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Financial markets / Investment / Mathematical finance / Fama–French three-factor model / Value premium / Capital asset pricing model / Eugene Fama / Rate of return / Valuation / Financial economics / Finance / Economics


THE JOURNAL OF FINANCE • VOL. LV, NO. 1 • FEBRUARYCharacteristics, Covariances, and Average Returns: 1929 to 1997 JAMES L. DAVIS, EUGENE F. FAMA, and KENNETH R. FRENCH* ABSTRACT
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Document Date: 2007-06-22 18:33:00

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Company

BE0ME / AMEX / Nasdaq / Ibbotson Associates / NYSE / 562 NYSE / /

Country

United States / /

Event

Bankruptcy / /

Facility

Massachusetts Institute of Technology ~French / University of Chicago ~Fama / /

IndustryTerm

transportation firms / /

Organization

University of Chicago / Kansas State University / Dimensional Fund / Massachusetts Institute of Technology / /

Person

René Stulz / Sheridan Titman / EUGENE F. FAMA / John Heaton / Kent Daniel / KENNETH R. FRENCH / JAMES L. DAVIS / Like Daniel / /

Position

asset pricing model in Fama / Advisors / /

ProvinceOrState

Maine / Massachusetts / /

PublishedMedium

THE JOURNAL OF FINANCE / /

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