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 |
8 |
529 |
Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
833 |
Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
858 |
Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
95 |
1 |
4 |
12 |
209 |
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
1 |
2 |
9 |
2,124 |
Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
803 |
Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
3 |
7 |
1,204 |
Investor Diversification and International Equity Markets |
1 |
5 |
18 |
2,184 |
4 |
18 |
55 |
6,169 |
Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
4 |
484 |
0 |
0 |
4 |
1,083 |
Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
8 |
0 |
0 |
2 |
26 |
Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
890 |
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
2 |
3 |
11 |
1,973 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
2 |
5 |
821 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
2 |
4 |
873 |
The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
4 |
8 |
2,586 |
Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
4 |
28 |
1,605 |
Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
1,424 |
Were Japanese Stock Prices Too High? |
0 |
0 |
2 |
200 |
0 |
2 |
6 |
783 |
Total Working Papers |
1 |
5 |
25 |
3,724 |
15 |
48 |
178 |
24,793 |
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 |
1 |
367 |
2 |
2 |
4 |
781 |
A five-factor asset pricing model |
13 |
33 |
155 |
1,860 |
37 |
110 |
573 |
6,553 |
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
0 |
1 |
163 |
Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
1 |
24 |
1 |
1 |
3 |
81 |
Average Returns, B/M, and Share Issues |
0 |
2 |
9 |
164 |
1 |
4 |
14 |
477 |
Business conditions and expected returns on stocks and bonds |
3 |
6 |
26 |
3,437 |
4 |
13 |
52 |
6,410 |
Capital Structure Choices |
2 |
3 |
18 |
135 |
4 |
10 |
42 |
311 |
Characteristics, Covariances, and Average Returns: 1929 to 1997 |
3 |
6 |
45 |
429 |
5 |
15 |
90 |
1,011 |
Choosing factors |
3 |
12 |
64 |
1,288 |
9 |
37 |
161 |
3,096 |
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
8 |
25 |
92 |
2,277 |
22 |
54 |
193 |
4,199 |
Common risk factors in the returns on stocks and bonds |
15 |
55 |
248 |
15,021 |
44 |
157 |
734 |
29,949 |
Comparing Cross-Section and Time-Series Factor Models |
3 |
4 |
27 |
200 |
6 |
13 |
78 |
521 |
DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
1 |
6 |
14 |
265 |
3 |
20 |
42 |
922 |
Detecting Spot Price Forecasts in Futures Prices |
1 |
1 |
2 |
221 |
1 |
2 |
5 |
505 |
Disagreement, tastes, and asset prices |
1 |
7 |
50 |
742 |
3 |
14 |
103 |
1,618 |
Disappearing dividends: changing firm characteristics or lower propensity to pay? |
1 |
8 |
27 |
1,598 |
6 |
24 |
101 |
4,228 |
Dissecting Anomalies |
2 |
3 |
18 |
648 |
6 |
10 |
48 |
1,767 |
Dissecting Anomalies with a Five-Factor Model |
4 |
9 |
42 |
1,177 |
7 |
15 |
97 |
2,475 |
Dividend yields and expected stock returns |
4 |
14 |
81 |
4,318 |
11 |
32 |
161 |
8,358 |
Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
66 |
0 |
0 |
4 |
257 |
Expected stock returns and volatility |
0 |
3 |
22 |
1,600 |
2 |
10 |
61 |
3,709 |
Financing decisions: who issues stock? |
3 |
8 |
32 |
1,645 |
4 |
13 |
78 |
4,425 |
Forecasting Profitability and Earnings |
2 |
7 |
23 |
1,351 |
3 |
17 |
52 |
3,773 |
Incremental variables and the investment opportunity set |
0 |
0 |
2 |
65 |
0 |
0 |
5 |
255 |
Industry costs of equity |
1 |
9 |
48 |
4,400 |
6 |
29 |
126 |
8,519 |
International tests of a five-factor asset pricing model |
0 |
4 |
29 |
762 |
2 |
14 |
77 |
2,182 |
Investor Diversification and International Equity Markets |
3 |
10 |
53 |
1,680 |
7 |
29 |
155 |
4,790 |
Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
1 |
1 |
1 |
220 |
Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
6 |
11 |
32 |
307 |
9 |
29 |
92 |
1,076 |
Multifactor Explanations of Asset Pricing Anomalies |
2 |
12 |
61 |
2,767 |
7 |
34 |
184 |
6,622 |
New lists: Fundamentals and survival rates |
0 |
0 |
9 |
416 |
1 |
2 |
18 |
1,042 |
O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
23 |
PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
63 |
0 |
1 |
4 |
120 |
Permanent and Temporary Components of Stock Prices |
0 |
4 |
29 |
3,427 |
1 |
8 |
59 |
9,492 |
Presidential Address: The Cost of Active Investing |
6 |
12 |
47 |
683 |
11 |
32 |
112 |
1,696 |
Profitability, investment and average returns |
0 |
4 |
26 |
987 |
2 |
13 |
58 |
2,319 |
Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
182 |
0 |
0 |
3 |
553 |
Size and Book-to-Market Factors in Earnings and Returns |
1 |
6 |
28 |
1,883 |
3 |
14 |
76 |
4,189 |
Size, value, and momentum in international stock returns |
3 |
11 |
51 |
2,119 |
9 |
30 |
182 |
6,140 |
Stock return variances: The arrival of information and the reaction of traders |
2 |
7 |
27 |
2,573 |
3 |
11 |
63 |
5,139 |
Stock returns and the weekend effect |
1 |
6 |
27 |
2,850 |
5 |
14 |
59 |
5,622 |
Taxes and the Pricing of Stock Index Futures |
0 |
1 |
3 |
199 |
0 |
1 |
6 |
423 |
The CAPM Is Wanted, Dead or Alive |
1 |
8 |
31 |
1,724 |
5 |
17 |
60 |
4,043 |
The Capital Asset Pricing Model: Theory and Evidence |
2 |
10 |
32 |
2,226 |
8 |
46 |
242 |
8,128 |
The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
6 |
400 |
1 |
6 |
14 |
1,311 |
The Cross-Section of Expected Stock Returns |
6 |
35 |
167 |
9,014 |
31 |
115 |
537 |
23,049 |
The Equity Premium |
3 |
9 |
20 |
570 |
4 |
13 |
47 |
1,133 |
The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
2 |
2 |
4 |
793 |
The Value Premium |
1 |
4 |
27 |
69 |
2 |
11 |
72 |
161 |
The Value Premium and the CAPM |
3 |
3 |
19 |
618 |
5 |
7 |
28 |
1,520 |
The pricing of stock index futures |
2 |
4 |
9 |
73 |
2 |
8 |
24 |
170 |
Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
1 |
60 |
Were Japanese stock prices too high? |
0 |
0 |
1 |
217 |
0 |
1 |
6 |
771 |
Total Journal Articles |
113 |
384 |
1,784 |
79,450 |
309 |
1,062 |
5,013 |
187,150 |
|
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