Details about Kenneth French

Access statistics for papers by Kenneth French.

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Short-id: pfr33

Working Papers

1991

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

1990

2. ARE JAPANESE STOCK PRICES TOO HIGH?
   Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations
   See also Journal Article in Journal of Financial Economics (1991)
3. Were Japanes Stock Prices Too High?
   NBER Working Papers, National Bureau of Economic Research, Inc
   See also Journal Article in Journal of Financial Economics (1991)

1986

4. Common Factors in the Serial Correlation of Stock Returns
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA View citations

1982

5. Sunk Costs and Competitive Bidding
   University of California at Los Angeles, Anderson Graduate School of Management, Anderson Graduate School of Management, UCLA

Undated

6. 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
   See also Journal Article in Journal of Finance (2000)
7. Characteristics, Covariances, and Average Returns: 1929-1997
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
8. 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
   See also Journal Article in Journal of Applied Corporate Finance (2001)
9. Forecasting Profitability and Earnings
   CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
   See also Journal Article in Journal of Business (2000)
10. Newly Listed Firms: Fundamentals, Survival Rates, and Returns
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
11. 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)
12. 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
13. 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)
14. The Equity Premium."
    CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations
    See also Journal Article in Journal of Finance (2002)
15. 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
2. Dissecting Anomalies
   Journal of Finance, 2008, 63, (4), 1653-1678
3. Presidential Address: The Cost of Active Investing
   Journal of Finance, 2008, 63, (4), 1537-1573 View citations

2007

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

2006

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

2005

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

2004

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

2002

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

2001

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

2000

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

1999

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

1998

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

1997

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

1996

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

1995

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

1993

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

1992

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

1991

23. Investor Diversification and International Equity Markets
    American Economic Review, 1991, 81, (2), 222-26 View citations
    See also Working Paper (1991)
24. 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
25. Were Japanese stock prices too high?
    Journal of Financial Economics, 1991, 29, (2), 337-363 View citations
    See also Working Paper (1990)
    Working Paper (1990)

1990

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

1989

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

1988

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

1987

32. Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage
    Journal of Business, 1987, 60, (1), 55-73 View citations
33. Expected stock returns and volatility
    Journal of Financial Economics, 1987, 19, (1), 3-29 View citations

1986

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

1984

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

1983

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

1980

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

Chapters

1988

1. Crash Testing the Efficient Market Hypothesis
   A chapter in NBER Macroeconomics Annual 1988, Volume 3, 1988, pp 277-286