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Luck versus skill in the cross-section of mutual fund returns
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 65 (2010) 5, pp. 1915-1947
Persistent link: https://www.econbiz.de/10008668109
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Convex risk measures based on generalized lower deviation and their applications
Fu, Tianwen; Zhuang, Xinkai; Hui, Yongchang; Liu, Jia - In: International review of financial analysis 52 (2017), pp. 27-37
Persistent link: https://www.econbiz.de/10011868689
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Average returns, B/M, and share issues
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 63 (2008) 6, pp. 2971-2995
Persistent link: https://www.econbiz.de/10003823149
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Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation
Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9
Persistent link: https://www.econbiz.de/10012805046
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Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
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Dissecting anomalies
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 63 (2008) 4, pp. 1653-1678
Persistent link: https://www.econbiz.de/10003821868
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The value premium and the CAPM
Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 61 (2006) 5, pp. 2163-2185
Persistent link: https://www.econbiz.de/10003378699
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Stock returns, expected returns, and real activity
Fama, Eugene F. - In: The journal of finance : the journal of the American … 45 (1990) 4, pp. 1089-1108
Persistent link: https://www.econbiz.de/10001098071
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Characteristics, covariances, and average returns : 1929 to 1997
Davis, James L.; Fama, Eugene F.; French, Kenneth Ronald - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 389-406
Persistent link: https://www.econbiz.de/10001496999
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The cross-section of expected stock returns
Fama, Eugene F. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 427-465
Persistent link: https://www.econbiz.de/10001128132