NJ's Factor Book References - NJ Factor Book

 Download  e-book 


Agarwalla, S. K., Jacob, J., & Varma, J. R. (2013, September 5). Four factor model in Indian equities market. IIM Ahmedabad. Retrieved February 26, 2022, from http://www.iimahd.ernet.in/~iffm/Indian-Fama-French-Momentum/four-factors-India-90s-onwards-IIM-WP-Version.pdf

Arunachalam, V., Mishra, A. K., Olson, D., & Mohapatra, S. (Eds.). (2020). The Financial Landscape of Emerging Economies: Current State, Challenges and Solutions. Springer International Publishing. http://dx.doi.org/10.2139/ssrn.2464097

Baldridge, R., & Curry, B. (2022). "Value vs. Growth Stocks: Which Is Right For You?" Forbes Advisor. https://www.forbes.com/advisor/investing/value-vs-growth-stocks/

Berkin, A. L., & Swedroe, L. E. (2016). Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today. Buckingham.

Bischof, B. (2021). "Value vs Growth: A Brief Historical View." Nasdaq. https://www.nasdaq.com/articles/value-vs-growth%3A-a-brief-historical-view-2021-05-06

BlackRock, Inc. (2022). What is factor investing? BlackRock. https://www.blackrock.com/us/individual/investment-ideas/what-is-factor-investing

Carhart, M. M. (1997). On Persistence in Mutual Fund Performance. The Journal of Finance, 52(1), 57-82. https://onlinelibrary.wiley.com/doi/10.1111/j.1540-6261.1997.tb03808.x

Conway, Chris (2023). "Invest like Jeremy Grantham: 6 'Quality' Stocks and ETFs." Livewire Markets. https://www.livewiremarkets.com/wires/invest-like-jeremy-grantham-6-quality-stocks-and-etfs

ESPN Sports Media. (2022b). Records | One-Day Internationals | Batting records | Highest career batting average. ESPN Cric Info. Retrieved February 21, 2022, from https://stats.espncricinfo.com/c/content/records/282911.html

ESPN Sports Media. (2022a). Records | One-Day Internationals | Batting records | Highest career strike rate. ESPNcricinfo. Retrieved February 21, 2022, from https://stats.espncricinfo.com/ci/content/records/282919.html

Fama, E. F., & French, K. R. (1992). The cross-section of expected stock returns. Journal of Finance, 47(2), 427 - 465. http://home.cerge-ei.cz/petrz/gdn/Fama_French_92_tables.pdf

Fama, E. F., & French, K. R. (1992). The Cross-Section of Expected Stock Returns. The Journal of Finance. https://doi.org/10.1111/j.1540-6261.1992.tb04398.x

Frazzini, A., & Pedersen, L. H. (2014). Betting against beta. Journal of Financial Economics, 111(1), 1-25. https://www.sciencedirect.com/science/article/pii/S0304405X13002675

FTSE Russell. (2019). Smart beta: FTSE Russell 2019 global survey findings from asset owners. Smart beta: FTSE Russell 2019 global survey findings from asset owners. Retrieved 2 22, 2022, from https://content.ftserussell.com/sites/default/files/smart_beta_2019_global_survey_findings_from_asset_owners.pdf

Graham, B. (2013). The Intelligent Investor. Harper Collins Publishers.

Graham, B., & Dodd, D. (2008). Security Analysis: Sixth Edition, Foreword by Warren Buffett. McGraw-Hill Education.

Haugen, R. A., & Heins, J. A. (1972). On the Evidence Supporting the Existence of Risk Premiums in the Capital Market. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1783797

Hou, K., Xue, C., & Zhang, L. (2015). "Digesting Anomalies: An Investment Approach." The Review of Financial Studies, 28(3), 650–705.https://doi.org/10.1093/rfs/hhu068

Hsu, J., Kalesnik, V., & Kose, E. (2019). What is Quality. Financial Analysts Journal, 75(2), 44-61. https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2971185

Jacob, J., Pradeep K.P., & Varma, J. (2022). "Performance of Quality Factor in Indian Equity Market." Working Papers, Indian Institute of Management Ahmedabad.

Jegadeesh, N., & Titman, S. (1993). Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency. The Journal of Finance, 48(1), 65-91. https://doi.org/10.2307/2328882

Lalwani, V. & Chakraborty, M. (2018), "Quality investing in the Indian stock market", Managerial Finance, Vol. 44 No. 2, pp. 127-141. https://doi.org/10.1108/MF-07-2017-0248

Lepetit, F., Cherief, A. & Ly, Y. and Sekine, T.(2021), Revisiting Quality Investing http://dx.doi.org/10.2139/ssrn.3877161

Macroeconomic factors: important diversifiers. (n.d.). BlackRock. Retrieved February 26, 2022, from https://www.blackrock.com/institutions/en-axj/insights/factor-perspectives/macroeconomic-factors

Motley Fool Wealth Management (2023). "Could Quality and Growth Investing Lead to Faster Loss Recovery?" https://foolwealth.com/insights/could-quality-and-growth-investing-lead-to-faster-loss-recovery

Nelson, Jeff. "The Case for Investing in High-Quality Businesses." CFA Institute (2023). https://www.northwesternmutual.com/life-and-money/the-case-for-investing-in-high-quality-businesses/

Overview of Factor Investing | Investment portfolio building & strategies | Fidelity. (n.d.). Fidelity Investments. Retrieved February 28, 2022, from https://www.fidelity.com/bin-public/060_www_fidelity_com/documents/fidelity/fidelity-overview-of-factor-investing.pdf

Perold, A. F. (2004). The Capital Asset Pricing Model. Journal of Economic Perspectives, 18(3), 3-24. https://www.aeaweb.org/articles?id=10.1257/0895330042162340

Perold, A. F. (2004, Summer). The Capital Asset Pricing Model. Journal of Economic Perspectives, 18(3), 3-24. https://pubs.aeaweb.org/doi/pdf/10.1257%2F0895330042162340

Smart beta: 2019 global survey findings from asset owners. (n.d.). FTSE Russell. Retrieved February 28, 2022, from https://content.ftserussell.com/sites/default/files/smart_beta_2019_global_survey_findings_from_asset_owners.pdf

Webster, I. (n.d.). "S&P 500 Historical Data (1926–Present)." Official Data. https://www.officialdata.org/us/stocks/s-p-500/1926

Weng, J., & Butler, I. (2022). "Value vs. Growth Investing: Value Returns with a Vengeance." J.P. Morgan Asset Management.https://am.jpmorgan.com/gb/en/asset-management/institutional/insights/portfolio-insights/value-vs-growth-investing/

Zani, Chris (2022). "The Unusual Performance of Quality in the First Half of 2022." MFS Investment Management. https://www.mfs.com/en-us/investment-professional/insights/equity/the-unusual-performance-of-quality-in-the--first-half-of-2022.html