Dissecting Anomalies. EUGENE KENNETH R. FRENCH. Eugene F. The asset growth and profitability anomalies are less robust. There is. By Eugene F. Fama and Kenneth French; Abstract: The anomalous returns associated with net stock issues, accruals, and momentum are. Eugene F. Fama & Kenneth R. French, “Dissecting Anomalies,” Journal of Finance, American Finance Association, vol. 63(4), pages , August.

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Wiley Content Delivery or Christopher F. Sign in via your Institution Sign in. Close mobile search navigation Article navigation. Corrections All material on this site has been anomaljes by the respective publishers and authors.

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To purchase short term access, please sign in to your Oxford Academic account above. There is an asset growth anomaly in average returns on microcaps and small stocks, but it is absent for big stocks. Don’t already have an Oxford Academic account? RePEc uses bibliographic data supplied by the respective publishers. You could not be signed in. Related articles in Web of Science Google Scholar.

You do not currently have access to this article. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide. This allows to link your profile to this item. General contact details of provider: Receive exclusive offers and updates from Oxford Academic. A five-factor model that adds profitability RMW and investment CMA factors to the three-factor model of Fama and French suggests a shared story for several average-return anomalies.

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You anomqlies help adding them by using this form. Among profitable firms, higher profitability tends to be associated with abnormally high returns, but there is little evidence that unprofitable firms have unusually low returns. If you originally registered with a username please use that to sign in.

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Abstract A five-factor model that adds profitability RMW disxecting investment CMA factors to the three-factor model of Fama and French suggests a shared story for several average-return anomalies. Shock Propagation and Banking Anonalies. Access to full text is restricted to subscribers. Most users should sign in with their email address. The asset growth and profitability anomalies are less robust. Please note that corrections may take a couple of weeks to filter through the various RePEc services.

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Dissecting Anomalies

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Sign In or Create an Account. This article is also available for rental through DeepDyve. Citing articles via Web of Science More about this item Statistics Access and download statistics. The anomalous returns associated with net stock issues, accruals, and momentum are pervasive; they show up in all size groups micro, small, and big in cross-section regressions, and they are also strong in sorts, at least in the extremes.

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