SSRN Electronic Journal · 2017 · 11 citations · 14 references
BusinessEconomicsFinanceAsset PricingEconometricsFinancial EconomicsAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryBond MarketsBond PricingGovernment Bond MarketsBond ReturnsCross-section Of Asset ReturnsFactor PremiaFactor Pricing ModelsGovernment Bond Yield CurvesMacroeconomic Asset PricingMomentum Factor ModelsPrincipal Components
14
Andrea Frazzini, Lasse Heje Pedersen · Journal of Financial Economics · 2013 · 2K citations · Full text
Multifactor Explanations of Asset Pricing Anomalies
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1996 · 1.5K citations
Tobias J. Moskowitz, Yao Hua Ooi, Lasse Heje Pedersen · Journal of Financial Economics · 2011 · 1.4K citations · Full text
The U.S. Treasury yield curve: 1961 to the present
Refet S. Gürkaynak, Brian Sack, Jonathan H. Wright · Journal of Monetary Economics · 2007 · 1.3K citations · Full text
Management, Economics, Finance +8