Journal of Empirical Finance · 2010 · 44 citations · 24 references
EconomicsQuantitative Spatial ModelMarket TrendStock Market CorrelationBusinessEconometricsGeography Of FinanceStatisticsFinanceHigh-frequency Financial Econometrics
24
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text
Asset Allocation, Portfolio Management, Equity Portfolios +19
Noel Cressie · Terra Nova · 1992 · 8.9K citations
Quantitative Spatial Model, Spatial Statistical Analysis, Geography +4
Nonparametric Statistical Methods
Technometrics · 1999 · 6.1K citations
Second Edition, Estimation Statistic, Statistical Foundation +8
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.1K citations