TY - JOUR T1 - A five-factor asset pricing model JF - Journal of Financial Economics Y1 - 2014 A1 - Fama, Eugene F A1 - French, Kenneth R PB - Elsevier ER - TY - JOUR T1 - Size, value, and momentum in international stock returns JF - Journal of Financial Economics Y1 - 2012 A1 - Fama, Eugene F A1 - French, Kenneth R VL - 105 ER - TY - JOUR T1 - The capital asset pricing model: theory and evidence JF - Journal of Economic Perspectives Y1 - 2004 A1 - Fama, Eugene F A1 - French, Kenneth R ER - TY - JOUR T1 - Forward and spot exchange rates JF - Journal of Monetary Economics Y1 - 1984 A1 - Fama, Eugene F VL - 14 ER -