Pacific-Basin Finance Journal · 2018 · 14 citations · 28 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsTime Series AnalysisAsset Pricing EmpiricsEquity MarketsMarket RiskStochastic VolatilityVolatility AnalysisVolatility ModelingFinancial Market VolatilityMarket Volatility EffectsPrice Volatility EffectsTime Series Volatility ModelingTime-varying Volatility DynamicsTime-varying Volatility ModelsVolatility Modelling
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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
Howard E. Egeth, Daniel Kahneman · The American Journal of Psychology · 1975 · 7.1K citations