SSRN Electronic Journal · 2011 · 189 citations · 113 references
BusinessEconomicsFinanceFinancial EconomicsForecastingMacroeconomicsBusiness CyclesEquity RiskFinancial ForecastingFinancial RiskForecast EvaluationTime Series ForecastingBusiness Cycle DynamicsBusiness Cycle EffectsEquity Risk Premium EstimationFinancial Time Series ForecastingForecasting Business CyclesOut-of-sample Forecast Evaluation
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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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 6.5K citations · Full text