TY - JOUR AU - Carhart, M. M. PY - 1997 DA - 1997// TI - On persistence in mutual fund performance JO - J Financ VL - 52 UR - https://doi.org/10.1111/j.1540-6261.1997.tb03808.x DO - 10.1111/j.1540-6261.1997.tb03808.x ID - Carhart1997 ER - TY - STD TI - Chen C, Hu X, Shao Y, Wang J (2015) Fama-French in China: size and value factors in Chinese stock returns. University of Hong Kong Working Paper ID - ref2 ER - TY - STD TI - Chiah M, Chai D, Zhong A (2015) A better model? An empirical investigation of the Fama-French five-factor model in Australia. In 2015 Financial Markets & Corporate Governance Conference, p. ID - ref3 ER - TY - JOUR AU - Cohen, R. B. AU - Gompers, P. A. AU - Vuolteenaho, T. PY - 2002 DA - 2002// TI - Who underreacts to cash-flow news? Evidence from trading between individuals and institutions JO - J Financ Econ VL - 66 UR - https://doi.org/10.1016/S0304-405X(02)00229-5 DO - 10.1016/S0304-405X(02)00229-5 ID - Cohen2002 ER - TY - JOUR AU - Drew, M. E. AU - Naughton, T. AU - Veeraraghavan, M. PY - 2003 DA - 2003// TI - Firm size, book-to-market equity and security returns: evidence from the Shanghai Stock Exchange JO - Aust J Manag VL - 28 ID - Drew2003 ER - TY - JOUR AU - Eun, C. S. AU - Huang, W. PY - 2007 DA - 2007// TI - Asset pricing in China’s domestic stock markets: is there a logic? JO - Pac Basin Financ J VL - 15 UR - https://doi.org/10.1016/j.pacfin.2006.11.002 DO - 10.1016/j.pacfin.2006.11.002 ID - Eun2007 ER - TY - JOUR AU - Fairfield, P. M. AU - Whisenant, J. S. AU - Yohn, T. L. PY - 2003 DA - 2003// TI - Accrued earnings and growth: implications for future profitability and market mispricing JO - Account Rev VL - 78 UR - https://doi.org/10.2308/accr.2003.78.1.353 DO - 10.2308/accr.2003.78.1.353 ID - Fairfield2003 ER - TY - JOUR AU - Fama, E. F. AU - French, K. R. PY - 1993 DA - 1993// TI - Common risk factors in the returns on stocks and bonds JO - J Financ Econ VL - 33 UR - https://doi.org/10.1016/0304-405X(93)90023-5 DO - 10.1016/0304-405X(93)90023-5 ID - Fama1993 ER - TY - JOUR AU - Fama, E. F. AU - French, K. R. PY - 2006 DA - 2006// TI - Profitability, investment and average returns JO - J Financ Econ VL - 82 UR - https://doi.org/10.1016/j.jfineco.2005.09.009 DO - 10.1016/j.jfineco.2005.09.009 ID - Fama2006 ER - TY - BOOK AU - Fama, E. F. AU - French, K. R. PY - 2014 DA - 2014// TI - A five-factor asset pricing model, Fama-Miller Working Paper (September) ID - Fama2014 ER - TY - STD TI - Fama EF, French KR (2015) International tests of a five-factor asset pricing model. Fama-Miller Working Paper ID - ref11 ER - TY - JOUR AU - Haugen, R. A. AU - Baker, N. L. PY - 1996 DA - 1996// TI - Commonality in the determinants of expected stock returns JO - J Financ Econ VL - 41 UR - https://doi.org/10.1016/0304-405X(95)00868-F DO - 10.1016/0304-405X(95)00868-F ID - Haugen1996 ER - TY - STD TI - Hou K, Xue C, Zhang L (2015) Digesting Anomalies: An Investment Approach. Review of Financial Studies 28(3):650–705. ID - ref13 ER - TY - JOUR AU - Hung, C. -. H. D. AU - Chen, Q. AU - Fang, V. PY - 2015 DA - 2015// TI - Non-tradable share reform, liquidity, and stock returns in China JO - Int Rev Financ VL - 15 UR - https://doi.org/10.1111/irfi.12043 DO - 10.1111/irfi.12043 ID - Hung2015 ER - TY - STD TI - Martinsa CC, Eid Jr W (2015) Pricing assets with Fama and French 5–Factor Model: a Brazilian market novelty. In XV Encontro Brasileiro de Finanças ID - ref15 ER - TY - JOUR AU - Novy-Marx, R. PY - 2013 DA - 2013// TI - The other side of value: the gross profitability premium JO - J Financ Econ VL - 108 UR - https://doi.org/10.1016/j.jfineco.2013.01.003 DO - 10.1016/j.jfineco.2013.01.003 ID - Novy-Marx2013 ER - TY - BOOK AU - Richardson, S. A. AU - Sloan, R. G. PY - 2003 DA - 2003// TI - External financing and future stock returns ID - Richardson2003 ER - TY - JOUR AU - Titman, S. AU - Wei, K. J. AU - Xie, F. PY - 2004 DA - 2004// TI - Capital investments and stock returns JO - J Financ Quant Anal VL - 39 UR - https://doi.org/10.1017/S0022109000003173 DO - 10.1017/S0022109000003173 ID - Titman2004 ER - TY - JOUR AU - Wang, Y. AU - Iorio, A. PY - 2007 DA - 2007// TI - The cross section of expected stock returns in the Chinese A-share market JO - Global Financ J VL - 17 UR - https://doi.org/10.1016/j.gfj.2006.05.007 DO - 10.1016/j.gfj.2006.05.007 ID - Wang2007 ER - TY - BOOK AU - Zhang, S. AU - Xu, J. PY - 2013 DA - 2013// TI - The fama-french three factors in the Chinese stock market ID - Zhang2013 ER - TY - JOUR AU - Zhan-hui, C. PY - 2004 DA - 2004// TI - Cross-sectional variations and three factors asset pricing model: empirical evidences from China A share market JO - Chin J Manage Sci VL - 6 ID - Zhan-hui2004 ER -