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 |
2 |
3 |
532 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
4 |
5 |
7 |
840 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
2 |
5 |
863 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
4 |
99 |
0 |
0 |
13 |
219 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
0 |
4 |
11 |
2,134 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
806 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
2 |
7 |
1,209 |
| Investor Diversification and International Equity Markets |
0 |
2 |
13 |
2,194 |
5 |
18 |
65 |
6,223 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
1 |
1 |
2 |
1,085 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
28 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
3 |
9 |
896 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
11 |
17 |
31 |
2,002 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
822 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
2 |
6 |
878 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
4 |
10 |
2,593 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
5 |
16 |
1,617 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
6 |
10 |
20 |
1,443 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
0 |
1 |
2 |
784 |
| Total Working Papers |
0 |
2 |
19 |
3,740 |
36 |
77 |
214 |
24,974 |
| 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 |
1 |
1 |
3 |
369 |
3 |
3 |
7 |
786 |
| A five-factor asset pricing model |
32 |
62 |
160 |
1,998 |
111 |
276 |
651 |
7,136 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
2 |
4 |
167 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
3 |
83 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
0 |
164 |
0 |
1 |
4 |
480 |
| Business conditions and expected returns on stocks and bonds |
3 |
9 |
25 |
3,459 |
12 |
22 |
60 |
6,465 |
| Capital Structure Choices |
0 |
1 |
7 |
139 |
1 |
6 |
20 |
324 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
1 |
3 |
29 |
454 |
2 |
11 |
63 |
1,065 |
| Choosing factors |
5 |
13 |
46 |
1,327 |
17 |
55 |
151 |
3,222 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
16 |
38 |
125 |
2,389 |
36 |
90 |
274 |
4,439 |
| Common risk factors in the returns on stocks and bonds |
20 |
72 |
215 |
15,205 |
68 |
189 |
668 |
30,529 |
| Comparing Cross-Section and Time-Series Factor Models |
1 |
5 |
17 |
214 |
4 |
11 |
55 |
566 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
0 |
8 |
269 |
5 |
12 |
41 |
955 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
2 |
222 |
0 |
1 |
5 |
508 |
| Disagreement, tastes, and asset prices |
2 |
9 |
22 |
762 |
8 |
17 |
53 |
1,663 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
6 |
13 |
31 |
1,624 |
13 |
51 |
146 |
4,360 |
| Dissecting Anomalies |
2 |
6 |
24 |
669 |
8 |
21 |
76 |
1,835 |
| Dissecting Anomalies with a Five-Factor Model |
1 |
3 |
19 |
1,188 |
4 |
9 |
49 |
2,512 |
| Dividend yields and expected stock returns |
7 |
12 |
42 |
4,350 |
20 |
35 |
106 |
8,440 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
68 |
2 |
2 |
6 |
263 |
| Expected stock returns and volatility |
4 |
5 |
14 |
1,613 |
9 |
18 |
46 |
3,749 |
| Financing decisions: who issues stock? |
1 |
2 |
10 |
1,650 |
2 |
5 |
28 |
4,443 |
| Forecasting Profitability and Earnings |
2 |
5 |
15 |
1,362 |
10 |
15 |
55 |
3,819 |
| House Prices and Rents |
1 |
3 |
6 |
6 |
2 |
6 |
21 |
21 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
4 |
5 |
8 |
263 |
| Industry costs of equity |
0 |
8 |
41 |
4,437 |
4 |
26 |
108 |
8,615 |
| International tests of a five-factor asset pricing model |
3 |
8 |
22 |
780 |
8 |
22 |
74 |
2,246 |
| Investor Diversification and International Equity Markets |
3 |
4 |
25 |
1,700 |
17 |
23 |
82 |
4,861 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
1 |
1 |
4 |
223 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
5 |
11 |
34 |
333 |
15 |
40 |
109 |
1,167 |
| Michael C. Jensen’s empirical work |
0 |
0 |
0 |
0 |
3 |
5 |
5 |
5 |
| Migration |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
| Multifactor Explanations of Asset Pricing Anomalies |
3 |
9 |
40 |
2,800 |
16 |
39 |
136 |
6,736 |
| New lists: Fundamentals and survival rates |
0 |
0 |
2 |
418 |
4 |
12 |
20 |
1,061 |
| 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 |
1 |
121 |
| Permanent and Temporary Components of Stock Prices |
0 |
1 |
17 |
3,441 |
1 |
7 |
57 |
9,543 |
| Presidential Address: The Cost of Active Investing |
4 |
13 |
35 |
709 |
16 |
44 |
108 |
1,783 |
| Profitability, investment and average returns |
1 |
4 |
15 |
1,002 |
13 |
21 |
53 |
2,368 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
0 |
0 |
4 |
557 |
| Size and Book-to-Market Factors in Earnings and Returns |
3 |
4 |
10 |
1,890 |
14 |
19 |
45 |
4,228 |
| Size, value, and momentum in international stock returns |
7 |
15 |
43 |
2,156 |
26 |
46 |
124 |
6,244 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
3 |
18 |
2,587 |
3 |
9 |
37 |
5,170 |
| Stock returns and the weekend effect |
3 |
5 |
18 |
2,864 |
9 |
13 |
43 |
5,655 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
2 |
200 |
1 |
2 |
5 |
427 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
4 |
| The CAPM Is Wanted, Dead or Alive |
0 |
2 |
19 |
1,740 |
2 |
10 |
52 |
4,086 |
| The Capital Asset Pricing Model: Theory and Evidence |
4 |
16 |
33 |
2,253 |
19 |
57 |
144 |
8,248 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
4 |
404 |
1 |
4 |
16 |
1,323 |
| The Cross-Section of Expected Stock Returns |
8 |
27 |
86 |
9,080 |
45 |
106 |
365 |
23,340 |
| The Equity Premium |
1 |
2 |
19 |
582 |
7 |
14 |
56 |
1,180 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
4 |
6 |
15 |
806 |
| The Value Premium |
5 |
9 |
24 |
91 |
9 |
19 |
69 |
224 |
| The Value Premium and the CAPM |
3 |
6 |
9 |
624 |
4 |
10 |
26 |
1,540 |
| The pricing of stock index futures |
0 |
1 |
6 |
77 |
1 |
6 |
14 |
180 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
3 |
62 |
| Volatility Lessons |
0 |
1 |
1 |
1 |
1 |
3 |
3 |
3 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
0 |
1 |
2 |
773 |
| Total Journal Articles |
159 |
412 |
1,350 |
80,569 |
588 |
1,436 |
4,390 |
190,902 |
|
|
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