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 |
1 |
6 |
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 |
0 |
2 |
859 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
1 |
5 |
99 |
1 |
4 |
17 |
218 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
0 |
0 |
6 |
2,126 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
1,204 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
803 |
| Investor Diversification and International Equity Markets |
0 |
1 |
14 |
2,189 |
3 |
6 |
57 |
6,194 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
1 |
3 |
485 |
0 |
1 |
3 |
1,084 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
26 |
| 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 |
1 |
6 |
16 |
1,981 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
0 |
1 |
10 |
2,588 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
4 |
14 |
1,611 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
4 |
7 |
1,429 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
783 |
| Total Working Papers |
0 |
3 |
23 |
3,734 |
7 |
28 |
167 |
24,856 |
| 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 |
1 |
2 |
6 |
783 |
| A five-factor asset pricing model |
20 |
36 |
141 |
1,916 |
50 |
122 |
486 |
6,742 |
| 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 |
3 |
81 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
3 |
164 |
0 |
2 |
9 |
479 |
| Business conditions and expected returns on stocks and bonds |
0 |
6 |
30 |
3,449 |
3 |
14 |
55 |
6,433 |
| Capital Structure Choices |
0 |
1 |
8 |
137 |
1 |
2 |
22 |
316 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
3 |
17 |
38 |
448 |
5 |
29 |
79 |
1,047 |
| Choosing factors |
2 |
12 |
60 |
1,311 |
8 |
36 |
151 |
3,154 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
14 |
35 |
117 |
2,334 |
23 |
69 |
227 |
4,307 |
| Common risk factors in the returns on stocks and bonds |
12 |
56 |
215 |
15,105 |
73 |
191 |
651 |
30,223 |
| Comparing Cross-Section and Time-Series Factor Models |
0 |
1 |
12 |
202 |
1 |
13 |
59 |
541 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
1 |
11 |
266 |
1 |
5 |
45 |
937 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
1 |
3 |
222 |
0 |
1 |
6 |
507 |
| Disagreement, tastes, and asset prices |
1 |
7 |
26 |
749 |
4 |
16 |
57 |
1,637 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
2 |
6 |
27 |
1,608 |
12 |
34 |
110 |
4,283 |
| Dissecting Anomalies |
3 |
5 |
14 |
654 |
9 |
18 |
43 |
1,790 |
| Dissecting Anomalies with a Five-Factor Model |
1 |
5 |
34 |
1,185 |
7 |
18 |
81 |
2,501 |
| Dividend yields and expected stock returns |
1 |
11 |
53 |
4,333 |
4 |
24 |
110 |
8,395 |
| Effects of Nominal Contracting on Stock Returns |
0 |
2 |
3 |
68 |
0 |
2 |
4 |
259 |
| Expected stock returns and volatility |
1 |
3 |
16 |
1,607 |
2 |
7 |
41 |
3,727 |
| Financing decisions: who issues stock? |
0 |
1 |
21 |
1,647 |
1 |
8 |
42 |
4,435 |
| Forecasting Profitability and Earnings |
1 |
4 |
16 |
1,355 |
3 |
10 |
56 |
3,798 |
| Incremental variables and the investment opportunity set |
0 |
1 |
2 |
66 |
0 |
2 |
7 |
258 |
| Industry costs of equity |
6 |
20 |
50 |
4,427 |
14 |
37 |
117 |
8,572 |
| International tests of a five-factor asset pricing model |
0 |
6 |
21 |
770 |
6 |
25 |
68 |
2,214 |
| Investor Diversification and International Equity Markets |
1 |
8 |
43 |
1,693 |
6 |
20 |
117 |
4,824 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
1 |
2 |
221 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
4 |
7 |
31 |
317 |
7 |
27 |
96 |
1,112 |
| Multifactor Explanations of Asset Pricing Anomalies |
2 |
8 |
44 |
2,787 |
12 |
38 |
132 |
6,679 |
| New lists: Fundamentals and survival rates |
0 |
1 |
4 |
418 |
1 |
3 |
11 |
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 |
1 |
9 |
23 |
3,438 |
2 |
19 |
51 |
9,517 |
| Presidential Address: The Cost of Active Investing |
4 |
7 |
34 |
692 |
9 |
19 |
85 |
1,724 |
| Profitability, investment and average returns |
1 |
7 |
18 |
994 |
3 |
16 |
47 |
2,340 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
1 |
1 |
1 |
183 |
3 |
3 |
4 |
556 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
3 |
12 |
1,886 |
4 |
9 |
43 |
4,203 |
| Size, value, and momentum in international stock returns |
3 |
13 |
43 |
2,136 |
8 |
29 |
130 |
6,181 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
5 |
28 |
2,582 |
3 |
12 |
47 |
5,156 |
| Stock returns and the weekend effect |
3 |
3 |
20 |
2,854 |
4 |
6 |
45 |
5,633 |
| Taxes and the Pricing of Stock Index Futures |
1 |
1 |
3 |
200 |
2 |
2 |
6 |
425 |
| The CAPM Is Wanted, Dead or Alive |
7 |
9 |
27 |
1,736 |
11 |
18 |
57 |
4,069 |
| The Capital Asset Pricing Model: Theory and Evidence |
3 |
7 |
29 |
2,235 |
10 |
27 |
160 |
8,168 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
2 |
6 |
402 |
0 |
3 |
15 |
1,315 |
| The Cross-Section of Expected Stock Returns |
2 |
16 |
131 |
9,042 |
19 |
73 |
422 |
23,179 |
| The Equity Premium |
3 |
3 |
28 |
578 |
5 |
15 |
60 |
1,158 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
1 |
193 |
0 |
3 |
6 |
797 |
| The Value Premium |
1 |
5 |
19 |
75 |
4 |
19 |
56 |
185 |
| The Value Premium and the CAPM |
0 |
0 |
13 |
618 |
1 |
3 |
21 |
1,523 |
| The pricing of stock index futures |
0 |
2 |
11 |
76 |
1 |
3 |
24 |
174 |
| 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 |
0 |
3 |
772 |
| Total Journal Articles |
106 |
357 |
1,495 |
79,982 |
343 |
1,056 |
4,179 |
188,746 |
|
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