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Common factors in the serial correlation of stock returns

Fama, Eugene F.; French, Kenneth R. - 1986 - Rev.

Persistent link: https://www.econbiz.de/10004157957

Industry costs of equity

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 43 (1997) 2, pp. 153-193

Persistent link: https://www.econbiz.de/10005478208

Disagreement, tastes, and asset prices

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 83 (2007) 3, pp. 667-689

Persistent link: https://www.econbiz.de/10005376563

New lists: Fundamentals and survival rates

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 73 (2004) 2, pp. 229-269

Persistent link: https://www.econbiz.de/10005376578

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 60 (2001) 1, pp. 3-43

Persistent link: https://www.econbiz.de/10005376651

A five-factor asset pricing model

Fama, Eugene F.; French, Kenneth R. - In: Journal of Financial Economics 116 (2015) 1, pp. 1-22

A five-factor model directed at capturing the size, value, profitability, and investment patterns in average stock returns performs better than the three-factor model of Fama and French (FF, 1993). The five-factor model׳s main problem is its failure to capture the low average returns on small...

Persistent link: https://www.econbiz.de/10011263123

O modelo de precificação de ativos de capital: teoria e evidências

Fama, Eugene F.; French, Kenneth R. - In: RAE - Revista de Administração de Empresas 47 (2007) 2

Persistent link: https://www.econbiz.de/10011192497

Financing decisions: who issues stock?

Fama, Eugene F.; French, Kenneth R. - In: Journal of financial economics 76 (2005) 3, pp. 549-582

Persistent link: https://www.econbiz.de/10006500589

New lists: Fundamentals and survival rates

Fama, Eugene F.; French, Kenneth R. - In: Journal of financial economics 73 (2004) 2, pp. 229-270

Persistent link: https://www.econbiz.de/10006503863

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Fama, Eugene F.; French, Kenneth R. - In: Journal of financial economics 60 (2001) 1, pp. 3-44

Persistent link: https://www.econbiz.de/10006513329