Size, value, and momentum in international stock returnsEugene F. Fama, Kenneth R. French2012-05-22articleJournal of Financial Economics1,822 citationsgreenNo 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 — 1,822 citations exist upstream.References1993Common risk factors in the returns on stocks and bonds1997On Persistence in Mutual Fund Performance1992The Cross-Section of Expected Stock Returns1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency1985Does the Stock Market Overreact?1996Multifactor Explanations of Asset Pricing Anomalies1981The relationship between return and market value of common stocks1997Industry costs of equityCited by2013Value and Momentum Everywhere2018Choosing factors2018Climate risks and market efficiency2016International tests of a five-factor asset pricing model2015Dissecting Anomalies with a Five-Factor Model2014Momentum has its moments2020Country Responses and the Reaction of the Stock Market to COVID-19—a Preliminary Exposition2011What Factors Drive Global Stock Returns?