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 |
16 |
546 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
1 |
16 |
851 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
2 |
12 |
873 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
100 |
0 |
0 |
8 |
227 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
12 |
156 |
2,286 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
4 |
20 |
1,227 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
1 |
12 |
818 |
| Investor Diversification and International Equity Markets |
1 |
1 |
7 |
2,199 |
6 |
11 |
85 |
6,290 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
1 |
2 |
487 |
0 |
2 |
16 |
1,100 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
9 |
0 |
0 |
9 |
37 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
2 |
19 |
912 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
1 |
7 |
66 |
2,051 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
830 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
1 |
14 |
890 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
2 |
20 |
2,609 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
5 |
39 |
1,651 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
4 |
38 |
1,471 |
| Were Japanese Stock Prices Too High? |
1 |
1 |
1 |
201 |
5 |
6 |
17 |
800 |
| Total Working Papers |
2 |
3 |
11 |
3,749 |
22 |
61 |
572 |
25,469 |
| 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 |
2 |
370 |
0 |
0 |
15 |
798 |
| A five-factor asset pricing model |
21 |
51 |
237 |
2,173 |
102 |
234 |
1,024 |
7,884 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
12 |
177 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
9 |
90 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
166 |
0 |
3 |
16 |
495 |
| Business conditions and expected returns on stocks and bonds |
8 |
10 |
44 |
3,494 |
18 |
37 |
138 |
6,581 |
| Capital Structure Choices |
0 |
0 |
8 |
146 |
1 |
3 |
26 |
344 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
1 |
7 |
31 |
482 |
2 |
18 |
81 |
1,135 |
| Choosing factors |
8 |
22 |
76 |
1,390 |
12 |
52 |
235 |
3,402 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
14 |
36 |
155 |
2,506 |
32 |
93 |
413 |
4,762 |
| Common risk factors in the returns on stocks and bonds |
17 |
57 |
283 |
15,416 |
61 |
267 |
996 |
31,336 |
| Comparing Cross-Section and Time-Series Factor Models |
0 |
1 |
18 |
227 |
2 |
9 |
86 |
641 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
0 |
11 |
280 |
2 |
7 |
91 |
1,034 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
4 |
226 |
0 |
0 |
15 |
522 |
| Disagreement, tastes, and asset prices |
1 |
1 |
21 |
774 |
4 |
10 |
64 |
1,710 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
2 |
2 |
27 |
1,638 |
16 |
31 |
183 |
4,492 |
| Dissecting Anomalies |
1 |
4 |
25 |
688 |
9 |
25 |
106 |
1,920 |
| Dissecting Anomalies with a Five-Factor Model |
2 |
9 |
30 |
1,215 |
4 |
16 |
73 |
2,576 |
| Dividend yields and expected stock returns |
5 |
10 |
43 |
4,381 |
9 |
29 |
135 |
8,540 |
| Effects of Nominal Contracting on Stock Returns |
2 |
3 |
4 |
72 |
2 |
3 |
16 |
277 |
| Expected stock returns and volatility |
1 |
3 |
15 |
1,623 |
4 |
18 |
81 |
3,812 |
| Financing decisions: who issues stock? |
0 |
3 |
7 |
1,655 |
1 |
10 |
33 |
4,471 |
| Forecasting Profitability and Earnings |
1 |
3 |
16 |
1,373 |
14 |
31 |
87 |
3,891 |
| House Prices and Rents |
0 |
1 |
9 |
12 |
2 |
5 |
29 |
44 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
0 |
2 |
16 |
274 |
| Industry costs of equity |
2 |
19 |
54 |
4,483 |
10 |
33 |
149 |
8,738 |
| International tests of a five-factor asset pricing model |
4 |
12 |
44 |
816 |
8 |
35 |
164 |
2,388 |
| Investor Diversification and International Equity Markets |
2 |
4 |
21 |
1,717 |
6 |
16 |
149 |
4,987 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
0 |
12 |
234 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
8 |
46 |
368 |
38 |
83 |
291 |
1,418 |
| Michael C. Jensen’s empirical work |
1 |
2 |
3 |
3 |
2 |
5 |
43 |
43 |
| Migration |
1 |
1 |
2 |
2 |
3 |
10 |
33 |
36 |
| Multifactor Explanations of Asset Pricing Anomalies |
1 |
4 |
33 |
2,824 |
9 |
28 |
151 |
6,848 |
| New lists: Fundamentals and survival rates |
0 |
0 |
4 |
422 |
2 |
8 |
53 |
1,102 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
1 |
1 |
1 |
65 |
2 |
2 |
10 |
131 |
| Permanent and Temporary Components of Stock Prices |
4 |
6 |
14 |
3,454 |
11 |
32 |
87 |
9,623 |
| Presidential Address: The Cost of Active Investing |
2 |
3 |
49 |
745 |
3 |
14 |
145 |
1,884 |
| Profitability, investment and average returns |
1 |
6 |
16 |
1,014 |
5 |
21 |
88 |
2,435 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
183 |
1 |
1 |
6 |
563 |
| Size and Book-to-Market Factors in Earnings and Returns |
0 |
2 |
18 |
1,904 |
2 |
21 |
82 |
4,291 |
| Size, value, and momentum in international stock returns |
1 |
4 |
32 |
2,173 |
10 |
31 |
179 |
6,377 |
| Stock return variances: The arrival of information and the reaction of traders |
2 |
6 |
14 |
2,598 |
12 |
28 |
78 |
5,239 |
| Stock returns and the weekend effect |
5 |
8 |
29 |
2,888 |
10 |
35 |
102 |
5,744 |
| Taxes and the Pricing of Stock Index Futures |
0 |
1 |
1 |
201 |
0 |
2 |
11 |
436 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
9 |
9 |
13 |
16 |
| The CAPM Is Wanted, Dead or Alive |
1 |
3 |
13 |
1,751 |
3 |
13 |
50 |
4,126 |
| The Capital Asset Pricing Model: Theory and Evidence |
0 |
1 |
32 |
2,269 |
9 |
30 |
304 |
8,495 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
3 |
406 |
0 |
2 |
21 |
1,340 |
| The Cross-Section of Expected Stock Returns |
11 |
23 |
92 |
9,145 |
34 |
116 |
507 |
23,741 |
| The Equity Premium |
1 |
1 |
9 |
589 |
3 |
4 |
67 |
1,233 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
2 |
3 |
26 |
826 |
| The Value Premium |
0 |
10 |
40 |
122 |
10 |
63 |
178 |
383 |
| The Value Premium and the CAPM |
0 |
0 |
9 |
627 |
1 |
3 |
30 |
1,560 |
| The capital asset pricing model: theory and evidence |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
27 |
| The pricing of stock index futures |
0 |
3 |
6 |
82 |
1 |
6 |
19 |
193 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
67 |
| Volatility Lessons |
1 |
4 |
6 |
6 |
1 |
6 |
16 |
16 |
| Were Japanese stock prices too high? |
1 |
1 |
1 |
218 |
1 |
2 |
12 |
784 |
| Total Journal Articles |
129 |
356 |
1,662 |
81,819 |
506 |
1,570 |
7,066 |
196,532 |
|
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