Co-skewness and expected return: Evidence from international stock markets

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

Business, Economics, Finance +12

Culture's Consequences: Comparing Values, Behaviors, Institutions, and Organizations across Nations

Rabi S. Bhagat, Geert Hofstede · Academy of Management Review · 2002 · 22K citations

Management, Organization Studies, Organizational Behavior +17

Law and Finance

Florencio López‐de‐Silanes, Andrei Shleifer, Robert W. Vishny · Journal of Political Economy · 1998 · 18.1K citations

Law, Corporate Governance, Finance +14

A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix

Whitney K. Newey, Kenneth D. West · Econometrica · 1987 · 17.1K citations

Social Sciences, Economics, Econometrics +10

Risk, Return, and Equilibrium: Empirical Tests

Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations

Business, Economics, Finance +17