Fossil Fuel Divestment and Portfolio Performance

CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*

William F. Sharpe · The Journal of Finance · 1964 · 17.4K citations

Business, Economics, Finance +17

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

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

Social Sciences, Economics, Econometrics +10

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

Industry costs of equity

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

Business, Business Economics, Economics +17

Liquidity Preference as Behavior Towards Risk

James Tobin · The Review of Economic Studies · 1958 · 3.9K citations

Business, Economics, Finance +11