SSRN Electronic Journal · 2013 · 28 citations · 37 references
BusinessEconomicsFinanceAsset PricingFinancial EconomicsForecastingBehavioral Asset PricingCapital Asset Pricing ModelCapital MarketsFinancial RiskInvestor SentimentMarket RiskFinancial Market VolatilityMarket CollapseMarket Microstructure ModelsMarket Volatility EffectsPremium SensitivityPrice MomentumStock Market Crashes
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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
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
Robert C. Merton · The Journal of Finance · 1974 · 11K citations · Full text
Business, Finance, Asset Pricing +16
Measuring and Testing the Impact of News on Volatility
Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations