articleTop 1% cited
Common risk factors in the returns on stocks and bonds
Journal of Financial Economics · 1993 · Vol. 33(1) · pp. 3–56
Eugene F. Fama✉(University of Chicago)Kenneth R. French(University of Chicago)
Financial Markets and Investment StrategiesCredit Risk and Financial RegulationsCorporate Finance and GovernanceBondBond marketStock (firearms)Bond market indexEquity (law)Financial economicsEconomicsStock marketBusinessEconometrics
Citations
27,375
FWCI
38.68
field-weighted impact
References
35
Percentile
100%
vs. same field & year
Citations per year
Cited by
Risk & return analysis of oil and gas sector of India: A study of BSE indices
International Journal of Research in Finance and Management · 2022 · 0 citations
Measures of mutual fund performance: Risk, return and risk adjusted, performance persistence and forecasting ability
International Journal of Research in Finance and Management · 2024 · 0 citations
New Evidence and Perspectives on Mergers
The Journal of Economic Perspectives · 2001 · 2,708 citations
Financial Constraints Risk
Review of Financial Studies · 2006 · 3,451 citations
Liquidity Risk and Expected Stock Returns
Journal of Political Economy · 2003 · 5,575 citations
Giving Content to Investor Sentiment: The Role of Media in the Stock Market
The Journal of Finance · 2007 · 4,345 citations
What Matters in Corporate Governance?
Review of Financial Studies · 2008 · 2,991 citations
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
The Journal of Finance · 2001 · 2,557 citations
References
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
The Journal of Finance · 1964 · 17,333 citations
An intertemporal asset pricing model with stochastic consumption and investment opportunities
Journal of Financial Economics · 1979 · 2,764 citations
Dividend yields and expected stock returns
Journal of Financial Economics · 1988 · 3,718 citations
Risk, Return, and Equilibrium: Empirical Tests
Journal of Political Economy · 1973 · 14,974 citations
The relationship between return and market value of common stocks
Journal of Financial Economics · 1981 · 6,072 citations
Efficient Capital Markets: II
The Journal of Finance · 1991 · 5,156 citations
Business conditions and expected returns on stocks and bonds
Journal of Financial Economics · 1989 · 4,138 citations
An Intertemporal Capital Asset Pricing Model
Econometrica · 1973 · 6,715 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.