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FamaFrench three-factor model
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1	Microsoft Word - States_CopyEdit.DOC Add to Reading List Source URL: bizfaculty.nus.edu Language: English - Date: 2015-03-02 21:48:50 Economy Finance Money Financial markets Behavioral finance Financial economics Investment Mathematical finance Momentum FamaFrench three-factor model Alpha Market trend
2	THE JOURNAL OF FINANCE • VOL. LXII, NO. 5 • OCTOBERMomentum and Credit Rating DORON AVRAMOV, TARUN CHORDIA, GERGANA JOSTOVA, and ALEXANDER PHILIPOV∗ ABSTRACT Add to Reading List Source URL: pluto.huji.ac.il Language: English - Date: 2014-02-02 06:11:36 Economy Finance Money Investment Behavioral finance Financial markets Technical analysis United States housing bubble FamaFrench three-factor model Bond credit rating High-yield debt Momentum
3	Journal of Financial Economics}249 Is the abnormal return following equity issuances anomalous? Alon Brav , Christopher Geczy, Paul A. Gompers* Fuqua School of Business, Duke University, Durham, NC, 277 Add to Reading List Source URL: people.stern.nyu.edu Language: English - Date: 2003-01-20 09:48:40 Economy Finance Money Corporate finance Financial economics Stock market FamaFrench three-factor model Initial public offering Center for Research in Security Prices
4	RFS Advance Access published February 5, 2014 Frog in the Pan: Continuous Information and Momentum Zhi Da University of Notre Dame Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-02-06 09:12:26 Mathematical finance Financial markets Technical analysis Investment Behavioral finance Momentum Rate of return FamaFrench three-factor model Volatility
5	Factor-based investing Vanguard Research Scott N. Pappas, CFA; Joel M. Dickson, Ph.D. Add to Reading List Source URL: personal.vanguard.com Language: English - Date: 2015-04-17 09:29:10 Mathematical finance Investment Financial economics Financial markets Fundamental analysis FamaFrench three-factor model Beta Style investing Arbitrage pricing theory Capital asset pricing model Value investing Active management
6	Journal of Financial Economics–220 Contents lists available at SciVerse ScienceDirect Journal of Financial Economics journal homepage: www.elsevier.com/locate/jfec Add to Reading List Source URL: www3.nd.edu Language: English - Date: 2014-01-17 16:12:29 Mathematical finance Capital asset pricing model Beta Arbitrage pricing theory Financial economics Alpha FamaFrench three-factor model Cost of capital Risk factor Finance Equity premium puzzle Untradable assets
7	Cahier de rechercheThe q-factor and the Fama and French asset pricing models: Hedge fund evidence Greg Gregoriou Add to Reading List Source URL: www.cifo.uqam.ca Language: English - Date: 2016-04-19 18:01:04 Financial markets Financial economics Mathematical finance FamaFrench three-factor model Investment Financial risk Risk factor Hedge fund Cost of capital Beta Market portfolio Carhart four-factor model
8	The International CAPM Redux Francesca Brusa Tarun Ramadorai Adrien Verdelhan∗ Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-01-28 18:19:13 Mathematical finance Financial markets Financial risk Financial ratios Financial economics Capital asset pricing model Beta FamaFrench three-factor model Systematic risk Risk factor Market risk Foreign exchange market
9	Microsoft Word - CGS asset pricing Add to Reading List Source URL: www.q-group.org Language: English - Date: 2015-12-04 10:03:38 Mathematical finance Financial economics Financial markets FamaFrench three-factor model Beta Capital asset pricing model Cost of capital Factor analysis Estimator Risk FamaMacBeth regression Single-index model
10	Microsoft Word - Final Report new Add to Reading List Source URL: www.q-group.org Language: English - Date: 2016-03-10 13:33:10 Economy Money Finance Mathematical finance Financial economics Financial markets Investment Financial ratios Beta FamaFrench three-factor model Real interest rate Inflation

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