The DOI matches its Crossref record; 32 of the 32 references it cites were found in a registry or an index.
Choosing factors
Overview
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Citations
Cites
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-citationCAPITAL 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
Risk, 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-citationA 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-citationLintner, J. (1965) · The Review of Economics and Statistics · doi:10.2307/1924119 · Cited by 6,877
Multifactor 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 6,700
Self-citationAn Intertemporal Capital Asset Pricing Model
Merton, R. C. (1973) · Econometrica · doi:10.2307/1913811 · Cited by 6,508
Asset Prices in an Exchange Economy
Lucas, R. E. (1978) · Econometrica · doi:10.2307/1913837 · Cited by 5,014
The Cross‐Section of Volatility and Expected Returns
ANG, A., HODRICK, R. J., XING, Y., & ZHANG, X. (2006) · The Journal of Finance · doi:10.1111/j.1540-6261.2006.00836.x · Cited by 4,508
LOUGHRAN, T., & RITTER, J. R. (1995) · The Journal of Finance · doi:10.1111/j.1540-6261.1995.tb05166.x · Cited by 3,480
Cited by
Sustainable investing with ESG rating uncertainty
Avramov, D., Cheng, S., Lioui, A., & Tarelli, A. (2022) · Journal of Financial Economics · doi:10.1016/j.jfineco.2021.09.009 · Cited by 1,349
Taming the Factor Zoo: A Test of New Factors
FENG, G., GIGLIO, S., & XIU, D. (2020) · The Journal of Finance · doi:10.1111/jofi.12883 · Cited by 707
Peer effects in corporate disclosure decisions
Seo, H. (2021) · Journal of Accounting and Economics · doi:10.1016/j.jacceco.2020.101364 · Cited by 258
Machine Learning vs. Economic Restrictions: Evidence from Stock Return Predictability
Avramov, D., Cheng, S., & Metzker, L. (2023) · Management Science · doi:10.1287/mnsc.2022.4449 · Cited by 217
Machine Learning Versus Economic Restrictions: Evidence from Stock Return Predictability
Avramov, D., Cheng, S., & Metzker, L. (2019) · SSRN Electronic Journal · doi:10.2139/ssrn.3450322 · Cited by 74
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2018-05
- Volume
- 128
- Issue
- 2
- Pages
- 234-252
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W4230576380
- Cited by
- 1,012
- References
- 32
- FWCI
- 94.18
- Type
- journal article
- Language
- en
- Open access
- closed
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.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
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How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: Choosing factors. https://app.cochat.ai/papers/10.1016/j.jfineco.2018.02.012
- The paper
- Fama, E. F., & French, K. R. (2018). Choosing factors. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2018.02.012
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.