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Common risk factors in the returns on stocks and bonds

199327,386 citationsJournal Article

Authors

Eugene F. Fama · University of Chicago

Kenneth R. French · University of Chicago

Topics & Keywords

Financial Markets and Investment Strategies Credit Risk and Financial Regulations Corporate Finance and Governance

UN Sustainable Development Goals

Partnerships for the goals

Publication Details

Published in: Journal of Financial Economics

Volume 33, Issue 1, pp. 3-56

DOI: 10.1016/0304-405x(93)90023-5

Field-Weighted Citation Impact: 39.03

Common risk factors in the returns on stocks and bonds | Researchclopedia