International tests of a five-factor asset pricing model

A-Tier
Journal: Journal of Financial Economics
Year: 2017
Volume: 123
Issue: 3
Pages: 441-463

Authors (2)

Fama, Eugene F. (not in RePEc) French, Kenneth R. (Dartmouth College)

Score contribution per author:

2.011 = (α=2.01 / 2 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Average stock returns for North America, Europe, and Asia Pacific increase with the book-to-market ratio (B/M) and profitability and are negatively related to investment. For Japan, the relation between average returns and B/M is strong, but average returns show little relation to profitability or investment. A five-factor model that adds profitability and investment factors to the three-factor model of Fama and French (1993) largely absorbs the patterns in average returns. As in Fama and French (2015, 2016), the model's prime problem is failure to capture fully the low average returns of small stocks whose returns behave like those of low profitability firms that invest aggressively.

Technical Details

RePEc Handle
repec:eee:jfinec:v:123:y:2017:i:3:p:441-463
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25