Journal of Financial Markets · 2021 · 14 citations · 73 references
BusinessBusiness EconomicsFinanceAsset PricingFinancial EconometricsFinancial EconomicsAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryAsset Return ModelingCapital Asset Pricing ModelDiscounted Cash Flow ValuationAsset Data UpdatingAsset Pricing DynamicsAsset Pricing TestsAsset Return DecompositionRevisions
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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
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Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Measuring Economic Policy Uncertainty*
Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text
Risk, Ambiguity, and the Savage Axioms
Daniel Ellsberg · The Quarterly Journal of Economics · 1961 · 7.9K citations
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