James L. Davis

Dimensional Fund Advisors Inc.

1299 Ocean Avenue, 11th Floor

Santa Monica, CA 90401

United States

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

Characteristics, Covariances, and Average Returns: 1929-1997

Center for Research in Security Prices (CRSP) Working Paper No. 471
Number of pages: 24 Posted: 12 Aug 1998
James L. Davis, Eugene F. Fama and Kenneth R. French
Dimensional Fund Advisors Inc., University of Chicago - Finance and Dartmouth College - Tuck School of Business
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Characteristics, Covariances, and Average Returns: 1929-1997

Journal of Finance, Vol. 55, No. 1, February 2000
Posted: 13 Feb 2001
James L. Davis, Eugene F. Fama and Kenneth R. French
Dimensional Fund Advisors Inc., University of Chicago - Finance and Dartmouth College - Tuck School of Business

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2.

Mutual Fund Performance and Manager Style

Financial Analysts Journal, Vol. 57, No. 1, January/February 2001
Posted: 23 May 2001
James L. Davis
Dimensional Fund Advisors Inc.

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3.

The Cross-Section of Realized Stock Returns: The Pre- Compustat Evidence

JOURNAL OF FINANCE, VOL. 49, NO. 5, December 1994
Posted: 10 May 2000
James L. Davis
Dimensional Fund Advisors Inc.

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