Moment risk premia and the cross-section of stock returns in the European stock market

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

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 16.8K citations

Empirical Finance, Volatility Modeling, Economics +13

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

An Intertemporal Capital Asset Pricing Model

Robert C. Merton · Econometrica · 1973 · 6.7K citations

Economics, Capital Asset Pricing, Financial Economics +15