Journal of Financial Economics · 2019 · 781 citations · 40 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Return ModelingFinancial RiskLatent Variable ModelingLatent Variable ModelsReturn AnalysisRisk-return AnalysisCharacteristic-based Factor ModelsCross-section Of Asset ReturnsCross-sectional Return AnalysisCross-sectional Return VariationExpected Return AnalysisExpected Return ModelsPrincipal ComponentsTime-varying Factor Loadings
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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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K 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