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Details about Eugene F. Fama, Sr.

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Workplace:Booth School of Business, University of Chicago, (more information at EDIRC)

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

Last updated 2006-02-13. Update your information in the RePEc Author Service.

Short-id: pfa110


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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 (33)
    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 (12)
  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 (50)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (50)

    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 Downloads
  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 Downloads View citations (77)

2004

  1. New lists: Fundamentals and survival rates
    Journal of Financial Economics, 2004, 73, (2), 229-269 Downloads View citations (84)
  2. The Capital Asset Pricing Model: Theory and Evidence
    Journal of Economic Perspectives, 2004, 18, (3), 25-46 Downloads View citations (88)

2002

  1. Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
    Review of Financial Studies, 2002, 15, (1), 1-33 View citations (240)
    See also Working Paper
  2. The Equity Premium
    Journal of Finance, 2002, 57, (2), 637-659 Downloads View citations (164)
    See also Working Paper

2001

  1. Disappearing dividends: changing firm characteristics or lower propensity to pay?
    Journal of Financial Economics, 2001, 60, (1), 3-43 Downloads View citations (211)
    See also Working Paper

2000

  1. Characteristics, Covariances, and Average Returns: 1929 to 1997
    Journal of Finance, 2000, 55, (1), 389-406 Downloads View citations (59)
    See also Working Paper
  2. Forecasting Profitability and Earnings
    The Journal of Business, 2000, 73, (2), 161-75 Downloads View citations (74)
    See also Working Paper

1999

  1. The Corporate Cost of Capital and the Return on Corporate Investment
    Journal of Finance, 1999, 54, (6), 1939-1967 Downloads View citations (11)
    See also Working Paper

1998

  1. Market efficiency, long-term returns, and behavioral finance
    Journal of Financial Economics, 1998, 49, (3), 283-306 Downloads View citations (382)
    See also Working Paper
  2. Taxes, Financing Decisions, and Firm Value
    Journal of Finance, 1998, 53, (3), 819-843 Downloads View citations (48)
    See also Working Paper
  3. Value versus Growth: The International Evidence
    Journal of Finance, 1998, 53, (6), 1975-1999 Downloads View citations (216)
    See also Working Paper

1997

  1. Industry costs of equity
    Journal of Financial Economics, 1997, 43, (2), 153-193 Downloads View citations (515)

1996

  1. Discounting under Uncertainty
    The Journal of Business, 1996, 69, (4), 415-28 Downloads View citations (19)
  2. Multifactor Explanations of Asset Pricing Anomalies
    Journal of Finance, 1996, 51, (1), 55-84 Downloads View citations (735)
  3. The CAPM Is Wanted, Dead or Alive
    Journal of Finance, 1996, 51, (5), 1947-58 Downloads View citations (36)

1995

  1. Size and Book-to-Market Factors in Earnings and Returns
    Journal of Finance, 1995, 50, (1), 131-55 Downloads View citations (203)

1993

  1. Common risk factors in the returns on stocks and bonds
    Journal of Financial Economics, 1993, 33, (1), 3-56 Downloads View citations (2198)

1992

  1. The Cross-Section of Expected Stock Returns
    Journal of Finance, 1992, 47, (2), 427-65 Downloads View citations (1519)
  2. Transitory variation in investment and output
    Journal of Monetary Economics, 1992, 30, (3), 467-480 Downloads View citations (28)

1991

  1. Efficient Capital Markets: II
    Journal of Finance, 1991, 46, (5), 1575-617 Downloads View citations (658)
  2. Time, Salary, and Incentive Payoffs in Labor Contracts
    Journal of Labor Economics, 1991, 9, (1), 25-44 Downloads View citations (11)

1990

  1. Contract Costs and Financing Decisions
    The Journal of Business, 1990, 63, (1), S71-91 Downloads View citations (17)
  2. Editorial
    Journal of Financial Economics, 1990, 28, (1-2), 3-5 Downloads
  3. Stock Returns, Expected Returns, and Real Activity
    Journal of Finance, 1990, 45, (4), 1089-1108 Downloads View citations (205)
  4. Term-structure forecasts of interest rates, inflation and real returns
    Journal of Monetary Economics, 1990, 25, (1), 59-76 Downloads View citations (105)

1988

  1. Business Cycles and the Behavior of Metals Prices
    Journal of Finance, 1988, 43, (5), 1075-93 Downloads View citations (62)
  2. Permanent and Temporary Components of Stock Prices
    Journal of Political Economy, 1988, 96, (2), 246-73 Downloads View citations (488)

1987

  1. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage
    The Journal of Business, 1987, 60, (1), 55-73 Downloads View citations (140)
  2. The Information in Long-Maturity Forward Rates
    American Economic Review, 1987, 77, (4), 680-92 Downloads View citations (219)

1983

  1. Agency Problems and Residual Claims
    Journal of Law and Economics, 1983, 26, (2), 327-49 View citations (314)
  2. Separation of Ownership and Control
    Journal of Law and Economics, 1983, 26, (2), 301-25 View citations (1182)
  3. Stock Returns, Real Activity, Inflation, and Money: Reply
    American Economic Review, 1983, 73, (3), 471-72 Downloads View citations (5)

1982

  1. Inflation, Output, and Money
    The Journal of Business, 1982, 55, (2), 201-31 Downloads View citations (16)

1981

  1. Stock Returns, Real Activity, Inflation, and Money
    American Economic Review, 1981, 71, (4), 545-65 Downloads View citations (308)

1980

  1. Agency Problems and the Theory of the Firm
    Journal of Political Economy, 1980, 88, (2), 288-307 Downloads View citations (744)

1979

  1. Inflation, Interest, and Relative Prices
    The Journal of Business, 1979, 52, (2), 183-209 Downloads View citations (3)
  2. Money, Bonds, and Foreign Exchange
    American Economic Review, 1979, 69, (4), 639-49 Downloads View citations (27)

1978

  1. 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 Downloads View citations (5)

1977

  1. Interest Rates and Inflation: The Message in the Entrails
    American Economic Review, 1977, 67, (3), 487-96 Downloads View citations (4)

1976

  1. Efficient Capital Markets: Reply
    Journal of Finance, 1976, 31, (1), 143-45 Downloads View citations (5)
  2. Inflation Uncertainty and Expected Returns on Treasury Bills
    Journal of Political Economy, 1976, 84, (3), 427-48 Downloads View citations (29)
  3. Multiperiod Consumption-Investment Decisions: A Correction
    American Economic Review, 1976, 66, (4), 723-24 Downloads

1975

  1. Short-Term Interest Rates as Predictors of Inflation
    American Economic Review, 1975, 65, (3), 269-82 Downloads View citations (146)

1974

  1. Long-Term Growth in a Short-Term Market
    Journal of Finance, 1974, 29, (3), 857-85 Downloads View citations (3)
  2. The Empirical Relationships Between the Dividend and Investment Decisions of Firms
    American Economic Review, 1974, 64, (3), 304-18 Downloads View citations (15)
  3. The Number of Firms and Competition: Reply
    American Economic Review, 1974, 64, (4), 806

1973

  1. A Note on the Market Model and the Two-Parameter Model
    Journal of Finance, 1973, 28, (5), 1181-85 Downloads View citations (5)
  2. Risk, Return, and Equilibrium: Empirical Tests
    Journal of Political Economy, 1973, 81, (3), 607-36 Downloads View citations (1102)
  3. Risk, Return, and Portfolio Analysis: Reply
    Journal of Political Economy, 1973, 81, (3), 753-55 Downloads

1972

  1. Components of Investment Performance
    Journal of Finance, 1972, 27, (3), 551-67 Downloads View citations (30)
  2. Perfect Competition and Optimal Production Decisions under Uncertainty
    Bell Journal of Economics, 1972, 3, (2), 509-530 Downloads View citations (1)
  3. The Number of Firms and Competition
    American Economic Review, 1972, 62, (4), 670-74 Downloads View citations (2)

1971

  1. Information and Capital Markets
    The Journal of Business, 1971, 44, (3), 289-98 Downloads View citations (8)
  2. Risk, Return, and Equilibrium
    Journal of Political Economy, 1971, 79, (1), 30-55 Downloads View citations (12)

1970

  1. Efficient Capital Markets: A Review of Theory and Empirical Work
    Journal of Finance, 1970, 25, (2), 383-417 Downloads View citations (1269)
  2. Multiperiod Consumption-Investment Decisions
    American Economic Review, 1970, 60, (1), 163-74 Downloads View citations (23)

1969

  1. Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
    International Economic Review, 1969, 10, (2), 119-33 Downloads View citations (7)
  2. The Adjustment of Stock Prices to New Information
    International Economic Review, 1969, 10, (1), 1-21 Downloads View citations (286)
 
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