Multifactor Explanations of Asset Pricing Anomalies

Multifactor Explanations of Asset Pricing Anomalies

  • EUGENE F. FAMA
  • KENNETH R. FRENCH

Article first published online: 30th April 2012 DOI: 10.1111/j.1540-6261.1996.tb05202.x

Sign in to access the full article.

Related articles


Front Matter

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00079.x

Read Article

Back Matter

Article first published online: 30th November 2015 / DOI: 10.1111/j.1540-6261.1996.tb00080.x

Read Article

Does Money Explain Asset Returns? Theory and Empirical Analysis

  • K. C. CHAN
  • SILVERIO FORESI
  • LARRY H. P. LANG

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05212.x

Read Article

Do Brokerage Analysts’ Recommendations Have Investment Value?

  • KENT L. WOMACK

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05205.x

Read Article

Determinants of Contract Choice: The Use of Warrants to Compensate Underwriters of Seasoned Equity Issues

  • CHEE K. NG
  • RICHARD L. SMITH

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05213.x

Read Article

Preferences for Stock Characteristics As Revealed by Mutual Fund Portfolio Holdings

  • ERIC G. FALKENSTEIN

Article first published online: 30th April 2012 / DOI: 10.1111/j.1540-6261.1996.tb05204.x

Read Article

Are you an Author?


Please read our submission requirements and find out how to submit your paper to the Journal of Finance

Submit a paper