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 |
5 |
7 |
8 |
537 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
1 |
6 |
8 |
841 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
2 |
3 |
7 |
865 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
4 |
99 |
1 |
1 |
12 |
220 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
84 |
86 |
95 |
2,218 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
3 |
3 |
6 |
809 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
4 |
8 |
1,211 |
| Investor Diversification and International Equity Markets |
0 |
0 |
11 |
2,194 |
11 |
22 |
69 |
6,234 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
2 |
3 |
4 |
1,087 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
28 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
4 |
6 |
12 |
900 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
10 |
24 |
41 |
2,012 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
2 |
4 |
7 |
880 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
822 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
1 |
4 |
10 |
2,594 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
6 |
8 |
19 |
1,623 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
7 |
20 |
1,444 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
4 |
5 |
5 |
788 |
| Total Working Papers |
0 |
0 |
17 |
3,740 |
139 |
194 |
335 |
25,113 |
| 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 |
369 |
3 |
6 |
10 |
789 |
| A five-factor asset pricing model |
27 |
80 |
178 |
2,025 |
103 |
330 |
723 |
7,239 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
3 |
5 |
168 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
0 |
24 |
1 |
3 |
4 |
84 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
0 |
164 |
0 |
1 |
4 |
480 |
| Business conditions and expected returns on stocks and bonds |
4 |
9 |
29 |
3,463 |
12 |
28 |
71 |
6,477 |
| Capital Structure Choices |
1 |
2 |
7 |
140 |
2 |
6 |
19 |
326 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
1 |
28 |
454 |
7 |
15 |
66 |
1,072 |
| Choosing factors |
7 |
16 |
49 |
1,334 |
23 |
56 |
158 |
3,245 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
14 |
40 |
134 |
2,403 |
32 |
94 |
294 |
4,471 |
| Common risk factors in the returns on stocks and bonds |
27 |
70 |
226 |
15,232 |
110 |
243 |
734 |
30,639 |
| Comparing Cross-Section and Time-Series Factor Models |
1 |
5 |
18 |
215 |
14 |
23 |
65 |
580 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
1 |
1 |
6 |
270 |
10 |
21 |
46 |
965 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
2 |
222 |
2 |
3 |
6 |
510 |
| Disagreement, tastes, and asset prices |
2 |
7 |
23 |
764 |
7 |
20 |
55 |
1,670 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
2 |
12 |
29 |
1,626 |
18 |
53 |
156 |
4,378 |
| Dissecting Anomalies |
1 |
6 |
24 |
670 |
12 |
29 |
86 |
1,847 |
| Dissecting Anomalies with a Five-Factor Model |
0 |
3 |
15 |
1,188 |
4 |
12 |
48 |
2,516 |
| Dividend yields and expected stock returns |
4 |
12 |
40 |
4,354 |
7 |
33 |
100 |
8,447 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
2 |
68 |
0 |
2 |
6 |
263 |
| Expected stock returns and volatility |
3 |
7 |
16 |
1,616 |
7 |
23 |
49 |
3,756 |
| Financing decisions: who issues stock? |
0 |
2 |
8 |
1,650 |
1 |
6 |
23 |
4,444 |
| Forecasting Profitability and Earnings |
0 |
5 |
13 |
1,362 |
7 |
21 |
56 |
3,826 |
| House Prices and Rents |
2 |
3 |
8 |
8 |
6 |
9 |
27 |
27 |
| Incremental variables and the investment opportunity set |
0 |
0 |
1 |
66 |
1 |
6 |
9 |
264 |
| Industry costs of equity |
5 |
9 |
43 |
4,442 |
13 |
29 |
115 |
8,628 |
| International tests of a five-factor asset pricing model |
3 |
8 |
21 |
783 |
16 |
32 |
82 |
2,262 |
| Investor Diversification and International Equity Markets |
1 |
5 |
24 |
1,701 |
10 |
31 |
88 |
4,871 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
4 |
5 |
8 |
227 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
6 |
16 |
38 |
339 |
19 |
49 |
119 |
1,186 |
| Michael C. Jensen’s empirical work |
0 |
0 |
0 |
0 |
4 |
8 |
9 |
9 |
| Migration |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
6 |
| Multifactor Explanations of Asset Pricing Anomalies |
5 |
11 |
40 |
2,805 |
19 |
48 |
140 |
6,755 |
| New lists: Fundamentals and survival rates |
0 |
0 |
2 |
418 |
4 |
14 |
24 |
1,065 |
| 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 |
2 |
2 |
3 |
123 |
| Permanent and Temporary Components of Stock Prices |
2 |
2 |
16 |
3,443 |
7 |
8 |
59 |
9,550 |
| Presidential Address: The Cost of Active Investing |
5 |
11 |
37 |
714 |
13 |
42 |
111 |
1,796 |
| Profitability, investment and average returns |
0 |
3 |
15 |
1,002 |
9 |
29 |
60 |
2,377 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
0 |
0 |
4 |
557 |
| Size and Book-to-Market Factors in Earnings and Returns |
1 |
5 |
9 |
1,891 |
8 |
26 |
50 |
4,236 |
| Size, value, and momentum in international stock returns |
1 |
10 |
41 |
2,157 |
26 |
63 |
139 |
6,270 |
| Stock return variances: The arrival of information and the reaction of traders |
0 |
2 |
16 |
2,587 |
6 |
12 |
40 |
5,176 |
| Stock returns and the weekend effect |
2 |
5 |
17 |
2,866 |
6 |
16 |
44 |
5,661 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
200 |
1 |
2 |
5 |
428 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
| The CAPM Is Wanted, Dead or Alive |
0 |
2 |
17 |
1,740 |
3 |
9 |
51 |
4,089 |
| The Capital Asset Pricing Model: Theory and Evidence |
3 |
15 |
32 |
2,256 |
43 |
88 |
171 |
8,291 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
4 |
404 |
2 |
4 |
15 |
1,325 |
| The Cross-Section of Expected Stock Returns |
5 |
25 |
77 |
9,085 |
50 |
126 |
372 |
23,390 |
| The Equity Premium |
1 |
2 |
16 |
583 |
9 |
19 |
60 |
1,189 |
| The Squam Lake Report: Fixing the Financial System |
0 |
0 |
2 |
194 |
5 |
10 |
20 |
811 |
| The Value Premium |
3 |
9 |
26 |
94 |
14 |
26 |
79 |
238 |
| The Value Premium and the CAPM |
0 |
3 |
9 |
624 |
5 |
11 |
30 |
1,545 |
| The pricing of stock index futures |
0 |
0 |
6 |
77 |
1 |
5 |
13 |
181 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
3 |
62 |
| Volatility Lessons |
0 |
1 |
1 |
1 |
1 |
3 |
4 |
4 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
4 |
4 |
6 |
777 |
| Total Journal Articles |
139 |
427 |
1,371 |
80,708 |
695 |
1,772 |
4,755 |
191,597 |
|
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