Product market competition, idiosyncratic and systematic volatility

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

Economics, Financial Economics, Asset Pricing +7

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

Empirical Finance, Investment Strategy, Economics +12

Theory of Industrial Organization.

Ariel Rubinstein, Jean Tirole · Economica · 1989 · 5.4K citations

Organizational Structure, Management, Business +4

Risk Reduction as a Managerial Motive for Conglomerate Mergers

Yakov Amihud, Baruch Lev · The Bell Journal of Economics · 1981 · 2.8K citations

Firm Performance, Diversification Effect, Organizational Economics +16

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

Empirical Finance, Volatility Modeling, Empirical Exploration +20