Are there any studies in reputed academic journals that have used the data library offered by Kenneth R. French regarding the Fama French 3 factor model? I wish to use this data in my master's dissertation as I don't want to calculate my own factors, and my supervising professor requires me to cite at least one such study.

The data can be found here: http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/data_library.html

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    $\begingroup$ The use of the data library on Ken French's website is fantastically widespread, and some quick searching on Google Scholar will lead you to many, many papers. $\endgroup$ – Matthew Gunn Jul 10 '18 at 20:29

Fama & French use their own data and certainly reputable and well published.

From the top of my head, one paper by another author is this paper that explicitly states using the factors:

Factor investing revisited, David Blitz

but there must be more.


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