The anatomy of value and growth stock returns

Financial Analysts Journal

Volumn 63, Issue 6, 2007, Pages 44-54

  Fama, Eugene F ^a   French, Kenneth R ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b DARTMOUTH COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 37749053009     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v63.n6.4926     Document Type: Article

References (10)

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3. _. 1993. "Common Risk Factors in the Returns on Stocks and Bonds." Journal of Financial Economics, vol. 33, no. 1 (February):3-56.
4. _. 1995. "Size and Book-to-Market Factors in Earnings and Returns." Journal of Finance, vol. 50, no. 1 (March):131-155.
5. _. 2001. "Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?" Journal of Financial Economics, vol. 60, no. 1 (April):3-43.
6. _. 2002. "The Equity Premium." Journal of Finance, vol. 57, no. 2 (April):637-659.
7. _. 2007. "Migration." Financial Analysts Journal, vol. 63, no. 3 (May/June):48-58.
8. Lakonishok, Josef, Andrei Shleifer, and Robert W. Vishny. 1994. "Contrarian Investment, Extrapolation, and Risk." Journal of Finance, vol. 49, no. 5 (December):1541-1578.
9. Miller, Merton H., and Franco Modigliani. 1961. "Dividend Policy, Growth, and the Valuation of Shares." Journal of Business, vol. 34, no. 4 (October):411-433.
10. Rosenberg, Barr, Kenneth Reid, and Ronald Lanstein. 1985. "Persuasive Evidence of Market Inefficiency. " Journal of Portfolio Management, vol. 11, no. 1 (Spring):9-17.