Fama is from the Graduate School of Business, University of Chicago, and French is from Amos Tuck School of Business, Dartmouth College. The comments of seminar participants at MIT, Indiana University, the University of Utah, and New York University, Campbell Harvey, and the referees are gratefully acknowledged.
Average Returns, B/M, and Share Issues
Version of Record online: 11 NOV 2008
© 2008 the American Finance Association
The Journal of Finance
Volume 63, Issue 6, pages 2971–2995, December 2008
How to Cite
FAMA, E. F. and FRENCH, K. R. (2008), Average Returns, B/M, and Share Issues. The Journal of Finance, 63: 2971–2995. doi: 10.1111/j.1540-6261.2008.01418.x
- Issue online: 11 NOV 2008
- Version of Record online: 11 NOV 2008
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