The cross-section of stock returns in frontier emerging markets

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations

Rabi S. Bhagat, Geert Hofstede · Academy of Management Review · 2002 · 22K citations

Management, Organization Studies, Organizational Behavior +17

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

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text

Business, Economics, Finance +17

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

Business, Economics, Finance +16