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 |
4 |
15 |
545 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
2 |
4 |
17 |
850 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
2 |
3 |
12 |
871 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
1 |
1 |
100 |
0 |
5 |
10 |
227 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
0 |
12 |
148 |
2,274 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
6 |
14 |
817 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
0 |
10 |
19 |
1,223 |
| Investor Diversification and International Equity Markets |
0 |
4 |
9 |
2,198 |
3 |
35 |
88 |
6,279 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
1 |
1 |
486 |
0 |
7 |
14 |
1,098 |
| Sunk Costs and Competitive Bidding |
0 |
0 |
1 |
9 |
0 |
3 |
11 |
37 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
0 |
3 |
18 |
910 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
6 |
21 |
64 |
2,044 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
2 |
5 |
15 |
889 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
830 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
10 |
19 |
2,607 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
12 |
36 |
1,646 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
13 |
39 |
1,467 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
0 |
200 |
0 |
4 |
11 |
794 |
| Total Working Papers |
0 |
6 |
12 |
3,746 |
18 |
161 |
559 |
25,408 |
| 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 |
2 |
370 |
0 |
4 |
16 |
798 |
| A five-factor asset pricing model |
15 |
47 |
226 |
2,122 |
81 |
252 |
958 |
7,650 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
0 |
1 |
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 |
0 |
3 |
13 |
492 |
| Business conditions and expected returns on stocks and bonds |
3 |
11 |
35 |
3,484 |
13 |
39 |
114 |
6,544 |
| Capital Structure Choices |
2 |
5 |
9 |
146 |
3 |
8 |
26 |
341 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
8 |
20 |
30 |
475 |
17 |
40 |
75 |
1,117 |
| Choosing factors |
8 |
22 |
59 |
1,368 |
31 |
69 |
204 |
3,350 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
11 |
40 |
150 |
2,470 |
38 |
116 |
385 |
4,669 |
| Common risk factors in the returns on stocks and bonds |
26 |
88 |
266 |
15,359 |
81 |
270 |
919 |
31,069 |
| Comparing Cross-Section and Time-Series Factor Models |
0 |
7 |
24 |
226 |
3 |
36 |
92 |
632 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
1 |
5 |
14 |
280 |
6 |
31 |
91 |
1,027 |
| Detecting Spot Price Forecasts in Futures Prices |
2 |
4 |
4 |
226 |
2 |
5 |
15 |
522 |
| Disagreement, tastes, and asset prices |
2 |
6 |
25 |
773 |
6 |
14 |
67 |
1,700 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
2 |
8 |
30 |
1,636 |
21 |
55 |
190 |
4,461 |
| Dissecting Anomalies |
4 |
7 |
33 |
684 |
6 |
30 |
114 |
1,895 |
| Dissecting Anomalies with a Five-Factor Model |
4 |
12 |
22 |
1,206 |
10 |
27 |
66 |
2,560 |
| Dividend yields and expected stock returns |
6 |
15 |
39 |
4,371 |
13 |
50 |
120 |
8,511 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
1 |
69 |
0 |
6 |
15 |
274 |
| Expected stock returns and volatility |
1 |
3 |
14 |
1,620 |
6 |
24 |
69 |
3,794 |
| Financing decisions: who issues stock? |
1 |
2 |
5 |
1,652 |
2 |
12 |
27 |
4,461 |
| Forecasting Profitability and Earnings |
1 |
4 |
16 |
1,370 |
6 |
20 |
65 |
3,860 |
| House Prices and Rents |
1 |
2 |
9 |
11 |
2 |
5 |
31 |
39 |
| Incremental variables and the investment opportunity set |
0 |
0 |
0 |
66 |
1 |
2 |
14 |
272 |
| Industry costs of equity |
6 |
15 |
43 |
4,464 |
11 |
50 |
147 |
8,705 |
| International tests of a five-factor asset pricing model |
4 |
17 |
34 |
804 |
15 |
69 |
145 |
2,353 |
| Investor Diversification and International Equity Markets |
1 |
8 |
21 |
1,713 |
9 |
57 |
153 |
4,971 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
0 |
2 |
13 |
234 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
8 |
13 |
47 |
360 |
28 |
102 |
230 |
1,335 |
| Michael C. Jensen’s empirical work |
0 |
0 |
1 |
1 |
1 |
11 |
38 |
38 |
| Migration |
0 |
1 |
1 |
1 |
3 |
12 |
24 |
26 |
| Multifactor Explanations of Asset Pricing Anomalies |
1 |
14 |
35 |
2,820 |
7 |
53 |
153 |
6,820 |
| New lists: Fundamentals and survival rates |
1 |
2 |
4 |
422 |
3 |
11 |
47 |
1,094 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
0 |
64 |
0 |
1 |
8 |
129 |
| Permanent and Temporary Components of Stock Prices |
3 |
5 |
11 |
3,448 |
16 |
33 |
76 |
9,591 |
| Presidential Address: The Cost of Active Investing |
1 |
12 |
54 |
742 |
4 |
38 |
155 |
1,870 |
| Profitability, investment and average returns |
1 |
4 |
15 |
1,008 |
7 |
26 |
77 |
2,414 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
0 |
1 |
183 |
2 |
3 |
9 |
562 |
| Size and Book-to-Market Factors in Earnings and Returns |
6 |
10 |
17 |
1,902 |
9 |
18 |
71 |
4,270 |
| Size, value, and momentum in international stock returns |
3 |
7 |
36 |
2,169 |
13 |
42 |
173 |
6,346 |
| Stock return variances: The arrival of information and the reaction of traders |
1 |
4 |
11 |
2,592 |
8 |
26 |
58 |
5,211 |
| Stock returns and the weekend effect |
1 |
7 |
29 |
2,880 |
3 |
22 |
80 |
5,709 |
| Taxes and the Pricing of Stock Index Futures |
0 |
0 |
1 |
200 |
2 |
4 |
11 |
434 |
| The Anatomy of Value and Growth Stock Returns |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
7 |
| The CAPM Is Wanted, Dead or Alive |
0 |
2 |
19 |
1,748 |
0 |
8 |
55 |
4,113 |
| The Capital Asset Pricing Model: Theory and Evidence |
0 |
5 |
36 |
2,268 |
16 |
71 |
307 |
8,465 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
4 |
406 |
2 |
8 |
23 |
1,338 |
| The Cross-Section of Expected Stock Returns |
11 |
24 |
82 |
9,122 |
49 |
150 |
465 |
23,625 |
| The Equity Premium |
0 |
3 |
13 |
588 |
6 |
20 |
76 |
1,229 |
| The Squam Lake Report: Fixing the Financial System |
0 |
2 |
3 |
196 |
0 |
6 |
26 |
823 |
| The Value Premium |
5 |
14 |
38 |
112 |
15 |
57 |
139 |
320 |
| The Value Premium and the CAPM |
0 |
1 |
9 |
627 |
3 |
7 |
35 |
1,557 |
| The capital asset pricing model: theory and evidence |
0 |
0 |
0 |
3 |
0 |
2 |
4 |
27 |
| The pricing of stock index futures |
2 |
2 |
3 |
79 |
2 |
3 |
14 |
187 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
3 |
6 |
66 |
| Volatility Lessons |
0 |
0 |
2 |
2 |
0 |
2 |
10 |
10 |
| Were Japanese stock prices too high? |
0 |
0 |
0 |
217 |
1 |
2 |
10 |
782 |
| Total Journal Articles |
153 |
482 |
1,585 |
81,463 |
584 |
2,044 |
6,547 |
194,962 |
|
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