Common risk factors in the returns on stocks and bonds

Journal of Financial Economics

Volumn 33, Issue 1, 1993, Pages 3-56

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

^a UNIVERSITY OF CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 38549147867     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(93)90023-5     Document Type: Article

References (32)

1. The post-merger performance of acquired firms: A re-examination of an anomaly
2. The relationship between return and market value of common stocks
3. Sample dependent results using accounting and market data Some evidence
4. The relationship between earnings yield, market value, and return for NYSE common stocks: Further evidence
5. Debt/equity ratio and expected common stock returns Empirical evidence
6. The capital asset pricing model: Some empirical tests
7. An intertemporal asset pricing model with stochastic consumption and investment opportunities
8. Empirical tests of the consumption-oriented CAPM
9. An exploratory investigation of the firm size effect
10. Financial investment opportunities and the macroeconomy
11. Economic forces and the stock market
12. Efficient markets II
13. Dividend yields and expected stock returns
14. Business conditions and expected returns on stocks and bonds
15. The cross-section of expected stock returns
16. Risk return and equilibrium Empirical tests
17. A test of the efficiency of a given portfolio
18. Earnings yields market values and stock returns
19. Size-related anomalies and stock return seasonality
20. Stock market regularities: A synthesis of the evidence and explanations
21. The valuation of risk assets and the selection of risky investments in stock portfolios and capital budgets
22. Data-snooping biases in tests of financial asset pricing models
23. An intertemporal capital asset pricing model
24. On estimating the expected return on the market An exploratory investigation
25. A new empirical perspective on the CAPM
26. Persuasive evidence of market inefficiency
27. Vas ist das? The turn-of-the-year effect and the return premia of small firms
28. The arbitrage theory of capital asset pricing
29. The arbitrage pricing theory Is it testable?
30. Capital asset prices: A theory of market equilibrium under conditions of risk