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 |
3 |
530 |
Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
835 |
Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
3 |
4 |
862 |
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
6 |
11 |
2,132 |
Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
3 |
8 |
1,207 |
Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
3 |
3 |
806 |
Investor Diversification and International Equity Markets |
2 |
5 |
16 |
2,194 |
7 |
18 |
64 |
6,212 |
Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
0 |
0 |
1 |
1,084 |
Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
1 |
2 |
8 |
894 |
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
7 |
21 |
1,988 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
2 |
6 |
876 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
821 |
The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
2 |
9 |
2,590 |
Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
3 |
4 |
16 |
1,615 |
Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
4 |
8 |
14 |
1,437 |
Were Japanese Stock Prices Too High? |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
783 |
Total Working Papers |
2 |
5 |
18 |
3,632 |
22 |
60 |
176 |
24,672 |
2 registered items for which data could not be found
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 |
368 |
0 |
0 |
5 |
783 |
A five-factor asset pricing model |
9 |
29 |
130 |
1,945 |
49 |
167 |
529 |
6,909 |
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
2 |
165 |
Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
81 |
Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
164 |
0 |
0 |
7 |
479 |
Business conditions and expected returns on stocks and bonds |
4 |
5 |
26 |
3,454 |
6 |
16 |
55 |
6,449 |
Capital Structure Choices |
0 |
1 |
8 |
138 |
2 |
4 |
22 |
320 |
Characteristics, Covariances, and Average Returns: 1929 to 1997 |
2 |
5 |
34 |
453 |
3 |
10 |
66 |
1,057 |
Choosing factors |
4 |
7 |
46 |
1,318 |
22 |
35 |
138 |
3,189 |
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
12 |
29 |
120 |
2,363 |
28 |
70 |
254 |
4,377 |
Common risk factors in the returns on stocks and bonds |
29 |
57 |
220 |
15,162 |
56 |
173 |
670 |
30,396 |
Comparing Cross-Section and Time-Series Factor Models |
1 |
8 |
17 |
210 |
2 |
16 |
60 |
557 |
DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
3 |
13 |
269 |
1 |
7 |
48 |
944 |
Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
2 |
222 |
0 |
0 |
4 |
507 |
Disagreement, tastes, and asset prices |
4 |
8 |
24 |
757 |
4 |
13 |
51 |
1,650 |
Disappearing dividends: changing firm characteristics or lower propensity to pay? |
3 |
6 |
28 |
1,614 |
16 |
42 |
130 |
4,325 |
Dissecting Anomalies |
1 |
10 |
19 |
664 |
4 |
28 |
62 |
1,818 |
Dissecting Anomalies with a Five-Factor Model |
0 |
0 |
20 |
1,185 |
1 |
3 |
52 |
2,504 |
Dividend yields and expected stock returns |
4 |
9 |
48 |
4,342 |
9 |
19 |
104 |
8,414 |
Effects of Nominal Contracting on Stock Returns |
0 |
0 |
3 |
68 |
0 |
2 |
5 |
261 |
Expected stock returns and volatility |
1 |
2 |
18 |
1,609 |
2 |
6 |
43 |
3,733 |
Financing decisions: who issues stock? |
0 |
1 |
14 |
1,648 |
0 |
3 |
32 |
4,438 |
Forecasting Profitability and Earnings |
0 |
2 |
16 |
1,357 |
1 |
7 |
52 |
3,805 |
Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
0 |
0 |
3 |
258 |
Industry costs of equity |
4 |
6 |
48 |
4,433 |
10 |
27 |
119 |
8,599 |
International tests of a five-factor asset pricing model |
3 |
5 |
18 |
775 |
6 |
16 |
66 |
2,230 |
Investor Diversification and International Equity Markets |
0 |
3 |
35 |
1,696 |
2 |
16 |
97 |
4,840 |
Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
1 |
3 |
222 |
Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
1 |
6 |
30 |
323 |
10 |
25 |
98 |
1,137 |
Multifactor Explanations of Asset Pricing Anomalies |
3 |
7 |
43 |
2,794 |
10 |
28 |
131 |
6,707 |
New lists: Fundamentals and survival rates |
0 |
0 |
3 |
418 |
2 |
3 |
12 |
1,051 |
O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
2 |
2 |
2 |
25 |
PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
121 |
Permanent and Temporary Components of Stock Prices |
1 |
3 |
20 |
3,441 |
6 |
25 |
64 |
9,542 |
Presidential Address: The Cost of Active Investing |
7 |
11 |
37 |
703 |
15 |
30 |
98 |
1,754 |
Profitability, investment and average returns |
1 |
5 |
20 |
999 |
1 |
8 |
48 |
2,348 |
Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
0 |
1 |
5 |
557 |
Size and Book-to-Market Factors in Earnings and Returns |
0 |
0 |
11 |
1,886 |
1 |
7 |
43 |
4,210 |
Size, value, and momentum in international stock returns |
6 |
11 |
44 |
2,147 |
9 |
26 |
114 |
6,207 |
Stock return variances: The arrival of information and the reaction of traders |
1 |
3 |
20 |
2,585 |
3 |
8 |
38 |
5,164 |
Stock returns and the weekend effect |
2 |
7 |
21 |
2,861 |
3 |
12 |
45 |
5,645 |
Taxes and the Pricing of Stock Index Futures |
0 |
0 |
2 |
200 |
1 |
1 |
4 |
426 |
The CAPM Is Wanted, Dead or Alive |
0 |
2 |
25 |
1,738 |
4 |
11 |
60 |
4,080 |
The Capital Asset Pricing Model: Theory and Evidence |
4 |
6 |
27 |
2,241 |
12 |
35 |
139 |
8,203 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
7 |
403 |
2 |
6 |
20 |
1,321 |
The Cross-Section of Expected Stock Returns |
7 |
18 |
106 |
9,060 |
30 |
85 |
377 |
23,264 |
The Equity Premium |
1 |
3 |
24 |
581 |
4 |
12 |
58 |
1,170 |
The Squam Lake Report: Fixing the Financial System |
0 |
1 |
2 |
194 |
1 |
4 |
10 |
801 |
The Value Premium |
3 |
10 |
24 |
85 |
7 |
27 |
68 |
212 |
The Value Premium and the CAPM |
3 |
3 |
6 |
621 |
4 |
11 |
21 |
1,534 |
The pricing of stock index futures |
1 |
1 |
9 |
77 |
2 |
2 |
19 |
176 |
Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
61 |
Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
1 |
1 |
3 |
773 |
Total Journal Articles |
122 |
294 |
1,395 |
80,276 |
354 |
1,053 |
4,161 |
189,799 |
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