Fama and French three-factor model

Fama, Eugene F. and French, Kenneth R.

Papers

 * Davis, James L., Fama, Eugene F. and French, Kenneth R., "Characteristics, Covariances, and Average Returns: 1929-1997". Journal of Finance, Vol. 55, No. 1, February 2000. Available at SSRN: http://ssrn.com/abstract=217732
 * Fama, Eugene F. and French, Kenneth R., "Value Versus Growth: The International Evidence" (August 1997). Available at SSRN: http://ssrn.com/abstract=2358 or DOI: 10.2139/ssrn.10.2139/ssrn.2358
 * Fama, Eugene F. and French, Kenneth R., "The Anatomy of Value and Growth Stock Returns "(August 2007). CRSP Working Paper. Available at SSRN: http://ssrn.com/abstract=806664
 * Fama, Eugene F. and French, Kenneth R., "Migration" (February 2007). CRSP Working Paper No. 614. Available at SSRN: http://ssrn.com/abstract=926556