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 |
5 |
530 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
835 |
| Characteristics, Covariances, and Average Returns: 1929-1997 |
0 |
0 |
0 |
3 |
1 |
2 |
3 |
861 |
| Common Factors in the Serial Correlation of Stock Returns |
0 |
0 |
5 |
99 |
1 |
2 |
17 |
219 |
| Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." |
0 |
0 |
0 |
52 |
2 |
4 |
9 |
2,130 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
806 |
| Forecasting Profitability and Earnings |
0 |
0 |
0 |
1 |
2 |
3 |
9 |
1,207 |
| Investor Diversification and International Equity Markets |
1 |
3 |
15 |
2,192 |
1 |
14 |
59 |
6,205 |
| Newly Listed Firms: Fundamentals, Survival Rates, and Returns |
0 |
0 |
1 |
485 |
0 |
0 |
1 |
1,084 |
| Sunk Costs and Competitive Bidding |
1 |
1 |
1 |
9 |
1 |
2 |
2 |
28 |
| Taxes, Financing Decisions, and Firm Value |
0 |
0 |
0 |
2 |
1 |
1 |
7 |
893 |
| Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” |
0 |
0 |
0 |
120 |
1 |
5 |
20 |
1,985 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
821 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
0 |
0 |
0 |
2 |
2 |
6 |
876 |
| The Equity Premium." |
0 |
0 |
0 |
567 |
0 |
1 |
9 |
2,589 |
| Value Versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
1 |
2 |
15 |
1,612 |
| Value versus Growth: The International Evidence |
0 |
0 |
0 |
3 |
2 |
5 |
11 |
1,433 |
| Were Japanese Stock Prices Too High? |
0 |
0 |
1 |
200 |
0 |
0 |
3 |
783 |
| Total Working Papers |
2 |
4 |
23 |
3,738 |
17 |
48 |
185 |
24,897 |
| 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 |
368 |
0 |
1 |
6 |
783 |
| A five-factor asset pricing model |
12 |
40 |
139 |
1,936 |
60 |
168 |
528 |
6,860 |
| Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group |
0 |
0 |
0 |
47 |
1 |
1 |
2 |
165 |
| Anomalies in Security Returns and the Specification of the Market Model: Discussion |
0 |
0 |
1 |
24 |
0 |
0 |
2 |
81 |
| Average Returns, B/M, and Share Issues |
0 |
0 |
2 |
164 |
0 |
0 |
8 |
479 |
| Business conditions and expected returns on stocks and bonds |
1 |
1 |
26 |
3,450 |
8 |
13 |
58 |
6,443 |
| Capital Structure Choices |
1 |
1 |
8 |
138 |
1 |
3 |
22 |
318 |
| Characteristics, Covariances, and Average Returns: 1929 to 1997 |
0 |
6 |
35 |
451 |
1 |
12 |
69 |
1,054 |
| Choosing factors |
2 |
5 |
52 |
1,314 |
7 |
21 |
138 |
3,167 |
| Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage |
10 |
31 |
119 |
2,351 |
26 |
65 |
241 |
4,349 |
| Common risk factors in the returns on stocks and bonds |
13 |
40 |
216 |
15,133 |
65 |
190 |
683 |
30,340 |
| Comparing Cross-Section and Time-Series Factor Models |
2 |
7 |
17 |
209 |
4 |
15 |
66 |
555 |
| DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? |
1 |
3 |
14 |
269 |
2 |
7 |
49 |
943 |
| Detecting Spot Price Forecasts in Futures Prices |
0 |
0 |
2 |
222 |
0 |
0 |
4 |
507 |
| Disagreement, tastes, and asset prices |
3 |
5 |
22 |
753 |
5 |
13 |
53 |
1,646 |
| Disappearing dividends: changing firm characteristics or lower propensity to pay? |
2 |
5 |
28 |
1,611 |
14 |
38 |
125 |
4,309 |
| Dissecting Anomalies |
2 |
12 |
19 |
663 |
5 |
33 |
61 |
1,814 |
| Dissecting Anomalies with a Five-Factor Model |
0 |
1 |
27 |
1,185 |
1 |
9 |
65 |
2,503 |
| Dividend yields and expected stock returns |
1 |
6 |
51 |
4,338 |
4 |
14 |
103 |
8,405 |
| Effects of Nominal Contracting on Stock Returns |
0 |
0 |
3 |
68 |
0 |
2 |
5 |
261 |
| Expected stock returns and volatility |
0 |
2 |
17 |
1,608 |
2 |
6 |
42 |
3,731 |
| Financing decisions: who issues stock? |
1 |
1 |
17 |
1,648 |
3 |
4 |
38 |
4,438 |
| Forecasting Profitability and Earnings |
2 |
3 |
18 |
1,357 |
4 |
9 |
55 |
3,804 |
| Incremental variables and the investment opportunity set |
0 |
0 |
2 |
66 |
0 |
0 |
6 |
258 |
| Industry costs of equity |
1 |
8 |
46 |
4,429 |
11 |
31 |
115 |
8,589 |
| International tests of a five-factor asset pricing model |
1 |
2 |
16 |
772 |
4 |
16 |
65 |
2,224 |
| Investor Diversification and International Equity Markets |
2 |
4 |
36 |
1,696 |
4 |
20 |
103 |
4,838 |
| Japanese and U.S. cross-border common stock investments |
0 |
0 |
0 |
91 |
1 |
1 |
3 |
222 |
| Luck versus Skill in the Cross‐Section of Mutual Fund Returns |
2 |
9 |
35 |
322 |
7 |
22 |
99 |
1,127 |
| Multifactor Explanations of Asset Pricing Anomalies |
2 |
6 |
43 |
2,791 |
11 |
30 |
133 |
6,697 |
| New lists: Fundamentals and survival rates |
0 |
0 |
3 |
418 |
1 |
2 |
10 |
1,049 |
| O modelo de precificação de ativos de capital: teoria e evidências |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
23 |
| PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION |
0 |
0 |
1 |
64 |
0 |
0 |
2 |
121 |
| Permanent and Temporary Components of Stock Prices |
0 |
3 |
22 |
3,440 |
6 |
21 |
65 |
9,536 |
| Presidential Address: The Cost of Active Investing |
0 |
8 |
31 |
696 |
5 |
24 |
87 |
1,739 |
| Profitability, investment and average returns |
2 |
5 |
22 |
998 |
5 |
10 |
50 |
2,347 |
| Sealed Bids, Sunk Costs, and the Process of Competition |
0 |
1 |
1 |
183 |
1 |
4 |
5 |
557 |
| Size and Book-to-Market Factors in Earnings and Returns |
0 |
1 |
12 |
1,886 |
2 |
10 |
43 |
4,209 |
| Size, value, and momentum in international stock returns |
2 |
8 |
42 |
2,141 |
6 |
25 |
118 |
6,198 |
| Stock return variances: The arrival of information and the reaction of traders |
0 |
3 |
22 |
2,584 |
1 |
8 |
43 |
5,161 |
| Stock returns and the weekend effect |
3 |
8 |
20 |
2,859 |
5 |
13 |
43 |
5,642 |
| Taxes and the Pricing of Stock Index Futures |
0 |
1 |
2 |
200 |
0 |
2 |
4 |
425 |
| The CAPM Is Wanted, Dead or Alive |
0 |
9 |
27 |
1,738 |
2 |
18 |
61 |
4,076 |
| The Capital Asset Pricing Model: Theory and Evidence |
1 |
5 |
28 |
2,237 |
17 |
33 |
145 |
8,191 |
| The Corporate Cost of Capital and the Return on Corporate Investment |
0 |
1 |
7 |
403 |
1 |
4 |
19 |
1,319 |
| The Cross-Section of Expected Stock Returns |
7 |
13 |
112 |
9,053 |
25 |
74 |
399 |
23,234 |
| The Equity Premium |
2 |
5 |
26 |
580 |
5 |
13 |
58 |
1,166 |
| The Squam Lake Report: Fixing the Financial System |
1 |
1 |
2 |
194 |
3 |
3 |
9 |
800 |
| The Value Premium |
4 |
8 |
22 |
82 |
12 |
24 |
66 |
205 |
| The Value Premium and the CAPM |
0 |
0 |
11 |
618 |
5 |
8 |
25 |
1,530 |
| The pricing of stock index futures |
0 |
0 |
9 |
76 |
0 |
1 |
18 |
174 |
| Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment |
0 |
0 |
0 |
10 |
0 |
1 |
2 |
61 |
| Were Japanese stock prices too high? |
0 |
0 |
1 |
217 |
0 |
0 |
3 |
772 |
| Total Journal Articles |
83 |
278 |
1,436 |
80,154 |
353 |
1,042 |
4,222 |
189,445 |
|
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