Size, value, and momentum in international stock returns

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How researchers see this paper

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Corporate Governance, ESG, and Stock Returns around the World (2019, positive): “Following Fama and French (2012) and Asness, Frazzini, and Petersen (2019), stock returns, market capitalization, and other relevant variables were all U.S. dollar-denominated, reflecting the perspective of a U.S.-based investor.”
Who Are the Value and Growth Investors (2017, neutral): “First, we show that the value tilt 1See also Asness, Moskowitz, and Pedersen (2013), Ball (1978), Basu (1983), Chan, Hamao, and Lakonishok (1991), Fama and French (1993, 1996, 2012), Liew and Vassalou (2000), and Rosenberg, Reid, and Lanstein (1985).”
Size matters, if you control your junk (2018, neutral): “Global portfolio construction closely follows Fama and French (2012) , Asness and Frazzini (2012) , and Asness et al. (2013) .”
Momentum has its moments (2015, background): “Our work is also related to the literature on whether risk factors explain the risk of momentum (Griffin, Ji, and Martin, 2003; Cooper, Gutierrez, and Hameed, 2004; and Fama and French, 2012).”