Journal of Banking & Finance · 2024 · 15 citations · 47 references
BusinessBusiness EconomicsFinanceCorporate FinanceFinancial EconomicsForecastingAsset Return ModelingEnsemble MethodsFinancial ForecastingForecast EvaluationInvestmentRisk-return AnalysisBond Return ForecastingBond ReturnsEquity Return PredictabilityFinancial Time Series ForecastingForecasting Business CyclesInvestment ForecastingPredictive EconometricsRegression Trees
47
Common risk factors in the returns on stocks and bonds
Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations
Risk, Return, and Equilibrium: Empirical Tests
Eugene F. Fama, James D. MacBeth · Journal of Political Economy · 1973 · 15.1K citations
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud · Journal of Financial Markets · 2002 · 10.3K citations · Full text
Liquidity Risk and Expected Stock Returns
Ľuboš Pástor, Robert F. Stambaugh · Journal of Political Economy · 2003 · 5.6K citations
Business, Finance, Asset Pricing +16