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