| Common risk factors in the returns on stocks and bonds EF Fama, KR French Journal of financial economics 33 (1), 3-56, 1993 | 32533 | 1993 |
| The cross‐section of expected stock returns EF Fama, KR French the Journal of Finance 47 (2), 427-465, 1992 | 24933 | 1992 |
| Multifactor explanations of asset pricing anomalies EF Fama, KR French The journal of finance 51 (1), 55-84, 1996 | 10232 | 1996 |
| A five-factor asset pricing model EF Fama, KR French Journal of financial economics 116 (1), 1-22, 2015 | 9131 | 2015 |
| Industry costs of equity EF Fama, KR French Journal of financial economics 43 (2), 153-193, 1997 | 7967 | 1997 |
| Testing trade-off and pecking order predictions about dividends and debt EF Fama, KR French Review of financial studies, 1-33, 2002 | 6267 | 2002 |
| Expected stock returns and volatility KR French, GW Schwert, RF Stambaugh Journal of financial Economics 19 (1), 3-29, 1987 | 5958 | 1987 |
| Size and book‐to‐market factors in earnings and returns EF Fama, KR French The journal of finance 50 (1), 131-155, 1995 | 5703 | 1995 |
| Business conditions and expected returns on stocks and bonds EF Fama, KR French Journal of financial economics 25 (1), 23-49, 1989 | 5320 | 1989 |
| Dividend yields and expected stock returns EF Fama, KR French Journal of financial economics 22 (1), 3-25, 1988 | 5096 | 1988 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? EF Fama, KR French Journal of Financial economics 60 (1), 3-43, 2001 | 4969 | 2001 |
| Permanent and temporary components of stock prices EF Fama, KR French Journal of political Economy 96 (2), 246-273, 1988 | 4668 | 1988 |
| The capital asset pricing model: Theory and evidence EF Fama, KR French Journal of economic perspectives 18 (3), 25-46, 2004 | 4259 | 2004 |
| Investor diversification and international equity markets KR French, J Poterba National Bureau of Economic Research, 1991 | 4075 | 1991 |
| Value versus growth: The international evidence EF Fama, KR French The journal of finance 53 (6), 1975-1999, 1998 | 3729 | 1998 |
| Stock returns and the weekend effect KR French Journal of financial economics 8 (1), 55-69, 1980 | 3482 | 1980 |
| Stock return variances: The arrival of information and the reaction of traders KR French, R Roll Journal of financial economics 17 (1), 5-26, 1986 | 3116 | 1986 |
| Dissecting anomalies EF Fama, KR French The journal of finance 63 (4), 1653-1678, 2008 | 2676 | 2008 |
| Size, value, and momentum in international stock returns EF Fama, KR French Journal of financial economics 105 (3), 457-472, 2012 | 2563 | 2012 |
| Luck versus skill in the cross‐section of mutual fund returns EF Fama, KR French The journal of finance 65 (5), 1915-1947, 2010 | 2338 | 2010 |
Eugene F. FamaRobert R. McCormick Distinguished Service Professor of Finance, Chicago Booth
