Size, value, and momentum in international stock returns

Journal of Financial Economics

Volumn 105, Issue 3, 2012, Pages 457-472

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

^a UNIVERSITY OF CHICAGO   (United States)

^b DARTMOUTH COLLEGE   (United States)

Author keywords

Four factor model; Momentum; Three factor model; Value premium

Indexed keywords

EID: 84862759187     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2012.05.011     Document Type: Article

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