Risk, Return, and Equilibrium: Empirical Tests
Author(s): Eugene F. Fama and James D. MacBeth
Source: The Journal of Political Economy, Vol. 81, No. 3 (May - Jun., 1973), pp. 607-636

The Cross-Section of Expected Stock Returns
Author(s): Eugene F. Fama and Kenneth R. French
Source: The Journal of Finance, Vol. 47, No. 2 (Jun., 1992), pp. 427-465

Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the
returns on stocks and bonds, Journal of Financial Economics 33, 3–56.

非常感谢！