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Details about Kenneth French

E-mail:
Homepage:http://www.dartmouth.edu/~kfrench
Phone:603-643-5750
Postal address:85 Trescott Rd Etna, NH 03750
Workplace:Economics Department, Dartmouth College, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)

Access statistics for papers by Kenneth French.

Last updated 2009-06-08. Update your information in the RePEc Author Service.

Short-id: pfr33


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Working Papers

1991

  1. Investor Diversification and International Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (639)
    See also Journal Article in American Economic Review (1991)

1990

  1. ARE JAPANESE STOCK PRICES TOO HIGH?
    Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (1991)

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 (31)
    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 (10)
  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 (8)
    See also Journal Article in Journal of Applied Corporate Finance (2001)
  4. Forecasting Profitability and Earnings
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (49)
    Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (49)

    See also Journal Article in The Journal of Business (2000)
  5. 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
  6. 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)
  7. 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)
  8. 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)
  9. 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)
  10. 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

2008

  1. Average Returns, B/M, and Share Issues
    Journal of Finance, 2008, 63, (6), 2971-2995 Downloads View citations (13)
  2. Dissecting Anomalies
    Journal of Finance, 2008, 63, (4), 1653-1678 Downloads View citations (176)
  3. Presidential Address: The Cost of Active Investing
    Journal of Finance, 2008, 63, (4), 1537-1573 Downloads View citations (101)

2007

  1. Disagreement, tastes, and asset prices
    Journal of Financial Economics, 2007, 83, (3), 667-689 Downloads View citations (36)

2006

  1. Profitability, investment and average returns
    Journal of Financial Economics, 2006, 82, (3), 491-518 Downloads View citations (60)
  2. The Value Premium and the CAPM
    Journal of Finance, 2006, 61, (5), 2163-2185 Downloads View citations (76)

2005

  1. Financing decisions: who issues stock?
    Journal of Financial Economics, 2005, 76, (3), 549-582 Downloads View citations (115)

2004

  1. New lists: Fundamentals and survival rates
    Journal of Financial Economics, 2004, 73, (2), 229-269 Downloads View citations (113)
  2. The Capital Asset Pricing Model: Theory and Evidence
    Journal of Economic Perspectives, 2004, 18, (3), 25-46 Downloads View citations (168)

2002

  1. The Equity Premium
    Journal of Finance, 2002, 57, (2), 637-659 Downloads View citations (211)
    See also Working Paper

2001

  1. DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?
    Journal of Applied Corporate Finance, 2001, 14, (1), 67-79 Downloads View citations (376)
    Also in Journal of Financial Economics, 2001, 60, (1), 3-43 (2001) Downloads View citations (340)

    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 (102)
    See also Working Paper
  2. Forecasting Profitability and Earnings
    The Journal of Business, 2000, 73, (2), 161-75 Downloads View citations (107)
    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 (17)
    See also Working Paper

1998

  1. Taxes, Financing Decisions, and Firm Value
    Journal of Finance, 1998, 53, (3), 819-843 Downloads View citations (72)
    See also Working Paper
  2. Value versus Growth: The International Evidence
    Journal of Finance, 1998, 53, (6), 1975-1999 Downloads View citations (304)
    See also Working Paper

1997

  1. Industry costs of equity
    Journal of Financial Economics, 1997, 43, (2), 153-193 Downloads View citations (755)

1996

  1. Multifactor Explanations of Asset Pricing Anomalies
    Journal of Finance, 1996, 51, (1), 55-84 Downloads View citations (1011)
  2. The CAPM Is Wanted, Dead or Alive
    Journal of Finance, 1996, 51, (5), 1947-58 Downloads View citations (44)

1995

  1. Size and Book-to-Market Factors in Earnings and Returns
    Journal of Finance, 1995, 50, (1), 131-55 Downloads View citations (327)

1993

  1. Common risk factors in the returns on stocks and bonds
    Journal of Financial Economics, 1993, 33, (1), 3-56 Downloads View citations (3371)

1992

  1. The Cross-Section of Expected Stock Returns
    Journal of Finance, 1992, 47, (2), 427-65 Downloads View citations (2141)

1991

  1. Investor Diversification and International Equity Markets
    American Economic Review, 1991, 81, (2), 222-26 Downloads View citations (632)
    See also Working Paper (1991)
  2. Trading mechanisms and value-discovery: Cross-national evidence and policy implications: A comment
    Carnegie-Rochester Conference Series on Public Policy, 1991, 34, (1), 131-134 Downloads View citations (1)
  3. Were Japanese stock prices too high?
    Journal of Financial Economics, 1991, 29, (2), 337-363 Downloads View citations (68)
    See also Working Paper (1990)

1990

  1. Japanese and U.S. cross-border common stock investments
    Journal of the Japanese and International Economies, 1990, 4, (4), 476-493 Downloads View citations (20)

1989

  1. Business conditions and expected returns on stocks and bonds
    Journal of Financial Economics, 1989, 25, (1), 23-49 Downloads View citations (934)
  2. PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION
    Journal of Applied Corporate Finance, 1989, 1, (4), 59-66 Downloads

1988

  1. Business Cycles and the Behavior of Metals Prices
    Journal of Finance, 1988, 43, (5), 1075-93 Downloads View citations (103)
  2. Dividend yields and expected stock returns
    Journal of Financial Economics, 1988, 22, (1), 3-25 Downloads View citations (817)
  3. Permanent and Temporary Components of Stock Prices
    Journal of Political Economy, 1988, 96, (2), 246-73 Downloads View citations (601)

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 (212)
  2. Expected stock returns and volatility
    Journal of Financial Economics, 1987, 19, (1), 3-29 Downloads View citations (958)

1986

  1. Detecting Spot Price Forecasts in Futures Prices
    The Journal of Business, 1986, 59, (2), S39-54 Downloads View citations (28)
  2. Stock return variances: The arrival of information and the reaction of traders
    Journal of Financial Economics, 1986, 17, (1), 5-26 Downloads View citations (397)

1984

  1. Anomalies in Security Returns and the Specification of the Market Model: Discussion
    Journal of Finance, 1984, 39, (3), 815-17 Downloads
  2. Sealed Bids, Sunk Costs, and the Process of Competition
    The Journal of Business, 1984, 57, (4), 417-41 Downloads View citations (40)

1983

  1. A comparison of futures and forward prices
    Journal of Financial Economics, 1983, 12, (3), 311-342 Downloads View citations (20)
  2. Effects of Nominal Contracting on Stock Returns
    Journal of Political Economy, 1983, 91, (1), 70-96 Downloads View citations (27)
  3. Taxes and the Pricing of Stock Index Futures
    Journal of Finance, 1983, 38, (3), 675-94 Downloads View citations (24)

1980

  1. Stock returns and the weekend effect
    Journal of Financial Economics, 1980, 8, (1), 55-69 Downloads View citations (292)

Chapters

1988

  1. Crash Testing the Efficient Market Hypothesis
    A chapter in NBER Macroeconomics Annual 1988, Volume 3, 1988, pp 277-286 Downloads View citations (2)
 
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