The DOI matches its Crossref record; 31 of the 31 references it cites were found in a registry or an index.
Common risk factors in the returns on stocks and bonds
Overview
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
Claims other papers make about this one
Each is checked against this paper’s own text: does it say what the citing paper says it does?
In the citing paper
“Such methods are rarely considered by financial economists who prefer econometric, often linear methods (Campbell & Thompson, 2008; Fama & French, 1993, 2012).”
From Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016) · cites this paper as Fama & French, 1993
In the citing paper
“Fama and French (1993) argue that the risk of common stock investments can be parsimoniously summarized as risk related to the market, firm size, and a firm's book-to-market ratio.”
From Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000) · cites this paper as Fama and French (1993)
In the citing paper
“The threefactor model provides a reasonable adjustment for this small stock tilt.”
From Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000) · cites this paper as Fama and French (1993)
Citations
Cites
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Self-citationRisk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
Self-citationLintner, J. (1965) · The Review of Economics and Statistics · doi:10.2307/1924119 · Cited by 7,888
The arbitrage theory of capital asset pricing
Ross, S. A. (1976) · Journal of Economic Theory · doi:10.1016/0022-0531(76)90046-6 · Cited by 7,081
Lintner, J. (1975) · Elsevier eBooks · doi:10.1016/b978-0-12-780850-5.50018-6 · Cited by 6,747
An Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,559
The relationship between return and market value of common stocks
Banz, R. W. (1981) · Journal of Financial Economics · doi:10.1016/0304-405x(81)90018-0 · Cited by 6,138
Economic Forces and the Stock Market
Chen, N., Roll, R. W., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,408
FAMA, E. F. (1991) · The Journal of Finance · doi:10.1111/j.1540-6261.1991.tb04636.x · Cited by 5,350
Self-citation
Research works printed but not linked: 2
- Agrawal, 1991, The post-merger performance of acquired firms: A re-examination of an anomaly, Journal of Finance
- Roll,, 1983, Vas ist das? The turn-of-the-year effect and the return premia of small firms, Journal of Portfolio Management, 9, 18
Cited by
Sorted by citations
On Persistence in Mutual Fund Performance
Carhart, M. M. (1997) · The Journal of Finance · doi:10.1111/j.1540-6261.1997.tb03808.x · Cited by 17,283
Illiquidity and stock returns: cross-section and time-series effects
Yakov Amihud, A. (2002) · Journal of Financial Markets · doi:10.1016/s1386-4181(01)00024-6 · Cited by 9,645
A five-factor asset pricing model
Fama, E. F., & French, K. R. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.010 · Cited by 7,852
Self-citationMultifactor Explanations of Asset Pricing Anomalies
Fama, E. F., & French, K. R. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb05202.x · Cited by 6,636
Self-citationCorporate Governance and Equity Prices
Gompers, P., Ishii, J., & Metrick, A. (2003) · The Quarterly Journal of Economics · doi:10.1162/00335530360535162 · Cited by 6,120
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Affiliations
- University of Chicago (US)
- Corresponding author
- Fama, Eugene F.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1993-02
- Volume
- 33
- Issue
- 1
- Pages
- 3-56
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W1995834279
- Cited by
- 25,754
- References
- 31
- Citations by year
- 2026: 1224 · 2025: 1368 · 2024: 1316 · 2023: 1281 · 2022: 1315 · 2021: 1369 · 2020: 1403 · 2019: 1352 · 2018: 1300 · 2017: 1347 · 2016: 1220 · 2015: 1238 · 2014: 1204 · 2013: 1086 · 2012: 1223
- FWCI
- 45.53
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Journal of Financial Economics (publishedVersion)
- RePEc: Research Papers in Economics (submittedVersion)
- Topics
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
- Social Sciences › Business, Management and Accounting › Accounting › Financial Analysis and Corporate Governance
- Social Sciences › Economics, Econometrics and Finance › Finance › Financial Risk and Volatility Modeling
- Keywords
- shared risk factors, stock returns, bond returns, market factors, firm size, book-to-market equity, bond maturity, default risk, asset pricing
About these checks
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.
Statistics and arithmetic are recomputed, not judged.
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