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):||3 June 2007|
|PDF File Size:||1.12 Mb|
|ePub File Size:||20.40 Mb|
|Price:||Free* [*Free Regsitration Required]|
Don’t have an account?
Corrections All material on this site has been provided by the respective publishers and authors. Purchase Subscription prices and ordering Short-term Access To purchase short term access, please sign in to your Oxford Academic account above. It also allows you to accept potential citations to this item that we are uncertain about.
For Dissecitng, please e-mail: Citing articles via Web of Science If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. Access to full text is restricted to subscribers.
Copyright c The American Finance Association. RePEc uses bibliographic data supplied by the respective publishers. For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or fa,a information, contact: Consumption Taxes and Corporate Investment.
Shock Propagation and Banking Structure. You do not currently have access to this article. Sign In or Create an Account.
There is an asset growth anomaly in average returns on microcaps and small stocks, but it is absent for big stocks. We have no references for this item. Wiley Content Delivery or Christopher F. General contact details of provider: 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.
Close mobile search navigation Article navigation.
Sign in via your Institution Sign in. The asset growth and profitability anomalies are less robust. To purchase short term access, please sign in to your Oxford Academic account above.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. A five-factor model that adds profitability RMW and investment CMA factors anokalies the three-factor model of Fama and French suggests a shared story for several average-return anomalies.
Sign In Forgot password? Oxford University Press is a department of the University of Oxford. Download full text from publisher File URL: This allows to link your profile to this item. Please note that corrections may take a couple of weeks to filter through the various RePEc services.
See general information about how to correct material in RePEc. Most users should sign in with their email address. When requesting a correction, please mention this item’s handle: Among profitable firms, higher profitability tends to be associated with abnormally high returns, but there is little frfnch that unprofitable firms have unusually low returns. More about this item Statistics Access and download statistics Corrections All material on this site has been provided by the respective publishers and authors.
If you are a registered author of this item, you may also want frendh check the “citations” tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation. Related articles in Web of Science Google Scholar. Help us Corrections Found an error or omission?
The anomalous returns associated with net stock issues, accruals, and momentum are pervasive; they show up in all size groups micro, small, and big in cross-section regressions, and they are also strong in sorts, at least in the extremes. You can help adding them by using this form. Email alerts New issue alert. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide.
Receive exclusive offers and updates from Oxford Academic.