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 |
1 |
1 |
2 |
531 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
836 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
862 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
6 |
12 |
2,134 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
1,207 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
2 |
3 |
806 |
| Investor Diversification and International Equity Markets |
0 |
3 |
15 |
2,194 |
6 |
14 |
67 |
6,218 |
| 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 |
2 |
4 |
9 |
896 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
7 |
21 |
1,991 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
877 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
821 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
2 |
9 |
2,591 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
5 |
15 |
1,616 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
0 |
6 |
14 |
1,437 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
1 |
1 |
3 |
784 |
| Total Working Papers |
0 |
3 |
16 |
3,632 |
19 |
56 |
177 |
24,691 |
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 |
4 |
783 |
| A five-factor asset pricing model |
21 |
42 |
139 |
1,966 |
116 |
225 |
582 |
7,025 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
3 |
166 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
2 |
2 |
3 |
83 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
164 |
1 |
1 |
7 |
480 |
| Business conditions and expected returns on stocks and bonds |
2 |
7 |
25 |
3,456 |
4 |
18 |
56 |
6,453 |
| Capital Structure Choices |
1 |
2 |
7 |
139 |
3 |
6 |
22 |
323 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
2 |
30 |
453 |
6 |
10 |
67 |
1,063 |
| Choosing factors |
4 |
10 |
46 |
1,322 |
16 |
45 |
146 |
3,205 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
10 |
32 |
121 |
2,373 |
26 |
80 |
258 |
4,403 |
| Common risk factors in the returns on stocks and bonds |
23 |
65 |
219 |
15,185 |
65 |
186 |
669 |
30,461 |
| Comparing Cross-Section and Time-Series Factor Models |
3 |
6 |
17 |
213 |
5 |
11 |
54 |
562 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
1 |
10 |
269 |
6 |
9 |
48 |
950 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
2 |
222 |
1 |
1 |
5 |
508 |
| Disagreement, tastes, and asset prices |
3 |
10 |
25 |
760 |
5 |
14 |
51 |
1,655 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
4 |
9 |
28 |
1,618 |
22 |
52 |
143 |
4,347 |
| Dissecting Anomalies |
3 |
6 |
22 |
667 |
9 |
18 |
70 |
1,827 |
| Dissecting Anomalies with a Five-Factor Model |
2 |
2 |
19 |
1,187 |
4 |
6 |
48 |
2,508 |
| Dividend yields and expected stock returns |
1 |
6 |
39 |
4,343 |
6 |
19 |
94 |
8,420 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
68 |
0 |
0 |
4 |
261 |
| Expected stock returns and volatility |
0 |
1 |
12 |
1,609 |
7 |
11 |
41 |
3,740 |
| Financing decisions: who issues stock? |
1 |
2 |
12 |
1,649 |
3 |
6 |
29 |
4,441 |
| Forecasting Profitability and Earnings |
3 |
5 |
16 |
1,360 |
4 |
9 |
53 |
3,809 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
1 |
1 |
4 |
259 |
| Industry costs of equity |
4 |
9 |
46 |
4,437 |
12 |
33 |
121 |
8,611 |
| International tests of a five-factor asset pricing model |
2 |
6 |
19 |
777 |
8 |
18 |
70 |
2,238 |
| Investor Diversification and International Equity Markets |
1 |
3 |
27 |
1,697 |
4 |
10 |
83 |
4,844 |
| 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 |
5 |
8 |
32 |
328 |
15 |
32 |
105 |
1,152 |
| Multifactor Explanations of Asset Pricing Anomalies |
3 |
8 |
42 |
2,797 |
13 |
34 |
132 |
6,720 |
| New lists: Fundamentals and survival rates |
0 |
0 |
2 |
418 |
6 |
9 |
17 |
1,057 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
2 |
2 |
25 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
121 |
| Permanent and Temporary Components of Stock Prices |
0 |
1 |
18 |
3,441 |
0 |
12 |
58 |
9,542 |
| Presidential Address: The Cost of Active Investing |
2 |
9 |
34 |
705 |
13 |
33 |
103 |
1,767 |
| Profitability, investment and average returns |
2 |
5 |
18 |
1,001 |
7 |
13 |
49 |
2,355 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
0 |
1 |
4 |
557 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
1 |
10 |
1,887 |
4 |
7 |
39 |
4,214 |
| Size, value, and momentum in international stock returns |
2 |
10 |
41 |
2,149 |
11 |
26 |
108 |
6,218 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
2 |
20 |
2,586 |
3 |
7 |
39 |
5,167 |
| Stock returns and the weekend effect |
0 |
5 |
17 |
2,861 |
1 |
9 |
38 |
5,646 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
2 |
200 |
0 |
1 |
4 |
426 |
| The CAPM Is Wanted, Dead or Alive |
2 |
2 |
24 |
1,740 |
4 |
10 |
58 |
4,084 |
| The Capital Asset Pricing Model: Theory and Evidence |
8 |
13 |
33 |
2,249 |
26 |
55 |
147 |
8,229 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
1 |
1 |
5 |
404 |
1 |
4 |
17 |
1,322 |
| The Cross-Section of Expected Stock Returns |
12 |
26 |
93 |
9,072 |
31 |
86 |
361 |
23,295 |
| The Equity Premium |
0 |
3 |
20 |
581 |
3 |
12 |
53 |
1,173 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
2 |
194 |
1 |
5 |
11 |
802 |
| The Value Premium |
1 |
8 |
21 |
86 |
3 |
22 |
65 |
215 |
| The Value Premium and the CAPM |
0 |
3 |
6 |
621 |
2 |
11 |
23 |
1,536 |
| The pricing of stock index futures |
0 |
1 |
8 |
77 |
3 |
5 |
17 |
179 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
61 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
0 |
1 |
3 |
773 |
| Total Journal Articles |
128 |
333 |
1,338 |
80,404 |
484 |
1,191 |
4,195 |
190,283 |
|
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