Journal of Financial Economics · 2005 · 2.9K citations · 53 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsFinancial Risk ManagementAsset PricesAsset Pricing TheoryCapital Asset PricingCapital Asset Pricing ModelLiquidityLiquidity RiskAsset Pricing DynamicsIlliquidity PricingInvestor Required ReturnLiquidity Effects On ReturnsLiquidity ModelingLiquidity Risk ModelingLiquidity Risk PricingRequired Rate Of Return
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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
The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text