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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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Characteristics, Covariances, and Average Returns : 1929-1997
Davis, James L. - 2001
The value premium in U.S. stocks returns is robust. The positive relation between average return and book-to-market equity (BE/ME) is as strong for 1929-63 as for the subsequent period studied in previous papers. Like others, we also find a size premium in stock returns. Small stocks have higher...
Persistent link: https://www.econbiz.de/10012788125
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Characteristics, Covariances, and Average Returns : 1929-1997
Davis, James L. - 2001
The value premium in U.S. stocks returns is robust. The positive relation between average return and book-to-market equity (BE/ME) is as strong for 1929-63 as for the subsequent period studied in previous papers. Like others, we also find a size premium in stock returns. Small stocks have higher...
Persistent link: https://www.econbiz.de/10012743055
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Disagreement, tastes, and asset prices
Fama, Eugene F. (contributor);  … - 2005 - This draft: November 2005
Persistent link: https://www.econbiz.de/10003754013
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The capital asset pricing model : theory and evidence
Fama, Eugene F. (contributor);  … - 2004 - This draft: January 2004
Persistent link: https://www.econbiz.de/10003754862
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New lists : fundamentals and survival rates
Fama, Eugene F. (contributor);  … - 2003 - Rev.
Persistent link: https://www.econbiz.de/10003754881
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Disappearing dividends : changing firm characteristics or lower propensity to pay?
Fama, Eugene F.; French, Kenneth R. - In: Financial strategy, (pp. 146-164). 2006
Persistent link: https://www.econbiz.de/10003287802
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Average returns, B/M, and share issues
Fama, Eugene F. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003811232
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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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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