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  1. Asama Liammukda [Author]; Manad Khamkong [Author]; Lampang Saenchan [Author]; Napon Hongsakulvasu [Author]

    The time-varying coefficient Fama - French five factor model : a case study in the return of Japan portfolios

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    2020

    Published in: Journal of Asian finance, economics and business ; 7(2020), 10, Seite 513-521

  2. Papík, Mário [Author]; Papíková, Lenka [Author]

    Comprehensive analysis of regulatory impacts on performance of Slovak pension funds

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    2021

    Published in: Journal of business economics and management ; 22(2021), 3, Seite 735-756

  3. Goel, Garima [Author]; Dash, Saumya Ranjan [Author]; Mata, Mário Nuno [Author]; Caleiro, António [Author]; Rita, João Xavier [Author]; Filipe, José António [Author]

    Economic policy uncertainty and stock return momentum

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 4 vom: Apr., Artikel-ID 141, Seite 1-17

  4. Kuo, Yu-Shang [Author]; Huang, Jen-Tsung [Author]

    Factor-based investing in market cycles : Fama-French five-factor model of market interest rate and market sentiment

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 10 vom: Okt., Artikel-ID 460, Seite 1-24

  5. Fama, Eugene F. [Author]; French, Kenneth Ronald [Author]

    International tests of a five-factor asset pricing model - [This draft: December 2015]

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    [Hanover, NH]: [Tuck School of Business at Dartmouth], December 2015

    Published in: Amos Tuck School of Business Administration: Tuck School of Business working paper ; 2622782

  6. Liu, Yang [Author]; Massmann, Michael [Author]; Blankenburg, Martin [Author]; Wang, Mei [Author]

    Errors in earnings expectations and market anomalies of the Fama-French five-factor model

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    Vallendar: WHU - Otto Beisheim School of Management, 2022

    Published in: WHU – Working Paper Series in Economics ; WP 22/01