Hedge Fund Return Predictability Under the Magnifying Glass

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Liquidity Risk and Expected Stock Returns

Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations

Business, Finance, Asset Pricing +16

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1989 · 4.2K citations

Business, Economics, Finance +12

A Comprehensive Look at The Empirical Performance of Equity Premium Prediction

Ivo Welch, Amit Goyal · Review of Financial Studies · 2007 · 4.1K citations

Business, Economics, Finance +14

The Combination of Forecasts

John M. Bates, Clive W. J. Granger · Journal of the Operational Research Society · 1969 · 3.1K citations

Business, Meteorology, Forecasting +9