Value versus growth: The international evidence (1998)

by Eugene F. Fama , Kenneth R. French
Venue:JOURNAL OF FINANCE
Citations:123 - 6 self

Active Bibliography

Characteristics, Covariances, and Average – James L. Davis, Eugene F. Fama, Kenneth R. French
101 Characteristics, Covariances, And Average Returns: 1929 To 1997 – James L. Davis, Eugene F. Fama, Kenneth R. French - 1999
31 The Capital Asset Pricing Model: Theory and Evidence – Eugene F. Fama, Kenneth R. French - 2004
3 Introduction to Asset Pricing Theory and Tests – Robert R. Grauer - 2001
1 Corporate Investment, Book-to-Market, Firm Size and Stock Returns: Empirical Evidence – Christopher W. Anderson, Luis Garcia-Feijóo - 2002
Exact factor pricing in a European framework – John Crombez, Rudi Vander Vennet - 2000
10 VALUE VERSUS GLAMOUR – Jennifer Conrad, Michael Cooper, Gautam Kaul
Financial Services Review 10 �2001) 291±302 Book-to-market and size as determinants of returns in small illiquid markets: the New Zealand case – John F. Pinfold, William R. Wilson, Qiuli Li - 2001
Conditioning Variables and the Cross-Section of Stock Returns – Wayne Ferson And, Wayne E. Ferson, Campbell R. Harvey - 1999
ASSET PRICING IN THE ASIAN REGION – Michael E. Drew A, Madhu Veeraraghavan B
Multifactor Models are Alive and Well – Michael E. Drew, Madhu Veeraraghavan
Professor Zipf goes to Wall Street ∗ – Yannick Malevergne, Pedro Santa-clara, Didier Sornette, Michael Brennan, Marc Chesney, Xavier Gabaix, Rajna Gibson, Mark Grinblatt, Mark Meerschaert, Richard Roll, Daniel Zajdenweber, William Ziemba - 2009
UNDERSTANDING ASSET PRICES compiled by the Economic Sciences Prize Committee of the Royal Swedish Academy of Sciences THE ROYAL SWEDISH ACADEMY OF SCIENCES has as its aim to promote the sciences and strengthen their influence in society. – unknown authors - 2013
Conditional Nonlinear Asset Pricing Kernels and the Size and Book-to-Market Effects – Stephen D. Burke - 2001
123 Asset pricing at the millennium – John Y. Campbell
Not for quotation Comments solicited Disagreement, Tastes, and Asset Prices – Eugene F. Fama, Kenneth R. French - 2004
23 Fundamental determinants of national equity market returns: A perspective on conditional asset pricing – Wayne E. Ferson , Campbell R. Harvey - 1998
Lee Alice: Encyclopedia of Finance chap09 Revise Proof page 376 31.10.2005 7:28pm Chapter 9 CONDITIONAL ASSET PRICING – Wayne E. Ferson
6 Predicting Stock Returns Using Industry-Relative Firm Characteristics 1 (Please do not quote without permission) – Clifford S. Asness, R. Burt, Porter Ross, L. Stevens