Journal of International Business Studies · 2022 · 75 citations · 95 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceEvent Study AnalysisFinancial RiskInternational BankingInternational Financial InstitutionsInternational Financial IntegrationInternational Financial MarketsEvent StudiesInternational Finance HistoryInternational Financial Market Integration
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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 Persistence in Mutual Fund Performance
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The Cross‐Section of Expected Stock Returns
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Journal of economic literature
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A five-factor asset pricing model
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