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1992 • 15,031 citations

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Size and Book‐to‐Market Factors in Earnings and Returns

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1996 • 2,497 citations

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Fundamentals and Stock Returns in Japan

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Efficient Estimation of a System of Regression Equations when Disturbances are Both Serially and Contemporaneously Correlated

1967 • 1,019 citations

Another Look at the Cross‐section of Expected Stock Returns

1995 • 1,009 citations

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Conditioning Variables and the Cross Section of Stock Returns

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Financial Investment Opportunities and the Macroeconomy

1991 • 875 citations

Time-varying conditional covariances in tests of asset pricing models

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Structural and Return Characteristics of Small and Large Firms

1991 • 800 citations

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1971 • 736 citations

The effect of changes in the federal funds rate target on market interest rates in the 1970s

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The Conditional Relation between Beta and Returns

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BETAS AND THEIR REGRESSION TENDENCIES

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The Risk and Return from Factors

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Evaluating the performance of value versus glamour stocks The impact of selection bias

1995 • 242 citations

Goodness of Fit in Generalized Least Squares Estimation

1973 • 210 citations

THE RELATION BETWEEN NARRATIVE AND MONEY MARKET INDICATORS OF MONETARY POLICY

1995 • 178 citations

DUAL BETAS FROM BULL AND BEAR MARKETS: REVERSAL OF THE SIZE EFFECT

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Goodness of Fit in Generalized Least Squares Estimation

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1992 • 57 citations