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 |
2 |
4 |
18 |
549 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
2 |
17 |
853 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
1 |
11 |
873 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
100 |
0 |
0 |
8 |
227 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
5 |
10 |
160 |
2,294 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
5 |
7 |
18 |
824 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
3 |
7 |
25 |
1,232 |
| Investor Diversification and International Equity Markets |
3 |
6 |
10 |
2,204 |
24 |
35 |
101 |
6,319 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
2 |
487 |
2 |
2 |
18 |
1,102 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
9 |
2 |
3 |
12 |
40 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
2 |
3 |
19 |
915 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
6 |
10 |
69 |
2,060 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
1 |
10 |
831 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
3 |
15 |
892 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
2 |
20 |
2,611 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
6 |
9 |
43 |
1,659 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
4 |
9 |
42 |
1,479 |
| Were Japanese Stock Prices Too High? |
0 |
1 |
1 |
201 |
8 |
14 |
25 |
809 |
| Total Working Papers |
3 |
7 |
14 |
3,754 |
74 |
122 |
631 |
25,569 |
| 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 |
2 |
2 |
4 |
372 |
5 |
5 |
20 |
803 |
| A five-factor asset pricing model |
7 |
38 |
224 |
2,190 |
91 |
271 |
1,028 |
8,053 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
13 |
179 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
2 |
2 |
9 |
92 |
| Average Returns, B/M, and Share Issues |
0 |
1 |
3 |
167 |
4 |
6 |
21 |
501 |
| Business conditions and expected returns on stocks and bonds |
8 |
21 |
51 |
3,507 |
25 |
59 |
169 |
6,622 |
| Capital Structure Choices |
1 |
1 |
8 |
147 |
2 |
3 |
23 |
346 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
2 |
30 |
483 |
5 |
12 |
82 |
1,145 |
| Choosing factors |
5 |
19 |
79 |
1,401 |
30 |
62 |
247 |
3,452 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
10 |
36 |
155 |
2,528 |
41 |
109 |
436 |
4,839 |
| Common risk factors in the returns on stocks and bonds |
15 |
50 |
264 |
15,449 |
89 |
216 |
1,030 |
31,491 |
| Comparing Cross-Section and Time-Series Factor Models |
2 |
3 |
17 |
230 |
10 |
17 |
94 |
656 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
0 |
11 |
280 |
2 |
7 |
89 |
1,039 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
4 |
226 |
3 |
3 |
17 |
525 |
| Disagreement, tastes, and asset prices |
4 |
7 |
20 |
780 |
7 |
15 |
66 |
1,721 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
0 |
7 |
25 |
1,643 |
13 |
45 |
174 |
4,521 |
| Dissecting Anomalies |
5 |
9 |
29 |
696 |
20 |
34 |
118 |
1,945 |
| Dissecting Anomalies with a Five-Factor Model |
1 |
3 |
29 |
1,216 |
13 |
27 |
91 |
2,599 |
| Dividend yields and expected stock returns |
5 |
13 |
46 |
4,389 |
11 |
29 |
140 |
8,560 |
| Effects of Nominal Contracting on Stock Returns |
0 |
2 |
4 |
72 |
0 |
2 |
16 |
277 |
| Expected stock returns and volatility |
1 |
2 |
15 |
1,624 |
14 |
20 |
88 |
3,828 |
| Financing decisions: who issues stock? |
1 |
3 |
9 |
1,658 |
3 |
8 |
37 |
4,478 |
| Forecasting Profitability and Earnings |
3 |
6 |
18 |
1,378 |
38 |
79 |
147 |
3,956 |
| House Prices and Rents |
0 |
2 |
9 |
14 |
1 |
5 |
28 |
47 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
2 |
2 |
17 |
276 |
| Industry costs of equity |
8 |
14 |
58 |
4,495 |
19 |
43 |
160 |
8,771 |
| International tests of a five-factor asset pricing model |
6 |
12 |
47 |
824 |
21 |
44 |
186 |
2,424 |
| Investor Diversification and International Equity Markets |
3 |
6 |
24 |
1,721 |
29 |
43 |
180 |
5,024 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
4 |
4 |
16 |
238 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
7 |
13 |
50 |
378 |
71 |
130 |
358 |
1,510 |
| Michael C. Jensen’s empirical work |
0 |
1 |
3 |
3 |
2 |
5 |
44 |
46 |
| Migration |
0 |
1 |
2 |
2 |
4 |
9 |
37 |
42 |
| Multifactor Explanations of Asset Pricing Anomalies |
3 |
8 |
34 |
2,831 |
11 |
30 |
149 |
6,869 |
| New lists: Fundamentals and survival rates |
1 |
1 |
5 |
423 |
7 |
11 |
54 |
1,111 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
1 |
1 |
65 |
2 |
4 |
12 |
133 |
| Permanent and Temporary Components of Stock Prices |
0 |
7 |
16 |
3,457 |
11 |
34 |
104 |
9,646 |
| Presidential Address: The Cost of Active Investing |
1 |
4 |
42 |
747 |
10 |
20 |
134 |
1,901 |
| Profitability, investment and average returns |
1 |
6 |
18 |
1,019 |
9 |
25 |
100 |
2,455 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
183 |
4 |
5 |
10 |
567 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
4 |
21 |
1,908 |
4 |
12 |
87 |
4,301 |
| Size, value, and momentum in international stock returns |
3 |
7 |
30 |
2,179 |
22 |
57 |
206 |
6,424 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
6 |
16 |
2,602 |
10 |
33 |
93 |
5,260 |
| Stock returns and the weekend effect |
10 |
22 |
44 |
2,905 |
38 |
69 |
157 |
5,803 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
201 |
1 |
2 |
12 |
438 |
| The Anatomy of Value and Growth Stock Returns |
0 |
1 |
1 |
1 |
7 |
21 |
25 |
28 |
| The CAPM Is Wanted, Dead or Alive |
1 |
4 |
14 |
1,754 |
1 |
7 |
46 |
4,130 |
| The Capital Asset Pricing Model: Theory and Evidence |
3 |
3 |
23 |
2,272 |
21 |
32 |
289 |
8,518 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
1 |
1 |
3 |
407 |
3 |
3 |
21 |
1,343 |
| The Cross-Section of Expected Stock Returns |
10 |
30 |
92 |
9,164 |
75 |
155 |
567 |
23,862 |
| The Equity Premium |
0 |
3 |
10 |
591 |
6 |
18 |
75 |
1,248 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
3 |
7 |
29 |
831 |
| The Value Premium |
7 |
13 |
49 |
135 |
40 |
65 |
223 |
438 |
| The Value Premium and the CAPM |
0 |
1 |
7 |
628 |
4 |
7 |
30 |
1,566 |
| The capital asset pricing model: theory and evidence |
3 |
3 |
3 |
6 |
6 |
7 |
9 |
34 |
| The pricing of stock index futures |
0 |
1 |
6 |
83 |
3 |
6 |
19 |
198 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
4 |
4 |
10 |
71 |
| Volatility Lessons |
0 |
2 |
6 |
7 |
1 |
4 |
17 |
19 |
| Were Japanese stock prices too high? |
0 |
1 |
1 |
218 |
7 |
8 |
18 |
791 |
| Total Journal Articles |
140 |
403 |
1,683 |
82,093 |
892 |
1,965 |
7,677 |
197,991 |
|
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