Profitability, investment and average returnsEugene F. Fama, Kenneth R. French2006-07-30articleJournal of Financial Economics939 citationsclosedNo readable copy stored yet — this record is metadata only.Financial Markets and Investment StrategiesFinancial Analysis and Corporate GovernanceFinancial Reporting and Valuation ResearchAbstractNo abstract was published for this record.Citations in this libraryStored only when both papers are in the corpus — 939 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1992The Cross-Section of Expected Stock Returns1973Risk, Return, and Equilibrium: Empirical Tests1980Financial Ratios and the Probabilistic Prediction of Bankruptcy1994Contrarian Investment, Extrapolation, and Risk1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors1995Size and Book-to-Market Factors in Earnings and Returns2001Disappearing dividends: changing firm characteristics or lower propensity to pay?Cited by2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle2016Mispricing Factors2011The implied cost of capital: A new approach2018Quality minus junk2014Have capital market anomalies attenuated in the recent era of high liquidity and trading activity?2007The New Issues Puzzle: Testing the Investment-Based Explanation2010Accounting anomalies and fundamental analysis: A review of recent research advances2018Interpreting Factor Models