Size, value, and momentum in international stock returns

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French · Journal of Financial Economics · 1993 · 27.7K citations

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The Cross‐Section of Expected Stock Returns

Eugene F. Fama, Kenneth R. French · The Journal of Finance · 1992 · 15.1K citations · Full text

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Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

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Does the Stock Market Overreact?

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