Operations Management Research · 2021 · 33 citations · 56 references
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A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
Event Studies in Economics and Finance
A. Craig MacKinlay · Journal of Economic Literature · 1997 · 4.5K citations
Information Uncertainty and Stock Returns
Frank Zhang · The Journal of Finance · 2006 · 1.9K citations · Full text