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International tests of a five-factor asset pricing model

2016769 citationsJournal Article

Authors

Eugene F. Fama · Booth University College

Kenneth R. French · Dartmouth College

Topics & Keywords

Financial Markets and Investment Strategies Auditing, Earnings Management, Governance Corporate Finance and Governance

Publication Details

Published in: Journal of Financial Economics

Volume 123, Issue 3, pp. 441-463

DOI: 10.1016/j.jfineco.2016.11.004

Field-Weighted Citation Impact: 89.11

International tests of a five-factor asset pricing model | Researchclopedia