Quality factors in equities
18 papers on quality factors in equities as a systematic trading strategy. Quality factors papers on single stocks and equity indices: 18 of the 25 in quality and profitability factors. 14 name a method, most often linear factor models (13). The most cited is Earnings Quality, Insider Trading, and Cost of Capital (2004).
Papers182004–2026
Share of the family72 %18 of 25
| cited by | method | ||
|---|---|---|---|
| Earnings Quality, Insider Trading, and Cost of Capital by Aboody et al. | 125 | Linear factor models | 2004 |
| The Use of Asset Growth in Empirical Asset Pricing Models by Cooper et al. | 11 | Linear factor models | 2017 |
| The Profitability of Low Volatility by Blitz and Vidojevic | 5 | Linear factor models | 2016 |
| Market Power, Technology Shocks, and the Profitability Premium by Deng et al. | 3 | 2024 | |
| Revisiting Quality Investing by Lepetit et al. | 3 | 2021 | |
| Performance of Quality Factor in Indian Equity Market by Jacob et al. | 2 | 2022 | |
| An Intangibles-Adjusted Profitability Factor by Jagannathan et al. | 1 | Linear factor models | 2023 |
| The Profitability and Investment Factors in the Chinese Stock Market by Hou and Zhang | 1 | Linear factor models | 2017 |
| Conditional Pricing of Earnings Quality by Hughes and Zhang | 1 | Linear factor models | 2008 |
| Factor Models Can't Read Financial Statements by Xu | 0 | Linear factor models | 2026 |
| Korea Fama-French Factors: An Open Monthly Library with a Verified Construction Pipeline by Woo | 0 | Linear factor models | 2026 |
| The moderating role of investor sentiment on profitability and investment premiums: Evidence from the Indonesian stock market AUTHORS by Zainul | 0 | Linear factor models | 2025 |
| Explaining and Forecasting Abnormal Returns and Volume by Investor Sentiment Indicators by Lis et al. | 0 | Linear factor models | 2024 |
| Fundamental Law of Active Management under Fundamental Factor Models: Practical Application. by Makamo | 0 | Linear factor models | 2023 |
| Intangibles as a Quality Attribute by Bacciardi et al. | 0 | 2023 | |
| Timing the Market with a Combination of Moving Averages by Glabadanidis | 0 | Linear factor models | 2023 |
| Investment Factor Timing: Harvesting The Low-Risk Anomaly Using Artificial Neural Networks by Dirkx and Heil | 0 | Neural networks | 2020 |
| Factoring Profitability by Branch et al. | 0 | Linear factor models | 2013 |
Papers on quality factors in equities from other families
5 papers| filed under | ||
|---|---|---|
| Factor Investing in Emerging Markets: From Multi-Factor Industry Portfolios to a Market-Neutral Alpha Strategy by Zhang et al. | Factor investing | 2026 |
| Application of Deep Learning for Factor Timing in Asset Management by Panda et al. | Factor investing | 2024 |
| Is Five Better Than Three?: An Inquiry Into The Explanatory Powers of CAPM And Fama French Multi-Factor Models by Hossain | Factor investing | 2024 |
| Factor Investing: Get Your Exposures Right! by Soupé et al. | Factor investing | 2018 |
| Digesting Anomalies: An Investment Approach by Hou et al. | Size premium | 2012 |