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Finding Recent Research on CAPM and Factor Pricing Models

Article Quant Q&A · Author: Aladin
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Summary

The document offers a basic way to find newer research on CAPM, the Fama–French three-factor model, and related asset-pricing topics. It recommends using a seminal paper on the cross-section of expected stock returns as a starting point, then reviewing papers that cite it and sorting those results by date. It notes that the same citation-search approach can be used in other scholarly databases.

As an example of how factor models evolve, the response mentions an extension of the Fama–French model that adds a liquidity premium. The document does not explain that model’s specification, test design, or empirical findings, and it does not provide a substantive survey of recent developments. Its contribution is therefore a research-discovery workflow rather than an evaluation of asset-pricing theory; citation recency alone also does not establish a paper’s quality or relevance.

Key ideas

  • Citation searches from a foundational asset-pricing paper can help locate newer related work.
  • Sorting citing papers by publication date provides a simple way to find recent research.
  • The same workflow can be applied in other scholarly databases.
  • The response cites a liquidity-premium extension of the Fama–French three-factor model as an example.
  • The document does not assess the evidence or validity of the models it mentions.

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# News about CAPM/FF3FM or asset pricing models in general


# News about CAPM/FF3FM or asset pricing models in general












Is there any interesting news about CAPM/FF3FM or asset pricing models in general lately? Would have been greatly appreciated!

## Answer by Polar Bear (score 1)

https://quant.stackexchange.com/a/26145

Regarding asset pricing models, Google scholar will be a good place to search. Begin your search my putting the title of the seminal paper "The Cross-Section of Expected Stock Returns" by E. F. Fama and K. R. French published in 1992. Go to the citations link of this paper in the results. Finally, sort by date and it will give you latest articles on the topic. The Same idea can be used with other databases (e.g. ScienceDirect). If you mean latest models by "latest news" then there are many models adding different factors. such as the one adding liqudity premium to the fama-french 3-factor model by Weimin Liu.[paper]

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.