Economic Modelling · 2021 · 44 citations · 43 references
Empirical FinanceEconomicsVolatility ModelingAsset PricingChinese Stock MarketEmpirical StudyAccountingManagementBusinessEconomic AnalysisStock Market PredictionFinancial EngineeringFinanceHigh-frequency Financial Econometrics
43
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
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.5K citations