Dissecting Anomalies. EUGENE KENNETH R. FRENCH. Eugene F. The asset growth and profitability anomalies are less robust. There is. By Eugene F. Fama and Kenneth French; Abstract: The anomalous returns associated with net stock issues, accruals, and momentum are. Eugene F. Fama & Kenneth R. French, “Dissecting Anomalies,” Journal of Finance, American Finance Association, vol. 63(4), pages , August.
|Published (Last):||28 September 2017|
|PDF File Size:||5.50 Mb|
|ePub File Size:||2.70 Mb|
|Price:||Free* [*Free Regsitration Required]|
RePEc uses bibliographic data supplied by the respective publishers. Close mobile search navigation Article navigation. Download full text from publisher File URL: There is an asset growth anomaly in average returns on microcaps and small stocks, but it is absent for big stocks.
Please note that corrections may take a couple of weeks to filter through the various RePEc services. Abstract A five-factor model that adds profitability RMW and investment CMA factors to the three-factor model of Fama and French suggests a shared story for several average-return anomalies.
If you originally registered with a username please use that to sign in. Measuring Tail Risks at High Frequency. Among profitable firms, higher profitability tends to be associated with abnormally high returns, but there is little evidence that unprofitable firms have unusually low returns. To purchase short term access, please sign in to your Oxford Academic account above.
Citing articles via Web of Science Related articles in Web of Science Google Scholar. Sign In Forgot password?
Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above. Most users aonmalies sign in with their email address.
You do not currently have access to this article. When requesting a correction, please mention this item’s handle: A five-factor model that adds profitability RMW and investment CMA factors to the three-factor model of Fama and French suggests a shared story for several average-return anomalies.
See general information about how to correct material in RePEc. More about this item Statistics Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors.
Shock Propagation and Banking Structure. This article is also available for rental through DeepDyve. You can help adding them by using this form. For Permissions, please e-mail: If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. It also allows you to accept potential citations to this item that we are uncertain about.
This allows to link your profile to this item.
As the access to this document is restricted, you may want to search for a different version of it. Copyright c The American Finance Association. For technical questions regarding this item, or to correct vrench authors, title, abstract, bibliographic or download information, contact: General contact details of provider: Corrections All material on this site has been provided by the respective publishers and authors.
Help us Corrections Found an error or omission? Don’t already have an Afma Academic account? Sign In or Create an Account.
Wiley Content Delivery or Christopher F. If you are diseecting registered author of this item, you may also want to check the “citations” tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation. Email alerts New issue alert. More about this item Statistics Access and download statistics. Receive exclusive offers and updates from Oxford Academic.
Dissecying furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide. Access to full text is restricted to subscribers.
Sign in via your Institution Sign in. The asset growth and profitability anomalies are less robust.