Global Finance Journal · 2020 · 38 citations · 28 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInformation RetrievalCapital MarketsInformation EconomicsInvestmentStock MarketsEquity Market ReactionsMarket Reaction To InformationReturns ForecastingSearch Engine AlgorithmsStock Market ReturnsStock Return ForecastingStock Return Performance
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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
Howard E. Egeth, Daniel Kahneman · The American Journal of Psychology · 1975 · 7.1K citations
A Simple Model of Capital Market Equilibrium with Incomplete Information
Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text
Zhi Da, Joseph Engelberg, Pengjie Gao · The Journal of Finance · 2011 · 3.1K citations · Full text