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 |
17 |
547 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
1 |
17 |
852 |
| 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 |
3 |
6 |
157 |
2,289 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
6 |
22 |
1,229 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
1 |
2 |
13 |
819 |
| Investor Diversification and International Equity Markets |
2 |
3 |
7 |
2,201 |
5 |
12 |
83 |
6,295 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
2 |
487 |
0 |
0 |
16 |
1,100 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
0 |
9 |
1 |
1 |
10 |
38 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
1 |
1 |
19 |
913 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
3 |
5 |
66 |
2,054 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
2 |
15 |
891 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
830 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
2 |
19 |
2,609 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
2 |
4 |
38 |
1,653 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
4 |
5 |
38 |
1,475 |
| Were Japanese Stock Prices Too High? |
0 |
1 |
1 |
201 |
1 |
7 |
18 |
801 |
| Total Working Papers |
2 |
4 |
11 |
3,751 |
26 |
57 |
576 |
25,495 |
| 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 |
370 |
0 |
0 |
15 |
798 |
| A five-factor asset pricing model |
10 |
45 |
238 |
2,183 |
78 |
245 |
1,053 |
7,962 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
13 |
178 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
2 |
9 |
90 |
| Average Returns, B/M, and Share Issues |
1 |
1 |
3 |
167 |
2 |
4 |
18 |
497 |
| Business conditions and expected returns on stocks and bonds |
5 |
13 |
45 |
3,499 |
16 |
43 |
148 |
6,597 |
| Capital Structure Choices |
0 |
0 |
8 |
146 |
0 |
2 |
24 |
344 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
1 |
4 |
30 |
483 |
5 |
11 |
83 |
1,140 |
| Choosing factors |
6 |
23 |
78 |
1,396 |
20 |
51 |
233 |
3,422 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
12 |
37 |
155 |
2,518 |
36 |
98 |
421 |
4,798 |
| Common risk factors in the returns on stocks and bonds |
18 |
51 |
272 |
15,434 |
66 |
219 |
1,006 |
31,402 |
| Comparing Cross-Section and Time-Series Factor Models |
1 |
2 |
18 |
228 |
5 |
13 |
89 |
646 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
0 |
11 |
280 |
3 |
6 |
93 |
1,037 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
4 |
226 |
0 |
0 |
15 |
522 |
| Disagreement, tastes, and asset prices |
2 |
3 |
19 |
776 |
4 |
8 |
64 |
1,714 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
5 |
7 |
29 |
1,643 |
16 |
41 |
183 |
4,508 |
| Dissecting Anomalies |
3 |
5 |
27 |
691 |
5 |
23 |
107 |
1,925 |
| Dissecting Anomalies with a Five-Factor Model |
0 |
3 |
30 |
1,215 |
10 |
17 |
82 |
2,586 |
| Dividend yields and expected stock returns |
3 |
8 |
42 |
4,384 |
9 |
21 |
135 |
8,549 |
| Effects of Nominal Contracting on Stock Returns |
0 |
3 |
4 |
72 |
0 |
3 |
16 |
277 |
| Expected stock returns and volatility |
0 |
1 |
14 |
1,623 |
2 |
10 |
81 |
3,814 |
| Financing decisions: who issues stock? |
2 |
3 |
9 |
1,657 |
4 |
9 |
37 |
4,475 |
| Forecasting Profitability and Earnings |
2 |
4 |
18 |
1,375 |
27 |
52 |
113 |
3,918 |
| House Prices and Rents |
2 |
3 |
9 |
14 |
2 |
6 |
28 |
46 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
0 |
0 |
16 |
274 |
| Industry costs of equity |
4 |
6 |
54 |
4,487 |
14 |
27 |
153 |
8,752 |
| International tests of a five-factor asset pricing model |
2 |
7 |
43 |
818 |
15 |
31 |
173 |
2,403 |
| Investor Diversification and International Equity Markets |
1 |
4 |
22 |
1,718 |
8 |
20 |
155 |
4,995 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
0 |
12 |
234 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
10 |
48 |
371 |
21 |
92 |
302 |
1,439 |
| Michael C. Jensen’s empirical work |
0 |
2 |
3 |
3 |
1 |
4 |
43 |
44 |
| Migration |
0 |
1 |
2 |
2 |
2 |
6 |
35 |
38 |
| Multifactor Explanations of Asset Pricing Anomalies |
4 |
7 |
34 |
2,828 |
10 |
25 |
151 |
6,858 |
| New lists: Fundamentals and survival rates |
0 |
0 |
4 |
422 |
2 |
6 |
53 |
1,104 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
1 |
1 |
65 |
0 |
2 |
10 |
131 |
| Permanent and Temporary Components of Stock Prices |
3 |
8 |
16 |
3,457 |
12 |
32 |
93 |
9,635 |
| Presidential Address: The Cost of Active Investing |
1 |
3 |
43 |
746 |
7 |
14 |
137 |
1,891 |
| Profitability, investment and average returns |
4 |
8 |
19 |
1,018 |
11 |
25 |
98 |
2,446 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
183 |
0 |
1 |
6 |
563 |
| Size and Book-to-Market Factors in Earnings and Returns |
3 |
4 |
21 |
1,907 |
6 |
19 |
87 |
4,297 |
| Size, value, and momentum in international stock returns |
3 |
5 |
29 |
2,176 |
25 |
47 |
195 |
6,402 |
| Stock return variances: The arrival of information and the reaction of traders |
3 |
6 |
16 |
2,601 |
11 |
31 |
86 |
5,250 |
| Stock returns and the weekend effect |
7 |
13 |
34 |
2,895 |
21 |
46 |
120 |
5,765 |
| Taxes and the Pricing of Stock Index Futures |
0 |
1 |
1 |
201 |
1 |
3 |
11 |
437 |
| The Anatomy of Value and Growth Stock Returns |
1 |
1 |
1 |
1 |
5 |
14 |
18 |
21 |
| The CAPM Is Wanted, Dead or Alive |
2 |
4 |
15 |
1,753 |
3 |
12 |
49 |
4,129 |
| The Capital Asset Pricing Model: Theory and Evidence |
0 |
1 |
28 |
2,269 |
2 |
21 |
294 |
8,497 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
3 |
406 |
0 |
1 |
19 |
1,340 |
| The Cross-Section of Expected Stock Returns |
9 |
27 |
94 |
9,154 |
46 |
116 |
523 |
23,787 |
| The Equity Premium |
2 |
3 |
10 |
591 |
9 |
13 |
72 |
1,242 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
196 |
2 |
5 |
27 |
828 |
| The Value Premium |
6 |
15 |
43 |
128 |
15 |
57 |
186 |
398 |
| The Value Premium and the CAPM |
1 |
1 |
7 |
628 |
2 |
4 |
28 |
1,562 |
| The capital asset pricing model: theory and evidence |
0 |
0 |
0 |
3 |
1 |
1 |
3 |
28 |
| The pricing of stock index futures |
1 |
3 |
6 |
83 |
2 |
6 |
19 |
195 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
67 |
| Volatility Lessons |
1 |
2 |
7 |
7 |
2 |
4 |
17 |
18 |
| Were Japanese stock prices too high? |
0 |
1 |
1 |
218 |
0 |
2 |
11 |
784 |
| Total Journal Articles |
134 |
360 |
1,672 |
81,953 |
567 |
1,575 |
7,274 |
197,099 |
|
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