International Review of Financial Analysis · 2019 · 31 citations · 49 references
BusinessEconomicsFinanceBehavioral FinanceFinancial EconometricsFinancial EconomicsCapital MarketsInvestmentInvestor SentimentMarket SentimentSocial MediaStock MarketsInvestor Information EnvironmentMarket Reaction To InformationReturns ForecastingSocial Media DisclosureStock 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
On Persistence in Mutual Fund Performance
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations