Journal of Financial Economics · 2002 · 595 citations · 58 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsCapital MarketsCredit MarketsEquity FinancingEquity MarketsFinancial RiskStock MarketsEquity Market LiquidityLoan Market LiquiditySecurities Finance
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Sample Selection Bias as a Specification Error
James J. Heckman · Econometrica · 1979 · 28.9K citations
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text