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 |
5 |
13 |
542 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
6 |
14 |
847 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
0 |
3 |
9 |
868 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
1 |
99 |
1 |
3 |
9 |
223 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
1 |
45 |
137 |
2,263 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
5 |
7 |
13 |
816 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
6 |
8 |
15 |
1,219 |
| Investor Diversification and International Equity Markets |
3 |
3 |
9 |
2,197 |
11 |
21 |
67 |
6,255 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
0 |
4 |
8 |
1,091 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
6 |
8 |
34 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
2 |
9 |
18 |
909 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
5 |
16 |
53 |
2,028 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
5 |
11 |
885 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
827 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
2 |
5 |
12 |
2,599 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
4 |
15 |
31 |
1,638 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
5 |
15 |
34 |
1,459 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
2 |
4 |
9 |
792 |
| Total Working Papers |
3 |
3 |
12 |
3,743 |
48 |
182 |
467 |
25,295 |
| 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 |
1 |
1 |
3 |
370 |
1 |
6 |
14 |
795 |
| A five-factor asset pricing model |
23 |
73 |
218 |
2,098 |
98 |
257 |
876 |
7,496 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
7 |
11 |
175 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
0 |
1 |
4 |
85 |
| Average Returns, B/M, and Share Issues |
0 |
2 |
2 |
166 |
1 |
10 |
13 |
490 |
| Business conditions and expected returns on stocks and bonds |
4 |
14 |
34 |
3,477 |
8 |
36 |
94 |
6,513 |
| Capital Structure Choices |
1 |
2 |
6 |
142 |
2 |
9 |
21 |
335 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
1 |
2 |
25 |
456 |
3 |
8 |
62 |
1,080 |
| Choosing factors |
2 |
14 |
49 |
1,348 |
9 |
45 |
172 |
3,290 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
11 |
38 |
142 |
2,441 |
40 |
122 |
355 |
4,593 |
| Common risk factors in the returns on stocks and bonds |
40 |
79 |
262 |
15,311 |
110 |
270 |
877 |
30,909 |
| Comparing Cross-Section and Time-Series Factor Models |
4 |
8 |
22 |
223 |
19 |
35 |
87 |
615 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
4 |
9 |
14 |
279 |
10 |
41 |
74 |
1,006 |
| Detecting Spot Price Forecasts in Futures Prices |
1 |
1 |
2 |
223 |
2 |
9 |
13 |
519 |
| Disagreement, tastes, and asset prices |
1 |
4 |
26 |
768 |
4 |
20 |
69 |
1,690 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
3 |
5 |
29 |
1,631 |
13 |
41 |
170 |
4,419 |
| Dissecting Anomalies |
1 |
8 |
29 |
678 |
12 |
30 |
105 |
1,877 |
| Dissecting Anomalies with a Five-Factor Model |
4 |
10 |
18 |
1,198 |
9 |
26 |
59 |
2,542 |
| Dividend yields and expected stock returns |
6 |
8 |
40 |
4,362 |
9 |
23 |
99 |
8,470 |
| Effects of Nominal Contracting on Stock Returns |
0 |
1 |
3 |
69 |
4 |
9 |
15 |
272 |
| Expected stock returns and volatility |
1 |
2 |
14 |
1,618 |
4 |
18 |
54 |
3,774 |
| Financing decisions: who issues stock? |
1 |
1 |
5 |
1,651 |
1 |
6 |
23 |
4,450 |
| Forecasting Profitability and Earnings |
2 |
6 |
17 |
1,368 |
7 |
21 |
59 |
3,847 |
| House Prices and Rents |
1 |
2 |
9 |
10 |
2 |
9 |
32 |
36 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
0 |
6 |
14 |
270 |
| Industry costs of equity |
5 |
12 |
47 |
4,454 |
15 |
42 |
135 |
8,670 |
| International tests of a five-factor asset pricing model |
9 |
13 |
32 |
796 |
32 |
54 |
127 |
2,316 |
| Investor Diversification and International Equity Markets |
3 |
7 |
23 |
1,708 |
18 |
61 |
128 |
4,932 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
1 |
6 |
13 |
233 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
3 |
11 |
40 |
350 |
26 |
73 |
174 |
1,259 |
| Michael C. Jensen’s empirical work |
0 |
1 |
1 |
1 |
7 |
25 |
34 |
34 |
| Migration |
0 |
0 |
0 |
0 |
3 |
11 |
16 |
17 |
| Multifactor Explanations of Asset Pricing Anomalies |
11 |
12 |
38 |
2,817 |
23 |
35 |
149 |
6,790 |
| New lists: Fundamentals and survival rates |
1 |
3 |
4 |
421 |
5 |
23 |
43 |
1,088 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
2 |
25 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
64 |
0 |
5 |
8 |
128 |
| Permanent and Temporary Components of Stock Prices |
1 |
1 |
15 |
3,444 |
9 |
17 |
69 |
9,567 |
| Presidential Address: The Cost of Active Investing |
9 |
25 |
54 |
739 |
22 |
58 |
149 |
1,854 |
| Profitability, investment and average returns |
1 |
3 |
18 |
1,005 |
5 |
16 |
69 |
2,393 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
1 |
3 |
7 |
560 |
| Size and Book-to-Market Factors in Earnings and Returns |
2 |
3 |
11 |
1,894 |
2 |
18 |
60 |
4,254 |
| Size, value, and momentum in international stock returns |
1 |
6 |
40 |
2,163 |
16 |
50 |
168 |
6,320 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
2 |
12 |
2,589 |
4 |
13 |
45 |
5,189 |
| Stock returns and the weekend effect |
2 |
9 |
24 |
2,875 |
9 |
35 |
69 |
5,696 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
200 |
1 |
3 |
8 |
431 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
| The CAPM Is Wanted, Dead or Alive |
2 |
8 |
21 |
1,748 |
4 |
20 |
58 |
4,109 |
| The Capital Asset Pricing Model: Theory and Evidence |
4 |
11 |
39 |
2,267 |
37 |
140 |
290 |
8,431 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
1 |
2 |
6 |
406 |
3 |
8 |
21 |
1,333 |
| The Cross-Section of Expected Stock Returns |
6 |
19 |
78 |
9,104 |
50 |
135 |
419 |
23,525 |
| The Equity Premium |
3 |
5 |
13 |
588 |
6 |
26 |
72 |
1,215 |
| The Squam Lake Report: Fixing the Financial System |
1 |
1 |
3 |
195 |
2 |
8 |
25 |
819 |
| The Value Premium |
6 |
10 |
34 |
104 |
26 |
51 |
123 |
289 |
| The Value Premium and the CAPM |
1 |
3 |
9 |
627 |
1 |
6 |
31 |
1,551 |
| The pricing of stock index futures |
0 |
0 |
3 |
77 |
0 |
3 |
13 |
184 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
2 |
3 |
5 |
65 |
| Volatility Lessons |
0 |
1 |
2 |
2 |
0 |
4 |
8 |
8 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
0 |
3 |
8 |
780 |
| Total Journal Articles |
185 |
458 |
1,540 |
81,166 |
700 |
2,021 |
5,922 |
193,618 |
|
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