Journal of Empirical Finance · 2019 · 42 citations · 45 references
BusinessEconomicsFinanceBehavioral EconomicsBehavioral FinanceFinancial EconomicsAsymmetric InformationBiasCognitive Biases In InvestingInformation AsymmetryInsider TradingInvestor PsychologyBiasesCorporate Insider TradingIndividual Investor PerformanceInvestor OverconfidenceInvestor Trading Behavior
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Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Illiquidity and stock returns: cross-section and time-series effects
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A five-factor asset pricing model
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