Details about Eugene F. Fama, Sr.

Access statistics for papers by Eugene F. Fama, Sr..

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Short-id: pfa110

Working Papers

Undated

1. Characteristics, Covariances, and Average Returns: 1929 to 1997
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (38)
   See also Journal Article in Journal of Finance (2000)
2. Characteristics, Covariances, and Average Returns: 1929-1997
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (13)
3. Determining the Number of Priced State Variables in the ICAPM
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
4. Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (8)
   See also Journal Article in Journal of Financial Economics (2001)
5. Forecasting Profitability and Earnings
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (51)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (51)
   See also Journal Article in The Journal of Business (2000)
6. Market Efficiency, Long-Term Returns, and Behavioral Finance
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
   See also Journal Article in Journal of Financial Economics (1998)
7. Newly Listed Firms: Fundamentals, Survival Rates, and Returns
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
8. Taxes, Financing Decisions, and Firm Value
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
   See also Journal Article in Journal of Finance (1998)
9. Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (4)
   See also Journal Article in Review of Financial Studies (2002)
10. The Corporate Cost of Capital and the Return on Corporate Investment
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    See also Journal Article in Journal of Finance (1999)
11. The Equity Premium."
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (8)
    See also Journal Article in Journal of Finance (2002)
12. Value Versus Growth: The International Evidence
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
    See also Journal Article in Journal of Finance (1998)

Journal Articles

2005

1. Financing decisions: who issues stock?
   Journal of Financial Economics, 2005, 76, (3), 549-582 View citations (49)

2004

2. New lists: Fundamentals and survival rates
   Journal of Financial Economics, 2004, 73, (2), 229-269 View citations (56)
3. The Capital Asset Pricing Model: Theory and Evidence
   Journal of Economic Perspectives, 2004, 18, (3), 25-46 View citations (57)

2002

4. Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
   Review of Financial Studies, 2002, 15, (1), 1-33 View citations (87)
   See also Working Paper
5. The Equity Premium
   Journal of Finance, 2002, 57, (2), 637-659 View citations (132)
   See also Working Paper

2001

6. Disappearing dividends: changing firm characteristics or lower propensity to pay?
   Journal of Financial Economics, 2001, 60, (1), 3-43 View citations (175)
   See also Working Paper

2000

7. Characteristics, Covariances, and Average Returns: 1929 to 1997
   Journal of Finance, 2000, 55, (1), 389-406 View citations (43)
   See also Working Paper
8. Forecasting Profitability and Earnings
   The Journal of Business, 2000, 73, (2), 161-75 View citations (54)
   See also Working Paper

1999

9. The Corporate Cost of Capital and the Return on Corporate Investment
   Journal of Finance, 1999, 54, (6), 1939-1967 View citations (9)
   See also Working Paper

1998

10. Market efficiency, long-term returns, and behavioral finance
    Journal of Financial Economics, 1998, 49, (3), 283-306 View citations (226)
    See also Working Paper
11. Taxes, Financing Decisions, and Firm Value
    Journal of Finance, 1998, 53, (3), 819-843 View citations (27)
    See also Working Paper
12. Value versus Growth: The International Evidence
    Journal of Finance, 1998, 53, (6), 1975-1999 View citations (144)
    See also Working Paper

1997

13. Industry costs of equity
    Journal of Financial Economics, 1997, 43, (2), 153-193 View citations (353)

1996

14. Discounting under Uncertainty
    The Journal of Business, 1996, 69, (4), 415-28 View citations (15)
15. Multifactor Explanations of Asset Pricing Anomalies
    Journal of Finance, 1996, 51, (1), 55-84 View citations (571)
16. The CAPM Is Wanted, Dead or Alive
    Journal of Finance, 1996, 51, (5), 1947-58 View citations (31)

1995

17. Size and Book-to-Market Factors in Earnings and Returns
    Journal of Finance, 1995, 50, (1), 131-55 View citations (110)

1993

18. Common risk factors in the returns on stocks and bonds
    Journal of Financial Economics, 1993, 33, (1), 3-56 View citations (1448)

1992

19. The Cross-Section of Expected Stock Returns
    Journal of Finance, 1992, 47, (2), 427-65 View citations (1148)
20. Transitory variation in investment and output
    Journal of Monetary Economics, 1992, 30, (3), 467-480 View citations (26)

1991

21. Efficient Capital Markets: II
    Journal of Finance, 1991, 46, (5), 1575-617 View citations (491)
22. Time, Salary, and Incentive Payoffs in Labor Contracts
    Journal of Labor Economics, 1991, 9, (1), 25-44 View citations (11)

1990

23. Contract Costs and Financing Decisions
    The Journal of Business, 1990, 63, (1), S71-91 View citations (12)
24. Editorial
    Journal of Financial Economics, 1990, 28, (1-2), 3-5
25. Stock Returns, Expected Returns, and Real Activity
    Journal of Finance, 1990, 45, (4), 1089-1108 View citations (153)
26. Term-structure forecasts of interest rates, inflation and real returns
    Journal of Monetary Economics, 1990, 25, (1), 59-76 View citations (61)

1988

27. Business Cycles and the Behavior of Metals Prices
    Journal of Finance, 1988, 43, (5), 1075-93 View citations (48)
28. Permanent and Temporary Components of Stock Prices
    Journal of Political Economy, 1988, 96, (2), 246-73 View citations (385)

1987

29. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage
    The Journal of Business, 1987, 60, (1), 55-73 View citations (78)
30. The Information in Long-Maturity Forward Rates
    American Economic Review, 1987, 77, (4), 680-92 View citations (156)

1983

31. Agency Problems and Residual Claims
    Journal of Law and Economics, 1983, 26, (2), 327-49 View citations (249)
32. Separation of Ownership and Control
    Journal of Law and Economics, 1983, 26, (2), 301-25 View citations (912)
33. Stock Returns, Real Activity, Inflation, and Money: Reply
    American Economic Review, 1983, 73, (3), 471-72 View citations (3)

1982

34. Inflation, Output, and Money
    The Journal of Business, 1982, 55, (2), 201-31 View citations (14)

1981

35. Stock Returns, Real Activity, Inflation, and Money
    American Economic Review, 1981, 71, (4), 545-65 View citations (224)

1980

36. Agency Problems and the Theory of the Firm
    Journal of Political Economy, 1980, 88, (2), 288-307 View citations (559)

1979

37. Inflation, Interest, and Relative Prices
    The Journal of Business, 1979, 52, (2), 183-209 View citations (2)
38. Money, Bonds, and Foreign Exchange
    American Economic Review, 1979, 69, (4), 639-49 View citations (25)

1978

39. The Effects of a Firm's Investment and Financing Decisions on the Welfare of Its Security Holders
    American Economic Review, 1978, 68, (3), 272-84 View citations (4)

1977

40. Interest Rates and Inflation: The Message in the Entrails
    American Economic Review, 1977, 67, (3), 487-96 View citations (3)

1976

41. Efficient Capital Markets: Reply
    Journal of Finance, 1976, 31, (1), 143-45 View citations (5)
42. Inflation Uncertainty and Expected Returns on Treasury Bills
    Journal of Political Economy, 1976, 84, (3), 427-48 View citations (22)
43. Multiperiod Consumption-Investment Decisions: A Correction
    American Economic Review, 1976, 66, (4), 723-24

1975

44. Short-Term Interest Rates as Predictors of Inflation
    American Economic Review, 1975, 65, (3), 269-82 View citations (83)

1974

45. Long-Term Growth in a Short-Term Market
    Journal of Finance, 1974, 29, (3), 857-85 View citations (1)
46. The Empirical Relationships Between the Dividend and Investment Decisions of Firms
    American Economic Review, 1974, 64, (3), 304-18 View citations (10)
47. The Number of Firms and Competition: Reply
    American Economic Review, 1974, 64, (4), 806

1973

48. A Note on the Market Model and the Two-Parameter Model
    Journal of Finance, 1973, 28, (5), 1181-85 View citations (4)
49. Risk, Return, and Equilibrium: Empirical Tests
    Journal of Political Economy, 1973, 81, (3), 607-36 View citations (756)
50. Risk, Return, and Portfolio Analysis: Reply
    Journal of Political Economy, 1973, 81, (3), 753-55

1972

51. Components of Investment Performance
    Journal of Finance, 1972, 27, (3), 551-67 View citations (18)
52. Perfect Competition and Optimal Production Decisions under Uncertainty
    Bell Journal of Economics, 1972, 3, (2), 509-530
53. The Number of Firms and Competition
    American Economic Review, 1972, 62, (4), 670-74 View citations (2)

1971

54. Information and Capital Markets
    The Journal of Business, 1971, 44, (3), 289-98 View citations (6)
55. Risk, Return, and Equilibrium
    Journal of Political Economy, 1971, 79, (1), 30-55 View citations (9)

1970

56. Efficient Capital Markets: A Review of Theory and Empirical Work
    Journal of Finance, 1970, 25, (2), 383-417 View citations (833)
57. Multiperiod Consumption-Investment Decisions
    American Economic Review, 1970, 60, (1), 163-74 View citations (11)

1969

58. Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
    International Economic Review, 1969, 10, (2), 119-33 View citations (4)
59. The Adjustment of Stock Prices to New Information
    International Economic Review, 1969, 10, (1), 1-21 View citations (209)