References

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• 1997On Persistence in Mutual Fund Performance17,267 cited
• 1992The Cross-Section of Expected Stock Returns17,251 cited
• 1973Risk, Return, and Equilibrium: Empirical Tests14,248 cited
• 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
• 2014A five-factor asset pricing model7,841 cited
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• 1995The Limits of Arbitrage5,282 cited
• 2006The Cross‐Section of Volatility and Expected Returns4,576 cited
• 2000Conditional Skewness in Asset Pricing Tests2,837 cited
• 1979Risk measurement when shares are subject to infrequent trading2,767 cited
• 1977Estimating betas from nonsynchronous data2,751 cited
• 1972The capital asset pricing model: Some empirical tests2,705 cited
• 1990Evidence of Predictable Behavior of Security Returns2,702 cited
• n.d.Editor's Choice Digesting Anomalies: An Investment Approach2,508 cited
• 1978Prices of State-Contingent Claims Implicit in Option Prices