Kenneth R. French : rechercher sur Z-Library

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1

Common risk factors in the returns on stocks and bonds

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

1993

Langue:

english

Fichier:

PDF, 3.32 MB

english, 1993

2

A five-factor asset pricing model

Fama, Eugene F., French, Kenneth R.

Journal:

Journal of Financial Economics

Année:

2015

Langue:

english

Fichier:

PDF, 759 KB

english, 2015

3

The Capital Asset Pricing Model: Theory and Evidence

Eugene F. Fama and Kenneth R. French

Journal:

Journal of Economic Perspectives

Année:

2004

Langue:

english

Fichier:

PDF, 2.44 MB

english, 2004

4

The Cross-Section of Expected Stock Returns

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

1992

Langue:

english

Fichier:

PDF, 2.05 MB

english, 1992

5

International tests of a five-factor asset pricing model

Fama, Eugene F., French, Kenneth R.

Journal:

Journal of Financial Economics

Année:

2016

Langue:

english

Fichier:

PDF, 4.05 MB

english, 2016

6

Multifactor Explanations of Asset Pricing Anomalies

Eugene F. Fama and Kenneth R. FrencH

Journal:

The Journal of Finance

Année:

1996

Langue:

english

Fichier:

PDF, 693 KB

english, 1996

7

The Value Premium and the CAPM

Eugene F. Fama and Kenneth R. French

Journal:

The Journal of Finance

Année:

2006

Langue:

english

Fichier:

PDF, 2.65 MB

english, 2006

8

The Corporate Cost of Capital and the Return on Corporate Investment

Eugene F. Fama, Kenneth R. French

Journal:

The Journal of Finance

Année:

1999

Langue:

english

Fichier:

PDF, 404 KB

english, 1999

9

Size, value, and momentum in international stock returns

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

2012

Langue:

english

Fichier:

PDF, 363 KB

english, 2012

10

Size and Book-to-Market Factors in Earnings and Returns

Eugene F. Fama and Kenneth R. French

Journal:

The Journal of Finance

Année:

1995

Langue:

english

Fichier:

PDF, 485 KB

english, 1995

11

Dividend yields and expected stock returns

Eugene F Fama, Kenneth R French

Journal:

Journal of Financial Economics

Année:

1988

Langue:

english

Fichier:

PDF, 1.39 MB

english, 1988

12

The Capital Asset Pricing Model: Theory and Evidence

Fama, Eugene F, French, Kenneth R

Journal:

Journal of Economic Perspectives

Année:

2004

Langue:

english

Fichier:

PDF, 131 KB

english, 2004

13

Volatility Lessons

Fama, Eugene F., French, Kenneth R.

Journal:

Financial Analysts Journal

Année:

2018

Langue:

english

Fichier:

PDF, 970 KB

english, 2018

14

The CAPM is Wanted, Dead or Alive

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

1996

Langue:

english

Fichier:

PDF, 785 KB

english, 1996

15

Dissecting Anomalies

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

2008

Langue:

english

Fichier:

PDF, 146 KB

english, 2008

16

DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY?

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Applied Corporate Finance

Année:

2001

Langue:

english

Fichier:

PDF, 194 KB

english, 2001

17

Long-Horizon Returns

Fama, Eugene F, French, Kenneth R

Journal:

Review of Asset Pricing Studies

Année:

2018

Langue:

english

Fichier:

PDF, 277 KB

english, 2018

18

Value versus Growth: The International Evidence

Eugene F. Fama, Kenneth R. French

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 121 KB

english, 1998

19

Permanent and Temporary Components of Stock Prices

Eugene F. Fama and Kenneth R. French

Journal:

Journal of Political Economy

Année:

1988

Langue:

english

Fichier:

PDF, 480 KB

english, 1988

20

Expected stock returns and volatility

Kenneth R. French, G.William Schwert, Robert F. Stambaugh

Journal:

Journal of Financial Economics

Année:

1987

Langue:

english

Fichier:

PDF, 1.63 MB

english, 1987

21

Financing decisions: who issues stock?

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

2005

Langue:

english

Fichier:

PDF, 323 KB

english, 2005

22

The Cross-Section of Expected Stock Returns

Eugene F. Fama and Kenneth R. French

Journal:

The Journal of Finance

Année:

1992

Langue:

english

Fichier:

PDF, 866 KB

english, 1992

23

Profitability, investment and average returns

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

2006

Langue:

english

Fichier:

PDF, 280 KB

english, 2006

24

Taxes, Financing Decisions, and Firm Value

Eugene F. Fama, Kenneth R. French

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 136 KB

english, 1998

25

Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage

Eugene F. Fama and Kenneth R. French

Journal:

The Journal of Business

Année:

1987

Langue:

english

Fichier:

PDF, 1.88 MB

english, 1987

26

The Anatomy of Value and Growth Stock Returns

Eugene F. Fama and Kenneth R. French

Journal:

Financial Analysts Journal

Année:

2007

Langue:

english

Fichier:

PDF, 2.00 MB

english, 2007

27

Luck versus Skill in the Cross-Section of Mutual Fund Returns

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

2010

Langue:

english

Fichier:

PDF, 302 KB

english, 2010

28

Stock returns and the weekend effect

Kenneth R. French

Journal:

Journal of Financial Economics

Année:

1980

Langue:

english

Fichier:

PDF, 889 KB

english, 1980

29

Choosing Factors

Fama, Eugene F., French, Kenneth R.

Journal:

Journal of Financial Economics

Année:

2018

Langue:

english

Fichier:

PDF, 3.69 MB

english, 2018

30

Comparing Cross-Section and Time-Series Factor Models

Fama, Eugene F, French, Kenneth R

Journal:

Review of Financial Studies

Année:

2019

Langue:

english

Fichier:

PDF, 681 KB

english, 2019

31

Forecasting Profitability and Earnings

Fama, Eugene F., French, Kenneth R.

Journal:

The Journal of Business

Année:

2000

Langue:

english

Fichier:

PDF, 144 KB

english, 2000

32

Testing Trade-Off and Pecking Order Predictions about Dividends and Debt

Eugene F. Fama and Kenneth R. French

Journal:

Review of Financial Studies

Année:

2002

Langue:

english

Fichier:

PDF, 617 KB

english, 2002

33

Characteristics, Covariances, and Average Returns: 1929 to 1997

James L. Davis, Eugene F. Fama, Kenneth R. French

Journal:

The Journal of Finance

Année:

2000

Langue:

english

Fichier:

PDF, 103 KB

english, 2000

34

The Equity Premium

Eugene F. Fama, Kenneth R. French

Journal:

The Journal of Finance

Année:

2002

Langue:

english

Fichier:

PDF, 155 KB

english, 2002

35

The Squam Lake Report: Fixing the Financial System

Kenneth French, Martin Baily, John Campbell, John Cochrane, Douglas Diamond, Darrell Duffie, Anil Kashyap, Frederic Mishkin, Raghuram Rajan, David Scharfstein, Robert Shiller, Hyun Song Shin, Matthew

Journal:

Journal of Applied Corporate Finance

Année:

2010

Langue:

english

Fichier:

PDF, 369 KB

english, 2010

36

Disagreement, tastes, and asset prices

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

2007

Langue:

english

Fichier:

PDF, 278 KB

english, 2007

37

Business conditions and expected returns on stocks and bonds

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

1989

Langue:

english

Fichier:

PDF, 1.70 MB

english, 1989

38

Disappearing dividends: changing firm characteristics or lower propensity to pay?

Eugene F Fama, Kenneth R French

Journal:

Journal of Financial Economics

Année:

2001

Langue:

english

Fichier:

PDF, 285 KB

english, 2001

39

Industry costs of equity

Eugene F. Fama, Kenneth R. French

Journal:

Journal of Financial Economics

Année:

1997

Langue:

english

Fichier:

PDF, 2.82 MB

english, 1997

40

Stock return variances: The arrival of information and the reaction of traders

Kenneth R. French, Richard Roll

Journal:

Journal of Financial Economics

Année:

1986

Langue:

english

Fichier:

PDF, 1.42 MB

english, 1986

41

Geography of American rap: rap diffusion and rap centers

French, Kenneth

Journal:

Année:

2017

Langue:

english

Fichier:

PDF, 892 KB

english, 2017

42

A Four-Factor Model for the Size, Value, and Profitability Patterns in Stock Returns

Fama, Eugene F., French, Kenneth R.

Journal:

SSRN Electronic Journal

Année:

2013

Langue:

english

Fichier:

PDF, 307 KB

english, 2013

43

Reforming Money Market Funds

Baily, Martin N., Campbell, John Y., Cochrane, John H., Diamond, Douglas W., Duffie, Darrell, French, Kenneth R., Kashyap, Anil K., Mishkin, Frederic S., Scharfstein, David S., Shiller, Robert J., Sla

Journal:

SSRN Electronic Journal

Année:

2011

Langue:

english

Fichier:

PDF, 637 KB

english, 2011

44

The Value Premium and the CAPM

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

2006

Langue:

english

Fichier:

PDF, 264 KB

english, 2006

45

Presidential Address: The Cost of Active Investing

KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

2008

Langue:

english

Fichier:

PDF, 1.40 MB

english, 2008

46

Multifactor Explanations of Asset Pricing Anomalies

EUGENE F. FAMA, KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

1996

Langue:

english

Fichier:

PDF, 1.89 MB

english, 1996

47

Value versus Growth: The International Evidence

Eugene F. Fama and Kenneth R. French

Journal:

The Journal of Finance

Année:

1998

Langue:

english

Fichier:

PDF, 748 KB

english, 1998

48

Differences in the Risks and Returns of NYSE and NASD Stocks

Eugene F. Fama, Kenneth R. French, David G. Booth and Rex Sinquefield

Journal:

Financial Analysts Journal

Année:

1993

Langue:

english

Fichier:

PDF, 1.04 MB

english, 1993

49

Dissecting Anomalies with a Five-Factor Model

Fama, Eugene F., French, Kenneth R.

Journal:

SSRN Electronic Journal

Année:

2014

Langue:

english

Fichier:

PDF, 365 KB

english, 2014

50

Luck versus Skill in the Cross-Section of Mutual Fund Returns

EUGENE F. FAMA and KENNETH R. FRENCH

Journal:

The Journal of Finance

Année:

2010

Langue:

english

Fichier:

PDF, 2.68 MB

english, 2010