SSRN Electronic Journal · 2019 · 10 citations · 79 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingCapital Asset PricingCapital MarketsAsset Price AnomaliesAsset Pricing TestsDistortionsEquilibrium Asset PricingPrice Distortions
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The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
Does the Stock Market Overreact?
Werner F. M. De Bondt, Richard H. Thaler · The Journal of Finance · 1985 · 7.2K citations