International Review of Financial Analysis · 2023 · 45 citations · 35 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial Risk ManagementCapital Structure AnalysisCapital Structure DeterminantsCapital Structure RiskCredit RiskFinancial RiskMarket RiskIdiosyncratic Risk Pricing
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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
Mark M. Carhart · The Journal of Finance · 1997 · 17K citations · Full text
A five-factor asset pricing model
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 2014 · 7.8K citations
The Cross‐Section of Volatility and Expected Returns
Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations