EFF/KRF: The short answer: usually almost nothing.
EFF/KRF: Unfortunately, daily returns don’t provide more information.
EFF/KRF: There is some confusion about the interpretation of the evidence in Fama and French (2014, “A Five-Factor Model of Expected Returns”) that HML is redundant for explaining average U.S. stock returns for 1963-2013.
KRF: Gene Fama has taught us a lot over the last 50 years. In this essay, I describe some of the things Gene has taught me about doing research, writing papers, and life in general.
EFF: My undergraduate alma mater, Tufts University, features my life and academic career in their Winter 2014 magazine.
EFF: In an interview for Nobel Media, Adam Smith and I spoke on many topics, including the pros and cons of having research debated in the public sphere and the unique research environment at Chicago. You can find the podcast here.
EFF: I shared with CNNMoney a piece of advice I received from a statistics professor that has guided my research for 50 years.
Dimensional Fund Advisors Ltd. is authorised and regulated by the Financial Conduct Authority (FRN: 150100), is registered in England and Wales under Company No. 02569601 and VAT No. 577327607. The registered office address of Dimensional Fund Advisors Ltd. is 20 Triton Street, London, NW1 3BF, United Kingdom. Dimensional Fund Advisors Ltd. is a subsidiary of Dimensional Fund Advisors.