Dissecting Anomalies with a Five-Factor Model

By A. Jackson. 2016

793 citations recorded by the source corpus.

Subfields: Molecular Biology

View Paper: https://www.semanticscholar.org/paper/6465de244eaff70cd633f6a3b6af94442082705a

How researchers see this paper

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

In Molecular Biology

1. Jay Shanken
2. Francisco Barillas

Citations in the corpus

• Shrinking the Cross Section∗ (2017, neutral): “In an application of this sort, we have shown that the 5-factor model of Fama and French (2016) leaves much of the cross-section of equity returns unexplained.”
• Comparing Asset Pricing Models (2017, methodology): “    35 This sort of sensitivity analysis provides a computationally simple and conceptually appealing Bayesian complement to the descriptive statistics employed by Fama and French (2015a) to evaluate “goodness of fit” for a misspecified model.”