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Does the Fama and French Five‐Factor Model Work Well in Japan?

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References

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2014A five-factor asset pricing model7,841 cited
1996The Conditional CAPM and the Cross-Section of Expected Returns2,537 cited
1989A Test of the Efficiency of a Given Portfolio2,369 cited
1997Assessing Specification Errors in Stochastic Discount Factor Models768 cited
2015The Cross-section of Expected Stock Returns403 cited
1998Relationship between Labor‐Income Risk and Average Return: Empirical Evidence from the Japanese Stock Market145 cited

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2020The Fama-French five-factor model and emerging market equity returns50 cited
2020Google search and stock returns: A study on BIST 100 stocks39 cited

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2019Does It Pay to Invest in Japanese Women? Evidence from the MSCI Japan Empowering Women Index34 cited

2018Size, Value and Business Cycle Variables. The Three-Factor Model and Future Economic Growth: Evidence from an Emerging Market29 cited

2019The Five-Factor Asset Pricing Model Tests and Profitability and Investment Premiums: Evidence from Pakistan29 cited

2022International Tests of the ZCAPM Asset Pricing Model22 cited

2022Testing the Augmented Fama–French Six‐Factor Asset Pricing Model with Momentum Factor for Borsa Istanbul22 cited

2023A Comparison of Competing Asset Pricing Models: Empirical Evidence from Pakistan20 cited

2019Testing asset pricing models on the Pakistan Stock Exchange20 cited

2019Asset pricing factors in Islamic equity returns19 cited