articleTop 1% cited
Business conditions and expected returns on stocks and bonds
Journal of Financial Economics · 1989 · Vol. 25(1) · pp. 23–49
Eugene F. Fama✉(University of Chicago)Kenneth R. French(University of Chicago)
Financial Markets and Investment StrategiesMonetary Policy and Economic ImpactMarket Dynamics and VolatilityBondMaturity (psychological)Term (time)Risk premiumEconomicsMonetary economicsBusiness cycleFinancial economicsEconometricsBusiness
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References
Asset returns and inflation
Journal of Financial Economics · 1977 · 2,750 citations
Large Sample Properties of Generalized Method of Moments Estimators
Econometrica · 1982 · 13,720 citations
Permanent and Temporary Components of Stock Prices
Journal of Political Economy · 1988 · 3,099 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
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
Econometrica · 1980 · 25,944 citations
The relationship between return and market value of common stocks
Journal of Financial Economics · 1981 · 6,072 citations
Asset Prices in an Exchange Economy
Econometrica · 1978 · 5,159 citations
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