Measuring skewness premia

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

Economics, Financial Economics, Asset Pricing +7

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text

Asset Allocation, Portfolio Management, Equity Portfolios +19

Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

Narasimhan Jegadeesh, Sheridan Titman · The Journal of Finance · 1993 · 11.3K citations

Empirical Finance, Asset Pricing, Management +20

Illiquidity and stock returns: cross-section and time-series effects

Yakov Amihud · Journal of Financial Markets · 2002 · 10.1K citations

Empirical Finance, Financial Economics, Asset Pricing +3

A five-factor asset pricing model

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.5K citations

Economics, Financial Economics, Asset Pricing +6