SSRN Electronic Journal · 2019 · 45 citations · 52 references
BusinessBusiness EconomicsFinanceCorporate DisclosureCorporate FinanceFinancial EconomicsFactor ModelsFinancial RiskRisk FactorsRisk MeasurementRisk ModelingRisk-return AnalysisCross-section Of Asset ReturnsCross-sectional Return AnalysisFactor Pricing ModelsFactor-based Portfolio ModelsIdiosyncratic Risk PricingMachine Learning Factor ModelsMulti-factor Asset Pricing ModelsRisk Factor Modelling
52
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
Introduction to information retrieval
Choice Reviews Online · 2009 · 12.6K citations
Measuring Economic Policy Uncertainty*
Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations