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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

Taxes, financing decisions, and firm value

Fama, Eugene F. - In: The journal of finance : the journal of the American … 53 (1998) 3, pp. 819-843

Persistent link: https://www.econbiz.de/10001243953

Dissecting anomalies with a five-factor model

Fama, Eugene F.; French, Kenneth Ronald - In: The review of financial studies 29 (2016) 1, pp. 69-103

Persistent link: https://www.econbiz.de/10011447537

Testing trade-off and pecking order predictions about dividends and debt

Fama, Eugene F.; French, Kenneth Ronald - In: The review of financial studies 15 (2002) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10001639608

Forecasting profitability and earnings

Fama, Eugene F.; French, Kenneth Ronald - In: The journal of business : B 73 (2000) 2, pp. 161-175

Persistent link: https://www.econbiz.de/10001469459

Profitable, growth, and average returns

Fama, Eugene F. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002160648

Profitability, investment and average returns

Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 82 (2006) 3, pp. 491-518

Persistent link: https://www.econbiz.de/10003394333

Dissecting Anomalies with a Five-Factor Model

Fama, Eugene F. - 2015

A five-factor model that adds profitability (RMW) and investment (CMA) factors to the three-factor model of Fama and French (1993) suggests a shared story for several average-return anomalies. Specifically, positive exposures to RMW and CMA (returns that behave like those of the stocks of...

Persistent link: https://www.econbiz.de/10013032327

A five-factor asset pricing model

Fama, Eugene F.; French, Kenneth Ronald - In: Journal of financial economics 116 (2015) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10011347324