Fama–French three-factor model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Fama–French three-factor model" in English language version.

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aqr.com (Global: low place; English: low place)

"Our Model Goes to Six and Saves Value from Redundancy Along the Way".

doi.org (Global: 2^nd place; English: 2^nd place)

Petkova, Ralitsa (2006). "Do the Fama–French Factors Proxy for Innovations in Predictive Variables?". Journal of Finance. 61 (2): 581–612. doi:10.1111/j.1540-6261.2006.00849.x.
"Principal Components Analysis and Factor Analysis". Financial Econometrics. Hoboken, NJ, USA: John Wiley & Sons, Inc. 2015-08-29. pp. 429–464. doi:10.1002/9781119201847.ch13. ISBN 9781119201847. Factor models are statistical models that try to explain complex phenomena through a small number of basic causes or factors.
Fama, E. F.; French, K. R. (1993). "Common risk factors in the returns on stocks and bonds". Journal of Financial Economics. 33: 3–56. CiteSeerX 10.1.1.139.5892. doi:10.1016/0304-405X(93)90023-5.
Fama, E. F.; French, K. R. (1992). "The Cross-Section of Expected Stock Returns". The Journal of Finance. 47 (2): 427. doi:10.1111/j.1540-6261.1992.tb04398.x. JSTOR 2329112.
Griffin, J. M. (2002). "Are the Fama and French Factors Global or Country Specific?" (PDF). Review of Financial Studies. 15 (3): 783–803. doi:10.1093/rfs/15.3.783. JSTOR 2696721.^{[permanent dead link]}
Fama, E. F.; French, K. R. (2012). "Size, value, and momentum in international stock returns". Journal of Financial Economics. 105 (3): 457. doi:10.1016/j.jfineco.2012.05.011.
Cakici, N.; Fabozzi, F. J.; Tan, S. (2013). "Size, value, and momentum in emerging market stock returns". Emerging Markets Review. 16 (3): 46–65. doi:10.1016/j.ememar.2013.03.001.
Hanauer, M.X.; Linhart, M. (2015). "Size, Value, and Momentum in Emerging Market Stock Returns: Integrated or Segmented Pricing?". Asia-Pacific Journal of Financial Studies. 44 (2): 175–214. doi:10.1111/ajfs.12086.
Fama, E. F.; French, K. R. (2015). "A Five-Factor Asset Pricing Model". Journal of Financial Economics. 116: 1–22. CiteSeerX 10.1.1.645.3745. doi:10.1016/j.jfineco.2014.10.010.
Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.
Foye, James (2018-05-02). "Testing Alternative Versions of the Fama-French Five-Factor Model in the UK". Risk Management. 20 (2): 167–183. doi:10.1057/s41283-018-0034-3. S2CID 159015203.
Blitz, David; Hanauer, Matthias X.; Vidojevic, Milan; Vliet, Pim van (2018-03-31). "Five Concerns with the Five-Factor Model". The Journal of Portfolio Management. 44 (4): 71–78. doi:10.3905/jpm.2018.44.4.071. ISSN 0095-4918. S2CID 157288530.
Carhart, M. M. (1997). "On Persistence in Mutual Fund Performance". The Journal of Finance. 52 (1): 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x. JSTOR 2329556.

jstor.org (Global: 26^th place; English: 20^th place)

Fama, E. F.; French, K. R. (1992). "The Cross-Section of Expected Stock Returns". The Journal of Finance. 47 (2): 427. doi:10.1111/j.1540-6261.1992.tb04398.x. JSTOR 2329112.
Griffin, J. M. (2002). "Are the Fama and French Factors Global or Country Specific?" (PDF). Review of Financial Studies. 15 (3): 783–803. doi:10.1093/rfs/15.3.783. JSTOR 2696721.^{[permanent dead link]}
Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.
Carhart, M. M. (1997). "On Persistence in Mutual Fund Performance". The Journal of Finance. 52 (1): 57–82. doi:10.1111/j.1540-6261.1997.tb03808.x. JSTOR 2329556.

nobelprize.org (Global: 301^st place; English: 478^th place)

"The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel 2013".

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Blitz, David; Hanauer, Matthias X.; Vidojevic, Milan; Vliet, Pim van (2018-03-31). "Five Concerns with the Five-Factor Model". The Journal of Portfolio Management. 44 (4): 71–78. doi:10.3905/jpm.2018.44.4.071. ISSN 0095-4918. S2CID 157288530.

psu.edu (Global: 207^th place; English: 136^th place)

citeseerx.ist.psu.edu

Fama, E. F.; French, K. R. (1993). "Common risk factors in the returns on stocks and bonds". Journal of Financial Economics. 33: 3–56. CiteSeerX 10.1.1.139.5892. doi:10.1016/0304-405X(93)90023-5.
Fama, E. F.; French, K. R. (2015). "A Five-Factor Asset Pricing Model". Journal of Financial Economics. 116: 1–22. CiteSeerX 10.1.1.645.3745. doi:10.1016/j.jfineco.2014.10.010.
Gibbons M; Ross S; Shanken J (September 1989). "A test of the efficiency of a given portfolio". Econometrica. 57 (5): 1121–1152. CiteSeerX 10.1.1.557.1995. doi:10.2307/1913625. JSTOR 1913625.

semanticscholar.org (Global: 11^th place; English: 8^th place)

api.semanticscholar.org

Foye, James (2018-05-02). "Testing Alternative Versions of the Fama-French Five-Factor Model in the UK". Risk Management. 20 (2): 167–183. doi:10.1057/s41283-018-0034-3. S2CID 159015203.
Blitz, David; Hanauer, Matthias X.; Vidojevic, Milan; Vliet, Pim van (2018-03-31). "Five Concerns with the Five-Factor Model". The Journal of Portfolio Management. 44 (4): 71–78. doi:10.3905/jpm.2018.44.4.071. ISSN 0095-4918. S2CID 157288530.

ssrn.com (Global: 703^rd place; English: 501^st place)

papers.ssrn.com

Pahor, Marko; Mramor, Dusan; Foye, James (2016-03-04). "A Respecified Fama French Three Factor Model for the Eastern European Transition Nations". SSRN 2742170. {{cite journal}}: Cite journal requires |journal= (help)

worldcat.org (Global: 5^th place; English: 5^th place)

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Blitz, David; Hanauer, Matthias X.; Vidojevic, Milan; Vliet, Pim van (2018-03-31). "Five Concerns with the Five-Factor Model". The Journal of Portfolio Management. 44 (4): 71–78. doi:10.3905/jpm.2018.44.4.071. ISSN 0095-4918. S2CID 157288530.

yale.edu (Global: 565^th place; English: 460^th place)

faculty.som.yale.edu

Griffin, J. M. (2002). "Are the Fama and French Factors Global or Country Specific?" (PDF). Review of Financial Studies. 15 (3): 783–803. doi:10.1093/rfs/15.3.783. JSTOR 2696721.^{[permanent dead link]}