Journal of Financial Economics · 2014 · 7.8K citations · 25 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryAsset PricesAsset Pricing EmpiricsAsset Pricing TheoryCapital Asset PricingCapital Asset Pricing ModelFactor ModelsFactor Model SpecificationFactor Pricing ModelsMulti-factor Asset Pricing Models
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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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An Intertemporal Capital Asset Pricing Model
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