1. Models or Stars: The Role of Asset Pricing Models and Heuristics in Investor Risk Adjustment
2. Common risk factors in the returns on stocks and bonds;E F Fama;Journal of Financial Economics,1993
3. A five-factor asset pricing model;Journal of Financial Economics,2015
4. Fund Flows and Market States;F Franzoni;The Review of Financial Studies,2017
5. The Disposition Effect and Underreaction to News;A Frazzini;The Journal of Finance,2006