International Review of Financial Analysis · 2004 · 124 citations · 15 references
BusinessEconomicsFinanceEconometricsFinancial EconometricsFinancial EconomicsAsset Pricing EmpiricsAsset Return ModelingCapital Asset PricingCapital Asset Pricing ModelEstimation TheoryRisk-return AnalysisFama-french Models
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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
The arbitrage theory of capital asset pricing
Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations
The relationship between return and market value of common stocks
Rolf W. Banz · Journal of Financial Economics · 1981 · 6.1K citations