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 |
9 |
12 |
541 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
6 |
13 |
846 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
5 |
9 |
868 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
4 |
99 |
2 |
3 |
13 |
222 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
3 |
128 |
136 |
2,262 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
4 |
9 |
1,213 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
5 |
8 |
811 |
| Investor Diversification and International Equity Markets |
0 |
0 |
8 |
2,194 |
2 |
21 |
65 |
6,244 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
1 |
6 |
8 |
1,091 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
3 |
6 |
8 |
34 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
1 |
11 |
16 |
907 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
21 |
50 |
2,023 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
6 |
11 |
884 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
4 |
5 |
826 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
4 |
11 |
2,597 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
3 |
17 |
28 |
1,634 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
5 |
11 |
30 |
1,454 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
0 |
6 |
7 |
790 |
| Total Working Papers |
0 |
0 |
14 |
3,740 |
27 |
273 |
439 |
25,247 |
| 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 |
369 |
1 |
8 |
13 |
794 |
| A five-factor asset pricing model |
28 |
77 |
205 |
2,075 |
72 |
262 |
807 |
7,398 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
3 |
7 |
10 |
174 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
4 |
85 |
| Average Returns, B/M, and Share Issues |
2 |
2 |
2 |
166 |
7 |
9 |
12 |
489 |
| Business conditions and expected returns on stocks and bonds |
8 |
14 |
33 |
3,473 |
14 |
40 |
90 |
6,505 |
| Capital Structure Choices |
0 |
2 |
5 |
141 |
2 |
9 |
19 |
333 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
1 |
24 |
455 |
0 |
12 |
62 |
1,077 |
| Choosing factors |
8 |
19 |
50 |
1,346 |
19 |
59 |
172 |
3,281 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
18 |
41 |
137 |
2,430 |
49 |
114 |
331 |
4,553 |
| Common risk factors in the returns on stocks and bonds |
23 |
66 |
230 |
15,271 |
63 |
270 |
799 |
30,799 |
| Comparing Cross-Section and Time-Series Factor Models |
2 |
5 |
18 |
219 |
7 |
30 |
70 |
596 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
1 |
6 |
10 |
275 |
11 |
41 |
70 |
996 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
1 |
222 |
3 |
9 |
11 |
517 |
| Disagreement, tastes, and asset prices |
0 |
5 |
25 |
767 |
4 |
23 |
66 |
1,686 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
1 |
4 |
26 |
1,628 |
10 |
46 |
168 |
4,406 |
| Dissecting Anomalies |
4 |
8 |
28 |
677 |
9 |
30 |
95 |
1,865 |
| Dissecting Anomalies with a Five-Factor Model |
5 |
6 |
14 |
1,194 |
10 |
21 |
53 |
2,533 |
| Dividend yields and expected stock returns |
2 |
6 |
35 |
4,356 |
5 |
21 |
93 |
8,461 |
| Effects of Nominal Contracting on Stock Returns |
1 |
1 |
3 |
69 |
2 |
5 |
11 |
268 |
| Expected stock returns and volatility |
1 |
4 |
15 |
1,617 |
5 |
21 |
55 |
3,770 |
| Financing decisions: who issues stock? |
0 |
0 |
5 |
1,650 |
2 |
6 |
23 |
4,449 |
| Forecasting Profitability and Earnings |
2 |
4 |
15 |
1,366 |
7 |
21 |
53 |
3,840 |
| House Prices and Rents |
1 |
3 |
9 |
9 |
1 |
13 |
34 |
34 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
2 |
7 |
14 |
270 |
| Industry costs of equity |
5 |
12 |
47 |
4,449 |
13 |
40 |
130 |
8,655 |
| International tests of a five-factor asset pricing model |
4 |
7 |
25 |
787 |
15 |
38 |
98 |
2,284 |
| Investor Diversification and International Equity Markets |
4 |
5 |
21 |
1,705 |
12 |
53 |
116 |
4,914 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
3 |
9 |
12 |
232 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
5 |
14 |
37 |
347 |
19 |
66 |
150 |
1,233 |
| Michael C. Jensen’s empirical work |
0 |
1 |
1 |
1 |
5 |
22 |
27 |
27 |
| Migration |
0 |
0 |
0 |
0 |
5 |
9 |
13 |
14 |
| Multifactor Explanations of Asset Pricing Anomalies |
1 |
6 |
30 |
2,806 |
5 |
31 |
130 |
6,767 |
| New lists: Fundamentals and survival rates |
1 |
2 |
4 |
420 |
5 |
22 |
40 |
1,083 |
| 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 |
1 |
7 |
8 |
128 |
| Permanent and Temporary Components of Stock Prices |
0 |
2 |
14 |
3,443 |
4 |
15 |
62 |
9,558 |
| Presidential Address: The Cost of Active Investing |
14 |
21 |
46 |
730 |
25 |
49 |
130 |
1,832 |
| Profitability, investment and average returns |
0 |
2 |
17 |
1,004 |
2 |
20 |
66 |
2,388 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
1 |
2 |
6 |
559 |
| Size and Book-to-Market Factors in Earnings and Returns |
0 |
2 |
9 |
1,892 |
7 |
24 |
59 |
4,252 |
| Size, value, and momentum in international stock returns |
4 |
6 |
40 |
2,162 |
20 |
60 |
157 |
6,304 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
1 |
15 |
2,588 |
6 |
15 |
45 |
5,185 |
| Stock returns and the weekend effect |
3 |
9 |
22 |
2,873 |
10 |
32 |
60 |
5,687 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
200 |
1 |
3 |
7 |
430 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
4 |
| The CAPM Is Wanted, Dead or Alive |
4 |
6 |
19 |
1,746 |
6 |
19 |
55 |
4,105 |
| The Capital Asset Pricing Model: Theory and Evidence |
5 |
10 |
36 |
2,263 |
31 |
146 |
259 |
8,394 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
1 |
1 |
5 |
405 |
3 |
7 |
18 |
1,330 |
| The Cross-Section of Expected Stock Returns |
8 |
18 |
75 |
9,098 |
42 |
135 |
396 |
23,475 |
| The Equity Premium |
2 |
3 |
12 |
585 |
9 |
29 |
69 |
1,209 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
2 |
11 |
23 |
817 |
| The Value Premium |
4 |
7 |
28 |
98 |
12 |
39 |
98 |
263 |
| The Value Premium and the CAPM |
1 |
2 |
8 |
626 |
3 |
10 |
30 |
1,550 |
| The pricing of stock index futures |
0 |
0 |
4 |
77 |
1 |
4 |
14 |
184 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
63 |
| Volatility Lessons |
1 |
1 |
2 |
2 |
2 |
5 |
8 |
8 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
1 |
7 |
9 |
780 |
| Total Journal Articles |
175 |
412 |
1,415 |
80,981 |
580 |
2,016 |
5,438 |
192,918 |
|
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