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Kenneth French : Citation Profile

Are you Kenneth French?

Dartmouth College

37

H index

45

i10 index

35359

Citations

RESEARCH PRODUCTION:

52

Articles

18

Papers

1

Books

3

Chapters

RESEARCH ACTIVITY:

   41 years (1980 - 2021). See details.
   Cites by year: 862
   Journals where Kenneth French has often published
   Relations with other researchers
   Recent citing documents: 2220.    Total self citations: 13 (0.04 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr33
   Updated: 2024-12-03    RAS profile: 2023-10-09    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenneth French.

Is cited by:

Zhang, Lu (163)

Campbell, John (145)

faff, robert (109)

Guidolin, Massimo (105)

Zaremba, Adam (98)

Polk, Christopher (94)

Stulz, René (87)

Hirshleifer, David (84)

Stambaugh, Robert (82)

Brooks, Chris (71)

Bollerslev, Tim (71)

Cites to:

Fama, Eugene (38)

Shleifer, Andrei (17)

Shanken, Jay (13)

Campbell, John (12)

Ritter, Jay (10)

Titman, Sheridan (9)

merton, robert (8)

Sharpe, William (7)

Stambaugh, Robert (7)

Shiller, Robert (7)

Vishny, Robert (7)

Main data

Where Kenneth French has published?

Journals with more than one article published# docs
Journal of Financial Economics19
Journal of Finance13
The Journal of Business4
Journal of Applied Corporate Finance4
The Review of Financial Studies2
Journal of Political Economy2

Working Papers Series with more than one paper published# docs
University of California at Los Angeles, Anderson Graduate School of Management / Anderson Graduate School of Management, UCLA2
NBER Working Papers / National Bureau of Economic Research, Inc2

Recent works citing Kenneth French (2024 and 2023)

YearTitle of citing document
2023Impact of Financial Liberalization on Firm Risk. (2023). Lin, Oshamah Lin ; Chang, Chong-Chuo ; Hsu, Oshamah Kun-Zhan. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:27:y:2023:i:3:p:14-45.

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2024Day-of-the-week and weekend effects on stock market returns: an investigation through review of literature. (2024). Singh, Prof Bhartendu ; Kumar, Gaurav. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(638):y:2024:i:1(638):p:29-42.

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2023.

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2023.

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2023Is Climate Transition Risk Priced into Corporate Credit Risk? Evidence from Credit Default Swaps. (2023). Ugolini, Andrea ; Ojea-Ferreiro, Javier ; Reboredo, Juan Carlos. In: FEEM Working Papers. RePEc:ags:feemwp:330720.

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2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

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2023Financial evaluation and credit access of agricultural firms. (2023). Iotti, Mattia. In: Economia agro-alimentare / Food Economy. RePEc:ags:sieaea:338622.

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2023Disentangling the Concentration-Performance Nexus: An Empirical Study of Indian-Listed Firms Across Diverse Industries. (2023). Jain, Mayank. In: CECCAR Business Review. RePEc:ahd:journl:v:4:y:2023:i:4:p:59-72.

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2023EFFECTS OF INDEX ADDITIONS ON STOCK PRICE INFORMATIVENESS. (2023). Gavrilova, Daria. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:gavrilovad.

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2023Profitability Premium in Indonesia Stock Market. (2023). Dananjaya, Yanuar. In: International Journal of Science and Business. RePEc:aif:journl:v:18:y:2023:i:1:p:73-79.

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2023Message in a Bottle: Forecasting wine prices. (2023). Meloni, Giulia ; Leccadito, Arturo ; Iania, Leonardo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023004.

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2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Leccadito, Arturo ; Lawuobahsumo, Kokulo ; Algieri, Bernardina. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2024What Determines Equity Returns in Emerging Markets?. (2024). Foye, James. In: CAFE Working Papers. RePEc:akf:cafewp:29.

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2023Sustainable Investing and the Cross-Section of Maximum Drawdown. (2019). Mouti, Saad ; Goldberg, Lisa R. In: Papers. RePEc:arx:papers:1905.05237.

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2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2023Optimal Portfolio Using Factor Graphical Lasso. (2020). Seregina, Ekaterina ; Lee, Tae-Hwy. In: Papers. RePEc:arx:papers:2011.00435.

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2024Robustifying Conditional Portfolio Decisions via Optimal Transport. (2021). Ye, Yinyu ; Delage, Erick ; Blanchet, Jose ; Zhang, Fan ; Nguyen, Viet Anh. In: Papers. RePEc:arx:papers:2103.16451.

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2023Universal Prediction Band via Semi-Definite Programming. (2021). Liang, Tengyuan. In: Papers. RePEc:arx:papers:2103.17203.

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2023Reddits Self-Organized Bull Runs. (2021). Winkler, Julian ; Semenova, Valentina. In: Papers. RePEc:arx:papers:2104.01847.

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2023ESG features explain one bit of idiosyncratic price returns. (2022). Challet, Damien ; Carlier, Laurent ; J'er'emi Assael, . In: Papers. RePEc:arx:papers:2201.04393.

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2023How easy is it for investment managers to deploy their talent in green and brown stocks?. (2022). Ardia, David ; Bluteau, Keven ; Tran, Thien Duy. In: Papers. RePEc:arx:papers:2201.05709.

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2024Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC. (2022). , Shibo ; Bo, Shi. In: Papers. RePEc:arx:papers:2201.09434.

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2023A projection based approach for interactive fixed effects panel data models. (2022). Soberon, Alexandra ; Rodriguez-Poo, Juan M ; Keilbar, Georg ; Wang, Weining. In: Papers. RePEc:arx:papers:2201.11482.

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2023Cryptocurrency Valuation: An Explainable AI Approach. (2022). Zhang, Luyao ; Liu, Yulin. In: Papers. RePEc:arx:papers:2201.12893.

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2023A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols. (2022). Xu, Teng Andrea. In: Papers. RePEc:arx:papers:2202.07742.

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2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2023Does non-linear factorization of financial returns help build better and stabler portfolios?. (2022). Hardle, Wolfgang Karl ; Spilak, Bruno. In: Papers. RePEc:arx:papers:2204.02757.

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2023Likelihood ratio test for structural changes in factor models. (2022). Han, XU ; Duan, Jiangtao ; Bai, Jushan. In: Papers. RePEc:arx:papers:2206.08052.

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2024Missing Values and the Dimensionality of Expected Returns. (2022). McCoy, Jack ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2207.13071.

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2024Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models. (2022). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets. (2022). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2209.10334.

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2023Publication Bias in Asset Pricing Research. (2022). Zimmermann, Tom ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2209.13623.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2023KALMANBOT: KalmanNet-Aided Bollinger Bands for Pairs Trading. (2022). Shlezinger, Nir ; Morgenstern, Hai ; Revach, Guy ; Deng, Haoran . In: Papers. RePEc:arx:papers:2210.15448.

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2024Enhanced Bayesian Neural Networks for Macroeconomics and Finance. (2022). Marcellino, Massimiliano ; Klieber, Karin ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2211.04752.

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2024Peer-reviewed theory does not help predict the cross-section of stock returns. (2022). Zimmermann, Tom ; Lopez-Lira, Alejandro ; Chen, Andrew Y. In: Papers. RePEc:arx:papers:2212.10317.

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2023Inference for Large Panel Data with Many Covariates. (2023). Zou, Jiacheng ; Pelger, Markus. In: Papers. RePEc:arx:papers:2301.00292.

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2023Learning Production Process Heterogeneity Across Industries: Implications of Deep Learning for Corporate M&A Decisions. (2023). Yun, Hayong ; Lee, Jongsub. In: Papers. RePEc:arx:papers:2301.08847.

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2023Labor Income Risk and the Cross-Section of Expected Returns. (2023). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2301.09173.

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2023Adults in the room? The auditor and dividends in small firms: Evidence from a natural experiment. (2023). Mauritzen, Johannes ; Lyngstadaas, Hakim. In: Papers. RePEc:arx:papers:2301.11079.

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2023Long-Term Modeling of Financial Machine Learning for Active Portfolio Management. (2023). Suzuki, Tomoya ; Amagai, Kazuki. In: Papers. RePEc:arx:papers:2301.12346.

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2023Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly. (2023). Suzuki, Tomoya ; Sugimoto, Takanari ; Bessho, Hiroki. In: Papers. RePEc:arx:papers:2301.13204.

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2023Utility-based indifference pricing of pure endowments in a Markov-modulated market model. (2023). Salterini, Benedetta ; Cretarola, Alessandra. In: Papers. RePEc:arx:papers:2301.13575.

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2023Facts of US Firm Scale and Growth 1970-2019: An Illustrated Guide. (2023). Parham, Robert. In: Papers. RePEc:arx:papers:2302.02485.

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2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

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2024Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets. (2023). Cucuringu, Mihai ; Reinert, Gesine ; Lu, Yutong. In: Papers. RePEc:arx:papers:2302.09382.

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2023Factor Exposure Heterogeneity in Green and Brown Stocks. (2023). Tran, Thien-Duy ; Lortie-Cloutier, Gabriel ; Bluteau, Keven ; Ardia, David. In: Papers. RePEc:arx:papers:2302.11729.

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2023Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network. (2023). Wang, Guiling ; Deek, Fadi P ; Gu, Jingyi. In: Papers. RePEc:arx:papers:2302.14164.

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2023Form 10-K Itemization. (2023). Dai, Rui ; Ye, Jinlin ; Lan, Yupeng ; Lu, Yutong ; Mao, Haitao ; Li, Mingyang ; Xia, Mengjia ; Zhang, Yanci. In: Papers. RePEc:arx:papers:2303.04688.

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2023The Financial Market of Indices of Socioeconomic Wellbeing. (2023). Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thilini V. In: Papers. RePEc:arx:papers:2303.05654.

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2023A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming. (2023). Li, Yuying ; Forsyth, Peter A ; van Staden, Pieter M. In: Papers. RePEc:arx:papers:2303.08968.

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2023Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy. (2023). Ausloos, Marcel ; Vinte, Claudiu. In: Papers. RePEc:arx:papers:2303.09330.

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2023Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange. (2023). Wepukhulu, Joshua Matanda ; Oluoch, Oluoch ; Shikumo, David Haritone. In: Papers. RePEc:arx:papers:2303.10910.

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2023Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning. (2023). Fan, Guoliang ; Tu, Dandan ; Xu, Zhiwei ; He, Jia ; Pan, Feiyang ; Li, Dapeng. In: Papers. RePEc:arx:papers:2303.11716.

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2023A Unified Framework for Fast Large-Scale Portfolio Optimization. (2023). Safikhani, Abolfazl ; Polak, Pawel ; Shah, Ronakdilip ; Deng, Weichuan. In: Papers. RePEc:arx:papers:2303.12751.

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2023Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications. (2023). Shi, Shuping ; Laurent, S'Ebastien ; Bouamara, Nabil. In: Papers. RePEc:arx:papers:2303.13406.

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2024The Elasticity of Quantitative Investment. (2023). Davis, Carter. In: Papers. RePEc:arx:papers:2303.14533.

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2023Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage. (2023). Ribeiro, Ruy M ; Medeiros, Marcelo C ; de Brito, Diego S ; Alves, Rafael. In: Papers. RePEc:arx:papers:2303.16151.

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2023Adjust factor with volatility model using MAXFLAT low-pass filter and construct portfolio in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2304.04676.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2023Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937.

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2023Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy. (2023). Polak, Pawel ; Miao, Jiaju. In: Papers. RePEc:arx:papers:2304.09947.

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2024The cross-sectional stock return predictions via quantum neural network and tensor network. (2023). Mitarai, Kosuke ; Miyamoto, Koichi ; Suimon, Yoshiyuki ; Kobayashi, Nozomu. In: Papers. RePEc:arx:papers:2304.12501.

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2023Estimation of Characteristics-based Quantile Factor Models. (2023). Gonzalo, Jesus ; Pan, Haozi ; Dolado, Juan Jose ; Chen, Liang. In: Papers. RePEc:arx:papers:2304.13206.

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2024Large Global Volatility Matrix Analysis Based on Structural Information. (2023). Kim, Donggyu ; Choi, Sung Hoon. In: Papers. RePEc:arx:papers:2305.01464.

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2023Construct sparse portfolio with mutual funds favourite stocks in China A share market. (2023). Zhang, KE. In: Papers. RePEc:arx:papers:2305.01642.

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2023Surveying Generative AIs Economic Expectations. (2023). Bybee, Leland. In: Papers. RePEc:arx:papers:2305.02823.

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2023Financial Hedging and Risk Compression, A journey from linear regression to neural network. (2023). Naieni, Fereshteh Sadeghi ; Shirazi, Ali. In: Papers. RePEc:arx:papers:2305.04801.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years. (2023). Press, William H. In: Papers. RePEc:arx:papers:2305.08241.

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2024Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices. (2023). Barigozzi, Matteo ; Dzuverovic, Emilija. In: Papers. RePEc:arx:papers:2305.08488.

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2023More than Words: Twitter Chatter and Financial Market Sentiment. (2023). Vazquez-Grande, Francisco ; Silva, Diego ; Ajello, Andrea ; Adams, Travis. In: Papers. RePEc:arx:papers:2305.16164.

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2023E2EAI: End-to-End Deep Learning Framework for Active Investing. (2023). Lin, Dahua ; Dai, BO ; Wei, Zikai. In: Papers. RePEc:arx:papers:2305.16364.

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2023A Simple Method for Predicting Covariance Matrices of Financial Returns. (2023). Boyd, Stephen ; Schmelzer, Thomas ; Pelger, Markus ; Ogut, Mehmet Giray ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2305.19484.

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2023Parameter Estimation Methods of Required Rate of Return. (2023). Gankhuu, Battulga. In: Papers. RePEc:arx:papers:2305.19708.

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2024Inference in Predictive Quantile Regressions. (2023). Kuriyama, Nina ; Shimotsu, Katsumi ; Maynard, Alex. In: Papers. RePEc:arx:papers:2306.00296.

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2023HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. (2023). Lin, Dahua ; Dai, BO ; Rao, Anyi ; Wei, Zikai. In: Papers. RePEc:arx:papers:2306.02848.

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2023Bacheliers Market Model for ESG Asset Pricing. (2023). Yegon, Peter ; Omotade, Blessing ; Nyarko, Nancy Asare ; Rachev, Svetlozar. In: Papers. RePEc:arx:papers:2306.04158.

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2024Maximally Machine-Learnable Portfolios. (2023). Goebel, Maximilian ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2306.05568.

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2024Latent Factor Analysis in Short Panels. (2023). Scaillet, Olivier ; Gagliardini, Patrick ; Fortin, Alain-Philippe. In: Papers. RePEc:arx:papers:2306.14004.

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2023Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India. (2023). Rao, Addada Narasimha. In: Papers. RePEc:arx:papers:2307.14049.

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2024Interest Rate Dynamics and Commodity Prices. (2023). Stachurski, John ; Ma, Qingyin ; Gouel, Christophe. In: Papers. RePEc:arx:papers:2308.07577.

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2023Online Universal Dirichlet Factor Portfolios. (2023). Hanawal, Manjesh K ; Bhardwaj, Avinash ; Parthasarathy, Purushottam. In: Papers. RePEc:arx:papers:2308.07763.

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2023Company Similarity using Large Language Models. (2023). Pasquali, Stefano ; Mehta, Dhagash ; Desai, Dhruv ; Bhagat, Snigdha ; Vamvourellis, Dimitrios. In: Papers. RePEc:arx:papers:2308.08031.

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2023Do We Price Happiness? Evidence from Korean Stock Market. (2023). Kim, Hyeonjun. In: Papers. RePEc:arx:papers:2308.10039.

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2023Analysis of Optimal Portfolio Management Using Hierarchical Clustering. (2023). Panda, Kapil. In: Papers. RePEc:arx:papers:2308.11202.

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2024An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics. (2023). Ventre, Carmine ; Polukarov, Maria ; Cao, YI ; Li, Haochen. In: Papers. RePEc:arx:papers:2308.14235.

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2023The Financial Market of Environmental Indices. (2023). Fabozzi, Frank J ; Rachev, Svetlozar ; Shirvani, Abootaleb ; Mahanama, Thisari K. In: Papers. RePEc:arx:papers:2308.15661.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023New News is Bad News. (2023). Qin, Jimmy ; Mamaysky, Harry ; Glasserman, Paul. In: Papers. RePEc:arx:papers:2309.05560.

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2023Doubly Robust Mean-CVaR Portfolio. (2023). Kuroki, Seiichi ; Abe, Masaya ; Nakagawa, Kei. In: Papers. RePEc:arx:papers:2309.11693.

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2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2023Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction. (2023). Han, Dongming ; Li, Liuliu ; Zhou, Xiuze ; Mao, Bingcheng ; Jia, Shuai ; Ding, Yujie. In: Papers. RePEc:arx:papers:2310.05627.

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2023From Transcripts to Insights: Uncovering Corporate Risks Using Generative AI. (2023). Muhn, Maximilian ; Kim, Alex ; Nikolaev, Valeri. In: Papers. RePEc:arx:papers:2310.17721.

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More than 100 citations found, this list is not complete...

Works by Kenneth French:

YearTitleTypeCited
1991Investor Diversification and International Equity Markets. In: American Economic Review.
[Full Text][Citation analysis]		article1122
1991Investor Diversification and International Equity Markets.(1991) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1122		paper
2004The Capital Asset Pricing Model: Theory and Evidence In: Journal of Economic Perspectives.
[Full Text][Citation analysis]		article462
2001DISAPPEARING DIVIDENDS: CHANGING FIRM CHARACTERISTICS OR LOWER PROPENSITY TO PAY? In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article1017
2001Disappearing dividends: changing firm characteristics or lower propensity to pay?.(2001) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1017		article
Disappearing Dividends: Changing Firm Characteristics or Lower Propensity to Pay?..() In: CRSP working papers.
[Citation analysis]
This paper has nother version. Agregated cites: 1017		paper
1989PRICING FINANCIAL FUTURES CONTRACTS: AN INTRODUCTION In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article0
2010The Squam Lake Report: Fixing the Financial System In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article125
2010The Squam Lake Report: Fixing the Financial System.(2010) In: Economics Books.
[Citation analysis]
This paper has nother version. Agregated cites: 125		book
2013Aligning Incentives at Systemically Important Financial Institutions: A Proposal by the Squam Lake Group In: Journal of Applied Corporate Finance.
[Full Text][Citation analysis]		article6
1983 Taxes and the Pricing of Stock Index Futures. In: Journal of Finance.
[Full Text][Citation analysis]		article61
1984 Anomalies in Security Returns and the Specification of the Market Model: Discussion. In: Journal of Finance.
[Full Text][Citation analysis]		article0
1992 The Cross-Section of Expected Stock Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article4457
1995 Size and Book-to-Market Factors in Earnings and Returns. In: Journal of Finance.
[Full Text][Citation analysis]		article935
1996 Multifactor Explanations of Asset Pricing Anomalies. In: Journal of Finance.
[Full Text][Citation analysis]		article2020
1996 The CAPM Is Wanted, Dead or Alive. In: Journal of Finance.
[Full Text][Citation analysis]		article97
1999The Corporate Cost of Capital and the Return on Corporate Investment In: Journal of Finance.
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2000Characteristics, Covariances, and Average Returns: 1929 to 1997 In: Journal of Finance.
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2002The Equity Premium In: Journal of Finance.
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2006The Value Premium and the CAPM In: Journal of Finance.
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2008Presidential Address: The Cost of Active Investing In: Journal of Finance.
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2008Dissecting Anomalies In: Journal of Finance.
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2008Average Returns, B/M, and Share Issues In: Journal of Finance.
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1982Sunk Costs and Competitive Bidding In: University of California at Los Angeles, Anderson Graduate School of Management.
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1986Common Factors in the Serial Correlation of Stock Returns In: University of California at Los Angeles, Anderson Graduate School of Management.
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1991Trading mechanisms and value-discovery: Cross-national evidence and policy implications : A comment In: Carnegie-Rochester Conference Series on Public Policy.
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2012Size, value, and momentum in international stock returns In: Journal of Financial Economics.
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2015A five-factor asset pricing model In: Journal of Financial Economics.
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2015Incremental variables and the investment opportunity set In: Journal of Financial Economics.
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2017International tests of a five-factor asset pricing model In: Journal of Financial Economics.
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2018Choosing factors In: Journal of Financial Economics.
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1983A comparison of futures and forward prices In: Journal of Financial Economics.
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1986Stock return variances : The arrival of information and the reaction of traders In: Journal of Financial Economics.
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1987Expected stock returns and volatility In: Journal of Financial Economics.
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1988Dividend yields and expected stock returns In: Journal of Financial Economics.
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1989Business conditions and expected returns on stocks and bonds In: Journal of Financial Economics.
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1991Were Japanese stock prices too high? In: Journal of Financial Economics.
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1990ARE JAPANESE STOCK PRICES TOO HIGH?.(1990) In: Working papers.
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1990Were Japanese Stock Prices Too High?.(1990) In: NBER Working Papers.
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1993Common risk factors in the returns on stocks and bonds In: Journal of Financial Economics.
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1997Industry costs of equity In: Journal of Financial Economics.
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2004New lists: Fundamentals and survival rates In: Journal of Financial Economics.
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2005Financing decisions: who issues stock? In: Journal of Financial Economics.
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2006Profitability, investment and average returns In: Journal of Financial Economics.
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2007Disagreement, tastes, and asset prices In: Journal of Financial Economics.
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1980Stock returns and the weekend effect In: Journal of Financial Economics.
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1990Japanese and U.S. cross-border common stock investments In: Journal of the Japanese and International Economies.
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2007O modelo de precificação de ativos de capital: teoria e evidências In: RAE - Revista de Administração de Empresas.
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1988Crash-Testing the Efficient Market Hypothesis In: NBER Chapters.
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2012Capital Structure Choices In: Critical Finance Review.
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2021The Value Premium In: The Review of Asset Pricing Studies.
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2016Dissecting Anomalies with a Five-Factor Model In: The Review of Financial Studies.
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2020Comparing Cross-Section and Time-Series Factor Models In: The Review of Financial Studies.
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2010Introduction In: Introductory Chapters.
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1984Sealed Bids, Sunk Costs, and the Process of Competition. In: The Journal of Business.
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1986Detecting Spot Price Forecasts in Futures Prices. In: The Journal of Business.
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1987Commodity Futures Prices: Some Evidence on Forecast Power, Premiums,and the Theory of Storage. In: The Journal of Business.
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2015Commodity Futures Prices: Some Evidence on Forecast Power, Premiums, and the Theory of Storage.(2015) In: World Scientific Book Chapters.
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2000Forecasting Profitability and Earnings. In: The Journal of Business.
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1983Effects of Nominal Contracting on Stock Returns. In: Journal of Political Economy.
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1988Permanent and Temporary Components of Stock Prices. In: Journal of Political Economy.
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1983The pricing of stock index futures In: Journal of Futures Markets.
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