this work references cited by second hop· second hop is a sample of the most-cited connectionsReferences
- 1993Common risk factors in the returns on stocks and bonds26,615 cited
- 1992The Cross-Section of Expected Stock Returns17,251 cited
- 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
- 1996Multifactor Explanations of Asset Pricing Anomalies6,710 cited
- 1973An Intertemporal Capital Asset Pricing Model6,557 cited
- 1981The relationship between return and market value of common stocks5,928 cited
- 1987A Simple Model of Capital Market Equilibrium with Incomplete Information5,808 cited
- 1986Economic Forces and the Stock Market5,258 cited
- 1968THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–19644,330 cited
- 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
- 2005Asset pricing with liquidity risk2,816 cited
- 1979Risk measurement when shares are subject to infrequent trading2,767 cited
- 1990Evidence of Predictable Behavior of Security Returns2,702 cited
- 1977INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESIS2,562 cited
- 1989A Test of the Efficiency of a Given Portfolio2,369 cited
Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work