SSRN Electronic Journal · 2009 · 188 citations · 42 references
BusinessBusiness EconomicsEconomicsAsset PricingLabor EconomicsLabor Market AnalysisAsset Pricing EmpiricsAsset Return ModelingCapital Asset Pricing ModelCapital MarketsFactor ModelsLabor Market DynamicsAsset Pricing DynamicsDeterminants Of Firm ValueEquity Return PredictabilityFirm AdjustmentFirm Value EffectsInvestment ModelLabor Market ModelsRisk Premium Analysis
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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
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
The Impact of Uncertainty Shocks
Nicholas Bloom · Econometrica · 2009 · 5.7K citations
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 2008 · 1.6K citations
Business, Accounting, Finance +16