Journal of Financial Economics · 2005 · 80 citations · 16 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsAsset AllocationCapital MarketsMarket AllocationMarket ConcentrationMarket ManipulationStock MarketsAlgorithmic Market ManipulationMarket Concentration AssessmentMarket Reaction To InformationMarket Share FragmentationOrder Flow EffectsPooling Of InterestsSecurities Market Fragmentation
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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
Tim Loughran, Jay R. Ritter · The Journal of Finance · 1995 · 3.4K citations
Size and Book‐to‐Market Factors in Earnings and Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1995 · 3.2K citations
T. W. Hutchison, Milton Friedman · The Economic Journal · 1954 · 3.1K citations