International Tests of a Five-Factor Asset Pricing Model

By Clifford S. Ang. 2018

725 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9f664e0989b5c8cfaab24efdee88c7bcdb7904c1

Citations in the corpus

• The History of the Cross Section of Stock Returns (2016, neutral): “Our focus on these factors is motivated by findings in Fama and French (2015, 2017) and Hou et al. (2015) showing their importance, in combination 2 “HistoricalAnomaliesRFS” — 2017/11/27 — 0:24 — page 3 — #3i i i i i i i i The History of the Cross Section of Stock Returns with the market and size…”