The DOI matches its Crossref record; 28 of the 28 references it cites were found in a registry or an index.
Profitability, investment and average returns
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Citations
Cites
Common risk factors in the returns on stocks and bonds
Fama, E. F., & French, K. R. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90023-5 · Cited by 25,754
Self-citationThe Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Self-citationRisk, Return, and Equilibrium: Empirical Tests
Fama, E. F., & MacBeth, J. D. (1973) · Journal of Political Economy · doi:10.1086/260061 · Cited by 14,258
Self-citationFinancial Ratios and the Probabilistic Prediction of Bankruptcy
Ohlson, J. A. (1980) · Journal of Accounting Research · doi:10.2307/2490395 · Cited by 5,989
The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J. Y., & Shiller, R. J. (1988) · Review of Financial Studies · doi:10.1093/rfs/1.3.195 · Cited by 3,774
Size and Book‐to‐Market Factors in Earnings and Returns
FAMA, E. F., & FRENCH, K. R. (1995) · The Journal of Finance · doi:10.1111/j.1540-6261.1995.tb05169.x · Cited by 3,430
Self-citationDisappearing dividends: changing firm characteristics or lower propensity to pay?
Fama, E. F., & French, K. R. (2001) · Journal of Financial Economics · doi:10.1016/s0304-405x(01)00038-1 · Cited by 3,035
Self-citationThe Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors
Campbell, J., & Shiller, R. (1986) · National Bureau of Economic Research · doi:10.3386/w2100 · Cited by 2,425
Do Stock Prices Fully Reflect Information in Accruals and Cash Flows about Future Earnings?
Magiera, F. T. (1997) · CFA Digest · doi:10.2469/dig.v27.n1.5 · Cited by 2,181
Persuasive evidence of market inefficiency
Rosenberg, B., Reid, K., & Lanstein, R. (1985) · The Journal of Portfolio Management · doi:10.3905/jpm.1985.409007 · Cited by 1,933
Cited by
A five-factor asset pricing model
Fama, E. F., & French, K. R. (2015) · Journal of Financial Economics · doi:10.1016/j.jfineco.2014.10.010 · Cited by 7,852
Self-citation… and the Cross-Section of Expected Returns
Harvey, C. R., Liu, Y., & Zhu, H. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv059 · Cited by 2,119
The short of it: Investor sentiment and anomalies
Stambaugh, R. F., Yu, J., & Yuan, Y. (2012) · Journal of Financial Economics · doi:10.1016/j.jfineco.2011.12.001 · Cited by 1,736
FAMA, E. F., & FRENCH, K. R. (2008) · The Journal of Finance · doi:10.1111/j.1540-6261.2008.01371.x · Cited by 1,578
Self-citationArbitrage Asymmetry and the Idiosyncratic Volatility Puzzle
STAMBAUGH, R. F., YU, J., & YUAN, Y. (2015) · The Journal of Finance · doi:10.1111/jofi.12286 · Cited by 940
Metadata
- Authors
- Fama, E. F., & French, K. R.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 2006-12
- Volume
- 82
- Issue
- 3
- Pages
- 491-518
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W1985349674
- Cited by
- 928
- References
- 28
- FWCI
- 20.44
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- CoChat. (2026). Citation check: Profitability, investment and average returns. https://app.cochat.ai/papers/10.1016/j.jfineco.2005.09.009
- The paper
- Fama, E. F., & French, K. R. (2006). Profitability, investment and average returns. Journal of Financial Economics. https://doi.org/10.1016/j.jfineco.2005.09.009
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
