Journal of Financial Economics · 2016 · 318 citations · 53 references
BusinessFinanceFinancial EconomicsFinancial InstitutionsFinancial MarketsCapital MarketsFinancial RiskInvestmentInvestor PsychologyInvestor SentimentMarket AnomaliesExpected Return AnomaliesIdiosyncratic Volatility AnomalyInstitutional Investor ResponseInstitutional Investor SentimentStock Market Anomalies
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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
On Persistence in Mutual Fund Performance
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The Cross‐Section of Expected Stock Returns
Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text