Details about Kenneth French

Access statistics for papers by Kenneth French.

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

Short-id: pfr33

Working Papers

1991

1. Investor Diversification and International Equity Markets
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (745)
   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 (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (1990) View citations (1)
   See also Journal Article in Journal of Financial Economics (1991)

Undated

3. 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)
   Also in CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (10)
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 Applied Corporate Finance (2001)
5. 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 in The Journal of Business (2000)
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)
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

2008

1. Average Returns, B/M, and Share Issues
   Journal of Finance, 2008, 63, (6), 2971-2995 View citations (22)
2. Dissecting Anomalies
   Journal of Finance, 2008, 63, (4), 1653-1678 View citations (300)
3. Presidential Address: The Cost of Active Investing
   Journal of Finance, 2008, 63, (4), 1537-1573 View citations (147)

2007

4. Disagreement, tastes, and asset prices
   Journal of Financial Economics, 2007, 83, (3), 667-689 View citations (64)

2006

5. Profitability, investment and average returns
   Journal of Financial Economics, 2006, 82, (3), 491-518 View citations (122)
6. The Value Premium and the CAPM
   Journal of Finance, 2006, 61, (5), 2163-2185 View citations (114)

2005

7. Financing decisions: who issues stock?
   Journal of Financial Economics, 2005, 76, (3), 549-582 View citations (168)

2004

8. New lists: Fundamentals and survival rates
   Journal of Financial Economics, 2004, 73, (2), 229-269 View citations (142)
9. The Capital Asset Pricing Model: Theory and Evidence
   Journal of Economic Perspectives, 2004, 18, (3), 25-46 View citations (250)

2001

10. DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?
    Journal of Applied Corporate Finance, 2001, 14, (1), 67-79 View citations (571)
    Also in Journal of Financial Economics, 2001, 60, (1), 3-43 (2001) View citations (535)
    See also Working Paper

2000

11. Forecasting Profitability and Earnings
    The Journal of Business, 2000, 73, (2), 161-75 View citations (154)
    See also Working Paper

1997

12. Industry costs of equity
    Journal of Financial Economics, 1997, 43, (2), 153-193 View citations (1122)

1996

13. Multifactor Explanations of Asset Pricing Anomalies
    Journal of Finance, 1996, 51, (1), 55-84 View citations (1381)
14. The CAPM Is Wanted, Dead or Alive
    Journal of Finance, 1996, 51, (5), 1947-58 View citations (59)

1995

15. Size and Book-to-Market Factors in Earnings and Returns
    Journal of Finance, 1995, 50, (1), 131-55 View citations (469)

1993

16. Common risk factors in the returns on stocks and bonds
    Journal of Financial Economics, 1993, 33, (1), 3-56 View citations (4930)

1992

17. The Cross-Section of Expected Stock Returns
    Journal of Finance, 1992, 47, (2), 427-65 View citations (2944)

1991

18. Investor Diversification and International Equity Markets
    American Economic Review, 1991, 81, (2), 222-26 View citations (738)
    See also Working Paper (1991)
19. 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 View citations (1)
20. Were Japanese stock prices too high?
    Journal of Financial Economics, 1991, 29, (2), 337-363 View citations (77)
    See also Working Paper (1990)

1990

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

1989

22. Business conditions and expected returns on stocks and bonds
    Journal of Financial Economics, 1989, 25, (1), 23-49 View citations (1143)
23. PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION
    Journal of Applied Corporate Finance, 1989, 1, (4), 59-66

1988

24. Dividend yields and expected stock returns
    Journal of Financial Economics, 1988, 22, (1), 3-25 View citations (1006)
25. Permanent and Temporary Components of Stock Prices
    Journal of Political Economy, 1988, 96, (2), 246-73 View citations (729)

1987

26. 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 (279)
27. Expected stock returns and volatility
    Journal of Financial Economics, 1987, 19, (1), 3-29 View citations (1192)

1986

28. Detecting Spot Price Forecasts in Futures Prices
    The Journal of Business, 1986, 59, (2), S39-54 View citations (35)
29. Stock return variances: The arrival of information and the reaction of traders
    Journal of Financial Economics, 1986, 17, (1), 5-26 View citations (486)

1984

30. Anomalies in Security Returns and the Specification of the Market Model: Discussion
    Journal of Finance, 1984, 39, (3), 815-17
31. Sealed Bids, Sunk Costs, and the Process of Competition
    The Journal of Business, 1984, 57, (4), 417-41 View citations (50)

1983

32. A comparison of futures and forward prices
    Journal of Financial Economics, 1983, 12, (3), 311-342 View citations (25)
33. Effects of Nominal Contracting on Stock Returns
    Journal of Political Economy, 1983, 91, (1), 70-96 View citations (30)
34. Taxes and the Pricing of Stock Index Futures
    Journal of Finance, 1983, 38, (3), 675-94 View citations (36)

1980

35. Stock returns and the weekend effect
    Journal of Financial Economics, 1980, 8, (1), 55-69 View citations (385)

Chapters

1988

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