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


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Squam Lake Report: Fixing the Financial System 0 0 0 0 2 2 9 112
Total Books 0 0 0 0 2 2 9 112


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage 0 2 15 157 3 8 37 321
Crash-Testing the Efficient Market Hypothesis 0 0 0 128 0 0 2 275
Introduction 0 0 0 3 0 0 1 39
Total Chapters 0 2 15 288 3 8 40 635


Statistics updated 2025-11-08