Government spending, political cycles, and the cross section of stock returns

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.2K citations

Economics, Financial Economics, Asset Pricing +7

On Persistence in Mutual Fund Performance

Mark M. Carhart · The Journal of Finance · 1997 · 16.7K citations · Full text

Asset Allocation, Portfolio Management, Equity Portfolios +19

The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15K citations · Full text

Empirical Finance, Financial Economics, Asset Pricing +14

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 14.9K citations

Empirical Finance, Investment Strategy, Economics +12

Efficient Capital Markets: II

Eugene F. Fama · The Journal of Finance · 1991 · 5.1K citations · Full text