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Kenneth French

Personal Details

First Name:Kenneth
Middle Name:R.
Last Name:French
Suffix:
RePEc Short-ID:pfr33
[This author has chosen not to make the email address public]
http://www.dartmouth.edu/~kfrench
85 Trescott Rd Etna, NH 03750
603-643-5750
Terminal Degree:1983 William E. Simon Graduate School of Business Administration; University of Rochester (from RePEc Genealogy)

Affiliation

Tuck School of Business
Dartmouth College

Hanover, New Hampshire (United States)
http://www.tuck.dartmouth.edu/
RePEc:edi:sbdarus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Kenneth R. French & James M. Poterba, 1991. "Investor Diversification and International Equity Markets," NBER Working Papers 3609, National Bureau of Economic Research, Inc.
  2. French, K.R. & Poterba, J.M., 1990. "Are Japanese Stock Prices Too High?," Working papers 547, Massachusetts Institute of Technology (MIT), Department of Economics.
  3. Fama, Eugene F. & French, Kenneth R., 1986. "Common Factors in the Serial Correlation of Stock Returns," University of California at Los Angeles, Anderson Graduate School of Management qt2jf8r7n7, Anderson Graduate School of Management, UCLA.
  4. French, Kenneth R. & McCormick, Robert E., 1982. "Sunk Costs and Competitive Bidding," University of California at Los Angeles, Anderson Graduate School of Management qt2gq5173z, Anderson Graduate School of Management, UCLA.
  5. Eugene Fama & F. & Kenneth R. French, "undated". "The Equity Premium."," CRSP working papers 522, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  6. Eugene F. Fama & Kenneth R. French, "undated". "Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?."," CRSP working papers 509, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  7. Eugene F. Fama & Kenneth R. French, "undated". "Forecasting Profitability and Earnings," CRSP working papers 358, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  8. Eugene F. Fama & Kenneth R. French, "undated". "The Corporate Cost of Capital and the Return on Corporate Investment," CRSP working papers 355, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  9. Eugene F. Fama & Kenneth R. French, "undated". "Value versus Growth: The International Evidence," CRSP working papers 341, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  10. Eugene F. Fama & Kenneth R. French, "undated". "Testing Tradeoff and Pecking Order Predictions about Dividends and Debt.”," CRSP working papers 506, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  11. James L. Davis & Eugene F. Fama & Kenneth R. French, "undated". "Characteristics, Covariances, and Average Returns: 1929 to 1997," CRSP working papers 359, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  12. Eugene F. Fama & Kenneth R. French, "undated". "Taxes, Financing Decisions, and Firm Value," CRSP working papers 334, Center for Research in Security Prices, Graduate School of Business, University of Chicago.
  13. Eugene F. Fama & Kenneth R. French, "undated". "Newly Listed Firms: Fundamentals, Survival Rates, and Returns," CRSP working papers 530, Center for Research in Security Prices, Graduate School of Business, University of Chicago.

Articles

  1. Eugene F Fama & Kenneth R French, 2021. "The Value Premium [Fundamentals and stock returns in Japan]," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 11(1), pages 105-121.
  2. Eugene F Fama & Kenneth R French, 2020. "Comparing Cross-Section and Time-Series Factor Models," The Review of Financial Studies, Society for Financial Studies, vol. 33(5), pages 1891-1926.
  3. Fama, Eugene F. & French, Kenneth R., 2018. "Choosing factors," Journal of Financial Economics, Elsevier, vol. 128(2), pages 234-252.
  4. Fama, Eugene F. & French, Kenneth R., 2017. "International tests of a five-factor asset pricing model," Journal of Financial Economics, Elsevier, vol. 123(3), pages 441-463.
  5. Eugene F. Fama & Kenneth R. French, 2016. "Dissecting Anomalies with a Five-Factor Model," The Review of Financial Studies, Society for Financial Studies, vol. 29(1), pages 69-103.
  6. Fama, Eugene F. & French, Kenneth R., 2015. "A five-factor asset pricing model," Journal of Financial Economics, Elsevier, vol. 116(1), pages 1-22.
  7. Fama, Eugene F. & French, Kenneth R., 2015. "Incremental variables and the investment opportunity set," Journal of Financial Economics, Elsevier, vol. 117(3), pages 470-488.
  8. 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, 2013. "Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group," Journal of Applied Corporate Finance, Morgan Stanley, vol. 25(4), pages 37-40, December.
  9. Fama, Eugene F. & French, Kenneth R., 2012. "Size, value, and momentum in international stock returns," Journal of Financial Economics, Elsevier, vol. 105(3), pages 457-472.
  10. Fama, Eugene F. & French, Kenneth R., 2012. "Capital Structure Choices," Critical Finance Review, now publishers, vol. 1(1), pages 59-101, January.
  11. 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, 2010. "The Squam Lake Report: Fixing the Financial System," Journal of Applied Corporate Finance, Morgan Stanley, vol. 22(3), pages 8-21, June.
    • 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, 2010. "The Squam Lake Report: Fixing the Financial System," Economics Books, Princeton University Press, edition 1, number 9261.
  12. Eugene F. Fama & Kenneth R. French, 2010. "Luck versus Skill in the Cross‐Section of Mutual Fund Returns," Journal of Finance, American Finance Association, vol. 65(5), pages 1915-1947, October.
  13. Eugene F. Fama & Kenneth R. French, 2008. "Average Returns, B/M, and Share Issues," Journal of Finance, American Finance Association, vol. 63(6), pages 2971-2995, December.
  14. Eugene F. Fama & Kenneth R. French, 2008. "Dissecting Anomalies," Journal of Finance, American Finance Association, vol. 63(4), pages 1653-1678, August.
  15. Kenneth R. French, 2008. "Presidential Address: The Cost of Active Investing," Journal of Finance, American Finance Association, vol. 63(4), pages 1537-1573, August.
  16. Fama, Eugene F. & French, Kenneth R., 2007. "O modelo de precificação de ativos de capital: teoria e evidências," RAE - Revista de Administração de Empresas, FGV-EAESP Escola de Administração de Empresas de São Paulo (Brazil), vol. 47(2), April.
  17. Fama, Eugene F. & French, Kenneth R., 2007. "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, vol. 83(3), pages 667-689, March.
  18. Eugene F. Fama & Kenneth R. French, 2006. "The Value Premium and the CAPM," Journal of Finance, American Finance Association, vol. 61(5), pages 2163-2185, October.
  19. Fama, Eugene F. & French, Kenneth R., 2006. "Profitability, investment and average returns," Journal of Financial Economics, Elsevier, vol. 82(3), pages 491-518, December.
  20. Fama, Eugene F. & French, Kenneth R., 2005. "Financing decisions: who issues stock?," Journal of Financial Economics, Elsevier, vol. 76(3), pages 549-582, June.
  21. Eugene F. Fama & Kenneth R. French, 2004. "The Capital Asset Pricing Model: Theory and Evidence," Journal of Economic Perspectives, American Economic Association, vol. 18(3), pages 25-46, Summer.
  22. Fama, Eugene F. & French, Kenneth R., 2004. "New lists: Fundamentals and survival rates," Journal of Financial Economics, Elsevier, vol. 73(2), pages 229-269, August.
  23. Eugene F. Fama & Kenneth R. French, 2002. "The Equity Premium," Journal of Finance, American Finance Association, vol. 57(2), pages 637-659, April.
  24. Eugene F. Fama & Kenneth R. French, 2001. "Disappearing Dividends: Changing Firm Characteristics Or Lower Propensity To Pay?," Journal of Applied Corporate Finance, Morgan Stanley, vol. 14(1), pages 67-79, March.
  25. James L. Davis & Eugene F. Fama & Kenneth R. French, 2000. "Characteristics, Covariances, and Average Returns: 1929 to 1997," Journal of Finance, American Finance Association, vol. 55(1), pages 389-406, February.
  26. Fama, Eugene F & French, Kenneth R, 2000. "Forecasting Profitability and Earnings," The Journal of Business, University of Chicago Press, vol. 73(2), pages 161-175, April.
  27. Eugene F. Fama & Kenneth R. French, 1999. "The Corporate Cost of Capital and the Return on Corporate Investment," Journal of Finance, American Finance Association, vol. 54(6), pages 1939-1967, December.
  28. Fama, Eugene F. & French, Kenneth R., 1997. "Industry costs of equity," Journal of Financial Economics, Elsevier, vol. 43(2), pages 153-193, February.
  29. Fama, Eugene F & French, Kenneth R, 1996. "Multifactor Explanations of Asset Pricing Anomalies," Journal of Finance, American Finance Association, vol. 51(1), pages 55-84, March.
  30. Fama, Eugene F & French, Kenneth R, 1996. "The CAPM Is Wanted, Dead or Alive," Journal of Finance, American Finance Association, vol. 51(5), pages 1947-1958, December.
  31. Fama, Eugene F & French, Kenneth R, 1995. "Size and Book-to-Market Factors in Earnings and Returns," Journal of Finance, American Finance Association, vol. 50(1), pages 131-155, March.
  32. Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
  33. Fama, Eugene F & French, Kenneth R, 1992. "The Cross-Section of Expected Stock Returns," Journal of Finance, American Finance Association, vol. 47(2), pages 427-465, June.
  34. French, Kenneth R. & Poterba, James M., 1991. "Were Japanese stock prices too high?," Journal of Financial Economics, Elsevier, vol. 29(2), pages 337-363, October.
  35. French, Kenneth R & Poterba, James M, 1991. "Investor Diversification and International Equity Markets," American Economic Review, American Economic Association, vol. 81(2), pages 222-226, May.
  36. French, Kenneth R., 1991. "Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment," Carnegie-Rochester Conference Series on Public Policy, Elsevier, vol. 34(1), pages 131-134, January.
  37. French, Kenneth R. & Poterba, James M., 1990. "Japanese and U.S. cross-border common stock investments," Journal of the Japanese and International Economies, Elsevier, vol. 4(4), pages 476-493, December.
  38. Kenneth R. French, 1989. "Pricing Financial Futures Contracts: An Introduction," Journal of Applied Corporate Finance, Morgan Stanley, vol. 1(4), pages 59-66, January.
  39. Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
  40. Fama, Eugene F. & French, Kenneth R., 1988. "Dividend yields and expected stock returns," Journal of Financial Economics, Elsevier, vol. 22(1), pages 3-25, October.
  41. Fama, Eugene F & French, Kenneth R, 1988. "Permanent and Temporary Components of Stock Prices," Journal of Political Economy, University of Chicago Press, vol. 96(2), pages 246-273, April.
  42. Fama, Eugene F & French, Kenneth R, 1987. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage," The Journal of Business, University of Chicago Press, vol. 60(1), pages 55-73, January.
  43. French, Kenneth R. & Schwert, G. William & Stambaugh, Robert F., 1987. "Expected stock returns and volatility," Journal of Financial Economics, Elsevier, vol. 19(1), pages 3-29, September.
  44. French, Kenneth R. & Roll, Richard, 1986. "Stock return variances : The arrival of information and the reaction of traders," Journal of Financial Economics, Elsevier, vol. 17(1), pages 5-26, September.
  45. French, Kenneth R, 1986. "Detecting Spot Price Forecasts in Futures Prices," The Journal of Business, University of Chicago Press, vol. 59(2), pages 39-54, April.
  46. French, Kenneth R & McCormick, Robert E, 1984. "Sealed Bids, Sunk Costs, and the Process of Competition," The Journal of Business, University of Chicago Press, vol. 57(4), pages 417-441, October.
  47. French, Kenneth R, 1984. "Anomalies in Security Returns and the Specification of the Market Model: Discussion," Journal of Finance, American Finance Association, vol. 39(3), pages 815-817, July.
  48. French, Kenneth R., 1983. "A comparison of futures and forward prices," Journal of Financial Economics, Elsevier, vol. 12(3), pages 311-342, November.
  49. Cornell, Bradford & French, Kenneth R, 1983. "Taxes and the Pricing of Stock Index Futures," Journal of Finance, American Finance Association, vol. 38(3), pages 675-694, June.
  50. French, Kenneth R & Ruback, Richard S & Schwert, G William, 1983. "Effects of Nominal Contracting on Stock Returns," Journal of Political Economy, University of Chicago Press, vol. 91(1), pages 70-96, February.
  51. Bradford Cornell & Kenneth R. French, 1983. "The pricing of stock index futures," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 3(1), pages 1-14, March.
  52. French, Kenneth R., 1980. "Stock returns and the weekend effect," Journal of Financial Economics, Elsevier, vol. 8(1), pages 55-69, March.

Chapters

  1. Eugene F. Fama & Kenneth R. French, 2015. "Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage," World Scientific Book Chapters, in: Anastasios G Malliaris & William T Ziemba (ed.), THE WORLD SCIENTIFIC HANDBOOK OF FUTURES MARKETS, chapter 4, pages 79-102, World Scientific Publishing Co. Pte. Ltd..
  2. 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, 2010. "Introduction," Introductory Chapters, in: The Squam Lake Report: Fixing the Financial System, Princeton University Press.
  3. Kenneth R. French, 1988. "Crash-Testing the Efficient Market Hypothesis," NBER Chapters, in: NBER Macroeconomics Annual 1988, Volume 3, pages 277-286, National Bureau of Economic Research, Inc.

Books

  1. 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, 2010. "The Squam Lake Report: Fixing the Financial System," Economics Books, Princeton University Press, edition 1, number 9261.

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Featured entries

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  1. Kenneth French in Wikipedia (French)

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FIN: Finance (1) 2001-08-21
  2. NEP-FMK: Financial Markets (1) 2001-08-21
  3. NEP-MIC: Microeconomics (1) 2001-08-21

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