This week, we look at some interesting research that took a unique approach to explaining the value and size premiums. We examine the paper “Migration” by Eugene Fama and Kenneth…
Tag: Kenneth French
The Value Premium is Smaller, but Not Dead
Although the value factor is one of the longest standing for stocks, the value premium has shrunk. This according to a recent article in AAII. The article notes that since…
Fama, French, Buffett & Value
In his latest column for Forbes.com, Validea CEO John Reese looks at the implications of new research from renowned finance professors Kenneth French and Eugene Fama that turns conventional thinking…
Are Some Markets Less Efficient?
While fund managers often say they add value for investors in smaller, lesser known markets because those markets are inefficient, The Wall Street Journal’s Jason Zweig says the data shows…
Hulbert: Small-Cap Value Stocks May Be Ripe for Impressive Gains
Small-cap value stocks are risky but they also historically produce jaw-dropping gains at the begining of bull markets, Mark Hulbert writes in the New York Times. Referencing academic research performed…