The DOI matches its Crossref record; 1 of the 1 references it cites were found in a registry or an index.
Business conditions and expected returns on stocks and bonds
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Citations
Cites
Theory of the Consumption Function
Friedman, M. (1957) · doi:10.1515/9780691188485 · Cited by 3,335
Cited by
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Self-citationFAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Self-citationA comprehensive look at the empirical performance of equity premium prediction
Welch, I., & Goyal, A. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm014 · Cited by 3,987
Predicting excess stock returns out of sample: Can anything beat the historical average?
Campbell, J. Y., & Thompson, S. B. (2008) · Review of Financial Studies · doi:10.1093/rfs/hhm055 · Cited by 2,919
“Around the same time, several papers pointed out that yields on short- and long-term Treasury and corporate bonds are correlated with subsequent stock returns [Fama and Schwert (1977), Keim and Stambaugh (1986), Campbell (1987), Fama and French (1989) ].”
BackgroundDividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement
Hodrick, R. J. (1992) · Review of Financial Studies · doi:10.1093/rfs/5.3.351 · Cited by 1,523
Forecasting the equity risk premium: the role of technical indicators
Neely, C. J., Rapach, D. E., Tu, J., & Zhou, G. (2014) · Management Science · doi:10.1287/mnsc.2013.1838 · Cited by 1,003
Conditioning variables and the cross-section of stock returns
Ferson, W. E., & Harvey, C. R. (1999) · The Journal of Finance · doi:10.1111/0022-1082.00148 · Cited by 839
Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest
Kumar, M., & Thenmozhi, M. (2006) · doi:10.2139/ssrn.876544 · Cited by 244
How rewarding is technical analysis? Evidence from Singapore stock market
Wong, W.-K., Manzur, M., & Chew, B.-K. (2003) · Applied Financial Economics · doi:10.1080/0960310022000020906 · Cited by 236
A neural network with a case based dynamic window for stock trading prediction
Chang, P.-C., Liu, C.-H., Lin, J.-L., Fan, C.-Y., & Ng, C. S. P. (2009) · Expert Systems with Applications · doi:10.1016/j.eswa.2008.08.077 · Cited by 160
The effect of social screening on bond mutual fund performance
Henke, H.-M. (2016) · Journal of Banking & Finance · doi:10.1016/j.jbankfin.2016.01.010 · Cited by 147
Bond risk, bond return volatility, and the term structure of interest rates
Viceira, L. M. (2012) · International Journal of Forecasting · doi:10.1016/j.ijforecast.2011.02.018 · Cited by 136
Technical trading strategies and return predictability: NYSE
Kwon, K.-Y., & Kish, R. J. (2002) · Applied Financial Economics · doi:10.1080/09603100010016139 · Cited by 128
Investor sentiment in the stock market
Baker, M., & Wurgler, J. (2007) · Journal of Economic Perspectives · doi:10.1257/jep.21.2.129 · Cited by 94
Technology-Enabled Trading and Behavioral Biases of Retail Investors in Futures and Options Markets
Ashima, & Nirala, C. (2026) · Nashrlar · doi:10.60078/2026-vol5-iss1-pp82-87
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1989-11
- Volume
- 25
- Issue
- 1
- Pages
- 23-49
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W2128475248
- Cited by
- 3,933
- References
- 1
- FWCI
- 41.28
- Type
- journal article
- Language
- en
- Open access
- closed
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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
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Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
