Firm characteristics and the impact of emerging market liberalizations

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

A Simple Model of Capital Market Equilibrium with Incomplete Information

Robert C. Merton · The Journal of Finance · 1987 · 5.8K citations · Full text

Business, Economics, Finance +8

Measuring security price performance

Stephen J. Brown, Jerold B. Warner · Journal of Financial Economics · 1980 · 3.4K citations

Business, Business Economics, Cybersecurity +10

Detecting long-run abnormal stock returns: The empirical power and specification of test statistics

Brad M. Barber, John D. Lyon · Journal of Financial Economics · 1997 · 2.9K citations

Business, Economics, Finance +16

Value versus Growth: The International Evidence

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1998 · 2.1K citations

Social Sciences, Economics, International Business +13