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Value versus Growth: The International Evidence

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Author Info
EUGENE F. FAMA
KENNETH R. FRENCH

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Paper provided by Center for Research in Security Prices, Graduate School of Business, University of Chicago in its series CRSP working papers with number 341.

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Handle: RePEc:wop:chispw:341

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  1. Liew, Jimmy & Vassalou, Maria, 1999. "Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth," CEPR Discussion Papers 2180, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  2. Wayne E. Ferson & Campbell R. Harvey, 1999. "Economic, Financial, and Fundamental Global Risk In and Out of the EMU," NBER Working Papers 6967, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  3. Leonardo Becchetti & Maria I. Marika Santoro, 2002. "Stock Price Dynamics: An Empirical Test Of The Chartist-Fundamentalist Hypothesis," Departmental Working Papers 182, Tor Vergata University, CEIS. [Downloadable!]
  4. Fohlin, Caroline & Bossaerts, Peter, 2000. "The Pricing of Securities Risk in a Universal Banking System: Historical Evidence from Germany," Working Papers 1084, California Institute of Technology, Division of the Humanities and Social Sciences. [Downloadable!]
  5. Peter Bossaerts & Caroline Fohlin, 2000. "Universal Banking and the Pricing of Securities Risk: Historical Evidence from Germany," Econometric Society World Congress 2000 Contributed Papers 1596, Econometric Society. [Downloadable!]
  6. Hodrick, Robert J & Vassalou, Maria, 2001. "Do We Need Multi-Country Models to Explain Exchange Rate, Interest Rate and Bond Return Dynamics?," CEPR Discussion Papers 3056, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  7. Patrick Coggi & Bogdan Manescu, 2004. "A multifactor model of stock returns with endogenous regime switching," University of St. Gallen Department of Economics working paper series 2004 2004-01, Department of Economics, University of St. Gallen. [Downloadable!]
  8. Junttila, Juha, 2002. "Forecasting the macroeconomy with current financial market information: Europe and the United States," Research Discussion Papers 2/2002, Bank of Finland. [Downloadable!]
  9. Stefano Cavaglia & Robert J. Hodrick & Moroz Vadim & Xiaoyan Zhang, 2002. "Pricing the Global Industry Portfolios," NBER Working Papers 9344, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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This page was last updated on 2008-7-16.


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