManagementMutual FundsBond Market LiquidityFinancial Market VolatilityLiquidity Effects On ReturnsLiquidity In Corporate BondsMarking StandardsMutual Fund Manager BehaviorMutual Fund Performance EvaluationValuation Of Fund Assets
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Regression standard errors in clustered samples
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