Journal of Empirical Finance · 2019 · 26 citations · 70 references
BusinessFinanceFinancial ManagementAsset PricingCorporate FinanceFinancial EconomicsBiasCognitive Biases In InvestingDisposition EffectInvestor PsychologyInvestor SentimentMarket SentimentAnchoring Effects In PricingAnchoring Effects In ValuationEarnings MomentumIndividual Investor PerformanceInvestor Trading BehaviorReturn MomentumStock Market Returns
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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
Risk, Return, and Equilibrium: Empirical Tests
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Illiquidity and stock returns: cross-section and time-series effects
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