Access Statistics for Kenneth French
Author contact details at EconPapers.
| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| ARE JAPANESE STOCK PRICES TOO HIGH? |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
530 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
833 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
859 |
| Common Factors in the Serial Correlation of Stock Returns |
1 |
4 |
5 |
99 |
2 |
7 |
18 |
216 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
0 |
2 |
9 |
2,126 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
803 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
1,204 |
| Investor Diversification and International Equity Markets |
0 |
4 |
16 |
2,188 |
1 |
20 |
60 |
6,189 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
1 |
1 |
4 |
485 |
1 |
1 |
4 |
1,084 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
26 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
891 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
5 |
14 |
1,978 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
874 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
821 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
2 |
10 |
2,588 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
3 |
5 |
19 |
1,610 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
1,426 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
783 |
| Total Working Papers |
2 |
9 |
26 |
3,733 |
13 |
48 |
178 |
24,841 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A comparison of futures and forward prices |
0 |
0 |
1 |
367 |
0 |
0 |
4 |
781 |
| A five-factor asset pricing model |
8 |
28 |
140 |
1,888 |
29 |
96 |
489 |
6,649 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
1 |
164 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
1 |
24 |
0 |
0 |
3 |
81 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
3 |
164 |
1 |
1 |
8 |
478 |
| Business conditions and expected returns on stocks and bonds |
2 |
8 |
31 |
3,445 |
4 |
13 |
56 |
6,423 |
| Capital Structure Choices |
1 |
2 |
13 |
137 |
1 |
4 |
31 |
315 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
10 |
12 |
38 |
441 |
17 |
24 |
79 |
1,035 |
| Choosing factors |
3 |
14 |
63 |
1,302 |
10 |
32 |
155 |
3,128 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
9 |
31 |
111 |
2,308 |
18 |
57 |
211 |
4,256 |
| Common risk factors in the returns on stocks and bonds |
17 |
45 |
213 |
15,066 |
48 |
131 |
641 |
30,080 |
| Comparing Cross-Section and Time-Series Factor Models |
0 |
1 |
17 |
201 |
5 |
12 |
70 |
533 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
0 |
11 |
265 |
2 |
12 |
47 |
934 |
| Detecting Spot Price Forecasts in Futures Prices |
1 |
1 |
3 |
222 |
1 |
2 |
6 |
507 |
| Disagreement, tastes, and asset prices |
4 |
4 |
34 |
746 |
6 |
9 |
75 |
1,627 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
1 |
5 |
28 |
1,603 |
6 |
27 |
103 |
4,255 |
| Dissecting Anomalies |
2 |
3 |
15 |
651 |
3 |
8 |
41 |
1,775 |
| Dissecting Anomalies with a Five-Factor Model |
2 |
5 |
34 |
1,182 |
7 |
15 |
85 |
2,490 |
| Dividend yields and expected stock returns |
2 |
6 |
63 |
4,324 |
9 |
22 |
132 |
8,380 |
| Effects of Nominal Contracting on Stock Returns |
1 |
1 |
2 |
67 |
1 |
1 |
4 |
258 |
| Expected stock returns and volatility |
2 |
6 |
18 |
1,606 |
3 |
14 |
51 |
3,723 |
| Financing decisions: who issues stock? |
1 |
2 |
25 |
1,647 |
3 |
5 |
50 |
4,430 |
| Forecasting Profitability and Earnings |
1 |
1 |
18 |
1,352 |
5 |
20 |
61 |
3,793 |
| Incremental variables and the investment opportunity set |
1 |
1 |
3 |
66 |
2 |
3 |
8 |
258 |
| Industry costs of equity |
12 |
19 |
54 |
4,419 |
14 |
30 |
124 |
8,549 |
| International tests of a five-factor asset pricing model |
3 |
5 |
23 |
767 |
11 |
18 |
71 |
2,200 |
| Investor Diversification and International Equity Markets |
4 |
9 |
45 |
1,689 |
8 |
22 |
129 |
4,812 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
1 |
1 |
2 |
221 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
6 |
32 |
313 |
9 |
18 |
92 |
1,094 |
| Multifactor Explanations of Asset Pricing Anomalies |
1 |
13 |
52 |
2,780 |
9 |
28 |
147 |
6,650 |
| New lists: Fundamentals and survival rates |
0 |
1 |
8 |
417 |
0 |
3 |
16 |
1,045 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
23 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
0 |
63 |
0 |
0 |
3 |
120 |
| Permanent and Temporary Components of Stock Prices |
2 |
4 |
24 |
3,431 |
6 |
12 |
53 |
9,504 |
| Presidential Address: The Cost of Active Investing |
0 |
2 |
37 |
685 |
3 |
12 |
94 |
1,708 |
| Profitability, investment and average returns |
2 |
2 |
17 |
989 |
5 |
10 |
45 |
2,329 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
182 |
0 |
0 |
1 |
553 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
1 |
16 |
1,884 |
1 |
6 |
48 |
4,195 |
| Size, value, and momentum in international stock returns |
5 |
9 |
47 |
2,128 |
11 |
23 |
146 |
6,163 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
5 |
28 |
2,578 |
3 |
8 |
51 |
5,147 |
| Stock returns and the weekend effect |
0 |
1 |
22 |
2,851 |
1 |
6 |
52 |
5,628 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
2 |
199 |
0 |
0 |
4 |
423 |
| The CAPM Is Wanted, Dead or Alive |
1 |
4 |
27 |
1,728 |
5 |
13 |
58 |
4,056 |
| The Capital Asset Pricing Model: Theory and Evidence |
1 |
3 |
33 |
2,229 |
5 |
18 |
201 |
8,146 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
6 |
400 |
0 |
1 |
14 |
1,312 |
| The Cross-Section of Expected Stock Returns |
4 |
16 |
145 |
9,030 |
19 |
76 |
459 |
23,125 |
| The Equity Premium |
0 |
5 |
25 |
575 |
5 |
15 |
55 |
1,148 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
1 |
2 |
4 |
795 |
| The Value Premium |
3 |
4 |
23 |
73 |
8 |
13 |
61 |
174 |
| The Value Premium and the CAPM |
0 |
0 |
15 |
618 |
1 |
1 |
23 |
1,521 |
| The pricing of stock index futures |
2 |
3 |
11 |
76 |
2 |
3 |
25 |
173 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
0 |
1 |
60 |
| Were Japanese stock prices too high? |
0 |
0 |
1 |
217 |
0 |
1 |
3 |
772 |
| Total Journal Articles |
113 |
288 |
1,578 |
79,738 |
309 |
849 |
4,394 |
187,999 |
|
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