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 8 529
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 0 0 4 858
Common Factors in the Serial Correlation of Stock Returns 0 0 1 95 1 4 12 209
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." 0 0 0 52 1 2 9 2,124
Forecasting Profitability and Earnings 0 0 0 1 0 0 3 803
Forecasting Profitability and Earnings 0 0 0 1 1 3 7 1,204
Investor Diversification and International Equity Markets 1 5 18 2,184 4 18 55 6,169
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 2 3 4 890
Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” 0 0 0 120 2 3 11 1,973
The Corporate Cost of Capital and the Return on Corporate Investment 0 0 0 0 1 2 5 821
The Corporate Cost of Capital and the Return on Corporate Investment 0 0 0 0 0 2 4 873
The Equity Premium." 0 0 0 567 2 4 8 2,586
Value Versus Growth: The International Evidence 0 0 0 3 1 4 28 1,605
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 2 6 783
Total Working Papers 1 5 25 3,724 15 48 178 24,793


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 1 367 2 2 4 781
A five-factor asset pricing model 13 33 155 1,860 37 110 573 6,553
Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group 0 0 0 47 0 0 1 163
Anomalies in Security Returns and the Specification of the Market Model: Discussion 0 0 1 24 1 1 3 81
Average Returns, B/M, and Share Issues 0 2 9 164 1 4 14 477
Business conditions and expected returns on stocks and bonds 3 6 26 3,437 4 13 52 6,410
Capital Structure Choices 2 3 18 135 4 10 42 311
Characteristics, Covariances, and Average Returns: 1929 to 1997 3 6 45 429 5 15 90 1,011
Choosing factors 3 12 64 1,288 9 37 161 3,096
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage 8 25 92 2,277 22 54 193 4,199
Common risk factors in the returns on stocks and bonds 15 55 248 15,021 44 157 734 29,949
Comparing Cross-Section and Time-Series Factor Models 3 4 27 200 6 13 78 521
DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? 1 6 14 265 3 20 42 922
Detecting Spot Price Forecasts in Futures Prices 1 1 2 221 1 2 5 505
Disagreement, tastes, and asset prices 1 7 50 742 3 14 103 1,618
Disappearing dividends: changing firm characteristics or lower propensity to pay? 1 8 27 1,598 6 24 101 4,228
Dissecting Anomalies 2 3 18 648 6 10 48 1,767
Dissecting Anomalies with a Five-Factor Model 4 9 42 1,177 7 15 97 2,475
Dividend yields and expected stock returns 4 14 81 4,318 11 32 161 8,358
Effects of Nominal Contracting on Stock Returns 0 0 2 66 0 0 4 257
Expected stock returns and volatility 0 3 22 1,600 2 10 61 3,709
Financing decisions: who issues stock? 3 8 32 1,645 4 13 78 4,425
Forecasting Profitability and Earnings 2 7 23 1,351 3 17 52 3,773
Incremental variables and the investment opportunity set 0 0 2 65 0 0 5 255
Industry costs of equity 1 9 48 4,400 6 29 126 8,519
International tests of a five-factor asset pricing model 0 4 29 762 2 14 77 2,182
Investor Diversification and International Equity Markets 3 10 53 1,680 7 29 155 4,790
Japanese and U.S. cross-border common stock investments 0 0 0 91 1 1 1 220
Luck versus Skill in the Cross‐Section of Mutual Fund Returns 6 11 32 307 9 29 92 1,076
Multifactor Explanations of Asset Pricing Anomalies 2 12 61 2,767 7 34 184 6,622
New lists: Fundamentals and survival rates 0 0 9 416 1 2 18 1,042
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 1 4 120
Permanent and Temporary Components of Stock Prices 0 4 29 3,427 1 8 59 9,492
Presidential Address: The Cost of Active Investing 6 12 47 683 11 32 112 1,696
Profitability, investment and average returns 0 4 26 987 2 13 58 2,319
Sealed Bids, Sunk Costs, and the Process of Competition 0 0 0 182 0 0 3 553
Size and Book-to-Market Factors in Earnings and Returns 1 6 28 1,883 3 14 76 4,189
Size, value, and momentum in international stock returns 3 11 51 2,119 9 30 182 6,140
Stock return variances: The arrival of information and the reaction of traders 2 7 27 2,573 3 11 63 5,139
Stock returns and the weekend effect 1 6 27 2,850 5 14 59 5,622
Taxes and the Pricing of Stock Index Futures 0 1 3 199 0 1 6 423
The CAPM Is Wanted, Dead or Alive 1 8 31 1,724 5 17 60 4,043
The Capital Asset Pricing Model: Theory and Evidence 2 10 32 2,226 8 46 242 8,128
The Corporate Cost of Capital and the Return on Corporate Investment 0 1 6 400 1 6 14 1,311
The Cross-Section of Expected Stock Returns 6 35 167 9,014 31 115 537 23,049
The Equity Premium 3 9 20 570 4 13 47 1,133
The Squam Lake Report: Fixing the Financial System 0 0 0 192 2 2 4 793
The Value Premium 1 4 27 69 2 11 72 161
The Value Premium and the CAPM 3 3 19 618 5 7 28 1,520
The pricing of stock index futures 2 4 9 73 2 8 24 170
Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment 0 0 0 10 1 1 1 60
Were Japanese stock prices too high? 0 0 1 217 0 1 6 771
Total Journal Articles 113 384 1,784 79,450 309 1,062 5,013 187,150


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
The Squam Lake Report: Fixing the Financial System 0 0 0 0 0 0 4 103
Total Books 0 0 0 0 0 0 4 103


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage 2 6 24 148 6 11 55 295
Crash-Testing the Efficient Market Hypothesis 0 0 0 128 0 1 1 274
Introduction 0 0 0 3 0 0 1 38
Total Chapters 2 6 24 279 6 12 57 607


Statistics updated 2025-02-05