Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis
Has this study been replicated?
This paper is itself a replication attempt. The study it set out to replicate is listed below.
Study replicated
- Profitability, investment and average returns, Fama & French (2006). Journal of Financial Economics. View paper
Cite this record
Aharoni, G., Grundy, B., & Zeng, Q. (2013). Stock returns and the Miller Modigliani valuation formula: Revisiting the Fama French analysis. Journal of Financial Economics, 110(2), 347–357. https://doi.org/10.1016/j.jfineco.2013.08.003
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