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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.

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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.

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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.

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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.

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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.

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6. 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.

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7. 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.

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8. 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.

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9. 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.

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10. 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.

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11. 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.

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12. 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.

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13. 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.

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14. 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.

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15. 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.

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16. 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.

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17. 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.

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18. 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.

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19. 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.

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20. 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.

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21. 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.

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22. 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.

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23. 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.

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24. 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.

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25. 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.

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26. 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.

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27. 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.

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28. 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.

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29. 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.

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30. 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.

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31. 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.

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32. 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.

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33. 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.

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34. 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.

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35. 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.

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

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37. 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.

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38. 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.

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39. 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.

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

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41. 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.

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42. 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.

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43. 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.

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44. 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.

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45. 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.

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

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