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Fama–French three-factor model
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41	Quantitative Stock Selection: Combining Value and Momentum Strategies[removed]n www.ftportfolios.com n First Trust Advisors L.P. n First Trust Portfolios L.P. Quantitative Stock Selection: Combining Value and Mo Add to Reading List Source URL: www.ftportfolios.com Language: English - Date: 2014-12-16 13:07:12 Financial markets Mathematical finance Valuation Investment Financial ratios Fama–French three-factor model Capital asset pricing model Value investing Beta Financial economics Finance Economics
42	MONEY AND THE (C)CAPM: THEORY AND EVALUATION MARCH[removed]Ronald J. Balvers Add to Reading List Source URL: www.be.wvu.edu Language: English - Date: 2005-01-12 10:07:53 Finance Capital asset pricing model Demand for money Inflation Beta Fama–French three-factor model Bellman equation Consumption-based capital asset pricing model Money supply Financial economics Mathematical finance Economics
43	Board of Governors of the Federal Reserve System International Finance Discussion Papers Number 1070 December[removed]Firm Characteristics and Empirical Factor Models: A Data-Mining Experiment Add to Reading List Source URL: federalreserve.gov Language: English - Date: 2013-01-18 17:23:22 Mathematical finance Financial markets Investment Capital asset pricing model Financial risk Fama–French three-factor model Beta Quantitative analyst Portfolio Financial economics Finance Economics
44	Return reversal in UK shares Glen C. Arnold and Rose D. Baker Centre for Economic and Finance Research Salford Business Sschool, University of salford Salford, Add to Reading List Source URL: www.bengrahaminvesting.ca Language: English - Date: 2007-09-04 11:15:10 Financial markets Financial ratios Behavioral finance Fundamental analysis Efficient-market hypothesis Rate of return Beta Fama–French three-factor model Short Financial economics Finance Economics
45	AIRB - Consultation Meetings re Acceptable Cost of Capital and Profit Margin for Auto Insurers Add to Reading List Source URL: www.airb.alberta.ca Language: English - Date: 2010-06-15 23:01:28 Mathematical finance Financial markets Financial ratios Capital Capital asset pricing model Cost of capital Beta Fama–French three-factor model Insurance Financial economics Economics Finance
46	THE JOURNAL OF FINANCE • VOL. LV, NO. 5 • OCT[removed]Price Momentum and Trading Volume CHARLES M. C. LEE and BHASKARAN SWAMINATHAN* ABSTRACT This study shows that past trading volume provides an important link betwee Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2008-04-07 14:30:16 Financial markets Stock market Behavioral finance Momentum Fama–French three-factor model Technical analysis Quantitative analyst Short Momentum investing Financial economics Finance Economics
47	Benchmarking money manager performance: Issues and evidence Louis K. C. Chan, Stephen G. Dimmock, and Josef Lakonishok∗ August 2006 ∗ Add to Reading List Source URL: www.lsvasset.com Language: English - Date: 2008-04-07 14:25:59 Investment Financial markets Financial services Mathematical finance Investment management Fama–French three-factor model Performance attribution Russell Indexes Portfolio Financial economics Finance Economics
48	THE JOURNAL OF FINANCE • VOL. LXVIII, NO. 3 • JUNE[removed]Value and Momentum Everywhere CLIFFORD S. ASNESS, TOBIAS J. MOSKOWITZ, and LASSE HEJE PEDERSEN∗ ABSTRACT We find consistent value and momentum return premia Add to Reading List Source URL: pages.stern.nyu.edu Language: English - Date: 2013-06-12 08:18:55 Financial markets Investment Mathematical finance Financial risk Cliff Asness Fama–French three-factor model Asset allocation Hedge fund Efficient-market hypothesis Financial economics Finance Economics
49	Earnings Shocks and the Idiosyncratic Volatility Anomaly in the CrossSection of Stock Returns Peter Wong* The Ohio State University August 2011 Add to Reading List Source URL: www.nhh.no Language: English - Date: 2012-01-17 09:10:18 Financial markets Financial ratios Fama–French three-factor model Rate of return Valuation P/B ratio Profit Capital asset pricing model P/E ratio Finance Financial economics Economics
50	December 4, 2011 Comments Welcome Momentum Crashes Kent Daniel and Tobias Moskowitz∗ Add to Reading List Source URL: bus.miami.edu Language: English - Date: 2013-01-06 01:05:43 Financial markets Investment Mathematical finance Behavioral finance Momentum Fama–French three-factor model Capital asset pricing model Asset allocation Beta Financial economics Finance Economics