Factors and anomalies
The factor zoo: size, value, profitability, low-beta, and the fight over how many published anomalies are real.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Jensen et al. (2023) | Is There a Replication Crisis in Finance? Journal of Finance | Free | Technical | 0 |
| Hou et al. (2020) | Replicating Anomalies Review of Financial Studies | Free | Moderate | 0 |
| Harvey et al. (2016) | ... and the Cross-Section of Expected Returns Review of Financial Studies | Free | Moderate | 0 |
| McLean & Pontiff (2016) | Does Academic Research Destroy Stock Return Predictability? Journal of Finance | Free | Moderate | 0 |
| Fama & French (2015) | A Five-Factor Asset Pricing Model Journal of Financial Economics | Free | Moderate | 0 |
| Frazzini & Pedersen (2014) | Betting Against Beta Journal of Financial Economics | Free | Moderate | 0 |
| Novy-Marx (2013) | The Other Side of Value: The Gross Profitability Premium Journal of Financial Economics | Free | Moderate | 0 |