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
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Working Papers
1991
- Investor Diversification and International Equity Markets
NBER Working Papers, National Bureau of Economic Research, Inc View citations (1032)
See also Journal Article in American Economic Review (1991)
1990
- ARE JAPANESE STOCK PRICES TOO HIGH?
Working papers, Massachusetts Institute of Technology (MIT), Department of Economics View citations (10)
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
- 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)
- 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 in Journal of Applied Corporate Finance (2001)
- 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)
- Newly Listed Firms: Fundamentals, Survival Rates, and Returns
CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
- Taxes, Financing Decisions, and Firm Value
CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago
- 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)
- 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
- The Equity Premium."
CRSP working papers, Center for Research in Security Prices, Graduate School of Business, University of Chicago View citations (8)
- 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
- Average Returns, B/M, and Share Issues
Journal of Finance, 2008, 63, (6), 2971-2995 View citations (39)
- Dissecting Anomalies
Journal of Finance, 2008, 63, (4), 1653-1678 View citations (474)
- Presidential Address: The Cost of Active Investing
Journal of Finance, 2008, 63, (4), 1537-1573 View citations (246)
2007
- Disagreement, tastes, and asset prices
Journal of Financial Economics, 2007, 83, (3), 667-689 View citations (134)
2006
- Profitability, investment and average returns
Journal of Financial Economics, 2006, 82, (3), 491-518 View citations (223)
- The Value Premium and the CAPM
Journal of Finance, 2006, 61, (5), 2163-2185 View citations (155)
2005
- Financing decisions: who issues stock?
Journal of Financial Economics, 2005, 76, (3), 549-582 View citations (238)
2004
- New lists: Fundamentals and survival rates
Journal of Financial Economics, 2004, 73, (2), 229-269 View citations (194)
- The Capital Asset Pricing Model: Theory and Evidence
Journal of Economic Perspectives, 2004, 18, (3), 25-46 View citations (399)
2001
- DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?
Journal of Applied Corporate Finance, 2001, 14, (1), 67-79 View citations (912)
Also in Journal of Financial Economics, 2001, 60, (1), 3-43 (2001) View citations (911)
See also Working Paper
2000
- Forecasting Profitability and Earnings
The Journal of Business, 2000, 73, (2), 161-75 View citations (208)
See also Working Paper
1997
- Industry costs of equity
Journal of Financial Economics, 1997, 43, (2), 153-193 View citations (1601)
1996
- Multifactor Explanations of Asset Pricing Anomalies
Journal of Finance, 1996, 51, (1), 55-84 View citations (1868)
- The CAPM Is Wanted, Dead or Alive
Journal of Finance, 1996, 51, (5), 1947-58 View citations (86)
1995
- Size and Book-to-Market Factors in Earnings and Returns
Journal of Finance, 1995, 50, (1), 131-55 View citations (884)
1993
- Common risk factors in the returns on stocks and bonds
Journal of Financial Economics, 1993, 33, (1), 3-56 View citations (7717)
1992
- The Cross-Section of Expected Stock Returns
Journal of Finance, 1992, 47, (2), 427-65 View citations (4025)
1991
- Investor Diversification and International Equity Markets
American Economic Review, 1991, 81, (2), 222-26 View citations (1024)
See also Working Paper (1991)
- 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)
- Were Japanese stock prices too high?
Journal of Financial Economics, 1991, 29, (2), 337-363 View citations (93)
See also Working Paper (1990)
1990
- 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
- Business conditions and expected returns on stocks and bonds
Journal of Financial Economics, 1989, 25, (1), 23-49 View citations (1516)
- PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION
Journal of Applied Corporate Finance, 1989, 1, (4), 59-66
1988
- Dividend yields and expected stock returns
Journal of Financial Economics, 1988, 22, (1), 3-25 View citations (1285)
- Permanent and Temporary Components of Stock Prices
Journal of Political Economy, 1988, 96, (2), 246-73 View citations (876)
1987
- 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 (418)
- Expected stock returns and volatility
Journal of Financial Economics, 1987, 19, (1), 3-29 View citations (1547)
1986
- Detecting Spot Price Forecasts in Futures Prices
The Journal of Business, 1986, 59, (2), S39-54 View citations (48)
- Stock return variances: The arrival of information and the reaction of traders
Journal of Financial Economics, 1986, 17, (1), 5-26 View citations (603)
1984
- Anomalies in Security Returns and the Specification of the Market Model: Discussion
Journal of Finance, 1984, 39, (3), 815-17
- Sealed Bids, Sunk Costs, and the Process of Competition
The Journal of Business, 1984, 57, (4), 417-41 View citations (60)
1983
- A comparison of futures and forward prices
Journal of Financial Economics, 1983, 12, (3), 311-342 View citations (33)
- Effects of Nominal Contracting on Stock Returns
Journal of Political Economy, 1983, 91, (1), 70-96 View citations (36)
- Taxes and the Pricing of Stock Index Futures
Journal of Finance, 1983, 38, (3), 675-94 View citations (57)
1980
- Stock returns and the weekend effect
Journal of Financial Economics, 1980, 8, (1), 55-69 View citations (520)
Chapters
1988
- Crash-Testing the Efficient Market Hypothesis
A chapter in NBER Macroeconomics Annual 1988, Volume 3, 1988, pp 277-286 View citations (6)
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