The DOI matches its Crossref record; 4 of the 4 references it cites were found in a registry or an index.
An Alternative Three-Factor Model
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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
CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
Sharpe, W. F. (1964) · The Journal of Finance · doi:10.1111/j.1540-6261.1964.tb02865.x · Cited by 19,441
Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
JEGADEESH, N., & TITMAN, S. (1993) · The Journal of Finance · doi:10.1111/j.1540-6261.1993.tb04702.x · Cited by 11,584
A Test for Superior Predictive Ability
Hansen, P. R. (2005) · Journal of Business & Economic Statistics · doi:10.1198/073500105000000063 · Cited by 1,230
Cited by
… 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
Arbitrage 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
Stambaugh, R. F., & Yuan, Y. (2017) · The Review of Financial Studies · doi:10.1093/rfs/hhw107 · Cited by 894
A Taxonomy of Anomalies and Their Trading Costs
Novy-Marx, R., & Velikov, M. (2016) · Review of Financial Studies · doi:10.1093/rfs/hhv063 · Cited by 658
Self-citation
Metadata
- Authors
- Chen, L., Novy-Marx, R., & Zhang, L.
- Venue
- SSRN Electronic Journal
- Publisher
- Elsevier BV
- Published
- 2011
- ISSN
- 1556-5068 (ISSN-L)
- OpenAlex
- W2735129959
- Cited by
- 327
- References
- 4
- Type
- posted content
- Language
- en
- Open access
- green
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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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.
