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Expected return, realized return, and asset pricing tests
Elton, Edwin J., (1999)
Another look at the cross-section of expected stock returns
Kothari, S. P., (1995)
The calendar structure of risk and expected returns on stocks and bonds
Ogden, Joseph P., (2003)
Taxes, financing decisions, and firm value
Fama, Eugene F., (1998)
Multifactor explanations of asset pricing anomalies
Fama, Eugene F., (1996)
Business cycles and the behavior of metals prices
Fama, Eugene F., (1988)