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Profitability, investment and average returns

Eugene F. Fama, Kenneth R. French

Journal of Financial Economics, 2006. DOI 10.1016/j.jfineco.2005.09.009

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 failed.

Reproductions

• Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis, Aharoni et al. (2013). Journal of Financial Economics. Outcome recorded: computational issues, robust. Computational: One reported empirical result is anomalous. The valuation model establishes that the comparative static relation between expected returns and expected investment is negative, yet it appears to be positive and insignificant. Outcome read from the abstract. View paper

Cite this record

Fama, E. F., & French, K. R. (2006). Profitability, investment and average returns. Journal of Financial Economics, 82(3), 491–518. https://doi.org/10.1016/j.jfineco.2005.09.009

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