Pacific-Basin Finance Journal · 2023 · 13 citations · 62 references
BusinessBusiness EconomicsEconomicsForeign Direct InvestmentInternational EconomicsInternational FinanceCross-border InvestmentExchange Rate DeterminationExchange Rate PolicyExchange RatesForeign Exchange ManagementForeign Exchange MarketsExchange Rate Risk ExposureExchange Rate Uncertainty
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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
A five-factor asset pricing model
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Social Sciences, International Relations, Political Science +17