Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis ☆

By G. Aharoni, Bruce D. Grundy, Qi Zeng. 2013

199 citations recorded by the source corpus.

Subfields: Accounting, Finance, Strategy and Management

View Paper: https://www.semanticscholar.org/paper/154059b60591ea7df18c955d07b29e3ae458ca1e

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Eugene F. Fama
2. Kenneth R. French
3. Moinak Maiti
4. Douglas J. Skinner
5. Eric C. So
6. Robert Novy-Marx
7. Roni Michaely
8. Mozaffar Khan

In Finance

1. Eugene F. Fama
2. Kenneth R. French
3. Moinak Maiti
4. Eric C. So
5. Robert Novy-Marx
6. Mozaffar Khan
7. Alex Edmans
8. Selale Tuzel

In Strategy and Management

1. Eugene F. Fama
2. Kenneth R. French
3. Moinak Maiti
4. Eric C. So
5. Robert Novy-Marx
6. Selale Tuzel
7. Alex Edmans
8. John M. McInnis

Citations in the corpus

• Is ESG the succeeding risk factor? (2020, background): “Journal of Sustainable Finance & Investment 5 (4): 210–233.”
• The five-factor asset pricing model tests for the Chinese stock market (2017, unknown): “1 See, e.g., Fairfield et al. (2003), Titman et al. (2004), Fama and French (2006, 2008a), Aharoni et al. (2013) and Novy-Marx (2013). http://dx.doi.org/10.1016/j.pacfin.2017.02.001 0927-538X/© 2017 Elsevier B.V.”
• A five-factor asset pricing model (2013, background): “(See also Aharoni, Grundy, and Zeng, 2013.)”