Journal of Financial Economics · 2017 · 53 citations · 33 references
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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
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
Large Sample Properties of Generalized Method of Moments Estimators
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Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Instrumental Variables Regression with Weak Instruments
Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.3K citations