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 |
7 |
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 |
1 |
1 |
5 |
859 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
95 |
0 |
3 |
12 |
209 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
3 |
11 |
2,126 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
2 |
803 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
1,204 |
| Investor Diversification and International Equity Markets |
2 |
5 |
18 |
2,186 |
10 |
21 |
58 |
6,179 |
| 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 |
1 |
4 |
5 |
891 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
0 |
2 |
11 |
1,973 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
821 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
873 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
3 |
8 |
2,586 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
5 |
28 |
1,606 |
| 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 |
1 |
5 |
783 |
| Total Working Papers |
2 |
5 |
25 |
3,726 |
15 |
48 |
181 |
24,808 |
| 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 |
1 |
367 |
0 |
2 |
4 |
781 |
| A five-factor asset pricing model |
10 |
32 |
152 |
1,870 |
38 |
106 |
557 |
6,591 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
1 |
164 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
1 |
24 |
0 |
1 |
3 |
81 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
7 |
164 |
0 |
1 |
12 |
477 |
| Business conditions and expected returns on stocks and bonds |
3 |
6 |
26 |
3,440 |
5 |
10 |
53 |
6,415 |
| Capital Structure Choices |
1 |
4 |
19 |
136 |
3 |
10 |
45 |
314 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
2 |
6 |
39 |
431 |
4 |
13 |
83 |
1,015 |
| Choosing factors |
8 |
15 |
66 |
1,296 |
13 |
38 |
163 |
3,109 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
16 |
29 |
107 |
2,293 |
23 |
57 |
207 |
4,222 |
| Common risk factors in the returns on stocks and bonds |
20 |
51 |
243 |
15,041 |
51 |
139 |
716 |
30,000 |
| Comparing Cross-Section and Time-Series Factor Models |
1 |
4 |
26 |
201 |
5 |
15 |
80 |
526 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
4 |
13 |
265 |
4 |
12 |
45 |
926 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
1 |
2 |
221 |
1 |
3 |
6 |
506 |
| Disagreement, tastes, and asset prices |
0 |
2 |
44 |
742 |
2 |
10 |
96 |
1,620 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
4 |
9 |
31 |
1,602 |
10 |
24 |
107 |
4,238 |
| Dissecting Anomalies |
1 |
4 |
18 |
649 |
3 |
11 |
46 |
1,770 |
| Dissecting Anomalies with a Five-Factor Model |
3 |
11 |
45 |
1,180 |
5 |
17 |
98 |
2,480 |
| Dividend yields and expected stock returns |
3 |
13 |
76 |
4,321 |
10 |
34 |
159 |
8,368 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
66 |
0 |
0 |
4 |
257 |
| Expected stock returns and volatility |
2 |
3 |
20 |
1,602 |
6 |
12 |
60 |
3,715 |
| Financing decisions: who issues stock? |
0 |
5 |
28 |
1,645 |
1 |
11 |
70 |
4,426 |
| Forecasting Profitability and Earnings |
0 |
4 |
22 |
1,351 |
14 |
23 |
63 |
3,787 |
| Incremental variables and the investment opportunity set |
0 |
0 |
2 |
65 |
1 |
1 |
6 |
256 |
| Industry costs of equity |
2 |
6 |
47 |
4,402 |
6 |
18 |
126 |
8,525 |
| International tests of a five-factor asset pricing model |
0 |
4 |
24 |
762 |
4 |
14 |
71 |
2,186 |
| Investor Diversification and International Equity Markets |
4 |
9 |
52 |
1,684 |
8 |
19 |
149 |
4,798 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
1 |
1 |
220 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
11 |
33 |
310 |
7 |
25 |
95 |
1,083 |
| Multifactor Explanations of Asset Pricing Anomalies |
9 |
16 |
68 |
2,776 |
15 |
37 |
185 |
6,637 |
| New lists: Fundamentals and survival rates |
0 |
0 |
7 |
416 |
1 |
2 |
17 |
1,043 |
| 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 |
0 |
4 |
120 |
| Permanent and Temporary Components of Stock Prices |
2 |
5 |
27 |
3,429 |
4 |
10 |
55 |
9,496 |
| Presidential Address: The Cost of Active Investing |
1 |
10 |
43 |
684 |
6 |
27 |
104 |
1,702 |
| Profitability, investment and average returns |
0 |
0 |
24 |
987 |
3 |
7 |
57 |
2,322 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
182 |
0 |
0 |
2 |
553 |
| Size and Book-to-Market Factors in Earnings and Returns |
0 |
3 |
21 |
1,883 |
4 |
10 |
61 |
4,193 |
| Size, value, and momentum in international stock returns |
3 |
9 |
54 |
2,122 |
7 |
27 |
176 |
6,147 |
| Stock return variances: The arrival of information and the reaction of traders |
0 |
4 |
26 |
2,573 |
1 |
7 |
57 |
5,140 |
| Stock returns and the weekend effect |
1 |
5 |
26 |
2,851 |
5 |
15 |
60 |
5,627 |
| Taxes and the Pricing of Stock Index Futures |
0 |
1 |
3 |
199 |
0 |
1 |
5 |
423 |
| The CAPM Is Wanted, Dead or Alive |
3 |
6 |
31 |
1,727 |
7 |
16 |
62 |
4,050 |
| The Capital Asset Pricing Model: Theory and Evidence |
1 |
7 |
32 |
2,227 |
7 |
31 |
227 |
8,135 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
6 |
400 |
1 |
5 |
15 |
1,312 |
| The Cross-Section of Expected Stock Returns |
9 |
29 |
163 |
9,023 |
30 |
104 |
520 |
23,079 |
| The Equity Premium |
3 |
10 |
23 |
573 |
7 |
16 |
53 |
1,140 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
0 |
192 |
1 |
3 |
4 |
794 |
| The Value Premium |
1 |
3 |
26 |
70 |
4 |
10 |
68 |
165 |
| The Value Premium and the CAPM |
0 |
3 |
18 |
618 |
0 |
6 |
27 |
1,520 |
| The pricing of stock index futures |
0 |
2 |
8 |
73 |
0 |
4 |
23 |
170 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
1 |
60 |
| Were Japanese stock prices too high? |
0 |
0 |
1 |
217 |
0 |
0 |
5 |
771 |
| Total Journal Articles |
116 |
347 |
1,754 |
79,566 |
328 |
967 |
4,915 |
187,478 |
|
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