Details about Eugene F. Fama, Sr.

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

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 (32)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (10)
2. 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
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (1)
3. 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 (9)
   See also Journal Article Disappearing dividends: changing firm characteristics or lower propensity to pay?, Journal of Financial Economics, Elsevier (2001) View citations (955) (2001)
4. Forecasting Profitability and Earnings
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (46)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (46)
   See also Journal Article Forecasting Profitability and Earnings, The Journal of Business, University of Chicago Press (2000) View citations (229) (2000)
5. 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 Market efficiency, long-term returns, and behavioral finance, Journal of Financial Economics, Elsevier (1998) View citations (1211) (1998)
6. Newly Listed Firms: Fundamentals, Survival Rates, and Returns
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
7. Taxes, Financing Decisions, and Firm Value
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
8. 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 Testing Trade-Off and Pecking Order Predictions About Dividends and Debt, The Review of Financial Studies, Society for Financial Studies (2002) View citations (1095) (2002)
9. 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
10. The Equity Premium."
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (8)
11. 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

Journal Articles

2005

1. Financing decisions: who issues stock?
   Journal of Financial Economics, 2005, 76, (3), 549-582 View citations (261)

2004

2. New lists: Fundamentals and survival rates
   Journal of Financial Economics, 2004, 73, (2), 229-269 View citations (207)
3. The Capital Asset Pricing Model: Theory and Evidence
   Journal of Economic Perspectives, 2004, 18, (3), 25-46 View citations (474)

2002

4. Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
   The Review of Financial Studies, 2002, 15, (1), 1-33 View citations (1095)
   See also Working Paper Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”, CRSP working papers View citations (4)

2001

5. Disappearing dividends: changing firm characteristics or lower propensity to pay?
   Journal of Financial Economics, 2001, 60, (1), 3-43 View citations (955)
   See also Working Paper Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?.", CRSP working papers View citations (9)

2000

6. Forecasting Profitability and Earnings
   The Journal of Business, 2000, 73, (2), 161-75 View citations (229)
   See also Working Paper Forecasting Profitability and Earnings, CRSP working papers View citations (46)

1998

7. Market efficiency, long-term returns, and behavioral finance
   Journal of Financial Economics, 1998, 49, (3), 283-306 View citations (1211)
   See also Working Paper Market Efficiency, Long-Term Returns, and Behavioral Finance, CRSP working papers

1997

8. Industry costs of equity
   Journal of Financial Economics, 1997, 43, (2), 153-193 View citations (1828)

1996

9. Discounting under Uncertainty
   The Journal of Business, 1996, 69, (4), 415-28 View citations (32)
10. Multifactor Explanations of Asset Pricing Anomalies
    Journal of Finance, 1996, 51, (1), 55-84 View citations (2039)
11. The CAPM Is Wanted, Dead or Alive
    Journal of Finance, 1996, 51, (5), 1947-58 View citations (98)

1995

12. Size and Book-to-Market Factors in Earnings and Returns
    Journal of Finance, 1995, 50, (1), 131-55 View citations (950)

1993

13. Common risk factors in the returns on stocks and bonds
    Journal of Financial Economics, 1993, 33, (1), 3-56 View citations (8925)

1992

14. The Cross-Section of Expected Stock Returns
    Journal of Finance, 1992, 47, (2), 427-65 View citations (4539)
15. Transitory variation in investment and output
    Journal of Monetary Economics, 1992, 30, (3), 467-480 View citations (36)

1991

16. Efficient Capital Markets: II
    Journal of Finance, 1991, 46, (5), 1575-617 View citations (1606)
17. Time, Salary, and Incentive Payoffs in Labor Contracts
    Journal of Labor Economics, 1991, 9, (1), 25-44 View citations (23)

1990

18. Contract Costs and Financing Decisions
    The Journal of Business, 1990, 63, (1), S71-91 View citations (50)
19. Editorial
    Journal of Financial Economics, 1990, 28, (1-2), 3-5
20. Stock Returns, Expected Returns, and Real Activity
    Journal of Finance, 1990, 45, (4), 1089-1108 View citations (607)
21. Term-structure forecasts of interest rates, inflation and real returns
    Journal of Monetary Economics, 1990, 25, (1), 59-76 View citations (228)

1988

22. Permanent and Temporary Components of Stock Prices
    Journal of Political Economy, 1988, 96, (2), 246-73 View citations (926)

1987

23. 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 (459)
24. The Information in Long-Maturity Forward Rates
    American Economic Review, 1987, 77, (4), 680-92 View citations (726)

1983

25. Agency Problems and Residual Claims
    Journal of Law and Economics, 1983, 26, (2), 327-49 View citations (954)
26. Separation of Ownership and Control
    Journal of Law and Economics, 1983, 26, (2), 301-25 View citations (4088)
27. Stock Returns, Real Activity, Inflation, and Money: Reply
    American Economic Review, 1983, 73, (3), 471-72 View citations (8)

1982

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

1981

29. Stock Returns, Real Activity, Inflation, and Money
    American Economic Review, 1981, 71, (4), 545-65 View citations (888)

1980

30. Agency Problems and the Theory of the Firm
    Journal of Political Economy, 1980, 88, (2), 288-307 View citations (2253)

1979

31. Inflation, Interest, and Relative Prices
    The Journal of Business, 1979, 52, (2), 183-209 View citations (7)
32. Money, Bonds, and Foreign Exchange
    American Economic Review, 1979, 69, (4), 639-49 View citations (38)

1978

33. 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 (57)

1977

34. Interest Rates and Inflation: The Message in the Entrails
    American Economic Review, 1977, 67, (3), 487-96 View citations (9)

1976

35. Efficient Capital Markets: Reply
    Journal of Finance, 1976, 31, (1), 143-45 View citations (39)
36. Inflation Uncertainty and Expected Returns on Treasury Bills
    Journal of Political Economy, 1976, 84, (3), 427-48 View citations (50)
37. Multiperiod Consumption-Investment Decisions: A Correction
    American Economic Review, 1976, 66, (4), 723-24 View citations (1)

1975

38. Short-Term Interest Rates as Predictors of Inflation
    American Economic Review, 1975, 65, (3), 269-82 View citations (288)

1974

39. Long-Term Growth in a Short-Term Market
    Journal of Finance, 1974, 29, (3), 857-85 View citations (11)
40. The Empirical Relationships Between the Dividend and Investment Decisions of Firms
    American Economic Review, 1974, 64, (3), 304-18 View citations (55)
41. The Number of Firms and Competition: Reply
    American Economic Review, 1974, 64, (4), 806

1973

42. A Note on the Market Model and the Two-Parameter Model
    Journal of Finance, 1973, 28, (5), 1181-85 View citations (8)
43. Risk, Return, and Equilibrium: Empirical Tests
    Journal of Political Economy, 1973, 81, (3), 607-36 View citations (4282)
44. Risk, Return, and Portfolio Analysis: Reply
    Journal of Political Economy, 1973, 81, (3), 753-55 View citations (1)

1972

45. Components of Investment Performance
    Journal of Finance, 1972, 27, (3), 551-67 View citations (99)
46. Perfect Competition and Optimal Production Decisions under Uncertainty
    Bell Journal of Economics, 1972, 3, (2), 509-530 View citations (9)
47. The Number of Firms and Competition
    American Economic Review, 1972, 62, (4), 670-74 View citations (12)

1971

48. Information and Capital Markets
    The Journal of Business, 1971, 44, (3), 289-98 View citations (13)
49. Risk, Return, and Equilibrium
    Journal of Political Economy, 1971, 79, (1), 30-55 View citations (30)

1970

50. Efficient Capital Markets: A Review of Theory and Empirical Work
    Journal of Finance, 1970, 25, (2), 383-417 View citations (5230)
51. Multiperiod Consumption-Investment Decisions
    American Economic Review, 1970, 60, (1), 163-74 View citations (82)

1969

52. Cash Balance and Simple Dynamic Portfolio Problems with Proportional Costs
    International Economic Review, 1969, 10, (2), 119-33 View citations (41)
53. The Adjustment of Stock Prices to New Information
    International Economic Review, 1969, 10, (1), 1-21 View citations (1044)