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 |
3 |
15 |
545 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
4 |
18 |
851 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
4 |
13 |
872 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
1 |
1 |
100 |
0 |
4 |
9 |
227 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
9 |
20 |
157 |
2,283 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
4 |
19 |
1,223 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
1 |
14 |
817 |
| Investor Diversification and International Equity Markets |
0 |
1 |
9 |
2,198 |
4 |
28 |
89 |
6,283 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
1 |
2 |
2 |
487 |
2 |
9 |
16 |
1,100 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
3 |
11 |
37 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
2 |
3 |
20 |
912 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
5 |
21 |
68 |
2,049 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
3 |
9 |
830 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
4 |
15 |
889 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
8 |
19 |
2,607 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
3 |
11 |
38 |
1,649 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
3 |
11 |
41 |
1,470 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
0 |
2 |
11 |
794 |
| Total Working Papers |
1 |
4 |
13 |
3,747 |
30 |
143 |
582 |
25,438 |
| 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 |
3 |
15 |
798 |
| A five-factor asset pricing model |
16 |
40 |
222 |
2,138 |
67 |
221 |
975 |
7,717 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
0 |
11 |
175 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
3 |
7 |
88 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
166 |
1 |
3 |
14 |
493 |
| Business conditions and expected returns on stocks and bonds |
2 |
9 |
37 |
3,486 |
10 |
41 |
121 |
6,554 |
| Capital Structure Choices |
0 |
4 |
9 |
146 |
1 |
7 |
26 |
342 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
4 |
23 |
31 |
479 |
12 |
49 |
82 |
1,129 |
| Choosing factors |
5 |
25 |
62 |
1,373 |
21 |
81 |
217 |
3,371 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
11 |
40 |
147 |
2,481 |
31 |
107 |
393 |
4,700 |
| Common risk factors in the returns on stocks and bonds |
24 |
72 |
278 |
15,383 |
114 |
274 |
960 |
31,183 |
| Comparing Cross-Section and Time-Series Factor Models |
0 |
3 |
24 |
226 |
1 |
18 |
92 |
633 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
0 |
1 |
14 |
280 |
4 |
25 |
94 |
1,031 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
3 |
4 |
226 |
0 |
3 |
15 |
522 |
| Disagreement, tastes, and asset prices |
0 |
5 |
24 |
773 |
6 |
16 |
69 |
1,706 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
0 |
5 |
28 |
1,636 |
6 |
48 |
184 |
4,467 |
| Dissecting Anomalies |
2 |
8 |
32 |
686 |
7 |
25 |
112 |
1,902 |
| Dissecting Anomalies with a Five-Factor Model |
6 |
14 |
27 |
1,212 |
9 |
27 |
68 |
2,569 |
| Dividend yields and expected stock returns |
5 |
14 |
43 |
4,376 |
17 |
58 |
133 |
8,528 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
1 |
69 |
0 |
2 |
15 |
274 |
| Expected stock returns and volatility |
2 |
4 |
15 |
1,622 |
10 |
30 |
77 |
3,804 |
| Financing decisions: who issues stock? |
2 |
3 |
7 |
1,654 |
5 |
16 |
31 |
4,466 |
| Forecasting Profitability and Earnings |
1 |
3 |
16 |
1,371 |
6 |
19 |
68 |
3,866 |
| House Prices and Rents |
0 |
1 |
8 |
11 |
1 |
4 |
29 |
40 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
2 |
4 |
16 |
274 |
| Industry costs of equity |
17 |
27 |
54 |
4,481 |
20 |
55 |
153 |
8,725 |
| International tests of a five-factor asset pricing model |
7 |
15 |
41 |
811 |
19 |
56 |
158 |
2,372 |
| Investor Diversification and International Equity Markets |
1 |
6 |
21 |
1,714 |
4 |
43 |
151 |
4,975 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
1 |
13 |
234 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
1 |
11 |
44 |
361 |
12 |
88 |
235 |
1,347 |
| Michael C. Jensen’s empirical work |
0 |
0 |
1 |
1 |
2 |
6 |
40 |
40 |
| Migration |
0 |
1 |
1 |
1 |
6 |
15 |
30 |
32 |
| Multifactor Explanations of Asset Pricing Anomalies |
1 |
4 |
34 |
2,821 |
13 |
43 |
154 |
6,833 |
| New lists: Fundamentals and survival rates |
0 |
1 |
4 |
422 |
4 |
10 |
50 |
1,098 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
129 |
| Permanent and Temporary Components of Stock Prices |
1 |
5 |
11 |
3,449 |
12 |
36 |
86 |
9,603 |
| Presidential Address: The Cost of Active Investing |
1 |
4 |
51 |
743 |
7 |
23 |
153 |
1,877 |
| Profitability, investment and average returns |
2 |
5 |
16 |
1,010 |
7 |
28 |
81 |
2,421 |
| 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 |
9 |
17 |
1,903 |
8 |
24 |
75 |
4,278 |
| Size, value, and momentum in international stock returns |
2 |
8 |
35 |
2,171 |
9 |
35 |
174 |
6,355 |
| Stock return variances: The arrival of information and the reaction of traders |
3 |
6 |
13 |
2,595 |
8 |
30 |
63 |
5,219 |
| Stock returns and the weekend effect |
2 |
7 |
28 |
2,882 |
10 |
23 |
86 |
5,719 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
0 |
200 |
0 |
3 |
9 |
434 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
| The CAPM Is Wanted, Dead or Alive |
1 |
1 |
13 |
1,749 |
4 |
8 |
48 |
4,117 |
| The Capital Asset Pricing Model: Theory and Evidence |
0 |
1 |
33 |
2,268 |
11 |
45 |
308 |
8,476 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
4 |
406 |
1 |
6 |
24 |
1,339 |
| The Cross-Section of Expected Stock Returns |
5 |
23 |
85 |
9,127 |
46 |
146 |
492 |
23,671 |
| The Equity Premium |
0 |
0 |
10 |
588 |
0 |
14 |
71 |
1,229 |
| The Squam Lake Report: Fixing the Financial System |
0 |
1 |
3 |
196 |
0 |
4 |
26 |
823 |
| The Value Premium |
1 |
9 |
38 |
113 |
21 |
52 |
156 |
341 |
| The Value Premium and the CAPM |
0 |
0 |
9 |
627 |
1 |
7 |
35 |
1,558 |
| The capital asset pricing model: theory and evidence |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
27 |
| The pricing of stock index futures |
1 |
3 |
4 |
80 |
2 |
5 |
15 |
189 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
6 |
66 |
| Volatility Lessons |
3 |
3 |
5 |
5 |
4 |
6 |
14 |
14 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
0 |
2 |
10 |
782 |
| Total Journal Articles |
130 |
427 |
1,608 |
81,593 |
562 |
1,906 |
6,763 |
195,524 |
|
|
LogEc is hosted by the
Örebro University School of Business.