The authors would like to thank Bill Christie (Editor) and an anonymous reviewer for their helpful comments and suggestions. We would also like to thank John Elder, John Watson, and seminar participants at the Financial Management Association/Asian Finance Association Conference (Hong Kong), Colorado State University, and the University of Queensland for their useful feedback on earlier versions of the paper.
Fear and the Fama-French Factors
Version of Record online: 23 JUN 2011
© 2011 Financial Management Association International
Volume 40, Issue 2, pages 409–426, Summer 2011
How to Cite
Durand, R. B., Lim, D. and Zumwalt, J. K. (2011), Fear and the Fama-French Factors. Financial Management, 40: 409–426. doi: 10.1111/j.1755-053X.2011.01147.x
- Issue online: 23 JUN 2011
- Version of Record online: 23 JUN 2011
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