Journal of Banking & Finance · 2018 · 25 citations · 48 references
BusinessEconomicsFinanceFinancial EconometricsFinancial EconomicsFinancial MarketsInformation AsymmetryInformation EconomicsOption PricingOption Pricing ModelsOptions MarketsRisk AversionInformation Asymmetry In OfferingsInformational EfficiencyInvestor Information EnvironmentMarket Reaction To InformationOptions Market Microstructure
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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
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