Kenneth French
Names
| first: |
Kenneth |
| middle: |
R. |
| last: |
French |
Identifer
Contact
Affiliations
-
Dartmouth College
/ Tuck School of Business
Research profile
author of:
- Investor Diversification and International Equity Markets (RePEc:aea:aecrev:v:81:y:1991:i:2:p:222-26)
by French, Kenneth R & Poterba, James M - The Capital Asset Pricing Model: Theory and Evidence (RePEc:aea:jecper:v:18:y:2004:i:3:p:25-46)
by Eugene F. Fama & Kenneth R. French - Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay? (RePEc:bla:jacrfn:v:14:y:2001:i:1:p:67-79)
by Eugene F. Fama & Kenneth R. French - Pricing Financial Futures Contracts: An Introduction (RePEc:bla:jacrfn:v:1:y:1989:i:4:p:59-66)
by Kenneth R. French - The Squam Lake Report: Fixing the Financial System (RePEc:bla:jacrfn:v:22:y:2010:i:3:p:8-21)
by Kenneth French & Martin Baily & John Campbell & John Cochrane & Douglas Diamond & Darrell Duffie & Anil Kashyap & Frederic Mishkin & Raghuram Rajan & David Scharfstein & Robert Shiller & Hyun Song Shi - Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group (RePEc:bla:jacrfn:v:25:y:2013:i:4:p:37-40)
by Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Kenneth R. French & Anil K. Kashyap & Frederic S. Mishkin & Raghuram Rajan & David S. Scharfstein & Robert - Taxes and the Pricing of Stock Index Futures (RePEc:bla:jfinan:v:38:y:1983:i:3:p:675-94)
by Cornell, Bradford & French, Kenneth R - Anomalies in Security Returns and the Specification of the Market Model: Discussion (RePEc:bla:jfinan:v:39:y:1984:i:3:p:815-17)
by French, Kenneth R - The Cross-Section of Expected Stock Returns (RePEc:bla:jfinan:v:47:y:1992:i:2:p:427-65)
by Fama, Eugene F & French, Kenneth R - Size and Book-to-Market Factors in Earnings and Returns (RePEc:bla:jfinan:v:50:y:1995:i:1:p:131-55)
by Fama, Eugene F & French, Kenneth R - Multifactor Explanations of Asset Pricing Anomalies (RePEc:bla:jfinan:v:51:y:1996:i:1:p:55-84)
by Fama, Eugene F & French, Kenneth R - The CAPM Is Wanted, Dead or Alive (RePEc:bla:jfinan:v:51:y:1996:i:5:p:1947-58)
by Fama, Eugene F & French, Kenneth R - The Corporate Cost of Capital and the Return on Corporate Investment (RePEc:bla:jfinan:v:54:y:1999:i:6:p:1939-1967)
by Eugene F. Fama & Kenneth R. French - Characteristics, Covariances, and Average Returns: 1929 to 1997 (RePEc:bla:jfinan:v:55:y:2000:i:1:p:389-406)
by James L. Davis & Eugene F. Fama & Kenneth R. French - The Equity Premium (RePEc:bla:jfinan:v:57:y:2002:i:2:p:637-659)
by Eugene F. Fama & Kenneth R. French - The Value Premium and the CAPM (RePEc:bla:jfinan:v:61:y:2006:i:5:p:2163-2185)
by Eugene F. Fama & Kenneth R. French - Presidential Address: The Cost of Active Investing (RePEc:bla:jfinan:v:63:y:2008:i:4:p:1537-1573)
by Kenneth R. French - Dissecting Anomalies (RePEc:bla:jfinan:v:63:y:2008:i:4:p:1653-1678)
by Eugene F. Fama & Kenneth R. French - Average Returns, B/M, and Share Issues (RePEc:bla:jfinan:v:63:y:2008:i:6:p:2971-2995)
by Eugene F. Fama & Kenneth R. French - Luck versus Skill in the Cross‐Section of Mutual Fund Returns (RePEc:bla:jfinan:v:65:y:2010:i:5:p:1915-1947)
by Eugene F. Fama & Kenneth R. French - Sunk Costs and Competitive Bidding (RePEc:cdl:anderf:qt2gq5173z)
by French, Kenneth R. & McCormick, Robert E. - Common Factors in the Serial Correlation of Stock Returns (RePEc:cdl:anderf:qt2jf8r7n7)
by Fama, Eugene F. & French, Kenneth R. - Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment (RePEc:eee:crcspp:v:34:y:1991:i::p:131-134)
by French, Kenneth R. - Size, value, and momentum in international stock returns (RePEc:eee:jfinec:v:105:y:2012:i:3:p:457-472)
by Fama, Eugene F. & French, Kenneth R. - A five-factor asset pricing model (RePEc:eee:jfinec:v:116:y:2015:i:1:p:1-22)
by Fama, Eugene F. & French, Kenneth R. - Incremental variables and the investment opportunity set (RePEc:eee:jfinec:v:117:y:2015:i:3:p:470-488)
by Fama, Eugene F. & French, Kenneth R. - International tests of a five-factor asset pricing model (RePEc:eee:jfinec:v:123:y:2017:i:3:p:441-463)
by Fama, Eugene F. & French, Kenneth R. - Choosing factors (RePEc:eee:jfinec:v:128:y:2018:i:2:p:234-252)
by Fama, Eugene F. & French, Kenneth R. - A comparison of futures and forward prices (RePEc:eee:jfinec:v:12:y:1983:i:3:p:311-342)
by French, Kenneth R. - Stock return variances : The arrival of information and the reaction of traders (RePEc:eee:jfinec:v:17:y:1986:i:1:p:5-26)
by French, Kenneth R. & Roll, Richard - Expected stock returns and volatility (RePEc:eee:jfinec:v:19:y:1987:i:1:p:3-29)
by French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F. - Dividend yields and expected stock returns (RePEc:eee:jfinec:v:22:y:1988:i:1:p:3-25)
by Fama, Eugene F. & French, Kenneth R. - Business conditions and expected returns on stocks and bonds (RePEc:eee:jfinec:v:25:y:1989:i:1:p:23-49)
by Fama, Eugene F. & French, Kenneth R. - Were Japanese stock prices too high? (RePEc:eee:jfinec:v:29:y:1991:i:2:p:337-363)
by French, Kenneth R. & Poterba, James M. - Common risk factors in the returns on stocks and bonds (RePEc:eee:jfinec:v:33:y:1993:i:1:p:3-56)
by Fama, Eugene F. & French, Kenneth R. - Industry costs of equity (RePEc:eee:jfinec:v:43:y:1997:i:2:p:153-193)
by Fama, Eugene F. & French, Kenneth R. - Disappearing dividends: changing firm characteristics or lower propensity to pay? (RePEc:eee:jfinec:v:60:y:2001:i:1:p:3-43)
by Fama, Eugene F. & French, Kenneth R. - New lists: Fundamentals and survival rates (RePEc:eee:jfinec:v:73:y:2004:i:2:p:229-269)
by Fama, Eugene F. & French, Kenneth R. - Financing decisions: who issues stock? (RePEc:eee:jfinec:v:76:y:2005:i:3:p:549-582)
by Fama, Eugene F. & French, Kenneth R. - Profitability, investment and average returns (RePEc:eee:jfinec:v:82:y:2006:i:3:p:491-518)
by Fama, Eugene F. & French, Kenneth R. - Disagreement, tastes, and asset prices (RePEc:eee:jfinec:v:83:y:2007:i:3:p:667-689)
by Fama, Eugene F. & French, Kenneth R. - Stock returns and the weekend effect (RePEc:eee:jfinec:v:8:y:1980:i:1:p:55-69)
by French, Kenneth R. - Japanese and U.S. cross-border common stock investments (RePEc:eee:jjieco:v:4:y:1990:i:4:p:476-493)
by French, Kenneth R. & Poterba, James M. - O modelo de precificação de ativos de capital: teoria e evidências (RePEc:fgv:eaerae:v:47:y:2007:i:2:a:36903)
by Fama, Eugene F. & French, Kenneth R. - Are Japanese Stock Prices Too High? (RePEc:mit:worpap:547)
by French, K.R. & Poterba, J.M. - Crash-Testing the Efficient Market Hypothesis (RePEc:nbr:nberch:10957)
by Kenneth R. French - Were Japanese Stock Prices Too High? (RePEc:nbr:nberwo:3290)
by Kenneth R. French & James M. Poterba - Investor Diversification and International Equity Markets (RePEc:nbr:nberwo:3609)
by Kenneth R. French & James M. Poterba - Capital Structure Choices (RePEc:now:jnlcfr:104.00000002)
by Fama, Eugene F. & French, Kenneth R. - The Value Premium
[Fundamentals and stock returns in Japan] (RePEc:oup:rasset:v:11:y:2021:i:1:p:105-121.)
by Eugene F Fama & Kenneth R French - Dissecting Anomalies with a Five-Factor Model (RePEc:oup:rfinst:v:29:y:2016:i:1:p:69-103.)
by Eugene F. Fama & Kenneth R. French - Comparing Cross-Section and Time-Series Factor Models (RePEc:oup:rfinst:v:33:y:2020:i:5:p:1891-1926.)
by Eugene F Fama & Kenneth R French - Introduction (RePEc:pup:chapts:9261-1)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe - The Squam Lake Report: Fixing the Financial System (RePEc:pup:pbooks:9261)
by Kenneth R. French & Martin N. Baily & John Y. Campbell & John H. Cochrane & Douglas W. Diamond & Darrell Duffie & Anil K Kashyap & Frederic S. Mishkin & Raghuram G. Rajan & David S. Scharfstein & Robe - Sealed Bids, Sunk Costs, and the Process of Competition (RePEc:ucp:jnlbus:v:57:y:1984:i:4:p:417-41)
by French, Kenneth R & McCormick, Robert E - Detecting Spot Price Forecasts in Futures Prices (RePEc:ucp:jnlbus:v:59:y:1986:i:2:p:s39-54)
by French, Kenneth R - Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage (RePEc:ucp:jnlbus:v:60:y:1987:i:1:p:55-73)
by Fama, Eugene F & French, Kenneth R - Forecasting Profitability and Earnings (RePEc:ucp:jnlbus:v:73:y:2000:i:2:p:161-75)
by Fama, Eugene F & French, Kenneth R - Effects of Nominal Contracting on Stock Returns (RePEc:ucp:jpolec:v:91:y:1983:i:1:p:70-96)
by French, Kenneth R & Ruback, Richard S & Schwert, G William - Permanent and Temporary Components of Stock Prices (RePEc:ucp:jpolec:v:96:y:1988:i:2:p:246-73)
by Fama, Eugene F & French, Kenneth R - The pricing of stock index futures (RePEc:wly:jfutmk:v:3:y:1983:i:1:p:1-14)
by Bradford Cornell & Kenneth R. French - Taxes, Financing Decisions, and Firm Value (RePEc:wop:chispw:334)
by Eugene F. Fama & Kenneth R. French - Value versus Growth: The International Evidence (RePEc:wop:chispw:341)
by Eugene F. Fama & Kenneth R. French - The Corporate Cost of Capital and the Return on Corporate Investment (RePEc:wop:chispw:355)
by Eugene F. Fama & Kenneth R. French - Forecasting Profitability and Earnings (RePEc:wop:chispw:358)
by Eugene F. Fama & Kenneth R. French - Characteristics, Covariances, and Average Returns: 1929 to 1997 (RePEc:wop:chispw:359)
by James L. Davis & Eugene F. Fama & Kenneth R. French - Value Versus Growth: The International Evidence (RePEc:wop:chispw:449)
by Eugene F. Fama & Kenneth R. French - Forecasting Profitability and Earnings (RePEc:wop:chispw:456)
by Eugene F. Fama & Kenneth R. French - The Corporate Cost of Capital and the Return on Corporate Investment (RePEc:wop:chispw:469)
by Eugene F. Fama & Kenneth R. French - Characteristics, Covariances, and Average Returns: 1929-1997 (RePEc:wop:chispw:471)
by James Davis & Eugene F. Fama & Kenneth R. French - Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.” (RePEc:wop:chispw:506)
by Eugene F. Fama & Kenneth R. French - Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?." (RePEc:wop:chispw:509)
by Eugene F. Fama & Kenneth R. French - The Equity Premium." (RePEc:wop:chispw:522)
by Eugene Fama & F. & Kenneth R. French - Newly Listed Firms: Fundamentals, Survival Rates, and Returns (RePEc:wop:chispw:530)
by Eugene F. Fama & Kenneth R. French - Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage (RePEc:wsi:wschap:9789814566926_0004)
by Eugene F. Fama & Kenneth R. French