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 3 14 544
Characteristics, Covariances, and Average Returns: 1929 to 1997 0 0 0 1 1 3 15 848
Characteristics, Covariances, and Average Returns: 1929-1997 0 0 0 3 1 2 10 869
Common Factors in the Serial Correlation of Stock Returns 1 1 1 100 4 7 11 227
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." 0 0 0 52 11 15 148 2,274
Forecasting Profitability and Earnings 0 0 0 1 4 10 19 1,223
Forecasting Profitability and Earnings 0 0 0 1 1 7 14 817
Investor Diversification and International Equity Markets 1 4 10 2,198 21 34 87 6,276
Newly Listed Firms: Fundamentals, Survival Rates, and Returns 1 1 1 486 7 8 14 1,098
Sunk Costs and Competitive Bidding 0 0 1 9 3 6 11 37
Taxes, Financing Decisions, and Firm Value 0 0 0 2 1 4 19 910
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” 0 0 0 120 10 18 60 2,038
The Corporate Cost of Capital and the Return on Corporate Investment 0 0 0 0 2 3 13 887
The Corporate Cost of Capital and the Return on Corporate Investment 0 0 0 0 3 4 9 830
The Equity Premium." 0 0 0 567 8 11 19 2,607
Value Versus Growth: The International Evidence 0 0 0 3 7 14 35 1,645
Value versus Growth: The International Evidence 0 0 0 3 7 17 40 1,466
Were Japanese Stock Prices Too High? 0 0 0 200 2 4 11 794
Total Working Papers 3 6 13 3,746 95 170 549 25,390

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 1 3 370 3 5 17 798
A five-factor asset pricing model 9 60 219 2,107 73 243 920 7,569
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 4 11 175
Anomalies in Security Returns and the Specification of the Market Model: Discussion 0 0 0 24 3 3 7 88
Average Returns, B/M, and Share Issues 0 2 2 166 2 10 14 492
Business conditions and expected returns on stocks and bonds 4 16 36 3,481 18 40 108 6,531
Capital Structure Choices 2 3 7 144 3 7 23 338
Characteristics, Covariances, and Average Returns: 1929 to 1997 11 12 26 467 20 23 65 1,100
Choosing factors 12 22 58 1,360 29 57 191 3,319
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage 18 47 151 2,459 38 127 375 4,631
Common risk factors in the returns on stocks and bonds 22 85 267 15,333 79 252 908 30,988
Comparing Cross-Section and Time-Series Factor Models 3 9 25 226 14 40 96 629
DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? 0 5 14 279 15 36 87 1,021
Detecting Spot Price Forecasts in Futures Prices 1 2 2 224 1 6 13 520
Disagreement, tastes, and asset prices 3 4 25 771 4 12 67 1,694
Disappearing dividends: changing firm characteristics or lower propensity to pay? 3 7 31 1,634 21 44 185 4,440
Dissecting Anomalies 2 7 29 680 12 33 114 1,889
Dissecting Anomalies with a Five-Factor Model 4 13 20 1,202 8 27 60 2,550
Dividend yields and expected stock returns 3 11 41 4,365 28 42 118 8,498
Effects of Nominal Contracting on Stock Returns 0 1 2 69 2 8 16 274
Expected stock returns and volatility 1 3 13 1,619 14 23 65 3,788
Financing decisions: who issues stock? 0 1 4 1,651 9 12 29 4,459
Forecasting Profitability and Earnings 1 5 17 1,369 7 21 61 3,854
House Prices and Rents 0 2 8 10 1 4 30 37
Incremental variables and the investment opportunity set 0 0 0 66 1 3 13 271
Industry costs of equity 4 14 39 4,458 24 52 145 8,694
International tests of a five-factor asset pricing model 4 17 33 800 22 69 138 2,338
Investor Diversification and International Equity Markets 4 11 23 1,712 30 60 150 4,962
Japanese and U.S. cross-border common stock investments 0 0 0 91 1 5 13 234
Luck versus Skill in the Cross‐Section of Mutual Fund Returns 2 10 39 352 48 93 213 1,307
Michael C. Jensen’s empirical work 0 0 1 1 3 15 37 37
Migration 1 1 1 1 6 14 21 23
Multifactor Explanations of Asset Pricing Anomalies 2 14 39 2,819 23 51 163 6,813
New lists: Fundamentals and survival rates 0 2 4 421 3 13 46 1,091
PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION 0 0 1 64 1 2 9 129
Permanent and Temporary Components of Stock Prices 1 2 14 3,445 8 21 71 9,575
Presidential Address: The Cost of Active Investing 2 25 56 741 12 59 158 1,866
Profitability, investment and average returns 2 3 18 1,007 14 21 78 2,407
Sealed Bids, Sunk Costs, and the Process of Competition 0 0 1 183 0 2 7 560
Size and Book-to-Market Factors in Earnings and Returns 2 4 12 1,896 7 16 66 4,261
Size, value, and momentum in international stock returns 3 8 38 2,166 13 49 170 6,333
Stock return variances: The arrival of information and the reaction of traders 2 4 13 2,591 14 24 56 5,203
Stock returns and the weekend effect 4 9 28 2,879 10 29 78 5,706
Taxes and the Pricing of Stock Index Futures 0 0 1 200 1 3 9 432
The Anatomy of Value and Growth Stock Returns 0 0 0 0 1 2 4 6
The CAPM Is Wanted, Dead or Alive 0 6 20 1,748 4 14 57 4,113
The Capital Asset Pricing Model: Theory and Evidence 1 10 39 2,268 18 86 303 8,449
The Corporate Cost of Capital and the Return on Corporate Investment 0 2 6 406 3 9 24 1,336
The Cross-Section of Expected Stock Returns 7 21 81 9,111 51 143 451 23,576
The Equity Premium 0 5 13 588 8 23 75 1,223
The Squam Lake Report: Fixing the Financial System 1 2 4 196 4 8 28 823
The Value Premium 3 13 34 107 16 54 131 305
The Value Premium and the CAPM 0 2 9 627 3 7 33 1,554
The capital asset pricing model: theory and evidence 0 0 0 3 2 2 4 27
The pricing of stock index futures 0 0 1 77 1 2 12 185
Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment 0 0 0 10 1 4 6 66
Volatility Lessons 0 1 2 2 2 4 10 10
Were Japanese stock prices too high? 0 0 0 217 1 2 9 781
Total Journal Articles 144 504 1,570 81,310 760 2,040 6,368 194,378

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 3 4 12 120
Total Books 0 0 0 0 3 4 12 120

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 5 19 169 9 24 63 364
Crash-Testing the Efficient Market Hypothesis 0 1 1 129 2 5 15 290
Introduction 0 0 0 3 1 2 7 46
Total Chapters 0 6 20 301 12 31 85 700

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