Why Has Firm-Specific Risk Increased Over Time?

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

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Industry costs of equity

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1997 · 6.2K citations

Business, Business Economics, Economics +17

Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk

John Y. Campbell, Martin Lettau, Burton G. Malkiel et al. · The Journal of Finance · 2001 · 2.5K citations

Business, Economics, Finance +17

A VARIANCE DECOMPOSITION FOR STOCK RETURNS

1990 · 1.9K citations

Business, Economics, Finance +17