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Dissecting Anomalies with a Five-Factor Model:

Fama, Eugene F. ; French, Kenneth R.
The Review of Financial Studies. 29 (2016) 1 - p. 69-103 , 2016

Link: http://www.jstor.org/stable/43866012

RT Journal
T1 <Title>Dissecting Anomalies with a Five-Factor Model</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-43866012&Exemplar=1&LAN=DE
				
A1 Fama, Eugene F.
A1 French, Kenneth R.
PB Oxford University Press
YR 2016
SN 0893-9454
SN 1465-7368
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Financial portfolios
K1 Investment portfolios
K1 Financial markets
K1 Asset markets
K1 Price momentum
K1 Financial instruments
K1 Financial securities
K1 Capital stocks
K1 Stock shares
K1 Stock exchanges
K1 Business
K1 Accountancy
K1 Financial accounting
K1 Assets
K1 Equity
K1 Equity capital
K1 Issued capital
K1 Financial management
K1 Portfolio management
K1 Portfolio investments
K1 Investment returns
K1 Expected returns
K1 Mathematics
K1 Pure mathematics
K1 Algebra
K1 Arithmetic mean
K1 Applied mathematics
K1 Statistics
K1 Applied statistics
K1 Statistical results
K1 Errors in statistics
K1 Standard error
JF The Review of Financial Studies
VO 29
IS 1
SP 69
OP 103
LK http://www.jstor.org/stable/43866012
DO http://www.jstor.org/stable/43866012
SF ELIB - SuUB Bremen

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