Pacific-Basin Finance Journal · 2008 · 62 citations · 21 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsForecastingAsset Return ModelingCapital MarketsFinancial ForecastingRisk-return AnalysisStock MarketsTrading StrategiesEquity Return PredictabilityStock Market ReturnsStock Return Forecasting
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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
Noise Trader Risk in Financial Markets
J. Bradford De Long, Andrei Shleifer, Lawrence H. Summers et al. · Journal of Political Economy · 1990 · 6.4K citations · Full text
Investor Sentiment and the Cross‐Section of Stock Returns
Malcolm Baker, Jeffrey Wurgler · The Journal of Finance · 2006 · 6.1K citations · Full text
Volume, Volatility, Price, and Profit When All Traders Are Above Average
Terrance Odean · The Journal of Finance · 1998 · 1.9K citations
Social Sciences, Economics, Finance +17