Journal of Financial Economics · 2022 · 12 citations · 36 references
BusinessEconomicsFinanceAsset PricingFinancial EconometricsFinancial EconomicsAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingAsset ValuationCapital Asset Pricing ModelAffine Asset Pricing ModelsAsset Pricing TestsAsset Return DecompositionEmpirical EvaluationEquilibrium Asset Pricing
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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
Large Sample Properties of Generalized Method of Moments Estimators
Lars Peter Hansen · Econometrica · 1982 · 13.9K citations
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations