Common risk factors in the returns on stocks and bonds

1993/02/01 by Eugene F. Fama, Kenneth R. French · 199 citations
Business, Management and Accounting · Economics, Econometrics and Finance · #Corporate Finance and Governance #Credit Risk and Financial Regulations #Financial Markets and Investment Strategies

paper · doi:10.1016/0304-405x(93)90023-5

openalex publication_date 1993/02/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/02

Citations

• Economic Forces and the Stock Market
• Risk, Return, and Equilibrium: Empirical Tests
• An Intertemporal Capital Asset Pricing Model
• The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets

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