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 |
4 |
10 |
12 |
541 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
4 |
9 |
12 |
845 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
2 |
5 |
9 |
867 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
4 |
99 |
0 |
1 |
11 |
220 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
41 |
125 |
135 |
2,259 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
4 |
7 |
810 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
6 |
9 |
1,213 |
| Investor Diversification and International Equity Markets |
0 |
0 |
10 |
2,194 |
8 |
24 |
73 |
6,242 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
3 |
6 |
7 |
1,090 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
3 |
3 |
5 |
31 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
6 |
10 |
16 |
906 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
8 |
29 |
47 |
2,020 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
4 |
7 |
11 |
884 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
4 |
5 |
5 |
826 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
5 |
10 |
2,596 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
8 |
15 |
26 |
1,631 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
5 |
12 |
25 |
1,449 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
2 |
6 |
7 |
790 |
| Total Working Papers |
0 |
0 |
16 |
3,740 |
107 |
282 |
427 |
25,220 |
| 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 |
369 |
4 |
10 |
12 |
793 |
| A five-factor asset pricing model |
22 |
81 |
187 |
2,047 |
87 |
301 |
773 |
7,326 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
3 |
5 |
8 |
171 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
1 |
2 |
4 |
85 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
0 |
164 |
2 |
2 |
5 |
482 |
| Business conditions and expected returns on stocks and bonds |
2 |
9 |
28 |
3,465 |
14 |
38 |
81 |
6,491 |
| Capital Structure Choices |
1 |
2 |
6 |
141 |
5 |
8 |
20 |
331 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
1 |
2 |
26 |
455 |
5 |
14 |
66 |
1,077 |
| Choosing factors |
4 |
16 |
50 |
1,338 |
17 |
57 |
166 |
3,262 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
9 |
39 |
135 |
2,412 |
33 |
101 |
305 |
4,504 |
| Common risk factors in the returns on stocks and bonds |
16 |
63 |
227 |
15,248 |
97 |
275 |
787 |
30,736 |
| Comparing Cross-Section and Time-Series Factor Models |
2 |
4 |
17 |
217 |
9 |
27 |
68 |
589 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
4 |
5 |
9 |
274 |
20 |
35 |
63 |
985 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
1 |
222 |
4 |
6 |
9 |
514 |
| Disagreement, tastes, and asset prices |
3 |
7 |
25 |
767 |
12 |
27 |
64 |
1,682 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
1 |
9 |
29 |
1,627 |
18 |
49 |
168 |
4,396 |
| Dissecting Anomalies |
3 |
6 |
25 |
673 |
9 |
29 |
89 |
1,856 |
| Dissecting Anomalies with a Five-Factor Model |
1 |
2 |
12 |
1,189 |
7 |
15 |
48 |
2,523 |
| Dividend yields and expected stock returns |
0 |
11 |
36 |
4,354 |
9 |
36 |
98 |
8,456 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
68 |
3 |
5 |
9 |
266 |
| Expected stock returns and volatility |
0 |
7 |
16 |
1,616 |
9 |
25 |
56 |
3,765 |
| Financing decisions: who issues stock? |
0 |
1 |
5 |
1,650 |
3 |
6 |
22 |
4,447 |
| Forecasting Profitability and Earnings |
2 |
4 |
13 |
1,364 |
7 |
24 |
60 |
3,833 |
| House Prices and Rents |
0 |
3 |
8 |
8 |
6 |
14 |
33 |
33 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
4 |
9 |
13 |
268 |
| Industry costs of equity |
2 |
7 |
44 |
4,444 |
14 |
31 |
123 |
8,642 |
| International tests of a five-factor asset pricing model |
0 |
6 |
21 |
783 |
7 |
31 |
87 |
2,269 |
| Investor Diversification and International Equity Markets |
0 |
4 |
21 |
1,701 |
31 |
58 |
112 |
4,902 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
2 |
7 |
9 |
229 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
14 |
35 |
342 |
28 |
62 |
138 |
1,214 |
| Michael C. Jensen’s empirical work |
1 |
1 |
1 |
1 |
13 |
20 |
22 |
22 |
| Migration |
0 |
0 |
0 |
0 |
3 |
4 |
9 |
9 |
| Multifactor Explanations of Asset Pricing Anomalies |
0 |
8 |
38 |
2,805 |
7 |
42 |
140 |
6,762 |
| New lists: Fundamentals and survival rates |
1 |
1 |
3 |
419 |
13 |
21 |
36 |
1,078 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
25 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
64 |
4 |
6 |
7 |
127 |
| Permanent and Temporary Components of Stock Prices |
0 |
2 |
16 |
3,443 |
4 |
12 |
62 |
9,554 |
| Presidential Address: The Cost of Active Investing |
2 |
11 |
33 |
716 |
11 |
40 |
111 |
1,807 |
| Profitability, investment and average returns |
2 |
3 |
17 |
1,004 |
9 |
31 |
67 |
2,386 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
1 |
1 |
5 |
558 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
5 |
9 |
1,892 |
9 |
31 |
56 |
4,245 |
| Size, value, and momentum in international stock returns |
1 |
9 |
39 |
2,158 |
14 |
66 |
144 |
6,284 |
| Stock return variances: The arrival of information and the reaction of traders |
0 |
1 |
14 |
2,587 |
3 |
12 |
40 |
5,179 |
| Stock returns and the weekend effect |
4 |
9 |
20 |
2,870 |
16 |
31 |
55 |
5,677 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
200 |
1 |
3 |
6 |
429 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| The CAPM Is Wanted, Dead or Alive |
2 |
2 |
18 |
1,742 |
10 |
15 |
56 |
4,099 |
| The Capital Asset Pricing Model: Theory and Evidence |
2 |
9 |
32 |
2,258 |
72 |
134 |
235 |
8,363 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
4 |
404 |
2 |
5 |
16 |
1,327 |
| The Cross-Section of Expected Stock Returns |
5 |
18 |
76 |
9,090 |
43 |
138 |
384 |
23,433 |
| The Equity Premium |
0 |
2 |
13 |
583 |
11 |
27 |
67 |
1,200 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
4 |
13 |
22 |
815 |
| The Value Premium |
0 |
8 |
25 |
94 |
13 |
36 |
90 |
251 |
| The Value Premium and the CAPM |
1 |
4 |
7 |
625 |
2 |
11 |
27 |
1,547 |
| The pricing of stock index futures |
0 |
0 |
4 |
77 |
2 |
4 |
13 |
183 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
62 |
| Volatility Lessons |
0 |
0 |
1 |
1 |
2 |
4 |
6 |
6 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
2 |
6 |
8 |
779 |
| Total Journal Articles |
98 |
396 |
1,356 |
80,806 |
741 |
2,024 |
5,187 |
192,338 |
|
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