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


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 1 8 110
Total Books 0 0 0 0 0 1 8 110


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage 1 4 16 157 3 8 39 318
Crash-Testing the Efficient Market Hypothesis 0 0 0 128 0 0 2 275
Introduction 0 0 0 3 0 0 1 39
Total Chapters 1 4 16 288 3 8 42 632


Statistics updated 2025-10-06