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 |
1 |
15 |
545 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
3 |
16 |
851 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
3 |
12 |
872 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
100 |
0 |
0 |
9 |
227 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
1 |
10 |
156 |
2,284 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
0 |
13 |
817 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
2 |
20 |
1,225 |
| Investor Diversification and International Equity Markets |
0 |
0 |
7 |
2,198 |
1 |
8 |
80 |
6,284 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
1 |
2 |
487 |
0 |
2 |
16 |
1,100 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
0 |
10 |
37 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
2 |
20 |
912 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
1 |
12 |
66 |
2,050 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
830 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
889 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
2 |
20 |
2,609 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
5 |
39 |
1,650 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
0 |
4 |
39 |
1,470 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
1 |
1 |
12 |
795 |
| Total Working Papers |
0 |
1 |
11 |
3,747 |
9 |
57 |
567 |
25,447 |
| 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 |
14 |
45 |
228 |
2,152 |
65 |
213 |
982 |
7,782 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
12 |
176 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
2 |
2 |
9 |
90 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
166 |
2 |
3 |
16 |
495 |
| Business conditions and expected returns on stocks and bonds |
0 |
5 |
37 |
3,486 |
9 |
32 |
128 |
6,563 |
| Capital Structure Choices |
0 |
2 |
9 |
146 |
1 |
5 |
26 |
343 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
2 |
14 |
30 |
481 |
4 |
33 |
80 |
1,133 |
| Choosing factors |
9 |
22 |
70 |
1,382 |
19 |
71 |
230 |
3,390 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
11 |
33 |
151 |
2,492 |
30 |
99 |
407 |
4,730 |
| Common risk factors in the returns on stocks and bonds |
16 |
66 |
279 |
15,399 |
92 |
287 |
1,000 |
31,275 |
| Comparing Cross-Section and Time-Series Factor Models |
1 |
1 |
20 |
227 |
6 |
10 |
88 |
639 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
1 |
12 |
280 |
1 |
11 |
91 |
1,032 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
2 |
4 |
226 |
0 |
2 |
15 |
522 |
| Disagreement, tastes, and asset prices |
0 |
2 |
23 |
773 |
0 |
12 |
65 |
1,706 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
0 |
2 |
27 |
1,636 |
9 |
36 |
181 |
4,476 |
| Dissecting Anomalies |
1 |
7 |
26 |
687 |
9 |
22 |
102 |
1,911 |
| Dissecting Anomalies with a Five-Factor Model |
1 |
11 |
28 |
1,213 |
3 |
22 |
70 |
2,572 |
| Dividend yields and expected stock returns |
0 |
11 |
39 |
4,376 |
3 |
33 |
130 |
8,531 |
| Effects of Nominal Contracting on Stock Returns |
1 |
1 |
2 |
70 |
1 |
1 |
14 |
275 |
| Expected stock returns and volatility |
0 |
3 |
14 |
1,622 |
4 |
20 |
79 |
3,808 |
| Financing decisions: who issues stock? |
1 |
4 |
8 |
1,655 |
4 |
11 |
35 |
4,470 |
| Forecasting Profitability and Earnings |
1 |
3 |
17 |
1,372 |
11 |
23 |
77 |
3,877 |
| House Prices and Rents |
1 |
2 |
9 |
12 |
2 |
5 |
30 |
42 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
0 |
3 |
16 |
274 |
| Industry costs of equity |
0 |
23 |
53 |
4,481 |
3 |
34 |
150 |
8,728 |
| International tests of a five-factor asset pricing model |
1 |
12 |
41 |
812 |
8 |
42 |
160 |
2,380 |
| Investor Diversification and International Equity Markets |
1 |
3 |
21 |
1,715 |
6 |
19 |
147 |
4,981 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
0 |
13 |
234 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
4 |
13 |
45 |
365 |
33 |
73 |
260 |
1,380 |
| Michael C. Jensen’s empirical work |
1 |
1 |
2 |
2 |
1 |
4 |
41 |
41 |
| Migration |
0 |
0 |
1 |
1 |
1 |
10 |
31 |
33 |
| Multifactor Explanations of Asset Pricing Anomalies |
2 |
4 |
34 |
2,823 |
6 |
26 |
153 |
6,839 |
| New lists: Fundamentals and survival rates |
0 |
1 |
4 |
422 |
2 |
9 |
52 |
1,100 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
0 |
64 |
0 |
0 |
8 |
129 |
| Permanent and Temporary Components of Stock Prices |
1 |
5 |
10 |
3,450 |
9 |
37 |
82 |
9,612 |
| Presidential Address: The Cost of Active Investing |
0 |
2 |
47 |
743 |
4 |
15 |
147 |
1,881 |
| Profitability, investment and average returns |
3 |
6 |
17 |
1,013 |
9 |
23 |
88 |
2,430 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
0 |
183 |
0 |
2 |
6 |
562 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
8 |
18 |
1,904 |
11 |
28 |
82 |
4,289 |
| Size, value, and momentum in international stock returns |
1 |
6 |
33 |
2,172 |
12 |
34 |
175 |
6,367 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
5 |
12 |
2,596 |
8 |
24 |
67 |
5,227 |
| Stock returns and the weekend effect |
1 |
4 |
27 |
2,883 |
15 |
28 |
97 |
5,734 |
| Taxes and the Pricing of Stock Index Futures |
1 |
1 |
1 |
201 |
2 |
4 |
11 |
436 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
7 |
| The CAPM Is Wanted, Dead or Alive |
1 |
2 |
12 |
1,750 |
6 |
10 |
49 |
4,123 |
| The Capital Asset Pricing Model: Theory and Evidence |
1 |
1 |
33 |
2,269 |
10 |
37 |
312 |
8,486 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
3 |
406 |
1 |
4 |
22 |
1,340 |
| The Cross-Section of Expected Stock Returns |
7 |
23 |
88 |
9,134 |
36 |
131 |
498 |
23,707 |
| The Equity Premium |
0 |
0 |
10 |
588 |
1 |
7 |
69 |
1,230 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
3 |
196 |
1 |
1 |
27 |
824 |
| The Value Premium |
9 |
15 |
44 |
122 |
32 |
68 |
180 |
373 |
| The Value Premium and the CAPM |
0 |
0 |
9 |
627 |
1 |
5 |
34 |
1,559 |
| The capital asset pricing model: theory and evidence |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
27 |
| The pricing of stock index futures |
2 |
5 |
6 |
82 |
3 |
7 |
18 |
192 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
1 |
1 |
6 |
67 |
| Volatility Lessons |
0 |
3 |
5 |
5 |
1 |
5 |
15 |
15 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
1 |
2 |
11 |
783 |
| Total Journal Articles |
97 |
380 |
1,616 |
81,690 |
502 |
1,648 |
6,918 |
196,026 |
|
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