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.
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This allows to link your profile to this item. 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. See general information about how to correct material in RePEc.
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The asset growth and profitability anomalies are less robust. Access to full text is restricted to subscribers.
Sign In or Create an Account. Related articles in Web of Science Google Scholar. Wiley Content Delivery or Christopher F. 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.
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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. General contact details of provider: Help us Corrections Found an error or omission? Most users should sign in with their email address. Download full anomaleis from publisher File URL: For Permissions, please e-mail: Sign in via your Institution Sign in.
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Dissecting Anomalies with a Five-Factor Model | The Review of Financial Studies | Oxford Academic
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