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 |
0 |
0 |
6 |
530 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
835 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
860 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
5 |
99 |
0 |
2 |
17 |
218 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
2 |
7 |
2,128 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
1 |
7 |
1,205 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
804 |
| Investor Diversification and International Equity Markets |
2 |
3 |
15 |
2,191 |
10 |
15 |
63 |
6,204 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
2 |
485 |
0 |
0 |
2 |
1,084 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
8 |
1 |
1 |
2 |
27 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
1 |
6 |
892 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
6 |
19 |
1,984 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
821 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
874 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
1 |
10 |
2,589 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
14 |
1,611 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
2 |
5 |
9 |
1,431 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
783 |
| Total Working Papers |
2 |
3 |
23 |
3,736 |
24 |
39 |
179 |
24,880 |
| 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 |
1 |
2 |
368 |
0 |
2 |
6 |
783 |
| A five-factor asset pricing model |
8 |
36 |
139 |
1,924 |
58 |
151 |
505 |
6,800 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
164 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
81 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
164 |
0 |
1 |
8 |
479 |
| Business conditions and expected returns on stocks and bonds |
0 |
4 |
30 |
3,449 |
2 |
12 |
56 |
6,435 |
| Capital Structure Choices |
0 |
0 |
8 |
137 |
1 |
2 |
22 |
317 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
3 |
10 |
35 |
451 |
6 |
18 |
74 |
1,053 |
| Choosing factors |
1 |
10 |
57 |
1,312 |
6 |
32 |
142 |
3,160 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
7 |
33 |
117 |
2,341 |
16 |
67 |
227 |
4,323 |
| Common risk factors in the returns on stocks and bonds |
15 |
54 |
211 |
15,120 |
52 |
195 |
649 |
30,275 |
| Comparing Cross-Section and Time-Series Factor Models |
5 |
6 |
17 |
207 |
10 |
18 |
67 |
551 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
2 |
3 |
13 |
268 |
4 |
7 |
48 |
941 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
3 |
222 |
0 |
0 |
5 |
507 |
| Disagreement, tastes, and asset prices |
1 |
4 |
22 |
750 |
4 |
14 |
55 |
1,641 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
1 |
6 |
26 |
1,609 |
12 |
40 |
112 |
4,295 |
| Dissecting Anomalies |
7 |
10 |
17 |
661 |
19 |
34 |
58 |
1,809 |
| Dissecting Anomalies with a Five-Factor Model |
0 |
3 |
33 |
1,185 |
1 |
12 |
76 |
2,502 |
| Dividend yields and expected stock returns |
4 |
13 |
54 |
4,337 |
6 |
21 |
107 |
8,401 |
| Effects of Nominal Contracting on Stock Returns |
0 |
1 |
3 |
68 |
2 |
3 |
6 |
261 |
| Expected stock returns and volatility |
1 |
2 |
17 |
1,608 |
2 |
6 |
42 |
3,729 |
| Financing decisions: who issues stock? |
0 |
0 |
18 |
1,647 |
0 |
5 |
37 |
4,435 |
| Forecasting Profitability and Earnings |
0 |
3 |
16 |
1,355 |
2 |
7 |
54 |
3,800 |
| Incremental variables and the investment opportunity set |
0 |
0 |
2 |
66 |
0 |
0 |
7 |
258 |
| Industry costs of equity |
1 |
9 |
47 |
4,428 |
6 |
29 |
113 |
8,578 |
| International tests of a five-factor asset pricing model |
1 |
4 |
22 |
771 |
6 |
20 |
70 |
2,220 |
| Investor Diversification and International Equity Markets |
1 |
5 |
36 |
1,694 |
10 |
22 |
113 |
4,834 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
0 |
2 |
221 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
7 |
34 |
320 |
8 |
26 |
100 |
1,120 |
| Multifactor Explanations of Asset Pricing Anomalies |
2 |
9 |
45 |
2,789 |
7 |
36 |
131 |
6,686 |
| New lists: Fundamentals and survival rates |
0 |
1 |
3 |
418 |
0 |
3 |
10 |
1,048 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
23 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
1 |
1 |
64 |
0 |
1 |
2 |
121 |
| Permanent and Temporary Components of Stock Prices |
2 |
9 |
24 |
3,440 |
13 |
26 |
61 |
9,530 |
| Presidential Address: The Cost of Active Investing |
4 |
11 |
35 |
696 |
10 |
26 |
88 |
1,734 |
| Profitability, investment and average returns |
2 |
7 |
20 |
996 |
2 |
13 |
46 |
2,342 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
1 |
1 |
183 |
0 |
3 |
4 |
556 |
| Size and Book-to-Market Factors in Earnings and Returns |
0 |
2 |
12 |
1,886 |
4 |
12 |
44 |
4,207 |
| Size, value, and momentum in international stock returns |
3 |
11 |
43 |
2,139 |
11 |
29 |
129 |
6,192 |
| Stock return variances: The arrival of information and the reaction of traders |
2 |
6 |
26 |
2,584 |
4 |
13 |
47 |
5,160 |
| Stock returns and the weekend effect |
2 |
5 |
20 |
2,856 |
4 |
9 |
44 |
5,637 |
| Taxes and the Pricing of Stock Index Futures |
0 |
1 |
2 |
200 |
0 |
2 |
5 |
425 |
| The CAPM Is Wanted, Dead or Alive |
2 |
10 |
27 |
1,738 |
5 |
18 |
59 |
4,074 |
| The Capital Asset Pricing Model: Theory and Evidence |
1 |
7 |
28 |
2,236 |
6 |
28 |
141 |
8,174 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
1 |
3 |
7 |
403 |
3 |
6 |
18 |
1,318 |
| The Cross-Section of Expected Stock Returns |
4 |
16 |
122 |
9,046 |
30 |
84 |
420 |
23,209 |
| The Equity Premium |
0 |
3 |
26 |
578 |
3 |
13 |
59 |
1,161 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
1 |
193 |
0 |
2 |
6 |
797 |
| The Value Premium |
3 |
5 |
19 |
78 |
8 |
19 |
57 |
193 |
| The Value Premium and the CAPM |
0 |
0 |
13 |
618 |
2 |
4 |
22 |
1,525 |
| The pricing of stock index futures |
0 |
0 |
10 |
76 |
0 |
1 |
23 |
174 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
2 |
61 |
| Were Japanese stock prices too high? |
0 |
0 |
1 |
217 |
0 |
0 |
3 |
772 |
| Total Journal Articles |
89 |
333 |
1,468 |
80,071 |
346 |
1,093 |
4,185 |
189,092 |
|
|
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