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Kenneth R. French · Study
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Author
Kenneth R. French
55 works
· latest 2019
· 8 institutions
cluster: provisional
Works
55 shown
Comparing Cross-Section and Time-Series Factor Models
Review of Financial Studies
·
2019
·
2 authors
·
Open access
249
citations
Choosing factors
Journal of Financial Economics
·
2018
·
2 authors
1,020
citations
International tests of a five-factor asset pricing model
Journal of Financial Economics
·
2016
·
2 authors
·
Open access
930
citations
Dissecting Anomalies with a Five-Factor Model
Review of Financial Studies
·
2015
·
2 authors
·
Open access
929
citations
A five-factor asset pricing model
Journal of Financial Economics
·
2014
·
2 authors
·
Open access
7,841
citations
Size, value, and momentum in international stock returns
Journal of Financial Economics
·
2012
·
2 authors
·
Open access
1,822
citations
The Squam Lake Report: fixing the financial system
Choice Reviews Online
·
2010
·
7 authors
·
other
202
citations
Luck versus Skill in the Cross‐Section of Mutual Fund Returns
The Journal of Finance
·
2010
·
2 authors
1,781
citations
The Squam Lake Report: Fixing the Financial System*
Journal of applied corporate finance
·
2010
·
15 authors
152
citations
Average Returns, B/M, and Share Issues
The Journal of Finance
·
2008
·
2 authors
·
Open access
311
citations
Presidential Address: The Cost of Active Investing
The Journal of Finance
·
2008
·
1 author
862
citations
The Cost of Active Investing
SSRN Electronic Journal
·
2008
·
1 author
·
preprint
·
Open access
205
citations
The Anatomy of Value and Growth Stock Returns
Financial Analysts Journal
·
2007
·
2 authors
131
citations
Dissecting Anomalies
The Journal of Finance
·
2007
·
2 authors
·
Open access
1,573
citations
Disagreement, tastes, and asset prices
Journal of Financial Economics
·
2006
·
2 authors
·
Open access
689
citations
The Value Premium and the CAPM
The Journal of Finance
·
2006
·
2 authors
·
Open access
519
citations
Profitability, investment and average returns
Journal of Financial Economics
·
2006
·
2 authors
939
citations
Financing decisions: who issues stock?
Journal of Financial Economics
·
2004
·
2 authors
·
Open access
922
citations
The Capital Asset Pricing Model: Theory and Evidence
The Journal of Economic Perspectives
·
2004
·
2 authors
·
Open access
2,057
citations
New lists: Fundamentals and survival rates
Journal of Financial Economics
·
2004
·
2 authors
·
Open access
646
citations
The Equity Premium
The Journal of Finance
·
2002
·
2 authors
1,331
citations
Testing Trade-Off and Pecking Order Predictions About Dividends and Debt
Review of Financial Studies
·
2002
·
2 authors
3,396
citations
Disappearing dividends: changing firm characteristics or lower propensity to pay?
Journal of Financial Economics
·
2001
·
2 authors
3,039
citations
DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?
Journal of applied corporate finance
·
2001
·
2 authors
245
citations
Forecasting Profitability and Earnings
The Journal of Business
·
2000
·
2 authors
·
Open access
857
citations
Characteristics, Covariances, and Average Returns: 1929 to 1997
The Journal of Finance
·
2000
·
3 authors
1,100
citations
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
233
citations
The Equity Premium
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
147
citations
The Corporate Cost of Capital and the Return on Corporate Investment
The Journal of Finance
·
1999
·
2 authors
·
Open access
254
citations
Testing Tradeoff and Pecking Order Predictions About Dividends and Debt
SSRN Electronic Journal
·
1999
·
2 authors
·
preprint
·
Open access
1,140
citations
Value versus Growth: The International Evidence
The Journal of Finance
·
1998
·
2 authors
·
Open access
2,233
citations
Taxes, Financing Decisions, and Firm Value
The Journal of Finance
·
1998
·
2 authors
·
Open access
1,037
citations
Characteristics, Covariances, and Average Returns: 1929-1997
SSRN Electronic Journal
·
1998
·
3 authors
·
preprint
·
Open access
535
citations
Industry costs of equity
Journal of Financial Economics
·
1997
·
2 authors
·
Open access
5,793
citations
The CAPM is Wanted, Dead or Alive
The Journal of Finance
·
1996
·
2 authors
488
citations
Multifactor Explanations of Asset Pricing Anomalies
The Journal of Finance
·
1996
·
2 authors
·
Open access
6,710
citations
Size and Book-to-Market Factors in Earnings and Returns
The Journal of Finance
·
1995
·
2 authors
3,456
citations
Common risk factors in the returns on stocks and bonds
Journal of Financial Economics
·
1993
·
2 authors
26,615
citations
The Cross-Section of Expected Stock Returns
The Journal of Finance
·
1992
·
2 authors
·
Open access
17,251
citations
Investor Diversification and International Equity Markets
National Bureau of Economic Research
·
1991
·
2 authors
·
report
·
Open access
2,542
citations
Were Japanese Stock Prices Too High?
Journal of Financial Economics
·
1990
·
2 authors
·
Open access
300
citations
Business conditions and expected returns on stocks and bonds
Journal of Financial Economics
·
1989
·
2 authors
3,934
citations
Business Cycles and the Behavior of Metals Prices
The Journal of Finance
·
1988
·
2 authors
447
citations
Dividend yields and expected stock returns
Journal of Financial Economics
·
1988
·
2 authors
3,574
citations
Permanent and Temporary Components of Stock Prices
Journal of Political Economy
·
1988
·
2 authors
3,036
citations
Expected stock returns and volatility
Journal of Financial Economics
·
1987
·
3 authors
·
Open access
4,147
citations
Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage
The Journal of Business
·
1987
·
2 authors
1,047
citations
Stock return variances
Journal of Financial Economics
·
1986
·
2 authors
1,813
citations
Detecting Spot Price Forecasts In Futures Prices
The Journal of Business
·
1986
·
1 author
·
other
114
citations
Sealed Bids, Sunk Costs, and the Process of Competition
The Journal of Business
·
1984
·
1 author
152
citations
A comparison of futures and forward prices
Journal of Financial Economics
·
1983
·
1 author
164
citations
Taxes and the Pricing of Stock Index Futures
The Journal of Finance
·
1983
·
2 authors
·
Open access
199
citations
The pricing of stock index futures
Journal of Futures Markets
·
1983
·
2 authors
192
citations
Effects of Nominal Contracting on Stock Returns
Journal of Political Economy
·
1983
·
3 authors
·
Open access
140
citations
Stock returns and the weekend effect
Journal of Financial Economics
·
1980
·
1 author
1,997
citations