This document has not been cited yet.

1. Acaravci, S. K., & Karaomer, Y. (2017). FamaFrench five factor model: evidence from Turkey, International Journal of Economics and Financial Issues, 7(6), 130-137.

2. Aharoni, G., Grundy, B., & Zeng, Q. (2013). Stock returnsandtheMillerModiglianivaluationformula: Revisiting the Fama French analysis, Journal of Financial Economics, 110(2), 347-357.

3. Allen, D. E., & Cleary, F. (1998). Determinants of the cross-section of stock returns in the Malaysian stock market, International Review of Financial Analysis, 7(3), 253-275.

4. Anghel, A., Dumitrescu, D., & Tudor, C. (2015). Modeling portfolio returns on Bucharest Stock exchange using the Fama-French multifactor model, Romanian Journal of Economic Forecasting, 17(1), 22-46.

5. Aras, Çam, Zavalsız, Keskin / Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Banz, R. W. (1981). The relationship between return and market value of common stocks, Journal of financial economics, 9(1), 3-18.

6. Aras, Çam, Zavalsız, Keskin / Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Martinsa, C. C., & Eid Jr, W. (2015). Pricing assets with Fama and French 5–Factor Model: A Brazilian market novelty. XV Encontro Brasileiro de Finanças, 23 - 25 Temmuz, Mackenzie Presbyterian University, Sao Paulo, Brezilya.
   Paper not yet in RePEc: Add citation now
   
7. Arshanapalli, B. G., Coggin, T. D., & Doukas, J. (1998). Multifactor asset pricing analysis of international value investment strategies, The Journal of Portfolio Management, 24(4), 10-23.
   Paper not yet in RePEc: Add citation now
   
8. Atakan, T. & Gökbulut, İ. (2010). Üç faktörlü varlık fiyatlandırma modelinin İstanbul Menkul Kıymetler Borsası’nda uygulanabilirliğinin panel veri analizi ile test edilmesi, MUFAD Dergisi, 45: 180-189.
   Paper not yet in RePEc: Add citation now
   
9. Azimli, A., & Mandacı, P. E. (2017). Corporate investment and expected stock returns in Borsa Istanbul, Dokuz Eylül Üniversitesi İşletme Fakültesi Dergisi, 18(2), 299-315.
   Paper not yet in RePEc: Add citation now
   

10. Basu, S. (1983). The relationship between earnings’ yield, market value and return for NYSE common stocks: Further evidence, Journal of financial economics, 12(1), 129-156.

11. Bereket,Y. (2014). The valıdıty of Fama-French fourfactor model in Istanbul Stock Exchange, Yüksek Lisans Tezi. Orta Doğu Teknik Üniversitesi / Sosyal Bilimler Enstitüsü, Ankara.
    Paper not yet in RePEc: Add citation now
    

12. Bhandari, L. C. (1988). Debt/equity ratio and expected common stock returns: Empirical evidence, The journal of finance, 43(2), 507-528.

13. Black, F. (1972). Capital market equilibrium with restricted borrowing, The journal of business, 45(3), 444-455.

14. Black, F. Jensen, M. C. & Scholes, M. S. (1972). The capital asset pricing model: Some empirical tests, In Studies in the Theory of Capital Markets. Michael C. Jensen, ed. New York: Praeger.
    Paper not yet in RePEc: Add citation now
    
15. Blitz, D., Hanauer, M. X., Vidojevic, M., & van Vliet, P. (2016). Five Concerns with the FiveFactor Model, Available at SSRN: https://ssrn. com/abstract=2862317.
    Paper not yet in RePEc: Add citation now
    

16. Blume, M. E. (1970). Portfolio theory: a step toward its practical application, The Journal of Business, 43(2), 152-173.

17. Boamah, N. A. (2017). The price of risk on the African frontier stock markets, Journal of African Business, 18(2), 238-256.

18. Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?, The Journal of finance, 40(3), 793-805.

19. Cao, Q., Leggio, K. B., & Schniederjans, M. J. (2005). A comparison between Fama and French’s model and artificial neural networks in predicting the Chinese stock market, Computers & Operations Research, 32(10), 2499-2512.
    Paper not yet in RePEc: Add citation now
    

20. Carhart, M. M. (1997). On persistence in mutual fund performance, The Journal of Finance, 52(1), 57-82.

21. Ceylan, N. B., Dogan, B., & Berument, M. H. (2015). Three-factor asset pricing model and portfolio holdings of foreign investors: evidence from an emerging market–Borsa Istanbul, Economic research-Ekonomska istraživanja, 28(1), 467-486.
    Paper not yet in RePEc: Add citation now
    

22. Chan, H. W., & Faff, R. W. (2005). Asset pricing and the illiquidity premium, Financial Review, 40(4), 429-458.

23. Chiah, M., Chai, D., Zhong, A., & Li, S. (2016). A Better Model? An Empirical Investigation of the Fama–French Five-factor Model in Australia, International Review of Finance, 16(4), 595-638.

24. Coşkun, E. & Çınar, Ö. (2014). Üç faktör varlık fiyatlama modelinin geçerliliği: Borsa İstanbul’da bir inceleme, Atatürk Üniversitesi İktisadi ve İdari Bilimler Dergisi, 28(4), 235-250.
    Paper not yet in RePEc: Add citation now
    

25. Connor, G., Hagmann, M., & Linton, O. (2012). Efficient semiparametric estimation of the Fama– French model and extensions, Econometrica, 80(2), 713-754.

26. Connor, Gregory and Sanjay Sehgal, 2001, Tests of the Fama and French Model in India, London School of Economics, Dıscussıon Paper No: 379. http://eprints.lse.ac.uk/25057/1/dp379.pdf.

27. Czapkiewicz, A., & Wójtowicz, T. (2014). The four-factor asset pricing model on the Polish stock market, Economic research-Ekonomska istraživanja, 27(1), 771-783.
    Paper not yet in RePEc: Add citation now
    
28. de la O González, M., & Jareño, F. (2018). Testing extensions of Fama & French models: A quantile regression approach. The Quarterly Review of Economics and Finance. https://doi. org/10.1016/j.qref.2018.08.004.
    Paper not yet in RePEc: Add citation now
    
29. Erdinç, Y. (2017). Comparison of CAPM, threefactor Fama-French model and Five-Factor Fama-french model for the Turkish Stock Market. In Financial Management from an Emerging Market Perspective. 69-92. IntechOpen.
    Paper not yet in RePEc: Add citation now
    

30. Fama, E. F., & French, K. R. (1992). The crosssection of expected stock returns, The Journal of Finance, 47(2), 427-465.

31. Fama, E. F., & French, K. R. (2004). The capital asset pricing model: Theory and evidence, The Journal of Economic Perspectives, 18(3), 25-46.

32. Fama, E. F., & French, K. R. (2012). Size, value, and momentum in international stock returns, Journal of financial economics, 105(3), 457-472.

33. Fama, E. F., & French, K. R. (2015). A five-factor asset pricing model, Journal of Financial Economics. 116 (1), 1-22.

34. Fama, E. F., & French, K. R. (2017). International tests of a five-factor asset-pricing model, Journal of Financial Economics, 123(3), 441-463.

35. Foye, J. (2018). A comprehensive test of the FamaFrench five-factor model in emerging markets, Emerging Markets Review. doi:10.1016/j. ememar.2018.09.002.

36. Gökgöz, F. (2008). Üç faktörlü varlık fiyatlama modelininİstanbulMenkulKıymetlerBorsasında uygulanabilirliği, Ankara Üniversitesi SBF Dergisi, 63(2), 43-64.
    Paper not yet in RePEc: Add citation now
    
37. Gönenç, H., & Karan, M. B. (2003). Do value stocks earn higher returns than growth stocks in an emerging market? Evidence from the Istanbul stock Exchange, Journal of International Financial Management & Accounting, 14(1), 1-25.
    Paper not yet in RePEc: Add citation now
    
38. Güzeldere, H. & Sarıoğlu, S.E. (2012). Varlık fiyatlamada Fama-French üç faktörlü modelin geçerliliği: BIST üzerine bir araştırma, Business and Economics Research Journal, 3(2), 1-19.
    Paper not yet in RePEc: Add citation now
    

39. Gaunt, C. (2004). Size and book to market effects and the Fama French three factor asset pricing model: evidence from theAustralian stockmarket, Accounting & Finance, 44(1), 27-44.

40. Gibbons, M., Ross, S., Shanken, J. (1989). A test of the efficiency of a given portfolio, Econometrica, 57, 1121-1152.

41. Guo, B., Zhang, W., Zhang, Y., & Zhang, H. (2017). The five-factor asset pricing model tests for the Chinese stock market, Pacific-Basin Finance Journal, 43, 84-106.

42. Hou, K., Xue, C., & Zhang, L. (2015). Digesting anomalies: An investment approach, The Review of Financial Studies, 28(3), 650-705.

43. Istanbul Business Research 47/2 Fama, E. F., & French, K. R. (1993). Common risk factors in the returns on stocks and bonds, Journal of Financial Economics, 33(1), 3-56.

44. Jegadeesh, N., & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency, The Journal of finance, 48(1), 65-91.

45. Jiao, W. & Lilti, J. J. (2017). Whether profitability and investment factors have additional explanatory power comparing with FamaFrench Three-Factor Model: empirical evidence on Chinese A-share stock market, China Finance and Economic Review, 5(1), 7.

46. Kara, E. (2016). Testing Fama and French’s threefactor asset pricing model: Evidence from Borsa Istanbul, Cankırı Karatekin University Journal of the Faculty of Economics and Administrative Sciences. 6(1), 257-272.
    Paper not yet in RePEc: Add citation now
    
47. Kaya, E. & Güngör, B. (2017). Fama ve French üç faktörlü modelin geçerliliği: Borsa İstanbul üzerine panel veri analizi”, Journal of Academic Researches and Studies, 9(17), 222-236.
    Paper not yet in RePEc: Add citation now
    
48. Koy, A. (2013). Fama ve French’ în büyüklük ve değer risk primleri İMKB’de geçerli midir?, İ. Ü. İşletme Fakültesi İşletme İktisadı Enstitüsü Yönetim Dergisi. 24(74), 102-118.
    Paper not yet in RePEc: Add citation now
    
49. Kubota, K., & Takehara, H. (2017). Does the Fama and French Five-Factor Model Work Well in Japan?, International Review of Finance. DOI: 10.1111/irfi.12126.
    Paper not yet in RePEc: Add citation now
    

50. Lin, Q. (2017).”Noisy prices and the Fama– French five-factor asset pricing model in China, Emerging Markets Review, 31, 141-163.

51. Lintner, J. (1965). The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets, The Review of Economics and Statistics, 13-37.
    Paper not yet in RePEc: Add citation now
    

52. Maiti, M., & Balakrishnan, A. (2018). Is human capital the sixth factor?. Journal of Economic Studies, 45(4), 710-737.

53. Markowitz, H. (1959). Portfolio Selection, Efficient Diversification of Investments. J. Wiley.
    Paper not yet in RePEc: Add citation now
    

54. Miller, M., Modigliani, F. (1961). Dividend policy, growth, and the valuation of shares. Journal of Business 34, 411-433.

55. Novy-Marx, R. (2013). The other side of value: The gross profitability premium. Journal of Financial Economics, 108(1), 1-28.

56. Racicot, F. E., & Rentz, W. F. (2016). Testing Fama– French’s new five-factor asset pricing model: evidence from robust instruments. Applied Economics Letters, 23(6), 444-448.

57. Rosenberg, B., Reid, K., & Lanstein, R. (1985). Persuasive evidence of market inefficiency”, The Journal of Portfolio Management, 11(3), 9-16.
    Paper not yet in RePEc: Add citation now
    

58. Ross, S. A. (1976). “The arbitrage theory of capital asset pricing. Journal of Economic Theory. 13 (3), 341–60.

59. Roy, R., & Shijin, S. (2018). A six-factor asset pricing model. Borsa Istanbul Review. https:// doi.org/10.1016/j.bir.2018.02.001 Sharpe, W. F. (1964). “Capital asset prices: A theory of market equilibrium under conditions of risk”, The Journal of Finance, 19(3), 425-442.

60. Sundqvist, T. (2017). Tests of a Fama-French FiveFactor Asset Pricing Model in the Nordic Stock Markets. Yüksek Lisans Tezi. Hanken School of Economics, Finlandiya.
    Paper not yet in RePEc: Add citation now
    
61. tn.refer.org/CEAFE/Papiers_CEAFE10/Fina_ marche/ElhajMohamed.pdf Xie, S., & Qu, Q. (2016). The three-factor model and size and value premiums in china’s stock market. Emerging Markets Finance and Trade, 52(5), 1092-1105.
    Paper not yet in RePEc: Add citation now
    
62. Walid, E. M., &Ahlem, E. M. (2009). New evidence on the applicability of Fama and French threefactor model to the Japanese stock market. Working paper, Osaka University. http://www.
    Paper not yet in RePEc: Add citation now
    
63. Yufang, S. (2017). The Comparison of Fama-French Five-Factor Model in Chinese A-share Stock Market and in Real Estate Sector. Yüksek Lisans Tezi. Aalto University / School of Business, Finlandiya.
    Paper not yet in RePEc: Add citation now
    

64. Zaremba, A., & Czapkiewicz, A. (2017). Digesting anomalies in emerging European markets: a comparison of factor pricing models. Emerging Markets Review, 31, 1-15.

65. Zhou, W., & Li, L. (2016). A New Fama-French 5-Factor Model Based on SSAEPD Error and GARCH-Type Volatility. Journal of Mathematical Finance, 6(05), 711.
    Paper not yet in RePEc: Add citation now
    

1. Unveiling the optimal factor model in Pakistan: a machine learning approach using support vector regression and extreme gradient boosting algorithms. (2025). Ullah, Rizwan ; Jan, Muhammad Naveed ; Tahir, Muhammad.
   In: Future Business Journal.
   RePEc:spr:futbus:v:11:y:2025:i:1:d:10.1186_s43093-025-00560-4.

   Full description at Econpapers || Download paper

2. Residual Income Valuation and Stock Returns: Evidence from a Value-to-Price Investment Strategy. (2025). Haboub, Ahmad ; Kartsaklas, Aris ; Sarafidis, Vasilis.
   In: Papers.
   RePEc:arx:papers:2506.00206.

   Full description at Econpapers || Download paper

3. The value of growth: Changes in profitability and future stock returns. (2024). Yao, Yaqiong ; Sotes-Paladino, Juan ; Wang, George Jiaguo ; Lim, Bryan.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002273.

   Full description at Econpapers || Download paper

4. The real effects of distressed bank mergers. (2024). Dinger, Valeriya ; Schmidt, Christian ; Theissen, Erik.
   In: Journal of Corporate Finance.
   RePEc:eee:corfin:v:89:y:2024:i:c:s0929119924001366.

   Full description at Econpapers || Download paper

5. Quarterly investment spikes, stock returns, and the investment factor. (2023). Altieri, Michela ; Schnitzler, Jan.
   In: Journal of Financial Markets.
   RePEc:eee:finmar:v:66:y:2023:i:c:s1386418123000332.

   Full description at Econpapers || Download paper

6. Validity of asset pricing models in Istanbul Stock Exchange (ISE) information technology index. (2023). Uzun, Sumeyra ; Saldanli, Arif ; Arda, Akin.
   In: Theoretical and Applied Economics.
   RePEc:agr:journl:v:1(634):y:2023:i:1(634):p:115-136.

   Full description at Econpapers || Download paper

7. Chinas Green Finance Premium Anomalies Based on Factor Models. (2022). Wang, Qiuju ; Yin, Lianqian.
   In: Journal of Applied Finance & Banking.
   RePEc:spt:apfiba:v:12:y:2022:i:6:f:12_6_4.

   Full description at Econpapers || Download paper

8. Problems Related to the Capital Assets Pricing Model on the Warsaw Stock Exchange: Applications of the 5-Factor Fama and French Model. (2022). Gnap, Michal.
   In: Research Reports.
   RePEc:sgm:resrep:v:1:i:36:y:2022:p:4-14.

   Full description at Econpapers || Download paper

9. Six-factor asset pricing and portfolio investment via deep learning: Evidence from Chinese stock market. (2022). Xia, Shenghao ; Liu, Hao ; Yao, Haixiang.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001810.

   Full description at Econpapers || Download paper

10. Does higher investments necessarily reduce stock returns?☆. (2022). Chen, Jing ; Li, Huixuan.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000257.

    Full description at Econpapers || Download paper

11. The level, slope, and curve factor model for stocks. (2022). Clarke, Charles.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:1:p:159-187.

    Full description at Econpapers || Download paper

12. Explaining abnormal returns in stock markets: An alpha-neutral version of the CAPM. (2022). Brooks, Chris ; Rocciolo, Francesco ; Gheno, Andrea.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001089.

    Full description at Econpapers || Download paper

13. Asset pricing anomalies: Liquidity risk hedgers or liquidity risk spreaders?. (2022). Virk, Nader Shahzad ; Butt, Hilal Anwar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000746.

    Full description at Econpapers || Download paper

14. Navigating the factor zoo around the world: an institutional investor perspective. (2021). Bartram, Söhnke ; Pope, Peter F ; Lohre, Harald ; Ranganathan, Ananthalakshmi.
    In: Journal of Business Economics.
    RePEc:spr:jbecon:v:91:y:2021:i:5:d:10.1007_s11573-021-01035-y.

    Full description at Econpapers || Download paper

15. Earnings forecasts: the case for combining analysts’ estimates with a cross-sectional model. (2021). Azevedo, Vitor ; Bielstein, Patrick ; Gerhart, Manuel.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:2:d:10.1007_s11156-020-00902-z.

    Full description at Econpapers || Download paper

16. A Filtering Strategy for Improving Charateristics-Based Portfolios. (2021). Suh, Sangwon.
    In: Journal of Economic Development.
    RePEc:jed:journl:v:46:y:2021:i:2:p:119-153.

    Full description at Econpapers || Download paper

17. Parameter uncertainty in estimation of portfolio efficiency: Evidence from an interval diversification-consistent DEA approach. (2021). Zhou, Zhongbao ; Liu, Wenbin ; Ren, Tiantian ; Xiao, Helu.
    In: Omega.
    RePEc:eee:jomega:v:103:y:2021:i:c:s0305048320307118.

    Full description at Econpapers || Download paper

18. Extending the Fama and French model with a long term memory factor. (2021). TRINIDAD-SEGOVIA, JUAN ; Lopez-Garcia, M N ; Sanchez-Granero, M A ; Pouchkarev, I.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:291:y:2021:i:2:p:421-426.

    Full description at Econpapers || Download paper

19. A revised comparison between FF five-factor model and three-factor model,based on Chinas A-share market. (2021). Zhang, Zhijing ; Yu, Yue ; Ma, Qinghua ; Yao, Haixiang.
    In: Papers.
    RePEc:arx:papers:2112.03170.

    Full description at Econpapers || Download paper

20. Role of human assets in measuring firm performance and its implication for firm valuation. (2020). Vuković, Darko ; Maiti, Moinak.
    In: Journal of Economic Structures.
    RePEc:spr:jecstr:v:9:y:2020:i:1:d:10.1186_s40008-020-00223-3.

    Full description at Econpapers || Download paper

21. How does the six-factor model do in explaining the relationship between return and risk on the Indonesia stock exchange?. (2020). Susanti, Neneng ; Florensia, Claudia.
    In: International Journal of Research in Business and Social Science (2147-4478).
    RePEc:rbs:ijbrss:v:9:y:2020:i:7:p:93-107.

    Full description at Econpapers || Download paper

22. Gauging the effectiveness of sector rotation strategies: evidence from the USA and Europe. (2020). Alexiou, Constantinos ; Tyagi, Anshul.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:21:y:2020:i:3:d:10.1057_s41260-020-00161-6.

    Full description at Econpapers || Download paper

23. A Comparative Study between the Fama and French Three-Factor Model and the Fama and French Five-Factor Model: Evidence from the Egyptian Stock Market. (2020). Abdou, Rabab K ; Ragab, Nada S ; Sakr, Ahmed M.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:12:y:2020:i:1:p:52.

    Full description at Econpapers || Download paper

24. Tests of Alternative Asset Pricing Models Using Individual Security Returns and a New Multivariate F-Test. (2019). Rahman, Shafiqur ; Schneider, Matthew J.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:22:y:2019:i:01:n:s0219091519500012.

    Full description at Econpapers || Download paper

25. Examination and Modification of Multi-Factor Model in Explaining Stock Excess Return with Hybrid Approach in Empirical Study of Chinese Stock Market. (2019). Huang, Jian ; Liu, Huazhang.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:2:p:91-:d:234295.

    Full description at Econpapers || Download paper

26. Empirical tests of asset pricing models with individual assets: Resolving the errors-in-variables bias in risk premium estimation. (2019). Roll, Richard ; Jegadeesh, Narasimhan ; Pukthuanthong, Kuntara ; Wang, Junbo ; Noh, Joonki.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:133:y:2019:i:2:p:273-298.

    Full description at Econpapers || Download paper

27. The profitability and investment premium: Pre-1963 evidence. (2019). Wahal, Sunil.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:131:y:2019:i:2:p:362-377.

    Full description at Econpapers || Download paper

28. How Smart is the Real Estate Smart Beta? Evidence from Optimal Style Factor Strategies for REITs. (2019). Pedio, Manuela ; Guidolin, Massimo.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp19117.

    Full description at Econpapers || Download paper

29. Testing alternative versions of the Fama–French five-factor model in the UK. (2018). Foye, James.
    In: Risk Management.
    RePEc:pal:risman:v:20:y:2018:i:2:d:10.1057_s41283-018-0034-3.

    Full description at Econpapers || Download paper

30. Corporate ownership structure, market anomalies and asset pricing. (2018). Jarjir, Souad Lajili ; Desban, Marc.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:5:d:10.1057_s41260-018-0085-8.

    Full description at Econpapers || Download paper

31. US sector rotation with five-factor Fama–French alphas. (2018). Mateus, Cesario ; Todorovic, Natasa ; Sarwar, Golam.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:2:d:10.1057_s41260-017-0067-2.

    Full description at Econpapers || Download paper

32. An Empirical Comparison of Asset-Pricing Models in the Shanghai A-Share Exchange Market. (2018). Tan, Yong ; Lakhnati, Ghizlane ; Belimam, Doha.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9247-4.

    Full description at Econpapers || Download paper

33. Fama-French Çok Faktör Varlık Fiyatlama Modellerinin Performanslarının Karşılaştırılması: Borsa İstanbul Üzerine Bir Uygulama. (2018). Keskn, Serkan ; Am, Lhan ; Aras, Guler ; Zavalsiz, Bilal.
    In: Istanbul Business Research.
    RePEc:ist:ibsibr:v:47:y:2018:i:2:p:183-207.

    Full description at Econpapers || Download paper

34. Three-Factor and Five-Factor Models: Implementation of Fama and French Model on Market Overreaction Conditions. (2018). Sembiring, Ferikawita M.
    In: GATR Journals.
    RePEc:gtr:gatrjs:jfbr150.

    Full description at Econpapers || Download paper

35. Lucky issuance: The role of numerological superstitions in irrational return premiums. (2018). Weng, Pei-Shih.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:47:y:2018:i:c:p:79-91.

    Full description at Econpapers || Download paper

36. The mixed vs the integrated approach to style investing: Much ado about nothing?. (2018). Leippold, Markus ; Rueegg, Roger.
    In: European Financial Management.
    RePEc:bla:eufman:v:24:y:2018:i:5:p:829-855.

    Full description at Econpapers || Download paper

37. Asset valuation impact of investor sentiment: A revised Fama–French five-factor model. (2017). Dhaoui, Abderrazak ; ben Salah, Nesrine.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:18:y:2017:i:1:d:10.1057_s41260-016-0027-2.

    Full description at Econpapers || Download paper

38. The Investment CAPM. (2017). Zhang, Lu.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:23226.

    Full description at Econpapers || Download paper

39. The Other Side of Value: The Effect of Quality on Price and Return in Real Estate. (2017). Anzinger, Sara Kelly ; Petrova, Milena ; Ghosh, Chinmoy.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:54:y:2017:i:3:d:10.1007_s11146-016-9574-z.

    Full description at Econpapers || Download paper

40. The five-factor asset pricing model tests for the Chinese stock market. (2017). Zhang, Yongjie ; Guo, Bin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:84-106.

    Full description at Econpapers || Download paper

41. Firm characteristics, consumption risk, and firm-level risk exposures. (2017). Dittmar, Robert F ; Lundblad, Christian T.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:125:y:2017:i:2:p:326-343.

    Full description at Econpapers || Download paper

42. The Investment CAPM. (2017). Zhang, Lu.
    In: European Financial Management.
    RePEc:bla:eufman:v:23:y:2017:i:4:p:545-603.

    Full description at Econpapers || Download paper

43. Applicability of Investment and Profitability Effects in Asset Pricing Models. (2017). faff, robert ; de Souza, Suelle Cariele ; Veras, Marcio Andre.
    In: RAC - Revista de Administração Contemporânea (Journal of Contemporary Administration).
    RePEc:abg:anprac:v:21:y:2017:i:6:1248.

    Full description at Econpapers || Download paper

44. Time-varying coefficient estimation in SURE models. Application to portfolio management. (2017). Orbe, Susan ; Ferreira, Eva ; Casas, Isabel.
    In: CREATES Research Papers.
    RePEc:aah:create:2017-33.

    Full description at Econpapers || Download paper

45. Valuation of Quarterly Stock Prices: Applying Ethical Principles to Discounted Cash Flow Method. (2016). Aboulaich, Rajae ; Boularhmane, Ilham .
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2016-03-56.

    Full description at Econpapers || Download paper

46. A five-factor asset pricing model. (2015). French, Kenneth ; Fama, Eugene F..
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:116:y:2015:i:1:p:1-22.

    Full description at Econpapers || Download paper

47. The formulation of the four factor model when a considerable proportion of firms is dual-listed. (2015). Lauterbach, Beni ; Garyn-Tal, Sharon.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:24:y:2015:i:c:p:1-12.

    Full description at Econpapers || Download paper

48. Which Factors?. (2014). Zhang, Lu ; Hou, Kewei ; Xue, Chen.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20682.

    Full description at Econpapers || Download paper

Report date: 2025-09-20 20:19:32 || Missing content? Let us know